PREVIEW / futures_30min / 2018-05-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-29.parquet
  size:    96 KB
  rows:    3,289

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
2018-05-29 00:00:00	ES	Futures	2968.97	2968.97	2967.06	2967.88	1323.0
2018-05-29 00:30:00	ES	Futures	2967.6	2968.42	2966.78	2967.6	1251.0
2018-05-29 01:00:00	ES	Futures	2967.6	2967.88	2963.51	2964.87	3206.0
2018-05-29 01:30:00	ES	Futures	2964.87	2968.97	2964.6	2967.6	3192.0
2018-05-29 02:00:00	ES	Futures	2967.88	2969.24	2960.78	2961.05	6634.0
2018-05-29 02:30:00	ES	Futures	2961.05	2961.05	2955.59	2958.05	13094.0
2018-05-29 03:00:00	ES	Futures	2958.32	2961.05	2956.41	2957.5	11111.0
2018-05-29 03:30:00	ES	Futures	2957.78	2957.78	2951.23	2952.32	19145.0
2018-05-29 04:00:00	ES	Futures	2952.32	2953.96	2944.4	2944.95	21687.0
2018-05-29 04:30:00	ES	Futures	2944.68	2946.04	2936.76	2944.68	36684.0
2018-05-29 05:00:00	ES	Futures	2944.4	2946.59	2942.49	2944.13	13567.0
2018-05-29 05:30:00	ES	Futures	2944.13	2949.04	2942.22	2948.77	15054.0
2018-05-29 06:00:00	ES	Futures	2948.77	2950.95	2947.68	2948.23	12263.0
2018-05-29 06:30:00	ES	Futures	2947.95	2949.59	2942.77	2943.86	13130.0
2018-05-29 07:00:00	ES	Futures	2943.59	2945.5	2940.31	2944.95	11614.0
2018-05-29 07:30:00	ES	Futures	2944.95	2949.86	2944.95	2948.23	14719.0
2018-05-29 08:00:00	ES	Futures	2947.95	2952.32	2946.59	2952.05	15973.0
2018-05-29 08:30:00	ES	Futures	2952.05	2953.41	2949.59	2952.87	18030.0
2018-05-29 09:00:00	ES	Futures	2952.87	2953.41	2945.22	2948.23	34969.0
2018-05-29 09:30:00	ES	Futures	2948.23	2956.69	2944.13	2954.78	178966.0
2018-05-29 10:00:00	ES	Futures	2955.05	2957.78	2951.5	2954.5	99548.0
2018-05-29 10:30:00	ES	Futures	2954.5	2954.78	2948.5	2948.77	73348.0
2018-05-29 11:00:00	ES	Futures	2949.04	2950.41	2943.31	2946.59	100030.0
2018-05-29 11:30:00	ES	Futures	2946.59	2947.13	2932.12	2932.94	125921.0
2018-05-29 12:00:00	ES	Futures	2932.94	2933.22	2921.75	2928.58	153159.0
2018-05-29 12:30:00	ES	Futures	2928.3	2938.13	2928.03	2937.04	94389.0
2018-05-29 13:00:00	ES	Futures	2936.76	2937.31	2928.3	2930.76	66488.0
2018-05-29 13:30:00	ES	Futures	2931.03	2933.76	2925.85	2929.67	64690.0
2018-05-29 14:00:00	ES	Futures	2929.39	2929.94	2921.75	2929.12	88558.0
2018-05-29 14:30:00	ES	Futures	2929.39	2932.12	2920.39	2920.93	107930.0
2018-05-29 15:00:00	ES	Futures	2921.21	2925.57	2920.12	2924.21	81968.0
2018-05-29 15:30:00	ES	Futures	2923.94	2937.86	2922.3	2934.85	208318.0
2018-05-29 16:00:00	ES	Futures	2934.85	2939.77	2934.03	2938.4	63653.0
2018-05-29 16:30:00	ES	Futures	2938.95	2940.31	2938.4	2939.49	9181.0
2018-05-29 18:00:00	ES	Futures	2940.04	2940.86	2938.67	2940.04	3200.0
2018-05-29 18:30:00	ES	Futures	2940.04	2940.58	2936.76	2937.04	3160.0
2018-05-29 19:00:00	ES	Futures	2937.04	2938.67	2934.58	2934.85	3881.0
2018-05-29 19:30:00	ES	Futures	2934.85	2936.49	2933.22	2934.31	4095.0
2018-05-29 20:00:00	ES	Futures	2934.03	2936.76	2933.76	2935.13	5167.0
2018-05-29 20:30:00	ES	Futures	2935.13	2935.67	2932.67	2935.4	4595.0
2018-05-29 21:00:00	ES	Futures	2935.4	2936.49	2934.03	2934.85	4887.0
2018-05-29 21:30:00	ES	Futures	2935.13	2942.49	2934.03	2937.86	7825.0
2018-05-29 22:00:00	ES	Futures	2937.58	2937.86	2931.85	2933.49	6919.0
2018-05-29 22:30:00	ES	Futures	2933.22	2934.85	2932.67	2934.85	1971.0
2018-05-29 23:00:00	ES	Futures	2934.58	2937.58	2933.49	2937.31	2720.0
2018-05-29 23:30:00	ES	Futures	2937.31	2941.4	2936.76	2940.04	5924.0
2018-05-29 00:00:00	NQ	Futures	8247.12	8247.42	8242.98	8245.05	336.0
2018-05-29 00:30:00	NQ	Futures	8245.35	8247.71	8243.57	8245.35	361.0
2018-05-29 01:00:00	NQ	Futures	8245.64	8246.23	8231.75	8236.48	1185.0
2018-05-29 01:30:00	NQ	Futures	8236.19	8246.82	8235.0	8242.39	1181.0

> showing 50 of 3,289 rows — these rows as CSV

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