PREVIEW / futures_30min / 2018-05-30

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-30.parquet
  size:    92 KB
  rows:    3,229

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
2018-05-30 00:00:00	ES	Futures	2940.04	2941.68	2939.49	2941.13	2319.0
2018-05-30 00:30:00	ES	Futures	2941.13	2941.95	2939.49	2940.04	2143.0
2018-05-30 01:00:00	ES	Futures	2939.77	2940.31	2936.22	2937.31	3763.0
2018-05-30 01:30:00	ES	Futures	2937.58	2941.95	2934.58	2941.13	6723.0
2018-05-30 02:00:00	ES	Futures	2941.13	2947.13	2940.86	2947.13	13161.0
2018-05-30 02:30:00	ES	Futures	2946.86	2947.95	2943.04	2946.86	11389.0
2018-05-30 03:00:00	ES	Futures	2947.13	2948.23	2943.04	2947.68	14857.0
2018-05-30 03:30:00	ES	Futures	2947.68	2952.05	2946.86	2948.77	12559.0
2018-05-30 04:00:00	ES	Futures	2948.5	2950.14	2945.77	2945.77	10944.0
2018-05-30 04:30:00	ES	Futures	2945.77	2947.13	2941.95	2946.32	9089.0
2018-05-30 05:00:00	ES	Futures	2946.32	2950.14	2946.04	2947.95	8444.0
2018-05-30 05:30:00	ES	Futures	2948.23	2951.5	2943.86	2950.95	10688.0
2018-05-30 06:00:00	ES	Futures	2950.95	2954.23	2948.23	2951.77	13072.0
2018-05-30 06:30:00	ES	Futures	2951.77	2955.05	2951.23	2952.59	10697.0
2018-05-30 07:00:00	ES	Futures	2952.87	2955.87	2952.32	2955.05	13864.0
2018-05-30 07:30:00	ES	Futures	2954.78	2955.32	2952.32	2952.59	9598.0
2018-05-30 08:00:00	ES	Futures	2952.59	2953.41	2950.95	2951.77	13458.0
2018-05-30 08:30:00	ES	Futures	2952.05	2953.14	2946.04	2949.86	28106.0
2018-05-30 09:00:00	ES	Futures	2949.86	2950.95	2947.41	2950.95	17053.0
2018-05-30 09:30:00	ES	Futures	2950.68	2956.14	2949.59	2950.41	148980.0
2018-05-30 10:00:00	ES	Futures	2950.41	2956.69	2949.32	2954.23	88014.0
2018-05-30 10:30:00	ES	Futures	2954.23	2964.05	2953.96	2964.05	111408.0
2018-05-30 11:00:00	ES	Futures	2964.05	2965.69	2961.33	2963.24	64080.0
2018-05-30 11:30:00	ES	Futures	2963.24	2972.24	2962.96	2970.6	100046.0
2018-05-30 12:00:00	ES	Futures	2970.88	2974.15	2970.6	2973.06	87633.0
2018-05-30 12:30:00	ES	Futures	2973.33	2973.61	2969.51	2971.42	44677.0
2018-05-30 13:00:00	ES	Futures	2971.42	2977.7	2969.24	2975.24	82585.0
2018-05-30 13:30:00	ES	Futures	2975.24	2977.97	2974.7	2975.52	32807.0
2018-05-30 14:00:00	ES	Futures	2975.79	2977.97	2974.7	2975.79	40289.0
2018-05-30 14:30:00	ES	Futures	2975.52	2979.34	2974.7	2976.88	57482.0
2018-05-30 15:00:00	ES	Futures	2976.88	2978.52	2973.33	2973.61	46320.0
2018-05-30 15:30:00	ES	Futures	2973.61	2975.24	2970.33	2973.88	134902.0
2018-05-30 16:00:00	ES	Futures	2973.61	2974.97	2972.51	2974.7	56084.0
2018-05-30 16:30:00	ES	Futures	2974.42	2976.34	2972.24	2972.79	8963.0
2018-05-30 18:00:00	ES	Futures	2969.51	2971.42	2967.06	2968.97	6536.0
2018-05-30 18:30:00	ES	Futures	2968.97	2971.42	2968.97	2970.06	1609.0
2018-05-30 19:00:00	ES	Futures	2970.06	2970.88	2969.79	2969.79	784.0
2018-05-30 19:30:00	ES	Futures	2969.79	2970.06	2968.69	2969.51	1284.0
2018-05-30 20:00:00	ES	Futures	2969.79	2971.7	2967.88	2971.7	4437.0
2018-05-30 20:30:00	ES	Futures	2971.42	2972.24	2970.06	2972.24	2652.0
2018-05-30 21:00:00	ES	Futures	2971.97	2972.24	2969.51	2970.33	2688.0
2018-05-30 21:30:00	ES	Futures	2970.33	2972.24	2968.97	2970.6	3428.0
2018-05-30 22:00:00	ES	Futures	2970.6	2972.24	2970.6	2971.15	1299.0
2018-05-30 22:30:00	ES	Futures	2970.88	2971.7	2970.06	2970.88	1281.0
2018-05-30 23:00:00	ES	Futures	2970.88	2973.06	2970.6	2972.51	1501.0
2018-05-30 23:30:00	ES	Futures	2972.79	2973.33	2971.7	2971.97	2321.0
2018-05-30 00:00:00	NQ	Futures	8205.45	8211.95	8203.97	8207.81	635.0
2018-05-30 00:30:00	NQ	Futures	8208.41	8211.07	8202.49	8203.38	691.0
2018-05-30 01:00:00	NQ	Futures	8203.38	8205.75	8194.81	8198.95	991.0
2018-05-30 01:30:00	NQ	Futures	8199.24	8213.72	8190.38	8209.88	1583.0

> showing 50 of 3,229 rows — these rows as CSV

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