PREVIEW / futures_30min / 2018-05-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-16.parquet
  size:    86 KB
  rows:    3,166

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
2018-05-16 00:00:00	ES	Futures	2959.69	2960.23	2959.14	2960.23	1202.0
2018-05-16 00:30:00	ES	Futures	2960.23	2960.51	2958.32	2958.6	994.0
2018-05-16 01:00:00	ES	Futures	2958.6	2958.87	2957.23	2958.6	1287.0
2018-05-16 01:30:00	ES	Futures	2958.87	2960.51	2958.6	2959.41	1921.0
2018-05-16 02:00:00	ES	Futures	2959.69	2959.69	2955.59	2955.87	4784.0
2018-05-16 02:30:00	ES	Futures	2955.87	2958.32	2955.05	2957.5	3440.0
2018-05-16 03:00:00	ES	Futures	2957.5	2961.05	2957.5	2960.23	8101.0
2018-05-16 03:30:00	ES	Futures	2959.96	2963.51	2959.96	2962.69	7112.0
2018-05-16 04:00:00	ES	Futures	2962.42	2962.96	2960.23	2961.33	4030.0
2018-05-16 04:30:00	ES	Futures	2961.33	2961.33	2958.32	2959.14	3746.0
2018-05-16 05:00:00	ES	Futures	2958.87	2959.14	2954.23	2955.05	7574.0
2018-05-16 05:30:00	ES	Futures	2955.05	2957.23	2954.23	2956.96	6083.0
2018-05-16 06:00:00	ES	Futures	2957.23	2958.05	2955.59	2956.69	4994.0
2018-05-16 06:30:00	ES	Futures	2956.69	2959.41	2955.32	2959.41	5992.0
2018-05-16 07:00:00	ES	Futures	2959.14	2959.96	2958.32	2958.32	5301.0
2018-05-16 07:30:00	ES	Futures	2958.32	2958.87	2955.32	2956.14	8299.0
2018-05-16 08:00:00	ES	Futures	2956.14	2956.96	2954.78	2956.69	9050.0
2018-05-16 08:30:00	ES	Futures	2956.41	2957.78	2952.32	2953.14	15071.0
2018-05-16 09:00:00	ES	Futures	2953.14	2960.23	2952.32	2959.69	19775.0
2018-05-16 09:30:00	ES	Futures	2959.69	2968.69	2959.41	2967.33	144674.0
2018-05-16 10:00:00	ES	Futures	2967.6	2968.15	2961.6	2964.6	76559.0
2018-05-16 10:30:00	ES	Futures	2964.6	2969.24	2964.05	2965.96	55560.0
2018-05-16 11:00:00	ES	Futures	2965.69	2966.51	2960.51	2962.14	49913.0
2018-05-16 11:30:00	ES	Futures	2962.14	2968.15	2961.87	2967.88	37145.0
2018-05-16 12:00:00	ES	Futures	2968.15	2974.15	2967.88	2973.33	74689.0
2018-05-16 12:30:00	ES	Futures	2973.61	2977.15	2972.79	2974.15	45795.0
2018-05-16 13:00:00	ES	Futures	2974.15	2975.79	2971.42	2972.51	29408.0
2018-05-16 13:30:00	ES	Futures	2972.51	2975.24	2971.97	2974.7	23165.0
2018-05-16 14:00:00	ES	Futures	2974.7	2976.34	2973.61	2974.97	36875.0
2018-05-16 14:30:00	ES	Futures	2974.97	2977.97	2973.61	2976.61	44082.0
2018-05-16 15:00:00	ES	Futures	2976.88	2976.88	2970.33	2971.7	79857.0
2018-05-16 15:30:00	ES	Futures	2971.42	2972.24	2966.24	2972.24	123038.0
2018-05-16 16:00:00	ES	Futures	2971.97	2972.79	2970.88	2972.24	51640.0
2018-05-16 16:30:00	ES	Futures	2972.51	2972.51	2970.88	2971.15	5382.0
2018-05-16 18:00:00	ES	Futures	2971.15	2972.79	2971.15	2971.97	2669.0
2018-05-16 18:30:00	ES	Futures	2971.7	2974.42	2971.42	2973.33	1273.0
2018-05-16 19:00:00	ES	Futures	2973.61	2973.88	2971.97	2972.51	1006.0
2018-05-16 19:30:00	ES	Futures	2972.51	2974.7	2972.51	2974.15	1411.0
2018-05-16 20:00:00	ES	Futures	2974.15	2974.97	2973.33	2973.33	2602.0
2018-05-16 20:30:00	ES	Futures	2973.61	2974.15	2973.33	2973.88	1182.0
2018-05-16 21:00:00	ES	Futures	2973.88	2974.42	2972.51	2973.88	2391.0
2018-05-16 21:30:00	ES	Futures	2973.61	2973.61	2969.51	2970.33	3526.0
2018-05-16 22:00:00	ES	Futures	2970.33	2972.79	2969.79	2971.15	3708.0
2018-05-16 22:30:00	ES	Futures	2971.15	2973.06	2971.15	2973.06	1661.0
2018-05-16 23:00:00	ES	Futures	2973.06	2974.15	2971.97	2973.88	1510.0
2018-05-16 23:30:00	ES	Futures	2973.88	2973.88	2973.06	2973.61	1015.0
2018-05-16 00:00:00	NQ	Futures	8150.19	8152.25	8149.3	8151.07	443.0
2018-05-16 00:30:00	NQ	Futures	8151.07	8152.85	8143.68	8143.68	585.0
2018-05-16 01:00:00	NQ	Futures	8144.27	8144.57	8138.96	8142.21	818.0
2018-05-16 01:30:00	NQ	Futures	8142.21	8149.59	8141.91	8146.93	954.0

> showing 50 of 3,166 rows — these rows as CSV

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