PREVIEW / futures_30min / 2018-05-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-09.parquet
  size:    84 KB
  rows:    3,201

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2018-05-09 00:00:00	ES	Futures	2913.84	2915.48	2913.57	2915.2	1226.0
2018-05-09 00:30:00	ES	Futures	2914.93	2916.3	2914.66	2915.2	1563.0
2018-05-09 01:00:00	ES	Futures	2914.93	2916.02	2914.39	2916.02	1428.0
2018-05-09 01:30:00	ES	Futures	2916.02	2916.84	2915.2	2916.57	1726.0
2018-05-09 02:00:00	ES	Futures	2916.57	2917.39	2914.66	2914.93	4235.0
2018-05-09 02:30:00	ES	Futures	2914.93	2915.48	2913.84	2914.66	2220.0
2018-05-09 03:00:00	ES	Futures	2914.93	2918.48	2914.93	2917.66	7145.0
2018-05-09 03:30:00	ES	Futures	2917.66	2925.57	2917.66	2924.76	13406.0
2018-05-09 04:00:00	ES	Futures	2924.76	2925.3	2922.3	2924.48	6843.0
2018-05-09 04:30:00	ES	Futures	2924.21	2930.21	2923.66	2929.67	11367.0
2018-05-09 05:00:00	ES	Futures	2929.67	2930.21	2928.3	2929.39	6710.0
2018-05-09 05:30:00	ES	Futures	2929.39	2930.49	2926.67	2929.94	7151.0
2018-05-09 06:00:00	ES	Futures	2929.94	2930.21	2925.85	2926.94	6497.0
2018-05-09 06:30:00	ES	Futures	2927.21	2927.76	2925.3	2927.48	4750.0
2018-05-09 07:00:00	ES	Futures	2927.48	2928.85	2926.39	2928.58	7452.0
2018-05-09 07:30:00	ES	Futures	2928.58	2928.85	2924.76	2925.3	7855.0
2018-05-09 08:00:00	ES	Futures	2925.3	2926.94	2924.21	2924.76	10087.0
2018-05-09 08:30:00	ES	Futures	2925.03	2926.12	2923.66	2923.66	10049.0
2018-05-09 09:00:00	ES	Futures	2923.66	2923.94	2922.3	2922.57	13643.0
2018-05-09 09:30:00	ES	Futures	2922.57	2927.21	2919.57	2922.57	134310.0
2018-05-09 10:00:00	ES	Futures	2922.85	2926.94	2920.12	2923.39	78578.0
2018-05-09 10:30:00	ES	Futures	2923.39	2925.57	2916.84	2917.93	89631.0
2018-05-09 11:00:00	ES	Futures	2917.93	2922.57	2916.84	2922.3	70361.0
2018-05-09 11:30:00	ES	Futures	2922.3	2924.48	2921.21	2923.94	33006.0
2018-05-09 12:00:00	ES	Futures	2923.94	2933.22	2923.66	2932.12	75603.0
2018-05-09 12:30:00	ES	Futures	2932.4	2940.31	2931.58	2938.4	91131.0
2018-05-09 13:00:00	ES	Futures	2938.4	2943.31	2937.04	2942.77	75687.0
2018-05-09 13:30:00	ES	Futures	2943.04	2945.22	2942.49	2944.95	43090.0
2018-05-09 14:00:00	ES	Futures	2944.95	2947.41	2939.77	2941.95	58671.0
2018-05-09 14:30:00	ES	Futures	2941.95	2946.86	2941.68	2944.4	56742.0
2018-05-09 15:00:00	ES	Futures	2944.68	2946.32	2940.31	2941.4	54604.0
2018-05-09 15:30:00	ES	Futures	2941.4	2943.59	2937.86	2943.31	122487.0
2018-05-09 16:00:00	ES	Futures	2943.04	2944.68	2942.22	2943.04	75123.0
2018-05-09 16:30:00	ES	Futures	2943.04	2943.59	2942.77	2942.77	4711.0
2018-05-09 18:00:00	ES	Futures	2943.04	2945.22	2942.22	2942.77	2514.0
2018-05-09 18:30:00	ES	Futures	2942.77	2943.59	2942.49	2943.31	863.0
2018-05-09 19:00:00	ES	Futures	2943.31	2943.31	2940.58	2940.58	1500.0
2018-05-09 19:30:00	ES	Futures	2940.58	2943.31	2939.49	2942.77	1823.0
2018-05-09 20:00:00	ES	Futures	2942.77	2944.68	2941.4	2942.77	3183.0
2018-05-09 20:30:00	ES	Futures	2942.77	2943.04	2941.13	2943.04	1973.0
2018-05-09 21:00:00	ES	Futures	2943.04	2947.41	2942.22	2946.32	6105.0
2018-05-09 21:30:00	ES	Futures	2946.59	2947.41	2944.13	2945.5	4574.0
2018-05-09 22:00:00	ES	Futures	2945.5	2950.14	2944.95	2950.14	4721.0
2018-05-09 22:30:00	ES	Futures	2949.86	2950.14	2947.13	2947.68	2073.0
2018-05-09 23:00:00	ES	Futures	2947.41	2949.32	2947.41	2949.04	1315.0
2018-05-09 23:30:00	ES	Futures	2949.04	2949.86	2948.5	2949.04	789.0
2018-05-09 00:00:00	NQ	Futures	8062.71	8065.96	8062.71	8065.07	420.0
2018-05-09 00:30:00	NQ	Futures	8065.07	8067.14	8063.0	8063.59	508.0
2018-05-09 01:00:00	NQ	Futures	8063.59	8066.25	8060.93	8066.25	388.0
2018-05-09 01:30:00	NQ	Futures	8066.25	8067.73	8063.3	8066.85	522.0

> showing 50 of 3,201 rows — these rows as CSV

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