PREVIEW / futures_30min / 2018-06-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-01.parquet
  size:    75 KB
  rows:    2,629

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
2018-06-01 00:00:00	ES	Futures	2956.41	2957.5	2955.05	2956.69	3401.0
2018-06-01 00:30:00	ES	Futures	2956.69	2958.05	2956.41	2956.96	2637.0
2018-06-01 01:00:00	ES	Futures	2956.69	2958.32	2955.32	2958.05	2659.0
2018-06-01 01:30:00	ES	Futures	2958.05	2958.6	2956.14	2956.41	2775.0
2018-06-01 02:00:00	ES	Futures	2956.69	2960.23	2956.41	2959.41	6643.0
2018-06-01 02:30:00	ES	Futures	2959.41	2967.6	2959.14	2965.96	11925.0
2018-06-01 03:00:00	ES	Futures	2966.24	2967.06	2961.6	2964.05	13179.0
2018-06-01 03:30:00	ES	Futures	2963.78	2964.33	2962.42	2963.78	4865.0
2018-06-01 04:00:00	ES	Futures	2963.51	2965.15	2962.96	2963.78	4491.0
2018-06-01 04:30:00	ES	Futures	2963.51	2964.6	2962.69	2963.51	3143.0
2018-06-01 05:00:00	ES	Futures	2963.24	2967.06	2962.96	2966.51	6520.0
2018-06-01 05:30:00	ES	Futures	2966.78	2968.69	2965.42	2967.33	8532.0
2018-06-01 06:00:00	ES	Futures	2967.33	2967.88	2965.15	2965.42	6400.0
2018-06-01 06:30:00	ES	Futures	2965.42	2967.6	2965.15	2967.06	3950.0
2018-06-01 07:00:00	ES	Futures	2967.33	2967.88	2966.24	2967.6	8772.0
2018-06-01 07:30:00	ES	Futures	2967.6	2968.97	2965.96	2967.33	9627.0
2018-06-01 08:00:00	ES	Futures	2967.33	2968.69	2966.51	2967.88	10513.0
2018-06-01 08:30:00	ES	Futures	2967.88	2971.42	2963.51	2971.42	43388.0
2018-06-01 09:00:00	ES	Futures	2971.42	2972.79	2970.06	2970.6	22625.0
2018-06-01 09:30:00	ES	Futures	2970.88	2977.97	2969.79	2976.34	120967.0
2018-06-01 10:00:00	ES	Futures	2976.61	2983.98	2970.88	2977.97	166233.0
2018-06-01 10:30:00	ES	Futures	2977.7	2981.52	2974.7	2980.16	95272.0
2018-06-01 11:00:00	ES	Futures	2980.16	2982.07	2977.7	2977.7	60944.0
2018-06-01 11:30:00	ES	Futures	2977.97	2982.61	2977.15	2981.79	44954.0
2018-06-01 12:00:00	ES	Futures	2981.79	2985.07	2981.25	2982.88	43204.0
2018-06-01 12:30:00	ES	Futures	2982.61	2985.34	2982.34	2984.25	46190.0
2018-06-01 13:00:00	ES	Futures	2984.25	2987.8	2983.98	2986.43	34177.0
2018-06-01 13:30:00	ES	Futures	2986.43	2987.25	2983.98	2984.52	24885.0
2018-06-01 14:00:00	ES	Futures	2984.52	2985.34	2980.43	2983.43	37153.0
2018-06-01 14:30:00	ES	Futures	2983.43	2985.61	2980.97	2984.25	43594.0
2018-06-01 15:00:00	ES	Futures	2984.25	2984.52	2978.52	2980.43	44927.0
2018-06-01 15:30:00	ES	Futures	2980.43	2984.52	2980.16	2984.52	115397.0
2018-06-01 16:00:00	ES	Futures	2984.52	2984.52	2982.34	2984.25	54996.0
2018-06-01 16:30:00	ES	Futures	2983.98	2985.61	2983.43	2985.34	6146.0
2018-06-01 00:00:00	NQ	Futures	8255.69	8259.53	8250.08	8257.46	697.0
2018-06-01 00:30:00	NQ	Futures	8257.76	8262.49	8256.87	8259.53	456.0
2018-06-01 01:00:00	NQ	Futures	8259.24	8262.19	8254.21	8260.71	761.0
2018-06-01 01:30:00	NQ	Futures	8260.12	8264.85	8258.05	8258.94	703.0
2018-06-01 02:00:00	NQ	Futures	8259.24	8267.81	8258.65	8262.49	1658.0
2018-06-01 02:30:00	NQ	Futures	8262.78	8284.06	8262.19	8278.45	2660.0
2018-06-01 03:00:00	NQ	Futures	8278.74	8281.99	8264.26	8271.94	3040.0
2018-06-01 03:30:00	NQ	Futures	8271.94	8273.72	8265.74	8270.47	1560.0
2018-06-01 04:00:00	NQ	Futures	8270.76	8274.6	8267.81	8271.65	1116.0
2018-06-01 04:30:00	NQ	Futures	8271.65	8274.01	8269.58	8271.65	746.0
2018-06-01 05:00:00	NQ	Futures	8271.35	8280.22	8270.47	8277.86	1590.0
2018-06-01 05:30:00	NQ	Futures	8278.15	8282.58	8272.24	8275.2	1729.0
2018-06-01 06:00:00	NQ	Futures	8274.9	8276.97	8269.88	8270.76	1246.0
2018-06-01 06:30:00	NQ	Futures	8270.76	8277.86	8270.47	8276.38	1030.0
2018-06-01 07:00:00	NQ	Futures	8276.38	8282.58	8273.72	8281.7	1980.0
2018-06-01 07:30:00	NQ	Futures	8281.99	8286.13	8277.86	8281.99	2673.0

> showing 50 of 2,629 rows — these rows as CSV

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