PREVIEW / futures_30min / 2018-06-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-15.parquet
  size:    76 KB
  rows:    2,637

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
2018-06-15 00:00:00	ES	Futures	3037.45	3038.54	3037.45	3037.73	1297.0
2018-06-15 00:30:00	ES	Futures	3037.73	3038.0	3037.18	3038.0	1007.0
2018-06-15 01:00:00	ES	Futures	3037.73	3038.82	3037.45	3038.82	1448.0
2018-06-15 01:30:00	ES	Futures	3038.82	3039.09	3037.45	3038.0	2111.0
2018-06-15 02:00:00	ES	Futures	3038.27	3039.09	3035.27	3035.82	6048.0
2018-06-15 02:30:00	ES	Futures	3035.82	3036.64	3035.55	3035.82	2869.0
2018-06-15 03:00:00	ES	Futures	3036.09	3036.36	3032.28	3033.09	8471.0
2018-06-15 03:30:00	ES	Futures	3033.09	3034.18	3024.65	3026.56	30633.0
2018-06-15 04:00:00	ES	Futures	3026.83	3028.19	3022.74	3026.83	16571.0
2018-06-15 04:30:00	ES	Futures	3026.56	3027.92	3024.1	3026.01	8324.0
2018-06-15 05:00:00	ES	Futures	3026.28	3029.01	3026.01	3027.65	6743.0
2018-06-15 05:30:00	ES	Futures	3027.65	3029.01	3024.92	3026.28	9188.0
2018-06-15 06:00:00	ES	Futures	3026.01	3027.1	3021.11	3025.47	17962.0
2018-06-15 06:30:00	ES	Futures	3025.47	3027.65	3024.1	3027.1	8811.0
2018-06-15 07:00:00	ES	Futures	3027.1	3027.92	3026.28	3027.92	8481.0
2018-06-15 07:30:00	ES	Futures	3027.65	3032.28	3027.37	3029.83	13311.0
2018-06-15 08:00:00	ES	Futures	3029.83	3030.92	3024.38	3026.56	27388.0
2018-06-15 08:30:00	ES	Futures	3026.28	3026.56	3021.38	3023.01	42507.0
2018-06-15 09:00:00	ES	Futures	3023.01	3029.55	3020.29	3028.46	74628.0
2018-06-15 09:30:00	ES	Futures	3028.74	3029.28	3021.38	3026.56	190594.0
2018-06-15 10:00:00	ES	Futures	3026.83	3028.46	3022.47	3022.74	91609.0
2018-06-15 10:30:00	ES	Futures	3022.47	3025.47	3014.02	3023.83	143537.0
2018-06-15 11:00:00	ES	Futures	3023.83	3027.1	3021.38	3021.65	75756.0
2018-06-15 11:30:00	ES	Futures	3021.65	3025.74	3019.74	3024.92	59040.0
2018-06-15 12:00:00	ES	Futures	3024.92	3025.74	3021.92	3024.1	30711.0
2018-06-15 12:30:00	ES	Futures	3024.38	3027.37	3023.29	3027.1	23911.0
2018-06-15 13:00:00	ES	Futures	3027.1	3028.19	3026.01	3026.56	33877.0
2018-06-15 13:30:00	ES	Futures	3026.83	3026.83	3023.29	3023.83	29283.0
2018-06-15 14:00:00	ES	Futures	3024.1	3035.82	3023.29	3035.55	89454.0
2018-06-15 14:30:00	ES	Futures	3035.27	3038.0	3033.64	3035.0	59805.0
2018-06-15 15:00:00	ES	Futures	3035.0	3035.0	3030.1	3033.91	53087.0
2018-06-15 15:30:00	ES	Futures	3033.91	3035.27	3030.37	3035.0	152829.0
2018-06-15 16:00:00	ES	Futures	3035.0	3035.55	3031.19	3034.73	86084.0
2018-06-15 16:30:00	ES	Futures	3034.73	3037.18	3030.64	3031.46	16642.0
2018-06-15 00:00:00	NQ	Futures	8611.44	8614.09	8609.96	8613.2	415.0
2018-06-15 00:30:00	NQ	Futures	8613.5	8614.38	8609.96	8611.44	398.0
2018-06-15 01:00:00	NQ	Futures	8611.73	8614.38	8608.79	8613.5	580.0
2018-06-15 01:30:00	NQ	Futures	8613.79	8615.56	8609.38	8613.79	750.0
2018-06-15 02:00:00	NQ	Futures	8614.09	8616.15	8601.72	8605.25	2221.0
2018-06-15 02:30:00	NQ	Futures	8605.25	8608.2	8602.9	8605.84	714.0
2018-06-15 03:00:00	NQ	Futures	8606.14	8608.2	8599.37	8602.02	1800.0
2018-06-15 03:30:00	NQ	Futures	8602.31	8606.73	8583.76	8594.36	5244.0
2018-06-15 04:00:00	NQ	Futures	8594.36	8597.3	8580.52	8589.94	4596.0
2018-06-15 04:30:00	NQ	Futures	8590.24	8594.95	8582.29	8586.12	1816.0
2018-06-15 05:00:00	NQ	Futures	8586.71	8594.65	8585.82	8589.06	1443.0
2018-06-15 05:30:00	NQ	Futures	8589.36	8595.24	8587.59	8591.12	2681.0
2018-06-15 06:00:00	NQ	Futures	8591.71	8593.77	8575.52	8586.71	3896.0
2018-06-15 06:30:00	NQ	Futures	8586.71	8591.12	8582.29	8587.88	1970.0
2018-06-15 07:00:00	NQ	Futures	8589.94	8592.0	8577.87	8583.47	3023.0
2018-06-15 07:30:00	NQ	Futures	8583.76	8607.31	8583.47	8599.66	4457.0

> showing 50 of 2,637 rows — these rows as CSV

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