PREVIEW / futures_30min / 2018-06-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-26.parquet
  size:    82 KB
  rows:    3,122

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
2018-06-26 00:00:00	ES	Futures	2969.88	2970.43	2967.98	2968.79	2068.0
2018-06-26 00:30:00	ES	Futures	2968.79	2968.79	2967.43	2968.79	1832.0
2018-06-26 01:00:00	ES	Futures	2968.52	2971.52	2967.98	2970.7	4488.0
2018-06-26 01:30:00	ES	Futures	2970.43	2971.52	2969.88	2971.24	2354.0
2018-06-26 02:00:00	ES	Futures	2970.97	2972.88	2970.43	2971.24	7922.0
2018-06-26 02:30:00	ES	Futures	2971.24	2973.7	2971.24	2973.42	5238.0
2018-06-26 03:00:00	ES	Futures	2973.7	2973.7	2967.7	2970.43	16155.0
2018-06-26 03:30:00	ES	Futures	2970.16	2971.24	2961.98	2964.16	14151.0
2018-06-26 04:00:00	ES	Futures	2963.89	2967.43	2963.34	2967.16	7716.0
2018-06-26 04:30:00	ES	Futures	2966.89	2968.52	2965.25	2966.61	6161.0
2018-06-26 05:00:00	ES	Futures	2966.61	2969.61	2965.25	2967.98	8730.0
2018-06-26 05:30:00	ES	Futures	2967.98	2968.25	2963.62	2965.25	7423.0
2018-06-26 06:00:00	ES	Futures	2965.25	2965.8	2958.98	2960.07	13541.0
2018-06-26 06:30:00	ES	Futures	2960.07	2964.43	2958.71	2963.89	10260.0
2018-06-26 07:00:00	ES	Futures	2963.89	2964.71	2962.25	2962.53	5598.0
2018-06-26 07:30:00	ES	Futures	2962.53	2963.62	2960.62	2963.07	7282.0
2018-06-26 08:00:00	ES	Futures	2963.07	2967.16	2962.53	2966.61	12277.0
2018-06-26 08:30:00	ES	Futures	2966.61	2969.88	2966.34	2969.07	20106.0
2018-06-26 09:00:00	ES	Futures	2968.79	2970.97	2966.61	2970.97	18679.0
2018-06-26 09:30:00	ES	Futures	2970.7	2973.15	2962.53	2969.61	179945.0
2018-06-26 10:00:00	ES	Futures	2969.88	2975.88	2967.43	2967.43	130838.0
2018-06-26 10:30:00	ES	Futures	2967.43	2969.88	2961.44	2967.16	117634.0
2018-06-26 11:00:00	ES	Futures	2967.16	2971.52	2965.8	2968.52	76342.0
2018-06-26 11:30:00	ES	Futures	2968.52	2971.79	2966.89	2971.24	53822.0
2018-06-26 12:00:00	ES	Futures	2971.24	2976.69	2970.97	2973.7	90846.0
2018-06-26 12:30:00	ES	Futures	2973.7	2976.97	2971.79	2975.06	54888.0
2018-06-26 13:00:00	ES	Futures	2975.33	2981.05	2974.24	2979.69	61713.0
2018-06-26 13:30:00	ES	Futures	2979.69	2981.05	2977.24	2978.87	35961.0
2018-06-26 14:00:00	ES	Futures	2978.87	2979.96	2975.88	2976.42	35018.0
2018-06-26 14:30:00	ES	Futures	2976.42	2980.51	2975.88	2977.24	39599.0
2018-06-26 15:00:00	ES	Futures	2977.24	2978.06	2972.33	2972.88	50817.0
2018-06-26 15:30:00	ES	Futures	2973.15	2978.33	2967.98	2969.61	150150.0
2018-06-26 16:00:00	ES	Futures	2969.61	2974.24	2969.61	2973.7	50532.0
2018-06-26 16:30:00	ES	Futures	2973.7	2973.97	2968.52	2969.07	7674.0
2018-06-26 18:00:00	ES	Futures	2971.52	2973.7	2971.24	2971.79	4409.0
2018-06-26 18:30:00	ES	Futures	2972.06	2973.15	2971.79	2972.33	873.0
2018-06-26 19:00:00	ES	Futures	2972.33	2973.7	2971.52	2973.15	700.0
2018-06-26 19:30:00	ES	Futures	2973.15	2974.24	2972.33	2974.24	1390.0
2018-06-26 20:00:00	ES	Futures	2974.24	2977.51	2973.7	2975.6	5678.0
2018-06-26 20:30:00	ES	Futures	2975.6	2978.06	2973.15	2975.6	4851.0
2018-06-26 21:00:00	ES	Futures	2975.6	2977.51	2972.61	2973.7	4260.0
2018-06-26 21:30:00	ES	Futures	2973.97	2975.6	2969.88	2970.16	7141.0
2018-06-26 22:00:00	ES	Futures	2970.16	2973.42	2969.07	2971.79	4362.0
2018-06-26 22:30:00	ES	Futures	2972.06	2972.61	2969.34	2969.61	3105.0
2018-06-26 23:00:00	ES	Futures	2969.88	2972.33	2969.34	2971.79	2833.0
2018-06-26 23:30:00	ES	Futures	2971.79	2972.88	2970.97	2972.33	1841.0
2018-06-26 00:00:00	NQ	Futures	8327.03	8328.21	8322.61	8325.85	807.0
2018-06-26 00:30:00	NQ	Futures	8326.15	8326.15	8318.49	8321.14	944.0
2018-06-26 01:00:00	NQ	Futures	8321.43	8336.74	8319.08	8332.92	1655.0
2018-06-26 01:30:00	NQ	Futures	8332.33	8334.39	8328.5	8331.74	1078.0

> showing 50 of 3,122 rows — these rows as CSV

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