PREVIEW / futures_30min / 2018-05-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-28.parquet
  size:    63 KB
  rows:    2,206

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
2018-05-28 00:00:00	ES	Futures	2978.79	2980.16	2978.79	2978.79	779.0
2018-05-28 00:30:00	ES	Futures	2978.79	2979.34	2978.52	2979.06	343.0
2018-05-28 01:00:00	ES	Futures	2979.34	2979.34	2977.7	2977.97	746.0
2018-05-28 01:30:00	ES	Futures	2978.25	2981.25	2977.7	2981.25	2193.0
2018-05-28 02:00:00	ES	Futures	2980.97	2982.07	2978.52	2978.52	3286.0
2018-05-28 02:30:00	ES	Futures	2978.52	2981.52	2978.52	2980.7	2020.0
2018-05-28 03:00:00	ES	Futures	2980.43	2981.79	2979.61	2980.16	3398.0
2018-05-28 03:30:00	ES	Futures	2980.16	2980.43	2977.97	2978.52	2337.0
2018-05-28 04:00:00	ES	Futures	2978.52	2979.34	2977.97	2979.34	1807.0
2018-05-28 04:30:00	ES	Futures	2979.34	2979.34	2977.7	2977.7	1668.0
2018-05-28 05:00:00	ES	Futures	2977.7	2978.25	2975.79	2976.06	1913.0
2018-05-28 05:30:00	ES	Futures	2976.06	2976.61	2973.88	2973.88	2820.0
2018-05-28 06:00:00	ES	Futures	2973.88	2974.15	2969.79	2973.33	5424.0
2018-05-28 06:30:00	ES	Futures	2973.06	2973.88	2970.6	2973.61	2528.0
2018-05-28 07:00:00	ES	Futures	2973.61	2974.97	2972.24	2972.24	3133.0
2018-05-28 07:30:00	ES	Futures	2972.24	2974.15	2971.42	2973.06	1403.0
2018-05-28 08:00:00	ES	Futures	2973.06	2974.15	2969.51	2970.88	2933.0
2018-05-28 08:30:00	ES	Futures	2970.6	2970.88	2967.33	2968.69	5659.0
2018-05-28 09:00:00	ES	Futures	2968.69	2970.33	2968.42	2968.97	2318.0
2018-05-28 09:30:00	ES	Futures	2969.24	2970.6	2968.15	2970.06	4638.0
2018-05-28 10:00:00	ES	Futures	2969.79	2971.15	2969.24	2970.6	3497.0
2018-05-28 10:30:00	ES	Futures	2970.6	2973.06	2970.33	2972.51	4131.0
2018-05-28 11:00:00	ES	Futures	2972.24	2974.42	2971.15	2971.7	4576.0
2018-05-28 11:30:00	ES	Futures	2971.7	2972.51	2967.88	2968.97	5873.0
2018-05-28 12:00:00	ES	Futures	2968.97	2971.97	2968.69	2971.42	2559.0
2018-05-28 12:30:00	ES	Futures	2971.7	2973.33	2971.15	2972.79	1939.0
2018-05-28 18:00:00	ES	Futures	2970.6	2973.88	2970.33	2972.24	3959.0
2018-05-28 18:30:00	ES	Futures	2972.24	2972.51	2970.33	2972.51	3158.0
2018-05-28 19:00:00	ES	Futures	2972.51	2973.06	2971.7	2972.79	1400.0
2018-05-28 19:30:00	ES	Futures	2972.79	2972.79	2970.6	2971.7	1448.0
2018-05-28 20:00:00	ES	Futures	2971.7	2972.51	2970.33	2971.7	2431.0
2018-05-28 20:30:00	ES	Futures	2971.7	2971.7	2970.06	2970.6	1293.0
2018-05-28 21:00:00	ES	Futures	2970.6	2970.6	2966.51	2967.33	4898.0
2018-05-28 21:30:00	ES	Futures	2967.06	2969.79	2967.06	2968.69	2937.0
2018-05-28 22:00:00	ES	Futures	2968.97	2968.97	2967.6	2967.88	1921.0
2018-05-28 22:30:00	ES	Futures	2967.6	2969.24	2967.33	2968.69	1221.0
2018-05-28 23:00:00	ES	Futures	2968.69	2968.97	2967.06	2967.06	1605.0
2018-05-28 23:30:00	ES	Futures	2967.06	2968.97	2967.06	2968.69	1505.0
2018-05-28 00:00:00	NQ	Futures	8269.58	8273.72	8269.58	8270.47	227.0
2018-05-28 00:30:00	NQ	Futures	8270.47	8272.83	8269.58	8271.35	105.0
2018-05-28 01:00:00	NQ	Futures	8272.54	8272.54	8267.81	8269.58	238.0
2018-05-28 01:30:00	NQ	Futures	8269.58	8278.15	8268.99	8277.26	561.0
2018-05-28 02:00:00	NQ	Futures	8277.26	8283.17	8270.76	8271.35	1224.0
2018-05-28 02:30:00	NQ	Futures	8271.35	8276.38	8270.76	8273.42	713.0
2018-05-28 03:00:00	NQ	Futures	8273.72	8276.67	8270.17	8271.06	1019.0
2018-05-28 03:30:00	NQ	Futures	8271.94	8271.94	8263.97	8265.15	971.0
2018-05-28 04:00:00	NQ	Futures	8264.85	8266.63	8260.71	8265.15	766.0
2018-05-28 04:30:00	NQ	Futures	8265.15	8267.22	8261.31	8261.6	692.0
2018-05-28 05:00:00	NQ	Futures	8262.19	8262.78	8255.39	8255.99	824.0
2018-05-28 05:30:00	NQ	Futures	8256.58	8257.76	8251.85	8252.74	1046.0

> showing 50 of 2,206 rows — these rows as CSV

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