PREVIEW / futures_30min / 2018-06-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-27.parquet
  size:    92 KB
  rows:    3,221

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
2018-06-27 00:00:00	ES	Futures	2972.06	2973.7	2972.06	2973.42	1318.0
2018-06-27 00:30:00	ES	Futures	2973.42	2975.06	2973.42	2974.79	2495.0
2018-06-27 01:00:00	ES	Futures	2974.51	2974.79	2970.43	2972.88	3871.0
2018-06-27 01:30:00	ES	Futures	2972.61	2973.7	2968.52	2969.07	3607.0
2018-06-27 02:00:00	ES	Futures	2969.07	2969.07	2966.34	2968.25	7919.0
2018-06-27 02:30:00	ES	Futures	2967.98	2968.79	2962.53	2964.98	13312.0
2018-06-27 03:00:00	ES	Futures	2964.98	2965.52	2957.89	2958.98	21571.0
2018-06-27 03:30:00	ES	Futures	2958.71	2960.89	2951.63	2952.99	26106.0
2018-06-27 04:00:00	ES	Futures	2952.99	2956.8	2952.17	2952.44	16773.0
2018-06-27 04:30:00	ES	Futures	2952.44	2953.53	2948.63	2949.99	18067.0
2018-06-27 05:00:00	ES	Futures	2949.99	2958.71	2949.45	2958.71	17372.0
2018-06-27 05:30:00	ES	Futures	2958.44	2964.98	2958.17	2964.43	19116.0
2018-06-27 06:00:00	ES	Futures	2964.16	2965.8	2962.25	2963.62	14366.0
2018-06-27 06:30:00	ES	Futures	2963.34	2964.16	2960.62	2961.44	11368.0
2018-06-27 07:00:00	ES	Futures	2961.44	2963.62	2958.17	2958.44	14840.0
2018-06-27 07:30:00	ES	Futures	2958.44	2975.88	2955.71	2972.88	69566.0
2018-06-27 08:00:00	ES	Futures	2972.88	2978.33	2968.25	2971.24	47546.0
2018-06-27 08:30:00	ES	Futures	2971.52	2979.42	2970.97	2973.15	39780.0
2018-06-27 09:00:00	ES	Futures	2973.15	2977.78	2973.15	2977.24	25759.0
2018-06-27 09:30:00	ES	Futures	2977.51	2988.41	2974.51	2988.41	161442.0
2018-06-27 10:00:00	ES	Futures	2988.14	2991.68	2984.87	2987.87	113264.0
2018-06-27 10:30:00	ES	Futures	2987.87	2994.95	2987.87	2989.23	87694.0
2018-06-27 11:00:00	ES	Futures	2989.23	2991.14	2976.97	2977.51	172195.0
2018-06-27 11:30:00	ES	Futures	2977.51	2984.6	2974.51	2982.96	76511.0
2018-06-27 12:00:00	ES	Futures	2983.23	2988.14	2981.33	2981.6	50829.0
2018-06-27 12:30:00	ES	Futures	2981.6	2982.42	2972.06	2972.06	80883.0
2018-06-27 13:00:00	ES	Futures	2972.06	2975.06	2959.26	2963.62	115434.0
2018-06-27 13:30:00	ES	Futures	2963.34	2967.16	2957.62	2961.98	90837.0
2018-06-27 14:00:00	ES	Futures	2961.98	2965.52	2956.53	2957.89	84302.0
2018-06-27 14:30:00	ES	Futures	2957.62	2964.16	2952.17	2954.08	98253.0
2018-06-27 15:00:00	ES	Futures	2954.08	2959.53	2946.18	2957.62	142276.0
2018-06-27 15:30:00	ES	Futures	2957.89	2959.8	2943.73	2944.54	279022.0
2018-06-27 16:00:00	ES	Futures	2944.54	2950.54	2944.27	2948.63	90320.0
2018-06-27 16:30:00	ES	Futures	2948.9	2949.18	2947.0	2948.9	7635.0
2018-06-27 18:00:00	ES	Futures	2948.09	2950.54	2945.63	2950.54	5566.0
2018-06-27 18:30:00	ES	Futures	2950.54	2953.26	2949.99	2949.99	3424.0
2018-06-27 19:00:00	ES	Futures	2949.99	2952.72	2949.99	2952.17	1246.0
2018-06-27 19:30:00	ES	Futures	2952.17	2954.35	2950.81	2952.72	2576.0
2018-06-27 20:00:00	ES	Futures	2952.72	2954.35	2948.09	2953.26	7809.0
2018-06-27 20:30:00	ES	Futures	2952.99	2952.99	2946.72	2950.54	4858.0
2018-06-27 21:00:00	ES	Futures	2950.54	2955.17	2949.45	2954.62	6833.0
2018-06-27 21:30:00	ES	Futures	2954.9	2956.26	2950.54	2955.17	8886.0
2018-06-27 22:00:00	ES	Futures	2954.9	2957.62	2952.17	2952.72	6252.0
2018-06-27 22:30:00	ES	Futures	2952.99	2956.26	2951.63	2955.71	3956.0
2018-06-27 23:00:00	ES	Futures	2955.71	2957.08	2953.53	2955.44	2510.0
2018-06-27 23:30:00	ES	Futures	2955.44	2956.8	2955.17	2955.71	2734.0
2018-06-27 00:00:00	NQ	Futures	8357.65	8365.89	8356.76	8364.13	599.0
2018-06-27 00:30:00	NQ	Futures	8364.13	8368.84	8360.0	8365.01	686.0
2018-06-27 01:00:00	NQ	Futures	8364.42	8365.89	8352.05	8357.94	1234.0
2018-06-27 01:30:00	NQ	Futures	8357.94	8364.13	8343.52	8345.28	1454.0

> showing 50 of 3,221 rows — these rows as CSV

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