PREVIEW / futures_30min / 2018-05-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-17.parquet
  size:    84 KB
  rows:    3,180

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
2018-05-17 00:00:00	ES	Futures	2973.61	2973.61	2972.51	2972.79	642.0
2018-05-17 00:30:00	ES	Futures	2972.79	2972.79	2971.42	2972.24	682.0
2018-05-17 01:00:00	ES	Futures	2972.24	2972.24	2971.42	2972.24	1461.0
2018-05-17 01:30:00	ES	Futures	2972.24	2972.79	2968.42	2969.24	4133.0
2018-05-17 02:00:00	ES	Futures	2969.24	2969.79	2968.15	2968.42	3420.0
2018-05-17 02:30:00	ES	Futures	2968.42	2968.69	2965.69	2966.24	4719.0
2018-05-17 03:00:00	ES	Futures	2965.96	2968.69	2965.96	2967.6	5650.0
2018-05-17 03:30:00	ES	Futures	2967.88	2968.42	2966.78	2967.6	3505.0
2018-05-17 04:00:00	ES	Futures	2967.6	2967.88	2965.96	2967.88	3586.0
2018-05-17 04:30:00	ES	Futures	2967.88	2968.15	2964.87	2966.51	4308.0
2018-05-17 05:00:00	ES	Futures	2966.51	2968.42	2966.24	2968.42	3142.0
2018-05-17 05:30:00	ES	Futures	2968.42	2969.51	2967.33	2969.24	3708.0
2018-05-17 06:00:00	ES	Futures	2969.24	2970.33	2967.06	2968.15	4753.0
2018-05-17 06:30:00	ES	Futures	2967.88	2968.69	2966.78	2966.78	2612.0
2018-05-17 07:00:00	ES	Futures	2967.06	2968.15	2965.96	2968.15	3590.0
2018-05-17 07:30:00	ES	Futures	2968.15	2968.97	2966.51	2966.51	4804.0
2018-05-17 08:00:00	ES	Futures	2966.51	2968.15	2965.96	2967.06	5712.0
2018-05-17 08:30:00	ES	Futures	2966.78	2967.6	2964.33	2967.6	13926.0
2018-05-17 09:00:00	ES	Futures	2967.6	2970.06	2967.33	2968.69	17402.0
2018-05-17 09:30:00	ES	Futures	2968.69	2969.79	2962.14	2967.6	116844.0
2018-05-17 10:00:00	ES	Futures	2967.6	2977.43	2967.6	2975.52	109596.0
2018-05-17 10:30:00	ES	Futures	2975.52	2982.34	2974.7	2981.25	87527.0
2018-05-17 11:00:00	ES	Futures	2981.25	2982.07	2977.15	2978.79	43275.0
2018-05-17 11:30:00	ES	Futures	2978.79	2979.34	2974.42	2974.97	40936.0
2018-05-17 12:00:00	ES	Futures	2974.97	2978.25	2973.61	2976.61	35852.0
2018-05-17 12:30:00	ES	Futures	2976.61	2978.25	2969.79	2971.7	53239.0
2018-05-17 13:00:00	ES	Futures	2971.97	2974.42	2969.79	2972.24	32473.0
2018-05-17 13:30:00	ES	Futures	2972.51	2973.33	2962.96	2963.78	66608.0
2018-05-17 14:00:00	ES	Futures	2963.78	2968.69	2959.41	2967.6	95396.0
2018-05-17 14:30:00	ES	Futures	2967.33	2971.42	2966.78	2970.88	47338.0
2018-05-17 15:00:00	ES	Futures	2971.15	2972.51	2966.24	2966.51	49821.0
2018-05-17 15:30:00	ES	Futures	2966.51	2970.6	2965.15	2969.51	95762.0
2018-05-17 16:00:00	ES	Futures	2969.24	2969.79	2967.06	2967.6	43650.0
2018-05-17 16:30:00	ES	Futures	2967.6	2968.97	2967.6	2967.6	4755.0
2018-05-17 18:00:00	ES	Futures	2967.88	2968.42	2964.33	2966.78	3306.0
2018-05-17 18:30:00	ES	Futures	2966.78	2974.7	2966.24	2971.42	5086.0
2018-05-17 19:00:00	ES	Futures	2971.15	2972.79	2970.88	2971.42	1563.0
2018-05-17 19:30:00	ES	Futures	2971.15	2972.51	2968.97	2971.97	2102.0
2018-05-17 20:00:00	ES	Futures	2971.97	2972.24	2970.33	2970.88	1306.0
2018-05-17 20:30:00	ES	Futures	2970.88	2975.79	2970.33	2974.97	4330.0
2018-05-17 21:00:00	ES	Futures	2974.7	2975.52	2972.51	2973.06	4042.0
2018-05-17 21:30:00	ES	Futures	2973.06	2973.61	2971.7	2972.79	2286.0
2018-05-17 22:00:00	ES	Futures	2972.79	2973.61	2971.7	2973.33	1577.0
2018-05-17 22:30:00	ES	Futures	2973.33	2975.24	2973.33	2974.42	1778.0
2018-05-17 23:00:00	ES	Futures	2974.42	2974.42	2973.61	2973.61	615.0
2018-05-17 23:30:00	ES	Futures	2973.88	2974.97	2973.33	2974.7	1174.0
2018-05-17 00:00:00	NQ	Futures	8200.43	8200.72	8197.17	8197.47	223.0
2018-05-17 00:30:00	NQ	Futures	8197.47	8197.47	8193.92	8195.11	330.0
2018-05-17 01:00:00	NQ	Futures	8195.11	8195.11	8188.6	8190.67	1074.0
2018-05-17 01:30:00	NQ	Futures	8190.67	8192.45	8175.31	8179.44	2074.0

> showing 50 of 3,180 rows — these rows as CSV

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