PREVIEW / futures_30min / 2018-05-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-15.parquet
  size:    89 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
2018-05-15 00:00:00	ES	Futures	2977.43	2978.25	2976.88	2977.7	1255.0
2018-05-15 00:30:00	ES	Futures	2977.43	2977.97	2976.34	2976.61	913.0
2018-05-15 01:00:00	ES	Futures	2976.88	2977.15	2975.79	2976.06	996.0
2018-05-15 01:30:00	ES	Futures	2975.79	2976.34	2972.51	2973.61	4466.0
2018-05-15 02:00:00	ES	Futures	2973.61	2973.61	2969.79	2970.6	8305.0
2018-05-15 02:30:00	ES	Futures	2970.6	2973.33	2970.33	2972.79	3458.0
2018-05-15 03:00:00	ES	Futures	2972.79	2975.52	2972.24	2975.52	7140.0
2018-05-15 03:30:00	ES	Futures	2975.52	2976.61	2975.24	2976.06	3659.0
2018-05-15 04:00:00	ES	Futures	2976.34	2976.88	2972.51	2973.61	7466.0
2018-05-15 04:30:00	ES	Futures	2973.61	2974.15	2972.51	2974.15	3423.0
2018-05-15 05:00:00	ES	Futures	2973.88	2976.88	2973.61	2976.88	3360.0
2018-05-15 05:30:00	ES	Futures	2976.88	2978.52	2976.06	2977.7	5504.0
2018-05-15 06:00:00	ES	Futures	2977.43	2978.79	2977.15	2978.25	4015.0
2018-05-15 06:30:00	ES	Futures	2978.25	2978.25	2976.61	2976.88	4548.0
2018-05-15 07:00:00	ES	Futures	2976.88	2977.97	2973.06	2973.33	10914.0
2018-05-15 07:30:00	ES	Futures	2973.33	2974.7	2971.7	2973.61	13159.0
2018-05-15 08:00:00	ES	Futures	2973.33	2974.97	2971.15	2974.15	15581.0
2018-05-15 08:30:00	ES	Futures	2974.15	2974.7	2960.78	2963.78	56856.0
2018-05-15 09:00:00	ES	Futures	2963.78	2966.24	2961.87	2965.15	33951.0
2018-05-15 09:30:00	ES	Futures	2965.15	2965.96	2950.95	2951.77	217687.0
2018-05-15 10:00:00	ES	Futures	2951.5	2959.14	2950.95	2956.69	104010.0
2018-05-15 10:30:00	ES	Futures	2956.69	2964.33	2955.59	2957.78	109719.0
2018-05-15 11:00:00	ES	Futures	2957.78	2962.14	2955.59	2957.5	52843.0
2018-05-15 11:30:00	ES	Futures	2957.78	2961.33	2953.96	2954.78	59648.0
2018-05-15 12:00:00	ES	Futures	2954.78	2955.87	2950.68	2954.23	68951.0
2018-05-15 12:30:00	ES	Futures	2954.23	2962.96	2953.14	2958.6	67912.0
2018-05-15 13:00:00	ES	Futures	2958.32	2959.14	2953.14	2954.23	51482.0
2018-05-15 13:30:00	ES	Futures	2953.96	2956.14	2948.5	2949.04	57042.0
2018-05-15 14:00:00	ES	Futures	2948.77	2955.87	2948.5	2954.23	81870.0
2018-05-15 14:30:00	ES	Futures	2953.96	2960.51	2951.5	2953.14	86750.0
2018-05-15 15:00:00	ES	Futures	2953.14	2955.05	2947.95	2949.86	102490.0
2018-05-15 15:30:00	ES	Futures	2949.86	2959.69	2949.04	2959.14	142038.0
2018-05-15 16:00:00	ES	Futures	2958.87	2960.78	2956.41	2957.5	63212.0
2018-05-15 16:30:00	ES	Futures	2957.78	2958.32	2956.96	2958.32	4927.0
2018-05-15 18:00:00	ES	Futures	2959.69	2959.69	2955.32	2955.87	4183.0
2018-05-15 18:30:00	ES	Futures	2956.14	2956.14	2953.96	2954.78	2018.0
2018-05-15 19:00:00	ES	Futures	2954.78	2955.05	2952.32	2953.41	2016.0
2018-05-15 19:30:00	ES	Futures	2953.14	2955.05	2952.59	2954.78	1698.0
2018-05-15 20:00:00	ES	Futures	2954.78	2958.05	2954.5	2956.96	3488.0
2018-05-15 20:30:00	ES	Futures	2957.23	2957.78	2955.87	2956.69	1218.0
2018-05-15 21:00:00	ES	Futures	2956.69	2959.14	2956.69	2958.87	2354.0
2018-05-15 21:30:00	ES	Futures	2958.87	2959.41	2956.14	2956.96	2855.0
2018-05-15 22:00:00	ES	Futures	2957.23	2958.32	2955.32	2956.96	1968.0
2018-05-15 22:30:00	ES	Futures	2956.96	2957.5	2955.59	2955.87	1336.0
2018-05-15 23:00:00	ES	Futures	2956.14	2957.5	2955.87	2956.41	1451.0
2018-05-15 23:30:00	ES	Futures	2956.41	2959.69	2956.14	2959.69	2342.0
2018-05-15 00:00:00	NQ	Futures	8232.05	8236.78	8231.46	8236.48	501.0
2018-05-15 00:30:00	NQ	Futures	8236.19	8236.48	8232.64	8234.41	399.0
2018-05-15 01:00:00	NQ	Futures	8234.12	8234.41	8229.68	8230.27	443.0
2018-05-15 01:30:00	NQ	Futures	8230.57	8231.46	8219.64	8223.18	1069.0

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

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