PREVIEW / futures_30min / 2018-05-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-22.parquet
  size:    83 KB
  rows:    3,125

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
2018-05-22 00:00:00	ES	Futures	2984.8	2985.61	2984.52	2985.07	785.0
2018-05-22 00:30:00	ES	Futures	2984.8	2985.34	2984.8	2984.8	298.0
2018-05-22 01:00:00	ES	Futures	2985.07	2985.61	2984.8	2984.8	967.0
2018-05-22 01:30:00	ES	Futures	2985.07	2985.07	2984.52	2984.52	652.0
2018-05-22 02:00:00	ES	Futures	2984.8	2985.07	2983.7	2985.07	1771.0
2018-05-22 02:30:00	ES	Futures	2985.07	2986.16	2984.25	2985.89	3441.0
2018-05-22 03:00:00	ES	Futures	2985.89	2986.16	2984.52	2986.16	5620.0
2018-05-22 03:30:00	ES	Futures	2986.16	2987.25	2985.34	2986.71	5884.0
2018-05-22 04:00:00	ES	Futures	2986.98	2988.62	2986.71	2987.8	4333.0
2018-05-22 04:30:00	ES	Futures	2987.8	2988.62	2986.98	2988.07	2354.0
2018-05-22 05:00:00	ES	Futures	2988.34	2989.16	2988.07	2988.89	3869.0
2018-05-22 05:30:00	ES	Futures	2988.89	2989.43	2987.8	2989.16	4152.0
2018-05-22 06:00:00	ES	Futures	2989.16	2989.98	2988.89	2989.43	4093.0
2018-05-22 06:30:00	ES	Futures	2989.71	2989.98	2986.98	2989.71	5592.0
2018-05-22 07:00:00	ES	Futures	2989.43	2989.43	2988.07	2988.07	3934.0
2018-05-22 07:30:00	ES	Futures	2988.07	2989.16	2987.52	2988.89	2934.0
2018-05-22 08:00:00	ES	Futures	2988.89	2989.98	2988.34	2989.43	5661.0
2018-05-22 08:30:00	ES	Futures	2989.71	2989.71	2987.25	2988.07	5606.0
2018-05-22 09:00:00	ES	Futures	2988.07	2989.98	2987.25	2989.43	9368.0
2018-05-22 09:30:00	ES	Futures	2989.43	2992.98	2987.52	2989.71	93389.0
2018-05-22 10:00:00	ES	Futures	2989.43	2992.16	2983.43	2985.07	102029.0
2018-05-22 10:30:00	ES	Futures	2985.07	2988.07	2982.88	2985.07	64807.0
2018-05-22 11:00:00	ES	Futures	2985.07	2989.98	2985.07	2988.62	45418.0
2018-05-22 11:30:00	ES	Futures	2988.62	2989.16	2986.16	2987.8	33179.0
2018-05-22 12:00:00	ES	Futures	2987.8	2989.16	2984.52	2985.89	31916.0
2018-05-22 12:30:00	ES	Futures	2985.89	2986.71	2983.7	2985.34	32913.0
2018-05-22 13:00:00	ES	Futures	2985.61	2986.71	2983.98	2985.61	19804.0
2018-05-22 13:30:00	ES	Futures	2985.61	2985.89	2983.43	2984.52	16397.0
2018-05-22 14:00:00	ES	Futures	2984.52	2987.25	2984.52	2986.71	19119.0
2018-05-22 14:30:00	ES	Futures	2986.71	2988.34	2981.25	2981.25	44360.0
2018-05-22 15:00:00	ES	Futures	2981.25	2982.61	2978.52	2979.61	53537.0
2018-05-22 15:30:00	ES	Futures	2979.34	2979.61	2970.88	2974.7	156158.0
2018-05-22 16:00:00	ES	Futures	2974.7	2977.15	2974.15	2976.06	41143.0
2018-05-22 16:30:00	ES	Futures	2976.06	2977.15	2974.7	2975.24	5407.0
2018-05-22 18:00:00	ES	Futures	2974.15	2975.79	2973.88	2974.7	3904.0
2018-05-22 18:30:00	ES	Futures	2974.97	2975.79	2974.42	2975.79	1186.0
2018-05-22 19:00:00	ES	Futures	2975.52	2975.79	2974.7	2975.24	884.0
2018-05-22 19:30:00	ES	Futures	2974.97	2975.24	2973.61	2974.15	1790.0
2018-05-22 20:00:00	ES	Futures	2974.15	2976.06	2972.51	2975.52	3322.0
2018-05-22 20:30:00	ES	Futures	2975.52	2975.52	2974.42	2974.97	1164.0
2018-05-22 21:00:00	ES	Futures	2974.97	2975.24	2969.24	2970.06	5699.0
2018-05-22 21:30:00	ES	Futures	2970.33	2970.6	2964.87	2967.88	9558.0
2018-05-22 22:00:00	ES	Futures	2967.88	2969.51	2967.06	2968.15	3211.0
2018-05-22 22:30:00	ES	Futures	2968.15	2968.97	2966.51	2966.78	2071.0
2018-05-22 23:00:00	ES	Futures	2967.06	2968.42	2965.69	2968.42	3302.0
2018-05-22 23:30:00	ES	Futures	2968.15	2968.42	2967.06	2967.88	977.0
2018-05-22 00:00:00	NQ	Futures	8177.08	8180.33	8177.08	8177.67	312.0
2018-05-22 00:30:00	NQ	Futures	8177.67	8177.97	8176.19	8176.78	173.0
2018-05-22 01:00:00	NQ	Futures	8176.78	8179.74	8176.19	8176.78	317.0
2018-05-22 01:30:00	NQ	Futures	8177.08	8177.67	8175.6	8176.78	308.0

> showing 50 of 3,125 rows — these rows as CSV

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