PREVIEW / futures_30min / 2018-05-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-11.parquet
  size:    70 KB
  rows:    2,604

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
2018-05-11 00:00:00	ES	Futures	2971.7	2972.24	2971.42	2971.42	779.0
2018-05-11 00:30:00	ES	Futures	2971.42	2971.7	2970.88	2971.42	1066.0
2018-05-11 01:00:00	ES	Futures	2971.7	2971.97	2971.15	2971.42	710.0
2018-05-11 01:30:00	ES	Futures	2971.15	2971.97	2970.88	2971.15	1482.0
2018-05-11 02:00:00	ES	Futures	2971.15	2971.42	2966.51	2966.51	5492.0
2018-05-11 02:30:00	ES	Futures	2966.78	2967.33	2965.42	2966.24	5451.0
2018-05-11 03:00:00	ES	Futures	2966.51	2969.51	2966.24	2967.33	5698.0
2018-05-11 03:30:00	ES	Futures	2967.33	2969.51	2966.24	2966.78	6149.0
2018-05-11 04:00:00	ES	Futures	2966.78	2970.88	2966.51	2970.88	3882.0
2018-05-11 04:30:00	ES	Futures	2970.6	2972.51	2970.06	2972.51	5975.0
2018-05-11 05:00:00	ES	Futures	2972.24	2973.06	2970.33	2970.6	5446.0
2018-05-11 05:30:00	ES	Futures	2970.6	2971.42	2969.79	2971.15	4024.0
2018-05-11 06:00:00	ES	Futures	2971.15	2976.61	2970.88	2975.52	10875.0
2018-05-11 06:30:00	ES	Futures	2975.52	2975.79	2973.06	2974.7	4115.0
2018-05-11 07:00:00	ES	Futures	2974.42	2975.24	2973.06	2974.42	3800.0
2018-05-11 07:30:00	ES	Futures	2974.7	2975.24	2973.06	2973.88	7015.0
2018-05-11 08:00:00	ES	Futures	2973.61	2974.97	2970.88	2972.51	9288.0
2018-05-11 08:30:00	ES	Futures	2972.24	2973.33	2970.88	2972.24	16796.0
2018-05-11 09:00:00	ES	Futures	2972.24	2972.51	2970.6	2971.42	11955.0
2018-05-11 09:30:00	ES	Futures	2971.7	2979.06	2969.51	2978.25	116421.0
2018-05-11 10:00:00	ES	Futures	2977.97	2981.52	2976.34	2977.97	105236.0
2018-05-11 10:30:00	ES	Futures	2977.97	2982.61	2975.79	2982.61	71494.0
2018-05-11 11:00:00	ES	Futures	2982.34	2982.88	2976.34	2976.61	63644.0
2018-05-11 11:30:00	ES	Futures	2976.61	2977.7	2973.33	2975.79	47024.0
2018-05-11 12:00:00	ES	Futures	2975.79	2977.7	2968.42	2969.51	65981.0
2018-05-11 12:30:00	ES	Futures	2969.51	2974.42	2968.69	2972.79	34351.0
2018-05-11 13:00:00	ES	Futures	2972.79	2974.42	2971.7	2973.33	25419.0
2018-05-11 13:30:00	ES	Futures	2973.06	2973.33	2969.24	2971.97	29488.0
2018-05-11 14:00:00	ES	Futures	2971.97	2974.15	2965.69	2972.51	56784.0
2018-05-11 14:30:00	ES	Futures	2972.51	2974.15	2969.24	2973.61	44459.0
2018-05-11 15:00:00	ES	Futures	2973.33	2976.34	2972.79	2974.97	53632.0
2018-05-11 15:30:00	ES	Futures	2974.7	2977.97	2973.06	2977.15	107087.0
2018-05-11 16:00:00	ES	Futures	2977.15	2979.88	2976.61	2979.88	61734.0
2018-05-11 16:30:00	ES	Futures	2979.88	2979.88	2977.7	2977.97	6766.0
2018-05-11 00:00:00	NQ	Futures	8239.44	8240.32	8236.78	8238.25	224.0
2018-05-11 00:30:00	NQ	Futures	8238.25	8238.25	8235.89	8236.19	203.0
2018-05-11 01:00:00	NQ	Futures	8236.19	8237.37	8232.93	8233.23	285.0
2018-05-11 01:30:00	NQ	Futures	8232.93	8237.66	8232.93	8234.41	454.0
2018-05-11 02:00:00	NQ	Futures	8234.71	8235.3	8218.45	8219.64	1249.0
2018-05-11 02:30:00	NQ	Futures	8219.93	8222.0	8215.79	8219.04	1170.0
2018-05-11 03:00:00	NQ	Futures	8219.04	8228.5	8218.75	8223.18	1467.0
2018-05-11 03:30:00	NQ	Futures	8222.59	8228.5	8218.45	8222.3	1293.0
2018-05-11 04:00:00	NQ	Futures	8222.3	8231.16	8221.41	8229.68	1295.0
2018-05-11 04:30:00	NQ	Futures	8229.98	8235.3	8228.8	8234.41	1169.0
2018-05-11 05:00:00	NQ	Futures	8234.71	8237.96	8228.5	8229.98	1151.0
2018-05-11 05:30:00	NQ	Futures	8229.68	8233.53	8228.21	8232.05	720.0
2018-05-11 06:00:00	NQ	Futures	8232.34	8250.67	8229.98	8246.53	2541.0
2018-05-11 06:30:00	NQ	Futures	8246.82	8247.42	8240.32	8244.16	1203.0
2018-05-11 07:00:00	NQ	Futures	8244.46	8246.53	8240.03	8245.64	1140.0
2018-05-11 07:30:00	NQ	Futures	8245.64	8248.89	8242.69	8246.53	2071.0

> showing 50 of 2,604 rows — these rows as CSV

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