PREVIEW / futures_30min / 2018-06-08

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-08.parquet
  size:    75 KB
  rows:    2,614

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
2018-06-08 00:00:00	ES	Futures	3023.55	3023.82	3021.91	3023.55	826.0
2018-06-08 00:30:00	ES	Futures	3023.28	3024.64	3023.0	3023.28	895.0
2018-06-08 01:00:00	ES	Futures	3023.28	3023.55	3021.09	3021.91	2356.0
2018-06-08 01:30:00	ES	Futures	3021.91	3022.73	3018.91	3019.18	2605.0
2018-06-08 02:00:00	ES	Futures	3019.18	3020.0	3016.18	3018.36	6383.0
2018-06-08 02:30:00	ES	Futures	3018.36	3020.82	3017.82	3019.45	4675.0
2018-06-08 03:00:00	ES	Futures	3019.73	3020.55	3015.63	3016.18	13116.0
2018-06-08 03:30:00	ES	Futures	3016.18	3019.45	3011.81	3013.72	15252.0
2018-06-08 04:00:00	ES	Futures	3013.45	3014.0	3004.17	3008.54	18558.0
2018-06-08 04:30:00	ES	Futures	3008.54	3012.36	3007.17	3008.54	8628.0
2018-06-08 05:00:00	ES	Futures	3008.54	3009.63	3007.45	3007.72	8905.0
2018-06-08 05:30:00	ES	Futures	3007.99	3011.81	3007.45	3008.54	5741.0
2018-06-08 06:00:00	ES	Futures	3008.54	3013.45	3007.45	3012.36	6531.0
2018-06-08 06:30:00	ES	Futures	3012.36	3012.9	3008.27	3009.9	5332.0
2018-06-08 07:00:00	ES	Futures	3009.9	3014.54	3009.9	3014.0	7169.0
2018-06-08 07:30:00	ES	Futures	3013.72	3017.82	3013.18	3015.91	10312.0
2018-06-08 08:00:00	ES	Futures	3015.91	3019.45	3015.36	3018.91	7517.0
2018-06-08 08:30:00	ES	Futures	3019.18	3020.82	3017.0	3017.54	12999.0
2018-06-08 09:00:00	ES	Futures	3017.54	3019.73	3017.0	3018.64	11729.0
2018-06-08 09:30:00	ES	Futures	3018.64	3023.55	3016.45	3023.28	97662.0
2018-06-08 10:00:00	ES	Futures	3023.28	3023.55	3019.18	3020.0	45107.0
2018-06-08 10:30:00	ES	Futures	3020.0	3023.82	3016.45	3022.46	47546.0
2018-06-08 11:00:00	ES	Futures	3022.46	3024.91	3019.45	3022.73	45658.0
2018-06-08 11:30:00	ES	Futures	3022.73	3023.28	3018.64	3022.73	31651.0
2018-06-08 12:00:00	ES	Futures	3022.73	3029.55	3022.46	3029.55	33793.0
2018-06-08 12:30:00	ES	Futures	3029.28	3030.92	3028.19	3029.28	22080.0
2018-06-08 13:00:00	ES	Futures	3029.28	3029.55	3026.82	3029.01	16570.0
2018-06-08 13:30:00	ES	Futures	3029.28	3030.37	3025.19	3027.64	31318.0
2018-06-08 14:00:00	ES	Futures	3027.64	3031.74	3027.37	3029.83	18164.0
2018-06-08 14:30:00	ES	Futures	3030.1	3032.28	3029.28	3029.83	19006.0
2018-06-08 15:00:00	ES	Futures	3030.1	3031.46	3027.64	3030.92	23036.0
2018-06-08 15:30:00	ES	Futures	3031.19	3033.92	3030.37	3033.37	72996.0
2018-06-08 16:00:00	ES	Futures	3033.1	3034.46	3032.01	3033.1	29664.0
2018-06-08 16:30:00	ES	Futures	3032.83	3033.92	3032.01	3033.92	6132.0
2018-06-08 00:00:00	NQ	Futures	8445.13	8447.79	8440.99	8446.9	385.0
2018-06-08 00:30:00	NQ	Futures	8446.31	8450.74	8444.83	8445.42	456.0
2018-06-08 01:00:00	NQ	Futures	8445.42	8446.01	8438.62	8440.69	638.0
2018-06-08 01:30:00	NQ	Futures	8440.4	8444.24	8430.94	8432.12	750.0
2018-06-08 02:00:00	NQ	Futures	8432.12	8434.19	8422.67	8430.94	1094.0
2018-06-08 02:30:00	NQ	Futures	8431.24	8438.92	8429.76	8436.85	1130.0
2018-06-08 03:00:00	NQ	Futures	8437.44	8441.28	8422.96	8425.03	2332.0
2018-06-08 03:30:00	NQ	Futures	8425.03	8437.74	8408.48	8411.44	3479.0
2018-06-08 04:00:00	NQ	Futures	8411.14	8411.73	8366.81	8383.66	6307.0
2018-06-08 04:30:00	NQ	Futures	8384.25	8397.84	8375.38	8384.54	2855.0
2018-06-08 05:00:00	NQ	Futures	8385.13	8389.27	8378.04	8380.4	1982.0
2018-06-08 05:30:00	NQ	Futures	8380.4	8393.11	8376.27	8382.18	1703.0
2018-06-08 06:00:00	NQ	Futures	8381.88	8399.91	8378.63	8393.7	2050.0
2018-06-08 06:30:00	NQ	Futures	8393.11	8393.11	8372.13	8380.4	2093.0
2018-06-08 07:00:00	NQ	Futures	8380.4	8398.14	8380.4	8396.36	2086.0
2018-06-08 07:30:00	NQ	Futures	8396.07	8406.71	8393.11	8398.73	1930.0

> showing 50 of 2,614 rows — these rows as CSV

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