PREVIEW / futures_30min / 2018-05-10

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-10.parquet
  size:    87 KB
  rows:    3,176

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
2018-05-10 00:00:00	ES	Futures	2949.32	2950.41	2949.32	2949.32	922.0
2018-05-10 00:30:00	ES	Futures	2949.59	2949.59	2948.5	2949.04	421.0
2018-05-10 01:00:00	ES	Futures	2949.04	2949.32	2948.77	2949.32	700.0
2018-05-10 01:30:00	ES	Futures	2949.59	2949.86	2948.23	2948.77	1213.0
2018-05-10 02:00:00	ES	Futures	2948.77	2949.04	2947.41	2947.95	2189.0
2018-05-10 02:30:00	ES	Futures	2947.95	2948.77	2947.68	2947.95	2181.0
2018-05-10 03:00:00	ES	Futures	2948.23	2948.5	2944.95	2946.86	8075.0
2018-05-10 03:30:00	ES	Futures	2946.86	2949.04	2946.32	2949.04	3860.0
2018-05-10 04:00:00	ES	Futures	2948.77	2949.32	2947.95	2947.95	2940.0
2018-05-10 04:30:00	ES	Futures	2948.23	2949.04	2947.13	2948.23	2366.0
2018-05-10 05:00:00	ES	Futures	2948.23	2949.32	2947.95	2948.5	2690.0
2018-05-10 05:30:00	ES	Futures	2948.5	2948.77	2944.4	2945.77	5982.0
2018-05-10 06:00:00	ES	Futures	2945.77	2946.59	2944.95	2946.04	3670.0
2018-05-10 06:30:00	ES	Futures	2946.04	2946.32	2943.59	2944.95	4289.0
2018-05-10 07:00:00	ES	Futures	2944.95	2946.59	2943.31	2946.59	3897.0
2018-05-10 07:30:00	ES	Futures	2946.59	2949.32	2946.04	2948.5	6966.0
2018-05-10 08:00:00	ES	Futures	2948.5	2948.5	2945.77	2947.13	6449.0
2018-05-10 08:30:00	ES	Futures	2947.41	2953.96	2947.13	2951.77	32959.0
2018-05-10 09:00:00	ES	Futures	2952.05	2952.87	2950.14	2952.05	16266.0
2018-05-10 09:30:00	ES	Futures	2952.05	2957.23	2950.68	2955.05	127614.0
2018-05-10 10:00:00	ES	Futures	2955.32	2958.05	2951.23	2957.78	89733.0
2018-05-10 10:30:00	ES	Futures	2957.78	2960.51	2956.41	2958.6	68779.0
2018-05-10 11:00:00	ES	Futures	2958.6	2964.33	2957.78	2963.51	69456.0
2018-05-10 11:30:00	ES	Futures	2963.51	2967.06	2962.42	2966.51	60053.0
2018-05-10 12:00:00	ES	Futures	2966.51	2972.51	2965.69	2971.42	71219.0
2018-05-10 12:30:00	ES	Futures	2971.7	2973.06	2969.79	2970.88	49609.0
2018-05-10 13:00:00	ES	Futures	2971.15	2974.7	2969.51	2969.79	61440.0
2018-05-10 13:30:00	ES	Futures	2969.79	2971.15	2965.15	2967.06	62692.0
2018-05-10 14:00:00	ES	Futures	2967.33	2970.06	2963.51	2969.24	44623.0
2018-05-10 14:30:00	ES	Futures	2969.51	2971.15	2961.6	2969.79	65237.0
2018-05-10 15:00:00	ES	Futures	2970.06	2971.97	2965.69	2968.42	64334.0
2018-05-10 15:30:00	ES	Futures	2968.69	2973.06	2965.69	2970.06	110934.0
2018-05-10 16:00:00	ES	Futures	2970.06	2970.6	2967.33	2967.6	52630.0
2018-05-10 16:30:00	ES	Futures	2967.88	2968.15	2965.15	2965.15	6801.0
2018-05-10 18:00:00	ES	Futures	2965.15	2969.24	2965.15	2967.33	3463.0
2018-05-10 18:30:00	ES	Futures	2967.06	2967.88	2966.24	2967.6	846.0
2018-05-10 19:00:00	ES	Futures	2967.6	2968.42	2967.06	2967.6	679.0
2018-05-10 19:30:00	ES	Futures	2967.6	2969.79	2966.78	2969.79	1608.0
2018-05-10 20:00:00	ES	Futures	2969.79	2971.15	2969.51	2969.79	3296.0
2018-05-10 20:30:00	ES	Futures	2970.06	2970.88	2968.97	2969.51	1493.0
2018-05-10 21:00:00	ES	Futures	2969.79	2971.42	2968.97	2969.79	2521.0
2018-05-10 21:30:00	ES	Futures	2969.79	2970.33	2968.15	2968.97	2772.0
2018-05-10 22:00:00	ES	Futures	2969.24	2971.42	2968.69	2971.15	1938.0
2018-05-10 22:30:00	ES	Futures	2971.42	2972.51	2970.88	2971.15	2033.0
2018-05-10 23:00:00	ES	Futures	2971.15	2971.7	2970.6	2970.6	1340.0
2018-05-10 23:30:00	ES	Futures	2970.88	2971.97	2970.6	2971.7	929.0
2018-05-10 00:00:00	NQ	Futures	8177.67	8180.33	8176.78	8177.67	376.0
2018-05-10 00:30:00	NQ	Futures	8178.26	8178.85	8173.83	8176.49	390.0
2018-05-10 01:00:00	NQ	Futures	8176.19	8176.78	8174.12	8176.49	471.0
2018-05-10 01:30:00	NQ	Futures	8176.78	8177.97	8173.53	8175.31	479.0

> showing 50 of 3,176 rows — these rows as CSV

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