PREVIEW / futures_30min / 2018-05-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-24.parquet
  size:    88 KB
  rows:    3,175

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
2018-05-24 00:00:00	ES	Futures	2973.88	2975.24	2973.61	2973.88	1007.0
2018-05-24 00:30:00	ES	Futures	2973.61	2974.42	2973.33	2973.88	597.0
2018-05-24 01:00:00	ES	Futures	2973.61	2975.52	2973.33	2975.24	2743.0
2018-05-24 01:30:00	ES	Futures	2974.97	2977.7	2974.97	2976.06	2784.0
2018-05-24 02:00:00	ES	Futures	2976.06	2976.34	2974.42	2975.52	3657.0
2018-05-24 02:30:00	ES	Futures	2975.52	2979.61	2975.24	2978.79	4549.0
2018-05-24 03:00:00	ES	Futures	2978.79	2983.16	2977.7	2982.61	12659.0
2018-05-24 03:30:00	ES	Futures	2982.88	2982.88	2980.97	2982.34	4800.0
2018-05-24 04:00:00	ES	Futures	2982.34	2982.88	2980.43	2982.34	4316.0
2018-05-24 04:30:00	ES	Futures	2982.07	2983.7	2981.79	2983.43	4344.0
2018-05-24 05:00:00	ES	Futures	2983.43	2983.7	2981.25	2981.79	3688.0
2018-05-24 05:30:00	ES	Futures	2982.07	2983.16	2980.97	2982.34	2868.0
2018-05-24 06:00:00	ES	Futures	2982.07	2982.61	2981.25	2982.07	2411.0
2018-05-24 06:30:00	ES	Futures	2982.07	2982.34	2980.16	2982.07	3953.0
2018-05-24 07:00:00	ES	Futures	2982.07	2982.07	2978.25	2978.52	5380.0
2018-05-24 07:30:00	ES	Futures	2978.52	2979.06	2977.15	2977.97	5504.0
2018-05-24 08:00:00	ES	Futures	2977.97	2978.52	2974.7	2975.52	11240.0
2018-05-24 08:30:00	ES	Futures	2975.52	2977.97	2975.24	2976.34	9056.0
2018-05-24 09:00:00	ES	Futures	2976.34	2977.97	2975.24	2977.43	14622.0
2018-05-24 09:30:00	ES	Futures	2977.15	2980.7	2962.42	2965.96	203869.0
2018-05-24 10:00:00	ES	Futures	2965.96	2970.33	2961.05	2961.87	125254.0
2018-05-24 10:30:00	ES	Futures	2961.87	2964.33	2953.96	2955.59	126469.0
2018-05-24 11:00:00	ES	Futures	2955.59	2967.88	2953.68	2966.24	110422.0
2018-05-24 11:30:00	ES	Futures	2965.96	2970.88	2963.51	2970.6	78798.0
2018-05-24 12:00:00	ES	Futures	2970.6	2973.88	2968.42	2972.24	54037.0
2018-05-24 12:30:00	ES	Futures	2972.24	2974.7	2969.51	2973.06	33113.0
2018-05-24 13:00:00	ES	Futures	2972.79	2978.25	2972.51	2976.88	53380.0
2018-05-24 13:30:00	ES	Futures	2977.15	2977.43	2974.42	2976.88	24133.0
2018-05-24 14:00:00	ES	Futures	2976.61	2979.06	2973.88	2977.97	29606.0
2018-05-24 14:30:00	ES	Futures	2977.97	2977.97	2973.61	2975.79	30904.0
2018-05-24 15:00:00	ES	Futures	2975.52	2979.61	2972.79	2977.7	44339.0
2018-05-24 15:30:00	ES	Futures	2977.97	2979.34	2973.33	2976.88	95456.0
2018-05-24 16:00:00	ES	Futures	2976.61	2978.25	2976.34	2977.15	46430.0
2018-05-24 16:30:00	ES	Futures	2976.88	2977.7	2976.61	2977.15	4609.0
2018-05-24 18:00:00	ES	Futures	2976.61	2979.06	2976.61	2977.7	3047.0
2018-05-24 18:30:00	ES	Futures	2977.7	2978.79	2977.43	2977.97	1300.0
2018-05-24 19:00:00	ES	Futures	2977.97	2978.79	2977.7	2978.52	633.0
2018-05-24 19:30:00	ES	Futures	2978.79	2980.16	2978.52	2979.88	1593.0
2018-05-24 20:00:00	ES	Futures	2979.88	2982.34	2979.34	2982.34	5810.0
2018-05-24 20:30:00	ES	Futures	2982.07	2982.88	2980.7	2981.52	2043.0
2018-05-24 21:00:00	ES	Futures	2981.79	2982.34	2980.7	2982.07	2205.0
2018-05-24 21:30:00	ES	Futures	2981.79	2988.62	2981.79	2986.16	10408.0
2018-05-24 22:00:00	ES	Futures	2986.16	2986.98	2985.07	2985.89	2598.0
2018-05-24 22:30:00	ES	Futures	2985.89	2986.71	2985.07	2985.61	1765.0
2018-05-24 23:00:00	ES	Futures	2985.34	2986.71	2985.07	2986.43	1276.0
2018-05-24 23:30:00	ES	Futures	2986.71	2987.52	2985.89	2986.16	1485.0
2018-05-24 00:00:00	NQ	Futures	8201.02	8204.86	8199.24	8200.13	444.0
2018-05-24 00:30:00	NQ	Futures	8200.43	8201.9	8196.88	8198.36	593.0
2018-05-24 01:00:00	NQ	Futures	8198.06	8207.52	8197.17	8204.56	1248.0
2018-05-24 01:30:00	NQ	Futures	8204.56	8214.61	8204.27	8208.41	1002.0

> showing 50 of 3,175 rows — these rows as CSV

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