PREVIEW / futures_30min / 2018-06-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-22.parquet
  size:    73 KB
  rows:    2,596

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
2018-06-22 00:00:00	ES	Futures	3005.3	3006.39	3005.03	3006.12	1691.0
2018-06-22 00:30:00	ES	Futures	3006.12	3006.67	3005.03	3006.39	1481.0
2018-06-22 01:00:00	ES	Futures	3006.67	3008.85	3006.12	3008.3	2975.0
2018-06-22 01:30:00	ES	Futures	3008.3	3008.57	3005.3	3006.67	2403.0
2018-06-22 02:00:00	ES	Futures	3006.67	3007.76	3005.3	3005.85	4341.0
2018-06-22 02:30:00	ES	Futures	3006.12	3009.66	3006.12	3009.66	5384.0
2018-06-22 03:00:00	ES	Futures	3009.66	3012.66	3008.57	3011.03	11899.0
2018-06-22 03:30:00	ES	Futures	3010.75	3013.48	3009.94	3010.75	7154.0
2018-06-22 04:00:00	ES	Futures	3010.75	3012.66	3009.12	3012.39	6727.0
2018-06-22 04:30:00	ES	Futures	3012.11	3014.84	3011.3	3013.2	9339.0
2018-06-22 05:00:00	ES	Futures	3013.48	3014.84	3012.93	3013.75	7012.0
2018-06-22 05:30:00	ES	Futures	3013.75	3015.11	3012.66	3012.93	5342.0
2018-06-22 06:00:00	ES	Futures	3012.66	3013.75	3011.57	3013.2	4827.0
2018-06-22 06:30:00	ES	Futures	3013.2	3014.29	3012.93	3013.75	3111.0
2018-06-22 07:00:00	ES	Futures	3013.48	3014.29	3011.57	3012.66	5946.0
2018-06-22 07:30:00	ES	Futures	3012.66	3015.11	3012.11	3015.11	5212.0
2018-06-22 08:00:00	ES	Futures	3014.84	3017.02	3014.29	3015.66	11983.0
2018-06-22 08:30:00	ES	Futures	3015.38	3015.66	3014.29	3015.11	9087.0
2018-06-22 09:00:00	ES	Futures	3015.11	3017.02	3015.11	3015.93	10294.0
2018-06-22 09:30:00	ES	Futures	3015.66	3017.29	3008.57	3010.75	119384.0
2018-06-22 10:00:00	ES	Futures	3010.48	3015.11	3006.12	3007.48	108345.0
2018-06-22 10:30:00	ES	Futures	3007.48	3011.03	3004.76	3010.75	106808.0
2018-06-22 11:00:00	ES	Futures	3010.75	3012.39	3007.48	3011.57	47158.0
2018-06-22 11:30:00	ES	Futures	3011.57	3014.02	3010.48	3012.11	35822.0
2018-06-22 12:00:00	ES	Futures	3011.84	3015.38	3011.3	3012.39	31569.0
2018-06-22 12:30:00	ES	Futures	3012.11	3013.2	3010.75	3012.11	21527.0
2018-06-22 13:00:00	ES	Futures	3012.39	3014.02	3012.11	3013.75	21760.0
2018-06-22 13:30:00	ES	Futures	3014.02	3015.66	3012.39	3014.57	26331.0
2018-06-22 14:00:00	ES	Futures	3014.57	3015.93	3011.03	3011.3	33621.0
2018-06-22 14:30:00	ES	Futures	3011.57	3014.84	3010.21	3014.02	36866.0
2018-06-22 15:00:00	ES	Futures	3014.02	3014.29	3011.03	3012.39	28316.0
2018-06-22 15:30:00	ES	Futures	3012.39	3013.48	3002.85	3005.58	206759.0
2018-06-22 16:00:00	ES	Futures	3005.58	3009.94	3005.3	3007.48	86731.0
2018-06-22 16:30:00	ES	Futures	3007.76	3008.03	3004.21	3004.21	10061.0
2018-06-22 00:00:00	NQ	Futures	8525.47	8528.71	8524.88	8527.82	718.0
2018-06-22 00:30:00	NQ	Futures	8527.53	8529.0	8523.99	8527.82	518.0
2018-06-22 01:00:00	NQ	Futures	8527.53	8533.71	8526.35	8532.53	1291.0
2018-06-22 01:30:00	NQ	Futures	8532.53	8533.12	8522.82	8527.82	1284.0
2018-06-22 02:00:00	NQ	Futures	8527.53	8533.12	8524.29	8526.64	1588.0
2018-06-22 02:30:00	NQ	Futures	8526.64	8541.07	8526.64	8539.89	1979.0
2018-06-22 03:00:00	NQ	Futures	8539.6	8549.31	8536.07	8544.01	3603.0
2018-06-22 03:30:00	NQ	Futures	8543.13	8552.55	8543.13	8546.08	2603.0
2018-06-22 04:00:00	NQ	Futures	8546.08	8551.67	8541.36	8550.2	2693.0
2018-06-22 04:30:00	NQ	Futures	8549.9	8557.56	8547.84	8554.02	2134.0
2018-06-22 05:00:00	NQ	Futures	8554.02	8558.44	8552.85	8556.09	1534.0
2018-06-22 05:30:00	NQ	Futures	8556.09	8561.68	8551.08	8552.85	2136.0
2018-06-22 06:00:00	NQ	Futures	8552.55	8556.38	8549.02	8554.02	1452.0
2018-06-22 06:30:00	NQ	Futures	8554.02	8557.85	8553.14	8554.91	974.0
2018-06-22 07:00:00	NQ	Futures	8554.61	8558.15	8546.37	8550.49	1902.0
2018-06-22 07:30:00	NQ	Futures	8551.08	8557.26	8548.73	8556.67	1583.0

> showing 50 of 2,596 rows — these rows as CSV

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