PREVIEW / futures_30min / 2018-05-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-23.parquet
  size:    92 KB
  rows:    3,232

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
2018-05-23 00:00:00	ES	Futures	2968.15	2969.24	2967.88	2968.97	1052.0
2018-05-23 00:30:00	ES	Futures	2968.69	2969.79	2968.69	2969.51	1457.0
2018-05-23 01:00:00	ES	Futures	2969.51	2970.06	2968.97	2969.24	1533.0
2018-05-23 01:30:00	ES	Futures	2969.51	2970.06	2968.69	2969.51	1972.0
2018-05-23 02:00:00	ES	Futures	2969.51	2971.15	2968.69	2968.97	3543.0
2018-05-23 02:30:00	ES	Futures	2968.97	2969.51	2967.6	2967.6	4862.0
2018-05-23 03:00:00	ES	Futures	2967.6	2968.97	2961.6	2961.87	16342.0
2018-05-23 03:30:00	ES	Futures	2962.14	2964.6	2959.41	2959.96	15862.0
2018-05-23 04:00:00	ES	Futures	2959.96	2960.51	2953.41	2955.59	26270.0
2018-05-23 04:30:00	ES	Futures	2955.59	2958.87	2954.23	2955.87	10463.0
2018-05-23 05:00:00	ES	Futures	2955.87	2958.05	2953.41	2955.05	9948.0
2018-05-23 05:30:00	ES	Futures	2955.05	2956.14	2952.32	2954.5	12917.0
2018-05-23 06:00:00	ES	Futures	2954.23	2957.5	2953.68	2956.69	9331.0
2018-05-23 06:30:00	ES	Futures	2956.41	2958.6	2956.41	2957.78	8032.0
2018-05-23 07:00:00	ES	Futures	2957.5	2958.87	2955.87	2958.05	7868.0
2018-05-23 07:30:00	ES	Futures	2957.78	2958.32	2954.23	2956.41	10534.0
2018-05-23 08:00:00	ES	Futures	2956.69	2959.41	2954.23	2957.23	14111.0
2018-05-23 08:30:00	ES	Futures	2957.23	2959.41	2956.96	2957.5	10765.0
2018-05-23 09:00:00	ES	Futures	2957.78	2959.41	2955.59	2958.87	15709.0
2018-05-23 09:30:00	ES	Futures	2958.87	2965.42	2958.32	2963.51	151374.0
2018-05-23 10:00:00	ES	Futures	2963.78	2970.6	2961.87	2967.06	86499.0
2018-05-23 10:30:00	ES	Futures	2967.06	2967.06	2956.69	2959.69	84380.0
2018-05-23 11:00:00	ES	Futures	2959.41	2965.96	2958.87	2963.78	66959.0
2018-05-23 11:30:00	ES	Futures	2963.78	2969.24	2961.6	2961.87	68995.0
2018-05-23 12:00:00	ES	Futures	2961.6	2966.78	2958.87	2959.96	74514.0
2018-05-23 12:30:00	ES	Futures	2959.96	2967.6	2959.69	2966.51	43348.0
2018-05-23 13:00:00	ES	Futures	2966.51	2966.78	2961.33	2964.33	34625.0
2018-05-23 13:30:00	ES	Futures	2964.33	2965.96	2962.69	2964.6	15315.0
2018-05-23 14:00:00	ES	Futures	2964.6	2977.7	2963.78	2973.06	121521.0
2018-05-23 14:30:00	ES	Futures	2973.33	2976.88	2970.6	2976.61	47796.0
2018-05-23 15:00:00	ES	Futures	2976.61	2979.88	2975.52	2978.52	52430.0
2018-05-23 15:30:00	ES	Futures	2978.52	2983.16	2975.24	2983.16	107617.0
2018-05-23 16:00:00	ES	Futures	2983.16	2983.43	2979.88	2980.43	60000.0
2018-05-23 16:30:00	ES	Futures	2980.43	2980.7	2977.7	2980.16	10551.0
2018-05-23 18:00:00	ES	Futures	2979.88	2981.25	2979.61	2980.97	3268.0
2018-05-23 18:30:00	ES	Futures	2980.97	2981.25	2979.34	2980.43	2082.0
2018-05-23 19:00:00	ES	Futures	2980.43	2980.43	2979.34	2979.34	1085.0
2018-05-23 19:30:00	ES	Futures	2979.34	2979.61	2977.97	2978.25	3189.0
2018-05-23 20:00:00	ES	Futures	2978.25	2979.06	2974.7	2975.24	8837.0
2018-05-23 20:30:00	ES	Futures	2975.52	2976.61	2973.88	2976.34	3782.0
2018-05-23 21:00:00	ES	Futures	2976.34	2976.61	2972.79	2973.33	3111.0
2018-05-23 21:30:00	ES	Futures	2973.06	2973.61	2969.51	2969.79	8783.0
2018-05-23 22:00:00	ES	Futures	2969.79	2973.33	2969.79	2973.06	3458.0
2018-05-23 22:30:00	ES	Futures	2973.33	2976.34	2973.06	2976.06	3274.0
2018-05-23 23:00:00	ES	Futures	2976.34	2976.34	2974.15	2974.42	1401.0
2018-05-23 23:30:00	ES	Futures	2974.7	2974.7	2972.79	2973.88	1615.0
2018-05-23 00:00:00	NQ	Futures	8124.77	8130.68	8124.47	8130.38	534.0
2018-05-23 00:30:00	NQ	Futures	8130.38	8135.11	8129.79	8133.64	909.0
2018-05-23 01:00:00	NQ	Futures	8133.64	8134.52	8128.91	8130.98	987.0
2018-05-23 01:30:00	NQ	Futures	8131.27	8133.34	8128.61	8131.86	555.0

> showing 50 of 3,232 rows — these rows as CSV

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