PREVIEW / futures_30min / 2018-05-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-18.parquet
  size:    73 KB
  rows:    2,597

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
2018-05-18 00:00:00	ES	Futures	2974.42	2974.7	2973.61	2973.88	681.0
2018-05-18 00:30:00	ES	Futures	2973.88	2974.15	2972.79	2973.33	963.0
2018-05-18 01:00:00	ES	Futures	2973.61	2974.15	2973.06	2973.06	580.0
2018-05-18 01:30:00	ES	Futures	2973.06	2974.97	2972.79	2974.15	1185.0
2018-05-18 02:00:00	ES	Futures	2974.42	2974.7	2973.61	2973.88	2264.0
2018-05-18 02:30:00	ES	Futures	2973.88	2974.97	2973.61	2974.97	1642.0
2018-05-18 03:00:00	ES	Futures	2974.97	2976.88	2970.06	2973.33	10369.0
2018-05-18 03:30:00	ES	Futures	2973.61	2973.88	2971.42	2971.7	3454.0
2018-05-18 04:00:00	ES	Futures	2971.42	2972.24	2969.24	2969.24	4080.0
2018-05-18 04:30:00	ES	Futures	2969.24	2972.79	2969.24	2972.24	3632.0
2018-05-18 05:00:00	ES	Futures	2971.97	2974.15	2970.33	2973.61	4334.0
2018-05-18 05:30:00	ES	Futures	2973.88	2975.24	2972.79	2974.7	5393.0
2018-05-18 06:00:00	ES	Futures	2974.42	2976.34	2974.42	2974.97	4357.0
2018-05-18 06:30:00	ES	Futures	2974.7	2975.52	2973.33	2973.33	3421.0
2018-05-18 07:00:00	ES	Futures	2973.61	2974.15	2970.33	2972.24	6400.0
2018-05-18 07:30:00	ES	Futures	2971.97	2972.51	2971.15	2971.42	3611.0
2018-05-18 08:00:00	ES	Futures	2971.42	2972.24	2966.78	2967.6	13387.0
2018-05-18 08:30:00	ES	Futures	2967.6	2968.15	2960.78	2961.6	30596.0
2018-05-18 09:00:00	ES	Futures	2961.6	2966.78	2960.51	2964.6	38317.0
2018-05-18 09:30:00	ES	Futures	2964.33	2968.42	2962.14	2964.05	126522.0
2018-05-18 10:00:00	ES	Futures	2964.05	2968.69	2960.51	2965.69	94995.0
2018-05-18 10:30:00	ES	Futures	2965.69	2965.96	2956.96	2962.96	107484.0
2018-05-18 11:00:00	ES	Futures	2962.96	2967.6	2962.14	2963.51	68134.0
2018-05-18 11:30:00	ES	Futures	2963.51	2968.97	2962.96	2967.6	55233.0
2018-05-18 12:00:00	ES	Futures	2967.6	2967.6	2962.69	2963.51	34353.0
2018-05-18 12:30:00	ES	Futures	2963.51	2964.87	2961.05	2964.05	35130.0
2018-05-18 13:00:00	ES	Futures	2964.33	2966.24	2961.6	2964.6	25048.0
2018-05-18 13:30:00	ES	Futures	2964.6	2964.6	2961.05	2962.42	29100.0
2018-05-18 14:00:00	ES	Futures	2962.14	2964.05	2960.78	2963.78	23716.0
2018-05-18 14:30:00	ES	Futures	2963.78	2965.42	2963.24	2964.33	28723.0
2018-05-18 15:00:00	ES	Futures	2964.6	2964.87	2961.33	2962.69	45087.0
2018-05-18 15:30:00	ES	Futures	2962.69	2963.78	2961.05	2961.33	85397.0
2018-05-18 16:00:00	ES	Futures	2961.33	2962.42	2960.78	2962.14	39880.0
2018-05-18 16:30:00	ES	Futures	2961.87	2962.96	2960.51	2960.78	5154.0
2018-05-18 00:00:00	NQ	Futures	8191.56	8192.15	8189.79	8191.26	207.0
2018-05-18 00:30:00	NQ	Futures	8190.97	8191.56	8187.72	8188.9	377.0
2018-05-18 01:00:00	NQ	Futures	8189.2	8190.67	8185.65	8185.94	350.0
2018-05-18 01:30:00	NQ	Futures	8185.65	8192.15	8184.76	8189.79	451.0
2018-05-18 02:00:00	NQ	Futures	8189.79	8190.67	8186.83	8188.31	703.0
2018-05-18 02:30:00	NQ	Futures	8188.6	8194.22	8185.94	8193.92	1163.0
2018-05-18 03:00:00	NQ	Futures	8193.92	8198.95	8176.19	8186.24	2997.0
2018-05-18 03:30:00	NQ	Futures	8186.83	8188.31	8178.26	8179.44	966.0
2018-05-18 04:00:00	NQ	Futures	8179.15	8181.81	8170.87	8172.35	1428.0
2018-05-18 04:30:00	NQ	Futures	8172.05	8185.65	8171.76	8183.58	1141.0
2018-05-18 05:00:00	NQ	Futures	8183.28	8190.97	8177.08	8188.31	1109.0
2018-05-18 05:30:00	NQ	Futures	8188.31	8190.97	8183.58	8185.35	1442.0
2018-05-18 06:00:00	NQ	Futures	8185.06	8189.79	8183.88	8184.17	895.0
2018-05-18 06:30:00	NQ	Futures	8184.17	8186.83	8181.51	8182.4	700.0
2018-05-18 07:00:00	NQ	Futures	8182.1	8183.88	8172.05	8175.9	1320.0
2018-05-18 07:30:00	NQ	Futures	8175.31	8178.56	8172.35	8172.94	1064.0

> showing 50 of 2,597 rows — these rows as CSV

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