PREVIEW / futures_30min / 2018-06-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-04.parquet
  size:    82 KB
  rows:    3,123

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
2018-06-04 00:00:00	ES	Futures	2987.52	2988.07	2987.25	2988.07	566.0
2018-06-04 00:30:00	ES	Futures	2988.07	2988.62	2987.8	2988.07	710.0
2018-06-04 01:00:00	ES	Futures	2987.8	2989.16	2986.98	2988.89	1218.0
2018-06-04 01:30:00	ES	Futures	2988.89	2989.71	2988.62	2989.16	1496.0
2018-06-04 02:00:00	ES	Futures	2989.16	2989.71	2987.8	2988.07	4052.0
2018-06-04 02:30:00	ES	Futures	2988.34	2990.8	2987.52	2990.53	3321.0
2018-06-04 03:00:00	ES	Futures	2990.53	2990.8	2987.52	2989.16	9494.0
2018-06-04 03:30:00	ES	Futures	2989.16	2994.35	2988.07	2993.53	11975.0
2018-06-04 04:00:00	ES	Futures	2993.8	2993.8	2990.8	2993.53	8802.0
2018-06-04 04:30:00	ES	Futures	2993.53	2994.89	2993.26	2994.62	5831.0
2018-06-04 05:00:00	ES	Futures	2994.62	2998.44	2994.07	2997.62	9874.0
2018-06-04 05:30:00	ES	Futures	2997.62	2997.89	2994.62	2995.44	8485.0
2018-06-04 06:00:00	ES	Futures	2995.17	2997.08	2994.35	2995.98	4174.0
2018-06-04 06:30:00	ES	Futures	2996.26	2996.8	2993.8	2994.35	7797.0
2018-06-04 07:00:00	ES	Futures	2994.35	2995.98	2993.26	2995.44	4489.0
2018-06-04 07:30:00	ES	Futures	2995.44	2995.44	2991.62	2993.53	6749.0
2018-06-04 08:00:00	ES	Futures	2993.26	2995.17	2991.89	2995.17	12446.0
2018-06-04 08:30:00	ES	Futures	2995.17	2995.44	2993.26	2993.26	6197.0
2018-06-04 09:00:00	ES	Futures	2993.26	2994.89	2992.71	2993.8	11278.0
2018-06-04 09:30:00	ES	Futures	2993.8	3001.17	2990.8	2999.53	111247.0
2018-06-04 10:00:00	ES	Futures	2999.81	3001.17	2993.53	2993.53	80327.0
2018-06-04 10:30:00	ES	Futures	2993.8	2995.71	2991.62	2995.17	58080.0
2018-06-04 11:00:00	ES	Futures	2995.17	2997.35	2991.07	2995.17	55635.0
2018-06-04 11:30:00	ES	Futures	2995.17	2996.26	2993.26	2995.71	26463.0
2018-06-04 12:00:00	ES	Futures	2995.44	2998.99	2993.26	2998.17	32289.0
2018-06-04 12:30:00	ES	Futures	2998.17	2998.99	2997.08	2997.89	20940.0
2018-06-04 13:00:00	ES	Futures	2997.89	2999.53	2997.35	2997.89	24078.0
2018-06-04 13:30:00	ES	Futures	2998.17	2998.17	2994.89	2996.26	23309.0
2018-06-04 14:00:00	ES	Futures	2996.26	2997.62	2995.71	2996.8	22765.0
2018-06-04 14:30:00	ES	Futures	2997.08	2998.99	2995.98	2998.44	19408.0
2018-06-04 15:00:00	ES	Futures	2998.44	3000.08	2997.62	2998.44	33477.0
2018-06-04 15:30:00	ES	Futures	2998.44	2999.26	2996.53	2998.44	89428.0
2018-06-04 16:00:00	ES	Futures	2998.44	2998.44	2996.53	2997.08	43418.0
2018-06-04 16:30:00	ES	Futures	2997.08	2998.44	2996.53	2998.17	4364.0
2018-06-04 18:00:00	ES	Futures	2997.62	2998.44	2996.8	2997.35	2930.0
2018-06-04 18:30:00	ES	Futures	2997.62	2997.62	2995.44	2996.26	2715.0
2018-06-04 19:00:00	ES	Futures	2995.98	2997.35	2995.98	2997.08	1414.0
2018-06-04 19:30:00	ES	Futures	2997.08	2997.62	2996.26	2997.35	1598.0
2018-06-04 20:00:00	ES	Futures	2997.08	2999.26	2994.62	2995.44	3782.0
2018-06-04 20:30:00	ES	Futures	2995.17	2995.71	2994.35	2995.44	1602.0
2018-06-04 21:00:00	ES	Futures	2995.17	2995.44	2993.26	2995.44	2496.0
2018-06-04 21:30:00	ES	Futures	2995.44	2996.26	2994.35	2995.17	2010.0
2018-06-04 22:00:00	ES	Futures	2995.44	2995.44	2993.8	2994.35	1651.0
2018-06-04 22:30:00	ES	Futures	2994.35	2995.44	2994.07	2995.17	737.0
2018-06-04 23:00:00	ES	Futures	2995.17	2995.44	2994.35	2995.44	610.0
2018-06-04 23:30:00	ES	Futures	2995.17	2995.98	2994.89	2995.17	629.0
2018-06-04 00:00:00	NQ	Futures	8395.18	8397.55	8392.52	8396.36	447.0
2018-06-04 00:30:00	NQ	Futures	8396.66	8399.02	8393.41	8396.07	441.0
2018-06-04 01:00:00	NQ	Futures	8395.77	8397.84	8391.93	8397.55	644.0
2018-06-04 01:30:00	NQ	Futures	8396.95	8403.75	8396.66	8400.8	827.0

> showing 50 of 3,123 rows — these rows as CSV

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