PREVIEW / futures_30min / 2018-06-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-21.parquet
  size:    91 KB
  rows:    3,209

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
2018-06-21 00:00:00	ES	Futures	3030.37	3032.0	3029.83	3031.46	2605.0
2018-06-21 00:30:00	ES	Futures	3031.46	3032.0	3030.1	3030.92	2018.0
2018-06-21 01:00:00	ES	Futures	3030.92	3033.09	3030.64	3032.82	3197.0
2018-06-21 01:30:00	ES	Futures	3032.82	3033.09	3030.64	3031.46	2208.0
2018-06-21 02:00:00	ES	Futures	3031.46	3031.46	3025.74	3026.56	6966.0
2018-06-21 02:30:00	ES	Futures	3026.56	3028.74	3026.01	3026.28	3755.0
2018-06-21 03:00:00	ES	Futures	3026.56	3030.1	3025.74	3027.37	9902.0
2018-06-21 03:30:00	ES	Futures	3027.37	3028.19	3023.29	3023.29	8802.0
2018-06-21 04:00:00	ES	Futures	3023.29	3025.19	3022.47	3023.83	7282.0
2018-06-21 04:30:00	ES	Futures	3024.1	3024.1	3017.29	3017.84	14196.0
2018-06-21 05:00:00	ES	Futures	3017.56	3018.11	3010.21	3012.66	28660.0
2018-06-21 05:30:00	ES	Futures	3012.66	3015.66	3010.48	3011.3	14023.0
2018-06-21 06:00:00	ES	Futures	3011.57	3014.29	3010.75	3012.11	9115.0
2018-06-21 06:30:00	ES	Futures	3012.39	3018.65	3011.57	3018.11	12021.0
2018-06-21 07:00:00	ES	Futures	3018.11	3018.93	3015.93	3017.84	14748.0
2018-06-21 07:30:00	ES	Futures	3017.84	3020.02	3015.93	3020.02	8604.0
2018-06-21 08:00:00	ES	Futures	3020.02	3020.56	3018.65	3018.93	9591.0
2018-06-21 08:30:00	ES	Futures	3018.93	3019.2	3014.84	3016.47	17181.0
2018-06-21 09:00:00	ES	Futures	3016.47	3019.2	3015.66	3018.93	17277.0
2018-06-21 09:30:00	ES	Futures	3019.2	3019.47	3013.75	3014.29	92828.0
2018-06-21 10:00:00	ES	Futures	3014.29	3014.29	2998.49	3001.49	194041.0
2018-06-21 10:30:00	ES	Futures	3001.22	3006.39	2997.4	3004.21	136144.0
2018-06-21 11:00:00	ES	Futures	3004.49	3008.03	3002.03	3006.12	93790.0
2018-06-21 11:30:00	ES	Futures	3005.85	3011.84	3005.85	3008.85	68140.0
2018-06-21 12:00:00	ES	Futures	3008.85	3009.39	3003.12	3003.94	49830.0
2018-06-21 12:30:00	ES	Futures	3003.94	3004.76	3000.4	3000.4	45733.0
2018-06-21 13:00:00	ES	Futures	3000.4	3007.48	2999.31	3005.85	41934.0
2018-06-21 13:30:00	ES	Futures	3005.85	3007.48	3003.94	3007.21	39078.0
2018-06-21 14:00:00	ES	Futures	3007.21	3009.66	3004.76	3005.58	49661.0
2018-06-21 14:30:00	ES	Futures	3005.3	3007.48	3001.76	3001.76	42182.0
2018-06-21 15:00:00	ES	Futures	3001.76	3004.76	2994.68	3001.22	111976.0
2018-06-21 15:30:00	ES	Futures	3000.94	3001.76	2993.86	3000.4	189420.0
2018-06-21 16:00:00	ES	Futures	3000.13	3001.49	2998.76	2999.31	56275.0
2018-06-21 16:30:00	ES	Futures	2999.31	2999.85	2997.95	2998.49	5183.0
2018-06-21 18:00:00	ES	Futures	2997.67	2999.31	2996.31	2998.76	3487.0
2018-06-21 18:30:00	ES	Futures	2998.76	2999.58	2998.49	2999.58	870.0
2018-06-21 19:00:00	ES	Futures	2999.58	3000.4	2998.22	2998.76	1290.0
2018-06-21 19:30:00	ES	Futures	2999.04	3001.49	2999.04	2999.85	1431.0
2018-06-21 20:00:00	ES	Futures	2999.85	3003.12	2999.31	3001.76	3902.0
2018-06-21 20:30:00	ES	Futures	3001.76	3003.12	3000.67	3003.12	2650.0
2018-06-21 21:00:00	ES	Futures	3003.12	3005.3	3001.49	3004.49	4597.0
2018-06-21 21:30:00	ES	Futures	3004.49	3005.58	3002.31	3005.3	5146.0
2018-06-21 22:00:00	ES	Futures	3005.3	3006.94	3004.21	3005.58	4971.0
2018-06-21 22:30:00	ES	Futures	3005.58	3006.94	3004.21	3006.67	2358.0
2018-06-21 23:00:00	ES	Futures	3006.94	3006.94	3005.58	3005.85	2260.0
2018-06-21 23:30:00	ES	Futures	3005.85	3006.67	3002.85	3005.58	2872.0
2018-06-21 00:00:00	NQ	Futures	8654.13	8656.19	8650.59	8653.83	1014.0
2018-06-21 00:30:00	NQ	Futures	8653.54	8655.3	8645.88	8647.65	1008.0
2018-06-21 01:00:00	NQ	Futures	8647.65	8655.6	8647.06	8652.36	1183.0
2018-06-21 01:30:00	NQ	Futures	8652.36	8653.54	8645.88	8648.83	731.0

> showing 50 of 3,209 rows — these rows as CSV

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