PREVIEW / futures_30min / 2018-06-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-06.parquet
  size:    86 KB
  rows:    3,105

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
2018-06-06 00:00:00	ES	Futures	3007.17	3009.36	3007.17	3009.08	2624.0
2018-06-06 00:30:00	ES	Futures	3009.36	3009.9	3008.54	3009.36	1661.0
2018-06-06 01:00:00	ES	Futures	3009.08	3009.63	3008.81	3009.08	1001.0
2018-06-06 01:30:00	ES	Futures	3009.08	3009.36	3008.27	3008.81	1713.0
2018-06-06 02:00:00	ES	Futures	3008.81	3009.9	3008.54	3009.9	3126.0
2018-06-06 02:30:00	ES	Futures	3009.9	3010.72	3007.17	3008.27	4851.0
2018-06-06 03:00:00	ES	Futures	3008.27	3009.63	3006.63	3006.9	9584.0
2018-06-06 03:30:00	ES	Futures	3006.9	3007.99	3006.08	3007.72	6569.0
2018-06-06 04:00:00	ES	Futures	3007.99	3008.27	3006.08	3007.45	4847.0
2018-06-06 04:30:00	ES	Futures	3007.45	3008.54	3006.36	3006.9	2559.0
2018-06-06 05:00:00	ES	Futures	3006.9	3010.45	3006.63	3009.63	5858.0
2018-06-06 05:30:00	ES	Futures	3009.63	3010.18	3008.27	3009.9	4547.0
2018-06-06 06:00:00	ES	Futures	3009.9	3010.18	3007.99	3008.81	4056.0
2018-06-06 06:30:00	ES	Futures	3008.81	3010.45	3007.99	3009.63	4952.0
2018-06-06 07:00:00	ES	Futures	3009.36	3010.18	3007.17	3009.9	5839.0
2018-06-06 07:30:00	ES	Futures	3009.9	3010.18	3009.08	3009.9	4889.0
2018-06-06 08:00:00	ES	Futures	3009.63	3009.9	3008.54	3009.36	4644.0
2018-06-06 08:30:00	ES	Futures	3009.63	3010.18	3007.45	3007.45	10050.0
2018-06-06 09:00:00	ES	Futures	3007.17	3007.72	3005.81	3007.45	15812.0
2018-06-06 09:30:00	ES	Futures	3007.45	3009.63	3002.53	3003.35	114474.0
2018-06-06 10:00:00	ES	Futures	3003.35	3004.99	3000.35	3003.9	73498.0
2018-06-06 10:30:00	ES	Futures	3003.9	3005.81	2999.81	3005.54	86519.0
2018-06-06 11:00:00	ES	Futures	3005.54	3011.54	3005.26	3010.99	80265.0
2018-06-06 11:30:00	ES	Futures	3010.99	3014.82	3010.72	3014.54	81379.0
2018-06-06 12:00:00	ES	Futures	3014.54	3014.82	3011.81	3013.45	46746.0
2018-06-06 12:30:00	ES	Futures	3013.45	3014.54	3011.81	3013.45	27755.0
2018-06-06 13:00:00	ES	Futures	3013.45	3015.09	3010.99	3014.0	41024.0
2018-06-06 13:30:00	ES	Futures	3014.27	3014.82	3012.63	3013.45	24953.0
2018-06-06 14:00:00	ES	Futures	3013.18	3016.73	3013.18	3016.45	34304.0
2018-06-06 14:30:00	ES	Futures	3016.73	3022.46	3015.91	3020.82	85850.0
2018-06-06 15:00:00	ES	Futures	3020.82	3022.18	3019.18	3020.55	53077.0
2018-06-06 15:30:00	ES	Futures	3020.55	3026.55	3019.45	3026.28	171012.0
2018-06-06 16:00:00	ES	Futures	3026.55	3026.55	3024.91	3026.55	70248.0
2018-06-06 16:30:00	ES	Futures	3026.28	3029.01	3025.46	3027.64	13152.0
2018-06-06 18:00:00	ES	Futures	3027.37	3028.46	3026.0	3026.28	3249.0
2018-06-06 18:30:00	ES	Futures	3026.28	3027.1	3025.46	3025.46	1027.0
2018-06-06 19:00:00	ES	Futures	3025.46	3026.0	3024.09	3024.37	1637.0
2018-06-06 19:30:00	ES	Futures	3024.37	3026.0	3024.09	3025.19	1136.0
2018-06-06 20:00:00	ES	Futures	3025.19	3026.55	3024.37	3025.73	2683.0
2018-06-06 20:30:00	ES	Futures	3025.73	3026.28	3024.64	3025.73	1769.0
2018-06-06 21:00:00	ES	Futures	3026.0	3027.37	3025.73	3026.28	3036.0
2018-06-06 21:30:00	ES	Futures	3026.28	3027.37	3025.46	3026.82	2468.0
2018-06-06 22:00:00	ES	Futures	3027.1	3029.01	3026.28	3028.73	3080.0
2018-06-06 22:30:00	ES	Futures	3028.73	3029.01	3027.64	3027.91	1478.0
2018-06-06 23:00:00	ES	Futures	3027.64	3029.01	3027.64	3028.46	1127.0
2018-06-06 23:30:00	ES	Futures	3028.46	3028.73	3027.64	3028.73	886.0
2018-06-06 00:00:00	NQ	Futures	8504.53	8511.03	8504.23	8510.73	1003.0
2018-06-06 00:30:00	NQ	Futures	8510.73	8515.17	8510.73	8513.39	954.0
2018-06-06 01:00:00	NQ	Futures	8513.1	8514.28	8508.37	8509.85	747.0
2018-06-06 01:30:00	NQ	Futures	8509.26	8510.73	8506.89	8507.78	609.0

> showing 50 of 3,105 rows — these rows as CSV

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