PREVIEW / futures_30min / 2018-06-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-05.parquet
  size:    87 KB
  rows:    3,154

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
2018-06-05 00:00:00	ES	Futures	2995.44	2995.71	2994.62	2995.17	706.0
2018-06-05 00:30:00	ES	Futures	2994.89	2996.26	2994.89	2995.71	922.0
2018-06-05 01:00:00	ES	Futures	2995.71	2995.71	2994.62	2995.17	999.0
2018-06-05 01:30:00	ES	Futures	2994.89	2996.53	2994.89	2995.17	1427.0
2018-06-05 02:00:00	ES	Futures	2995.44	2996.53	2994.89	2995.44	1677.0
2018-06-05 02:30:00	ES	Futures	2995.44	2995.98	2994.89	2994.89	1221.0
2018-06-05 03:00:00	ES	Futures	2995.17	2997.89	2993.26	2997.89	5799.0
2018-06-05 03:30:00	ES	Futures	2997.89	3000.35	2997.89	2999.53	8541.0
2018-06-05 04:00:00	ES	Futures	2999.81	3000.9	2998.44	3000.35	4030.0
2018-06-05 04:30:00	ES	Futures	3000.08	3001.17	2999.53	3000.35	4171.0
2018-06-05 05:00:00	ES	Futures	3000.62	3002.53	2999.26	3001.99	5982.0
2018-06-05 05:30:00	ES	Futures	3001.99	3003.9	3000.9	3003.63	6379.0
2018-06-05 06:00:00	ES	Futures	3003.63	3003.9	3000.35	3000.35	5362.0
2018-06-05 06:30:00	ES	Futures	3000.35	3001.99	2999.53	3000.62	5245.0
2018-06-05 07:00:00	ES	Futures	3000.62	3002.26	3000.35	3001.17	4210.0
2018-06-05 07:30:00	ES	Futures	3001.44	3001.99	2999.81	3000.35	4214.0
2018-06-05 08:00:00	ES	Futures	3000.35	3001.99	2996.8	2996.8	16914.0
2018-06-05 08:30:00	ES	Futures	2996.8	2998.44	2995.71	2996.53	14042.0
2018-06-05 09:00:00	ES	Futures	2996.26	2999.53	2995.71	2999.26	16404.0
2018-06-05 09:30:00	ES	Futures	2999.26	3001.44	2997.08	3001.44	82615.0
2018-06-05 10:00:00	ES	Futures	3001.17	3004.72	3000.62	3003.35	88124.0
2018-06-05 10:30:00	ES	Futures	3003.35	3004.72	2997.62	3000.35	88506.0
2018-06-05 11:00:00	ES	Futures	3000.62	3000.9	2993.26	2995.71	82309.0
2018-06-05 11:30:00	ES	Futures	2995.98	2996.26	2989.98	2993.26	75076.0
2018-06-05 12:00:00	ES	Futures	2993.53	2995.44	2989.98	2994.35	47885.0
2018-06-05 12:30:00	ES	Futures	2994.35	2996.8	2992.16	2995.98	33666.0
2018-06-05 13:00:00	ES	Futures	2995.71	2999.53	2995.44	2998.71	31373.0
2018-06-05 13:30:00	ES	Futures	2998.71	2999.26	2997.08	2998.44	25383.0
2018-06-05 14:00:00	ES	Futures	2998.17	3000.9	2996.53	3000.62	31912.0
2018-06-05 14:30:00	ES	Futures	3000.62	3002.81	3000.08	3002.81	28430.0
2018-06-05 15:00:00	ES	Futures	3002.81	3002.81	2997.89	2998.99	35752.0
2018-06-05 15:30:00	ES	Futures	2998.99	3001.99	2998.44	3001.44	103350.0
2018-06-05 16:00:00	ES	Futures	3001.44	3004.17	3001.17	3003.63	42293.0
2018-06-05 16:30:00	ES	Futures	3003.35	3005.54	3002.53	3003.35	6873.0
2018-06-05 18:00:00	ES	Futures	3003.08	3004.72	3002.53	3002.81	3313.0
2018-06-05 18:30:00	ES	Futures	3002.53	3003.35	3002.26	3003.08	841.0
2018-06-05 19:00:00	ES	Futures	3003.08	3003.35	3001.99	3002.53	1101.0
2018-06-05 19:30:00	ES	Futures	3002.81	3004.44	3002.26	3003.35	949.0
2018-06-05 20:00:00	ES	Futures	3003.35	3004.44	3002.81	3004.17	1577.0
2018-06-05 20:30:00	ES	Futures	3004.17	3005.26	3003.9	3004.44	2050.0
2018-06-05 21:00:00	ES	Futures	3004.44	3005.81	3004.17	3005.54	2525.0
2018-06-05 21:30:00	ES	Futures	3005.81	3006.63	3005.26	3005.54	2257.0
2018-06-05 22:00:00	ES	Futures	3005.54	3006.36	3004.99	3005.81	856.0
2018-06-05 22:30:00	ES	Futures	3005.81	3006.63	3005.54	3005.81	792.0
2018-06-05 23:00:00	ES	Futures	3005.81	3005.81	3005.26	3005.54	611.0
2018-06-05 23:30:00	ES	Futures	3005.54	3007.99	3005.54	3007.17	1962.0
2018-06-05 00:00:00	NQ	Futures	8446.31	8446.6	8442.17	8443.35	163.0
2018-06-05 00:30:00	NQ	Futures	8443.06	8447.2	8442.17	8446.6	173.0
2018-06-05 01:00:00	NQ	Futures	8446.01	8446.31	8441.28	8442.17	340.0
2018-06-05 01:30:00	NQ	Futures	8441.88	8449.56	8441.28	8444.24	544.0

> showing 50 of 3,154 rows — these rows as CSV

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