PREVIEW / futures_30min / 2018-05-31

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-05-31.parquet
  size:    90 KB
  rows:    3,225

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
2018-05-31 00:00:00	ES	Futures	2971.97	2973.06	2971.7	2972.24	1218.0
2018-05-31 00:30:00	ES	Futures	2972.24	2972.79	2971.7	2972.79	668.0
2018-05-31 01:00:00	ES	Futures	2972.79	2973.06	2972.24	2972.79	1081.0
2018-05-31 01:30:00	ES	Futures	2973.06	2974.15	2971.15	2971.7	4090.0
2018-05-31 02:00:00	ES	Futures	2971.42	2973.06	2968.97	2972.79	5214.0
2018-05-31 02:30:00	ES	Futures	2972.79	2974.42	2971.7	2974.42	2980.0
2018-05-31 03:00:00	ES	Futures	2974.15	2974.42	2970.06	2973.06	8143.0
2018-05-31 03:30:00	ES	Futures	2973.06	2977.43	2972.24	2976.06	9500.0
2018-05-31 04:00:00	ES	Futures	2976.34	2978.25	2973.61	2977.97	6230.0
2018-05-31 04:30:00	ES	Futures	2978.25	2978.25	2975.24	2976.34	3767.0
2018-05-31 05:00:00	ES	Futures	2976.06	2976.34	2973.06	2975.24	5962.0
2018-05-31 05:30:00	ES	Futures	2975.24	2976.34	2972.79	2974.15	5526.0
2018-05-31 06:00:00	ES	Futures	2974.15	2974.42	2971.42	2971.42	4588.0
2018-05-31 06:30:00	ES	Futures	2971.42	2975.79	2971.15	2973.61	4828.0
2018-05-31 07:00:00	ES	Futures	2973.61	2973.88	2970.88	2973.06	4782.0
2018-05-31 07:30:00	ES	Futures	2973.33	2976.88	2973.33	2976.88	6391.0
2018-05-31 08:00:00	ES	Futures	2976.88	2976.88	2974.7	2976.06	4825.0
2018-05-31 08:30:00	ES	Futures	2975.79	2976.88	2973.06	2974.15	12855.0
2018-05-31 09:00:00	ES	Futures	2974.15	2974.15	2964.33	2968.42	55146.0
2018-05-31 09:30:00	ES	Futures	2968.15	2968.97	2962.42	2964.33	173715.0
2018-05-31 10:00:00	ES	Futures	2964.05	2967.33	2959.41	2963.51	98939.0
2018-05-31 10:30:00	ES	Futures	2963.51	2965.42	2955.05	2957.78	105739.0
2018-05-31 11:00:00	ES	Futures	2958.05	2965.42	2956.41	2965.15	100782.0
2018-05-31 11:30:00	ES	Futures	2965.15	2971.97	2960.78	2966.24	136637.0
2018-05-31 12:00:00	ES	Futures	2966.24	2966.24	2959.14	2960.23	56961.0
2018-05-31 12:30:00	ES	Futures	2959.96	2962.96	2958.32	2962.42	38662.0
2018-05-31 13:00:00	ES	Futures	2962.42	2962.96	2957.78	2959.41	37015.0
2018-05-31 13:30:00	ES	Futures	2959.14	2960.23	2950.68	2951.23	74157.0
2018-05-31 14:00:00	ES	Futures	2951.23	2955.87	2947.13	2953.14	100146.0
2018-05-31 14:30:00	ES	Futures	2953.14	2955.59	2950.41	2955.32	52231.0
2018-05-31 15:00:00	ES	Futures	2955.32	2959.96	2953.14	2958.32	73977.0
2018-05-31 15:30:00	ES	Futures	2958.32	2959.41	2952.05	2952.87	256623.0
2018-05-31 16:00:00	ES	Futures	2952.87	2955.59	2952.59	2953.41	98138.0
2018-05-31 16:30:00	ES	Futures	2953.96	2955.87	2952.87	2955.59	7590.0
2018-05-31 18:00:00	ES	Futures	2955.59	2957.23	2953.96	2956.14	3077.0
2018-05-31 18:30:00	ES	Futures	2956.14	2956.69	2955.59	2955.59	1308.0
2018-05-31 19:00:00	ES	Futures	2955.59	2956.69	2955.32	2956.41	1186.0
2018-05-31 19:30:00	ES	Futures	2956.41	2956.69	2955.59	2956.69	1334.0
2018-05-31 20:00:00	ES	Futures	2956.96	2957.5	2955.59	2956.14	3336.0
2018-05-31 20:30:00	ES	Futures	2956.14	2957.78	2955.87	2957.78	1657.0
2018-05-31 21:00:00	ES	Futures	2957.5	2960.78	2957.5	2959.69	6376.0
2018-05-31 21:30:00	ES	Futures	2959.41	2959.69	2958.05	2959.41	3254.0
2018-05-31 22:00:00	ES	Futures	2959.41	2960.78	2958.87	2960.23	2911.0
2018-05-31 22:30:00	ES	Futures	2960.23	2961.05	2959.41	2959.69	1867.0
2018-05-31 23:00:00	ES	Futures	2959.69	2960.23	2958.05	2958.05	2453.0
2018-05-31 23:30:00	ES	Futures	2957.78	2959.14	2956.41	2956.41	2569.0
2018-05-31 00:00:00	NQ	Futures	8260.42	8263.37	8259.53	8261.6	245.0
2018-05-31 00:30:00	NQ	Futures	8261.6	8262.49	8260.42	8261.9	146.0
2018-05-31 01:00:00	NQ	Futures	8262.49	8265.15	8261.6	8265.15	228.0
2018-05-31 01:30:00	NQ	Futures	8265.15	8271.06	8262.49	8263.67	941.0

> showing 50 of 3,225 rows — these rows as CSV

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