PREVIEW / futures_30min / 2018-06-25

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-25.parquet
  size:    85 KB
  rows:    3,150

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
2018-06-25 00:00:00	ES	Futures	2995.22	2996.04	2994.68	2995.49	1115.0
2018-06-25 00:30:00	ES	Futures	2995.49	2996.04	2994.68	2995.77	953.0
2018-06-25 01:00:00	ES	Futures	2995.77	2996.31	2993.04	2993.59	2588.0
2018-06-25 01:30:00	ES	Futures	2993.31	2993.59	2988.41	2990.05	5357.0
2018-06-25 02:00:00	ES	Futures	2990.05	2995.22	2990.05	2993.59	5104.0
2018-06-25 02:30:00	ES	Futures	2993.59	2994.68	2988.41	2988.96	6232.0
2018-06-25 03:00:00	ES	Futures	2988.68	2993.59	2987.59	2988.96	15738.0
2018-06-25 03:30:00	ES	Futures	2988.96	2992.22	2988.41	2991.95	8259.0
2018-06-25 04:00:00	ES	Futures	2991.95	2993.86	2990.05	2990.32	8578.0
2018-06-25 04:30:00	ES	Futures	2990.32	2992.22	2987.87	2988.14	6466.0
2018-06-25 05:00:00	ES	Futures	2988.14	2990.32	2987.05	2990.05	8018.0
2018-06-25 05:30:00	ES	Futures	2990.32	2991.14	2988.96	2990.05	6116.0
2018-06-25 06:00:00	ES	Futures	2989.77	2991.95	2985.96	2987.87	11660.0
2018-06-25 06:30:00	ES	Futures	2987.59	2989.77	2985.41	2988.68	12282.0
2018-06-25 07:00:00	ES	Futures	2988.68	2993.04	2988.14	2990.32	12292.0
2018-06-25 07:30:00	ES	Futures	2990.59	2993.04	2989.77	2992.77	8023.0
2018-06-25 08:00:00	ES	Futures	2992.77	2994.68	2991.41	2994.4	14271.0
2018-06-25 08:30:00	ES	Futures	2994.13	2994.13	2991.68	2992.5	11608.0
2018-06-25 09:00:00	ES	Futures	2992.5	2993.31	2990.59	2990.86	15015.0
2018-06-25 09:30:00	ES	Futures	2991.14	2993.04	2975.06	2975.6	202070.0
2018-06-25 10:00:00	ES	Futures	2975.33	2977.51	2964.71	2971.24	208407.0
2018-06-25 10:30:00	ES	Futures	2971.24	2976.97	2968.79	2970.16	157906.0
2018-06-25 11:00:00	ES	Futures	2970.43	2972.06	2958.98	2958.98	136535.0
2018-06-25 11:30:00	ES	Futures	2959.26	2963.89	2955.17	2960.07	124895.0
2018-06-25 12:00:00	ES	Futures	2959.8	2960.89	2946.72	2957.35	159764.0
2018-06-25 12:30:00	ES	Futures	2957.35	2962.53	2954.08	2961.98	79947.0
2018-06-25 13:00:00	ES	Futures	2961.71	2962.25	2952.72	2956.53	91562.0
2018-06-25 13:30:00	ES	Futures	2956.8	2966.34	2956.53	2961.16	86778.0
2018-06-25 14:00:00	ES	Futures	2960.89	2962.8	2955.99	2958.17	48521.0
2018-06-25 14:30:00	ES	Futures	2958.17	2958.17	2943.18	2948.09	120162.0
2018-06-25 15:00:00	ES	Futures	2948.36	2953.81	2945.09	2951.35	104046.0
2018-06-25 15:30:00	ES	Futures	2951.35	2969.88	2949.18	2964.43	301457.0
2018-06-25 16:00:00	ES	Futures	2964.16	2968.25	2957.62	2966.34	98225.0
2018-06-25 16:30:00	ES	Futures	2966.61	2967.98	2964.98	2967.16	9593.0
2018-06-25 18:00:00	ES	Futures	2966.34	2968.79	2966.07	2967.16	3446.0
2018-06-25 18:30:00	ES	Futures	2967.43	2967.43	2965.52	2967.43	2372.0
2018-06-25 19:00:00	ES	Futures	2967.7	2968.79	2966.61	2966.89	1705.0
2018-06-25 19:30:00	ES	Futures	2966.89	2967.43	2964.16	2964.98	2008.0
2018-06-25 20:00:00	ES	Futures	2965.25	2969.34	2961.98	2968.79	8946.0
2018-06-25 20:30:00	ES	Futures	2969.07	2971.79	2968.79	2969.88	7857.0
2018-06-25 21:00:00	ES	Futures	2969.61	2972.06	2969.34	2970.43	5514.0
2018-06-25 21:30:00	ES	Futures	2970.43	2970.43	2966.07	2966.89	5868.0
2018-06-25 22:00:00	ES	Futures	2966.61	2967.16	2960.89	2964.16	10534.0
2018-06-25 22:30:00	ES	Futures	2963.89	2964.98	2962.8	2963.62	5272.0
2018-06-25 23:00:00	ES	Futures	2964.16	2966.34	2963.89	2965.8	2826.0
2018-06-25 23:30:00	ES	Futures	2966.07	2970.7	2966.07	2969.88	4672.0
2018-06-25 00:00:00	NQ	Futures	8468.64	8471.59	8468.35	8470.7	381.0
2018-06-25 00:30:00	NQ	Futures	8470.12	8474.53	8469.53	8473.06	462.0
2018-06-25 01:00:00	NQ	Futures	8473.06	8475.12	8463.64	8465.41	650.0
2018-06-25 01:30:00	NQ	Futures	8465.41	8465.41	8448.33	8453.33	2367.0

> showing 50 of 3,150 rows — these rows as CSV

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