PREVIEW / futures_30min / 2018-05-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-21.parquet
  size:    80 KB
  rows:    3,037

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
2018-05-21 00:00:00	ES	Futures	2979.61	2980.43	2979.61	2980.16	895.0
2018-05-21 00:30:00	ES	Futures	2980.16	2980.16	2979.06	2979.34	1058.0
2018-05-21 01:00:00	ES	Futures	2979.34	2979.61	2978.79	2979.61	1206.0
2018-05-21 01:30:00	ES	Futures	2979.34	2980.16	2979.06	2979.34	1152.0
2018-05-21 02:00:00	ES	Futures	2979.61	2979.61	2976.34	2977.15	4298.0
2018-05-21 02:30:00	ES	Futures	2977.43	2977.97	2975.79	2976.34	1990.0
2018-05-21 03:00:00	ES	Futures	2976.34	2977.43	2973.88	2977.15	6940.0
2018-05-21 03:30:00	ES	Futures	2976.88	2978.25	2976.61	2977.43	2828.0
2018-05-21 04:00:00	ES	Futures	2977.43	2977.97	2976.34	2976.88	3570.0
2018-05-21 04:30:00	ES	Futures	2976.88	2979.06	2976.61	2978.52	4789.0
2018-05-21 05:00:00	ES	Futures	2978.79	2979.88	2978.52	2978.52	4230.0
2018-05-21 05:30:00	ES	Futures	2978.79	2979.61	2978.25	2978.79	2332.0
2018-05-21 06:00:00	ES	Futures	2979.06	2979.61	2977.97	2977.97	2391.0
2018-05-21 06:30:00	ES	Futures	2977.97	2980.16	2977.7	2978.52	2740.0
2018-05-21 07:00:00	ES	Futures	2978.52	2979.34	2978.25	2978.52	2359.0
2018-05-21 07:30:00	ES	Futures	2978.52	2979.06	2977.7	2977.7	1758.0
2018-05-21 08:00:00	ES	Futures	2977.7	2978.79	2976.06	2978.25	6752.0
2018-05-21 08:30:00	ES	Futures	2977.97	2979.88	2976.88	2978.52	7320.0
2018-05-21 09:00:00	ES	Futures	2978.52	2979.06	2977.43	2979.06	9942.0
2018-05-21 09:30:00	ES	Futures	2978.79	2987.8	2978.52	2982.61	132883.0
2018-05-21 10:00:00	ES	Futures	2982.61	2986.16	2981.52	2985.61	59465.0
2018-05-21 10:30:00	ES	Futures	2985.61	2990.25	2985.34	2988.07	67881.0
2018-05-21 11:00:00	ES	Futures	2987.8	2988.89	2976.88	2978.79	79368.0
2018-05-21 11:30:00	ES	Futures	2978.79	2980.7	2974.97	2980.43	71597.0
2018-05-21 12:00:00	ES	Futures	2980.7	2986.16	2979.34	2983.16	49875.0
2018-05-21 12:30:00	ES	Futures	2983.16	2984.8	2981.79	2983.43	20447.0
2018-05-21 13:00:00	ES	Futures	2983.43	2986.98	2983.16	2984.25	25304.0
2018-05-21 13:30:00	ES	Futures	2984.52	2986.43	2983.16	2985.89	18791.0
2018-05-21 14:00:00	ES	Futures	2985.89	2986.16	2981.25	2982.07	31122.0
2018-05-21 14:30:00	ES	Futures	2982.07	2983.43	2977.97	2982.61	44473.0
2018-05-21 15:00:00	ES	Futures	2982.34	2983.98	2978.25	2980.16	43046.0
2018-05-21 15:30:00	ES	Futures	2980.16	2983.7	2978.25	2983.16	95785.0
2018-05-21 16:00:00	ES	Futures	2982.88	2983.98	2981.79	2983.43	45934.0
2018-05-21 16:30:00	ES	Futures	2983.16	2983.16	2981.52	2982.88	5646.0
2018-05-21 18:00:00	ES	Futures	2981.52	2982.88	2980.7	2981.79	2173.0
2018-05-21 18:30:00	ES	Futures	2981.79	2982.88	2981.25	2982.61	709.0
2018-05-21 19:00:00	ES	Futures	2982.61	2982.61	2980.97	2981.52	635.0
2018-05-21 19:30:00	ES	Futures	2981.52	2982.07	2980.97	2981.79	649.0
2018-05-21 20:00:00	ES	Futures	2981.52	2982.61	2980.97	2981.52	1898.0
2018-05-21 20:30:00	ES	Futures	2981.52	2982.07	2980.7	2981.79	1131.0
2018-05-21 21:00:00	ES	Futures	2981.52	2983.43	2981.52	2983.43	1622.0
2018-05-21 21:30:00	ES	Futures	2983.16	2983.43	2982.34	2982.88	1075.0
2018-05-21 22:00:00	ES	Futures	2982.88	2983.43	2982.34	2982.34	1158.0
2018-05-21 22:30:00	ES	Futures	2982.07	2982.88	2982.07	2982.61	932.0
2018-05-21 23:00:00	ES	Futures	2982.61	2984.8	2982.34	2984.25	2407.0
2018-05-21 23:30:00	ES	Futures	2984.52	2985.34	2983.98	2984.52	1691.0
2018-05-21 00:00:00	NQ	Futures	8192.74	8195.4	8192.74	8195.11	391.0
2018-05-21 00:30:00	NQ	Futures	8194.81	8195.4	8189.79	8190.38	384.0
2018-05-21 01:00:00	NQ	Futures	8190.08	8191.26	8185.94	8186.54	639.0
2018-05-21 01:30:00	NQ	Futures	8186.24	8188.01	8184.17	8184.47	537.0

> showing 50 of 3,037 rows — these rows as CSV

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