PREVIEW / futures_30min / 2018-06-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-18.parquet
  size:    87 KB
  rows:    3,168

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
2018-06-18 00:00:00	ES	Futures	3020.02	3021.38	3019.74	3020.83	1202.0
2018-06-18 00:30:00	ES	Futures	3020.83	3021.38	3020.02	3020.56	1296.0
2018-06-18 01:00:00	ES	Futures	3020.56	3021.11	3019.74	3020.56	1706.0
2018-06-18 01:30:00	ES	Futures	3020.56	3021.65	3020.56	3021.38	1795.0
2018-06-18 02:00:00	ES	Futures	3021.38	3021.92	3020.02	3021.92	3863.0
2018-06-18 02:30:00	ES	Futures	3021.65	3022.74	3020.56	3020.83	3803.0
2018-06-18 03:00:00	ES	Futures	3020.83	3024.1	3020.56	3021.38	8442.0
2018-06-18 03:30:00	ES	Futures	3021.38	3021.92	3019.47	3019.74	5667.0
2018-06-18 04:00:00	ES	Futures	3019.74	3021.11	3018.93	3019.74	6574.0
2018-06-18 04:30:00	ES	Futures	3019.74	3023.56	3019.74	3021.65	6252.0
2018-06-18 05:00:00	ES	Futures	3021.92	3022.47	3021.11	3021.11	3607.0
2018-06-18 05:30:00	ES	Futures	3021.38	3022.47	3018.93	3021.65	8551.0
2018-06-18 06:00:00	ES	Futures	3021.65	3022.2	3017.29	3018.93	10611.0
2018-06-18 06:30:00	ES	Futures	3019.2	3019.2	3015.11	3016.47	11407.0
2018-06-18 07:00:00	ES	Futures	3016.2	3017.02	3014.84	3016.75	6985.0
2018-06-18 07:30:00	ES	Futures	3016.75	3017.29	3012.39	3012.66	14411.0
2018-06-18 08:00:00	ES	Futures	3012.66	3014.57	3011.84	3014.57	15965.0
2018-06-18 08:30:00	ES	Futures	3014.57	3017.02	3013.75	3017.02	13324.0
2018-06-18 09:00:00	ES	Futures	3017.02	3017.02	3013.48	3015.11	15306.0
2018-06-18 09:30:00	ES	Futures	3015.38	3017.84	3009.39	3015.66	142153.0
2018-06-18 10:00:00	ES	Futures	3015.38	3018.65	3013.48	3015.93	86590.0
2018-06-18 10:30:00	ES	Futures	3016.2	3024.92	3015.93	3022.74	89184.0
2018-06-18 11:00:00	ES	Futures	3022.74	3027.65	3022.74	3024.65	59862.0
2018-06-18 11:30:00	ES	Futures	3024.65	3025.74	3020.83	3021.65	46354.0
2018-06-18 12:00:00	ES	Futures	3021.65	3024.38	3019.47	3020.29	34211.0
2018-06-18 12:30:00	ES	Futures	3020.02	3023.01	3020.02	3023.01	21279.0
2018-06-18 13:00:00	ES	Futures	3023.01	3026.56	3022.74	3025.47	27838.0
2018-06-18 13:30:00	ES	Futures	3025.19	3026.28	3023.56	3025.19	24674.0
2018-06-18 14:00:00	ES	Futures	3024.92	3027.65	3023.29	3026.56	31640.0
2018-06-18 14:30:00	ES	Futures	3026.28	3027.65	3022.47	3023.29	34360.0
2018-06-18 15:00:00	ES	Futures	3023.01	3026.28	3022.47	3024.65	31824.0
2018-06-18 15:30:00	ES	Futures	3024.65	3028.74	3023.56	3027.37	93950.0
2018-06-18 16:00:00	ES	Futures	3027.37	3029.83	3027.1	3029.55	44080.0
2018-06-18 16:30:00	ES	Futures	3029.28	3029.55	3027.1	3027.92	7809.0
2018-06-18 18:00:00	ES	Futures	3027.92	3029.55	3027.92	3029.55	2180.0
2018-06-18 18:30:00	ES	Futures	3029.55	3030.1	3027.37	3027.37	1142.0
2018-06-18 19:00:00	ES	Futures	3027.65	3028.19	3027.37	3027.92	542.0
2018-06-18 19:30:00	ES	Futures	3027.92	3027.92	3011.3	3013.48	22143.0
2018-06-18 20:00:00	ES	Futures	3013.75	3014.84	3010.75	3012.93	14139.0
2018-06-18 20:30:00	ES	Futures	3012.93	3015.93	3011.84	3015.11	8714.0
2018-06-18 21:00:00	ES	Futures	3015.11	3015.38	3013.2	3014.84	4203.0
2018-06-18 21:30:00	ES	Futures	3014.84	3016.47	3004.76	3005.58	14980.0
2018-06-18 22:00:00	ES	Futures	3005.3	3006.94	3000.94	3005.03	15179.0
2018-06-18 22:30:00	ES	Futures	3004.76	3006.12	3001.76	3005.58	6550.0
2018-06-18 23:00:00	ES	Futures	3005.3	3006.39	3003.67	3004.21	3842.0
2018-06-18 23:30:00	ES	Futures	3004.21	3005.03	3000.13	3002.31	5039.0
2018-06-18 00:00:00	NQ	Futures	8524.29	8527.82	8523.99	8525.47	359.0
2018-06-18 00:30:00	NQ	Futures	8525.76	8527.23	8522.23	8523.7	485.0
2018-06-18 01:00:00	NQ	Futures	8523.7	8525.76	8522.23	8523.7	483.0
2018-06-18 01:30:00	NQ	Futures	8523.99	8527.53	8523.7	8526.64	643.0

> showing 50 of 3,168 rows — these rows as CSV

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