PREVIEW / futures_30min / 2018-05-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-25.parquet
  size:    74 KB
  rows:    2,584

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
2018-05-25 00:00:00	ES	Futures	2985.89	2986.71	2984.25	2984.8	2331.0
2018-05-25 00:30:00	ES	Futures	2984.8	2985.34	2984.25	2985.34	841.0
2018-05-25 01:00:00	ES	Futures	2985.07	2986.43	2985.07	2985.89	1029.0
2018-05-25 01:30:00	ES	Futures	2985.61	2986.16	2984.52	2984.8	1580.0
2018-05-25 02:00:00	ES	Futures	2984.8	2985.07	2981.79	2982.88	3606.0
2018-05-25 02:30:00	ES	Futures	2982.88	2983.98	2982.07	2982.07	2464.0
2018-05-25 03:00:00	ES	Futures	2982.07	2982.34	2978.52	2981.25	10160.0
2018-05-25 03:30:00	ES	Futures	2981.25	2982.61	2978.25	2979.88	5345.0
2018-05-25 04:00:00	ES	Futures	2979.88	2983.98	2979.34	2983.43	5275.0
2018-05-25 04:30:00	ES	Futures	2983.7	2985.07	2982.61	2984.52	3811.0
2018-05-25 05:00:00	ES	Futures	2984.8	2985.89	2982.88	2983.7	3897.0
2018-05-25 05:30:00	ES	Futures	2983.98	2984.52	2982.34	2983.98	3481.0
2018-05-25 06:00:00	ES	Futures	2983.98	2984.52	2980.97	2984.52	7015.0
2018-05-25 06:30:00	ES	Futures	2984.25	2985.07	2982.34	2983.16	3594.0
2018-05-25 07:00:00	ES	Futures	2982.88	2983.98	2976.34	2977.15	14393.0
2018-05-25 07:30:00	ES	Futures	2976.88	2977.43	2972.24	2972.79	15227.0
2018-05-25 08:00:00	ES	Futures	2972.79	2974.15	2969.24	2970.33	18165.0
2018-05-25 08:30:00	ES	Futures	2970.33	2971.7	2967.6	2968.15	23398.0
2018-05-25 09:00:00	ES	Futures	2968.15	2971.42	2965.15	2969.24	40374.0
2018-05-25 09:30:00	ES	Futures	2968.97	2973.06	2965.42	2970.6	132451.0
2018-05-25 10:00:00	ES	Futures	2970.33	2976.61	2968.42	2974.15	116278.0
2018-05-25 10:30:00	ES	Futures	2974.42	2976.88	2969.79	2972.79	75738.0
2018-05-25 11:00:00	ES	Futures	2973.06	2975.52	2970.6	2972.79	40584.0
2018-05-25 11:30:00	ES	Futures	2972.79	2974.42	2971.42	2971.42	25157.0
2018-05-25 12:00:00	ES	Futures	2971.42	2972.51	2965.96	2968.97	45320.0
2018-05-25 12:30:00	ES	Futures	2968.97	2970.6	2966.51	2968.42	32504.0
2018-05-25 13:00:00	ES	Futures	2968.15	2969.79	2966.51	2967.06	24448.0
2018-05-25 13:30:00	ES	Futures	2966.78	2967.06	2963.78	2964.6	33945.0
2018-05-25 14:00:00	ES	Futures	2964.6	2968.15	2964.05	2968.15	27027.0
2018-05-25 14:30:00	ES	Futures	2967.88	2968.42	2962.42	2963.51	34617.0
2018-05-25 15:00:00	ES	Futures	2963.51	2969.51	2962.42	2969.24	44192.0
2018-05-25 15:30:00	ES	Futures	2969.51	2971.42	2965.96	2969.24	87390.0
2018-05-25 16:00:00	ES	Futures	2968.97	2969.79	2966.78	2967.33	34763.0
2018-05-25 16:30:00	ES	Futures	2967.33	2970.6	2966.51	2970.06	4860.0
2018-05-25 00:00:00	NQ	Futures	8260.12	8260.42	8250.96	8252.14	1159.0
2018-05-25 00:30:00	NQ	Futures	8252.14	8255.99	8251.55	8255.69	340.0
2018-05-25 01:00:00	NQ	Futures	8255.99	8260.12	8255.69	8258.05	422.0
2018-05-25 01:30:00	NQ	Futures	8258.05	8261.31	8255.1	8256.87	833.0
2018-05-25 02:00:00	NQ	Futures	8256.58	8256.58	8247.71	8250.08	1506.0
2018-05-25 02:30:00	NQ	Futures	8250.08	8255.99	8249.48	8249.48	953.0
2018-05-25 03:00:00	NQ	Futures	8249.48	8250.08	8240.03	8249.19	2896.0
2018-05-25 03:30:00	NQ	Futures	8249.19	8251.85	8237.66	8242.69	2003.0
2018-05-25 04:00:00	NQ	Futures	8242.1	8252.14	8238.55	8250.96	2047.0
2018-05-25 04:30:00	NQ	Futures	8250.96	8256.28	8248.6	8254.21	1536.0
2018-05-25 05:00:00	NQ	Futures	8254.21	8258.94	8251.55	8253.92	1134.0
2018-05-25 05:30:00	NQ	Futures	8253.92	8259.53	8250.08	8257.76	1339.0
2018-05-25 06:00:00	NQ	Futures	8257.76	8259.53	8250.67	8259.24	1794.0
2018-05-25 06:30:00	NQ	Futures	8258.94	8259.83	8249.48	8253.33	1198.0
2018-05-25 07:00:00	NQ	Futures	8252.74	8255.1	8233.82	8237.96	4562.0
2018-05-25 07:30:00	NQ	Futures	8237.96	8239.73	8225.25	8227.32	4988.0

> showing 50 of 2,584 rows — these rows as CSV

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