PREVIEW / futures_30min / 2018-06-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-11.parquet
  size:    76 KB
  rows:    2,919

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
2018-06-11 00:00:00	ES	Futures	3031.74	3032.28	3031.46	3031.74	423.0
2018-06-11 00:30:00	ES	Futures	3031.74	3032.55	3030.64	3030.92	613.0
2018-06-11 01:00:00	ES	Futures	3030.92	3030.92	3029.01	3029.83	710.0
2018-06-11 01:30:00	ES	Futures	3029.83	3030.37	3028.46	3029.28	974.0
2018-06-11 02:00:00	ES	Futures	3029.01	3033.65	3027.91	3032.83	3317.0
2018-06-11 02:30:00	ES	Futures	3032.83	3034.46	3032.28	3032.28	2612.0
2018-06-11 03:00:00	ES	Futures	3032.28	3036.92	3030.92	3035.01	6642.0
2018-06-11 03:30:00	ES	Futures	3035.28	3037.74	3034.19	3035.56	4723.0
2018-06-11 04:00:00	ES	Futures	3035.56	3037.19	3035.56	3035.56	2199.0
2018-06-11 04:30:00	ES	Futures	3035.56	3035.83	3033.92	3035.01	2624.0
2018-06-11 05:00:00	ES	Futures	3034.74	3036.1	3033.65	3035.83	2472.0
2018-06-11 05:30:00	ES	Futures	3035.83	3036.65	3034.46	3035.28	2037.0
2018-06-11 06:00:00	ES	Futures	3035.28	3035.56	3033.37	3033.92	3157.0
2018-06-11 06:30:00	ES	Futures	3033.65	3034.74	3032.01	3032.83	2349.0
2018-06-11 07:00:00	ES	Futures	3032.83	3033.92	3032.01	3032.55	2285.0
2018-06-11 07:30:00	ES	Futures	3032.55	3032.83	3031.19	3031.19	2829.0
2018-06-11 08:00:00	ES	Futures	3031.46	3033.1	3030.1	3032.55	2483.0
2018-06-11 08:30:00	ES	Futures	3032.55	3033.65	3031.74	3033.37	4221.0
2018-06-11 09:00:00	ES	Futures	3033.37	3035.56	3032.55	3035.28	5598.0
2018-06-11 09:30:00	ES	Futures	3035.56	3039.65	3033.92	3036.1	36150.0
2018-06-11 10:00:00	ES	Futures	3036.1	3040.47	3035.01	3038.01	37124.0
2018-06-11 10:30:00	ES	Futures	3037.74	3039.92	3035.83	3036.92	20088.0
2018-06-11 11:00:00	ES	Futures	3036.92	3039.1	3035.28	3037.74	17982.0
2018-06-11 11:30:00	ES	Futures	3038.01	3043.2	3037.47	3042.65	22623.0
2018-06-11 12:00:00	ES	Futures	3042.65	3044.84	3042.11	3044.56	15707.0
2018-06-11 12:30:00	ES	Futures	3044.56	3045.65	3043.47	3044.56	12825.0
2018-06-11 13:00:00	ES	Futures	3044.84	3046.2	3042.92	3044.56	12994.0
2018-06-11 13:30:00	ES	Futures	3044.56	3045.38	3042.11	3043.74	12656.0
2018-06-11 14:00:00	ES	Futures	3043.47	3044.02	3041.01	3042.38	11847.0
2018-06-11 14:30:00	ES	Futures	3042.38	3042.92	3041.01	3042.65	12434.0
2018-06-11 15:00:00	ES	Futures	3042.65	3044.29	3042.65	3044.29	10427.0
2018-06-11 15:30:00	ES	Futures	3044.02	3044.29	3035.83	3037.47	39391.0
2018-06-11 16:00:00	ES	Futures	3037.74	3038.56	3035.01	3037.74	16810.0
2018-06-11 16:30:00	ES	Futures	3037.47	3038.01	3036.1	3036.92	2398.0
2018-06-11 18:00:00	ES	Futures	3036.1	3040.74	3035.56	3040.47	1895.0
2018-06-11 18:30:00	ES	Futures	3040.47	3041.01	3039.65	3040.74	1252.0
2018-06-11 19:00:00	ES	Futures	3040.47	3042.38	3040.47	3041.83	1226.0
2018-06-11 19:30:00	ES	Futures	3041.56	3042.11	3040.74	3040.74	552.0
2018-06-11 20:00:00	ES	Futures	3040.47	3040.74	3036.65	3036.92	1223.0
2018-06-11 20:30:00	ES	Futures	3036.65	3037.47	3035.56	3036.65	1767.0
2018-06-11 21:00:00	ES	Futures	3036.65	3040.2	3034.46	3039.92	2444.0
2018-06-11 21:30:00	ES	Futures	3039.92	3041.83	3039.1	3040.47	1166.0
2018-06-11 22:00:00	ES	Futures	3040.47	3040.74	3034.46	3037.19	1949.0
2018-06-11 22:30:00	ES	Futures	3037.19	3039.92	3036.37	3039.92	697.0
2018-06-11 23:00:00	ES	Futures	3039.65	3040.47	3038.29	3039.92	1399.0
2018-06-11 23:30:00	ES	Futures	3039.92	3040.2	3037.19	3037.74	647.0
2018-06-11 00:00:00	NQ	Futures	8447.79	8448.67	8446.31	8447.2	85.0
2018-06-11 00:30:00	NQ	Futures	8447.79	8451.04	8446.31	8446.6	191.0
2018-06-11 01:00:00	NQ	Futures	8446.31	8446.6	8439.81	8440.4	270.0
2018-06-11 01:30:00	NQ	Futures	8440.69	8441.58	8433.9	8438.33	237.0

> showing 50 of 2,919 rows — these rows as CSV

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