PREVIEW / futures_30min / 2018-05-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-14.parquet
  size:    81 KB
  rows:    3,132

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
2018-05-14 00:00:00	ES	Futures	2989.71	2991.07	2989.43	2991.07	1133.0
2018-05-14 00:30:00	ES	Futures	2991.07	2992.16	2990.53	2991.35	2119.0
2018-05-14 01:00:00	ES	Futures	2991.07	2991.35	2989.98	2990.25	2033.0
2018-05-14 01:30:00	ES	Futures	2990.25	2990.8	2989.43	2989.71	1272.0
2018-05-14 02:00:00	ES	Futures	2989.71	2989.98	2988.07	2988.62	3531.0
2018-05-14 02:30:00	ES	Futures	2988.62	2989.16	2986.98	2986.98	2704.0
2018-05-14 03:00:00	ES	Futures	2986.98	2988.34	2986.43	2988.07	5526.0
2018-05-14 03:30:00	ES	Futures	2988.07	2989.71	2985.07	2985.89	7771.0
2018-05-14 04:00:00	ES	Futures	2985.61	2987.25	2985.61	2987.25	4560.0
2018-05-14 04:30:00	ES	Futures	2987.25	2987.52	2985.07	2985.61	4444.0
2018-05-14 05:00:00	ES	Futures	2985.61	2987.25	2985.34	2986.98	2573.0
2018-05-14 05:30:00	ES	Futures	2986.98	2987.8	2985.61	2985.89	3968.0
2018-05-14 06:00:00	ES	Futures	2985.89	2986.43	2984.8	2984.8	3263.0
2018-05-14 06:30:00	ES	Futures	2984.8	2985.61	2983.98	2985.61	4502.0
2018-05-14 07:00:00	ES	Futures	2985.34	2985.61	2983.98	2984.52	3378.0
2018-05-14 07:30:00	ES	Futures	2984.52	2985.07	2983.43	2983.7	6079.0
2018-05-14 08:00:00	ES	Futures	2983.7	2984.25	2982.88	2983.43	7758.0
2018-05-14 08:30:00	ES	Futures	2983.7	2983.98	2982.61	2983.43	5830.0
2018-05-14 09:00:00	ES	Futures	2983.7	2985.61	2983.16	2984.52	11151.0
2018-05-14 09:30:00	ES	Futures	2984.25	2990.8	2983.98	2988.89	101111.0
2018-05-14 10:00:00	ES	Futures	2989.16	2990.8	2985.61	2990.8	59355.0
2018-05-14 10:30:00	ES	Futures	2990.8	2992.44	2986.98	2986.98	59045.0
2018-05-14 11:00:00	ES	Futures	2986.98	2990.8	2985.61	2986.16	51248.0
2018-05-14 11:30:00	ES	Futures	2986.16	2987.8	2983.16	2985.61	35395.0
2018-05-14 12:00:00	ES	Futures	2985.89	2989.71	2984.52	2985.07	43939.0
2018-05-14 12:30:00	ES	Futures	2985.07	2986.16	2980.16	2980.7	33852.0
2018-05-14 13:00:00	ES	Futures	2980.7	2981.52	2976.06	2979.06	55680.0
2018-05-14 13:30:00	ES	Futures	2979.06	2982.34	2976.06	2979.88	39621.0
2018-05-14 14:00:00	ES	Futures	2979.61	2980.43	2973.88	2978.52	54864.0
2018-05-14 14:30:00	ES	Futures	2978.25	2981.52	2976.88	2980.7	42368.0
2018-05-14 15:00:00	ES	Futures	2980.7	2983.43	2979.34	2981.25	48132.0
2018-05-14 15:30:00	ES	Futures	2981.25	2982.07	2974.97	2979.88	98205.0
2018-05-14 16:00:00	ES	Futures	2979.88	2981.52	2974.15	2980.7	67508.0
2018-05-14 16:30:00	ES	Futures	2980.97	2980.97	2977.43	2979.06	4443.0
2018-05-14 18:00:00	ES	Futures	2978.52	2980.97	2977.7	2980.43	2163.0
2018-05-14 18:30:00	ES	Futures	2980.43	2980.97	2979.06	2980.7	1078.0
2018-05-14 19:00:00	ES	Futures	2980.7	2981.25	2978.52	2979.88	1019.0
2018-05-14 19:30:00	ES	Futures	2979.88	2980.43	2979.34	2980.16	713.0
2018-05-14 20:00:00	ES	Futures	2980.16	2981.52	2978.52	2978.52	2053.0
2018-05-14 20:30:00	ES	Futures	2978.79	2979.06	2977.7	2978.79	1819.0
2018-05-14 21:00:00	ES	Futures	2978.52	2981.25	2977.97	2980.16	1942.0
2018-05-14 21:30:00	ES	Futures	2980.16	2980.43	2977.97	2978.79	2630.0
2018-05-14 22:00:00	ES	Futures	2978.79	2979.06	2975.79	2976.88	2570.0
2018-05-14 22:30:00	ES	Futures	2976.88	2977.97	2976.06	2976.06	1442.0
2018-05-14 23:00:00	ES	Futures	2976.06	2977.15	2976.06	2977.15	1014.0
2018-05-14 23:30:00	ES	Futures	2976.88	2977.7	2975.79	2977.43	1646.0
2018-05-14 00:00:00	NQ	Futures	8261.01	8264.56	8260.71	8264.26	303.0
2018-05-14 00:30:00	NQ	Futures	8264.56	8268.1	8263.67	8267.22	551.0
2018-05-14 01:00:00	NQ	Futures	8266.63	8267.22	8260.71	8260.71	791.0
2018-05-14 01:30:00	NQ	Futures	8261.01	8264.26	8257.76	8258.94	975.0

> showing 50 of 3,132 rows — these rows as CSV

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