PREVIEW / futures_30min / 2018-06-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-19.parquet
  size:    89 KB
  rows:    3,202

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
2018-06-19 00:00:00	ES	Futures	3002.58	3003.4	3000.67	3001.76	2677.0
2018-06-19 00:30:00	ES	Futures	3001.49	3005.3	3000.94	3004.49	4424.0
2018-06-19 01:00:00	ES	Futures	3004.49	3005.3	3001.49	3001.49	3737.0
2018-06-19 01:30:00	ES	Futures	3001.49	3001.76	2997.67	2998.22	9720.0
2018-06-19 02:00:00	ES	Futures	2998.22	2998.22	2992.77	2993.59	19924.0
2018-06-19 02:30:00	ES	Futures	2993.31	2994.68	2989.23	2991.95	21467.0
2018-06-19 03:00:00	ES	Futures	2991.95	2992.77	2981.6	2985.96	37207.0
2018-06-19 03:30:00	ES	Futures	2985.96	2991.14	2983.51	2990.32	22281.0
2018-06-19 04:00:00	ES	Futures	2990.32	2993.04	2985.69	2987.32	14764.0
2018-06-19 04:30:00	ES	Futures	2987.32	2992.77	2985.14	2991.41	12754.0
2018-06-19 05:00:00	ES	Futures	2991.68	2994.13	2991.41	2993.31	8789.0
2018-06-19 05:30:00	ES	Futures	2993.31	2995.22	2992.77	2994.95	9114.0
2018-06-19 06:00:00	ES	Futures	2994.95	2998.76	2994.4	2998.22	13168.0
2018-06-19 06:30:00	ES	Futures	2997.95	2998.76	2994.13	2995.49	11191.0
2018-06-19 07:00:00	ES	Futures	2995.77	2997.4	2990.86	2990.86	12377.0
2018-06-19 07:30:00	ES	Futures	2990.86	2998.49	2989.77	2998.49	16925.0
2018-06-19 08:00:00	ES	Futures	2998.22	3001.76	2994.95	2995.22	26620.0
2018-06-19 08:30:00	ES	Futures	2994.95	3000.13	2994.95	2999.04	14859.0
2018-06-19 09:00:00	ES	Futures	2999.31	3000.67	2997.4	2997.95	18987.0
2018-06-19 09:30:00	ES	Futures	2997.95	3006.67	2996.86	2999.85	203423.0
2018-06-19 10:00:00	ES	Futures	3000.13	3000.13	2994.13	2994.68	159723.0
2018-06-19 10:30:00	ES	Futures	2994.95	3006.39	2993.04	3003.67	148019.0
2018-06-19 11:00:00	ES	Futures	3003.67	3009.12	3002.58	3007.21	100632.0
2018-06-19 11:30:00	ES	Futures	3007.21	3012.39	3005.3	3010.21	75527.0
2018-06-19 12:00:00	ES	Futures	3009.94	3010.75	3005.3	3007.21	43266.0
2018-06-19 12:30:00	ES	Futures	3007.21	3008.3	3003.12	3006.39	40297.0
2018-06-19 13:00:00	ES	Futures	3006.12	3007.48	3003.94	3004.76	27655.0
2018-06-19 13:30:00	ES	Futures	3004.76	3010.75	3001.76	3009.66	42905.0
2018-06-19 14:00:00	ES	Futures	3009.66	3014.57	3009.66	3012.11	49634.0
2018-06-19 14:30:00	ES	Futures	3012.39	3017.84	3011.3	3016.2	60027.0
2018-06-19 15:00:00	ES	Futures	3016.2	3016.47	3010.21	3010.48	58976.0
2018-06-19 15:30:00	ES	Futures	3010.21	3015.93	3009.39	3014.84	123325.0
2018-06-19 16:00:00	ES	Futures	3014.84	3015.66	3012.11	3014.57	59352.0
2018-06-19 16:30:00	ES	Futures	3014.84	3015.93	3013.48	3014.84	7262.0
2018-06-19 18:00:00	ES	Futures	3013.75	3014.84	3011.03	3011.84	2788.0
2018-06-19 18:30:00	ES	Futures	3011.84	3012.93	3011.3	3012.39	1334.0
2018-06-19 19:00:00	ES	Futures	3012.39	3016.2	3011.84	3014.84	2012.0
2018-06-19 19:30:00	ES	Futures	3015.11	3016.47	3014.02	3016.47	1671.0
2018-06-19 20:00:00	ES	Futures	3016.47	3017.84	3015.66	3016.75	4627.0
2018-06-19 20:30:00	ES	Futures	3017.02	3017.02	3012.93	3013.2	2372.0
2018-06-19 21:00:00	ES	Futures	3012.93	3014.02	3005.03	3008.85	10837.0
2018-06-19 21:30:00	ES	Futures	3009.12	3015.38	3008.85	3013.2	9439.0
2018-06-19 22:00:00	ES	Futures	3012.93	3016.47	3012.93	3013.75	4522.0
2018-06-19 22:30:00	ES	Futures	3013.75	3015.66	3011.3	3011.84	2723.0
2018-06-19 23:00:00	ES	Futures	3011.57	3015.38	3011.3	3015.11	1964.0
2018-06-19 23:30:00	ES	Futures	3014.84	3017.56	3014.84	3017.02	6631.0
2018-06-19 00:00:00	NQ	Futures	8476.89	8480.42	8471.88	8476.59	820.0
2018-06-19 00:30:00	NQ	Futures	8476.0	8492.2	8474.24	8487.78	1819.0
2018-06-19 01:00:00	NQ	Futures	8488.37	8490.14	8480.42	8481.01	1111.0
2018-06-19 01:30:00	NQ	Futures	8480.71	8482.78	8466.29	8469.82	2275.0

> showing 50 of 3,202 rows — these rows as CSV

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