PREVIEW / futures_30min / 2018-06-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-28.parquet
  size:    87 KB
  rows:    3,178

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
2018-06-28 00:00:00	ES	Futures	2955.71	2957.35	2955.71	2957.08	2019.0
2018-06-28 00:30:00	ES	Futures	2956.8	2957.35	2955.44	2956.53	2112.0
2018-06-28 01:00:00	ES	Futures	2956.8	2957.89	2954.35	2955.71	2720.0
2018-06-28 01:30:00	ES	Futures	2955.71	2955.71	2951.08	2951.9	3967.0
2018-06-28 02:00:00	ES	Futures	2951.9	2954.9	2950.81	2954.35	6141.0
2018-06-28 02:30:00	ES	Futures	2954.08	2955.44	2949.45	2950.81	8722.0
2018-06-28 03:00:00	ES	Futures	2950.81	2958.98	2948.9	2957.89	21528.0
2018-06-28 03:30:00	ES	Futures	2957.89	2958.71	2955.99	2957.89	8696.0
2018-06-28 04:00:00	ES	Futures	2957.62	2961.44	2957.35	2957.89	12630.0
2018-06-28 04:30:00	ES	Futures	2958.17	2958.44	2951.35	2954.08	14589.0
2018-06-28 05:00:00	ES	Futures	2954.08	2955.17	2951.63	2953.26	9763.0
2018-06-28 05:30:00	ES	Futures	2953.26	2953.26	2947.54	2952.99	16402.0
2018-06-28 06:00:00	ES	Futures	2952.99	2955.44	2951.08	2955.17	10264.0
2018-06-28 06:30:00	ES	Futures	2955.44	2960.35	2953.81	2954.08	14849.0
2018-06-28 07:00:00	ES	Futures	2954.35	2954.62	2950.27	2950.54	17844.0
2018-06-28 07:30:00	ES	Futures	2950.54	2952.99	2947.81	2950.81	13658.0
2018-06-28 08:00:00	ES	Futures	2950.54	2950.81	2935.55	2938.55	59871.0
2018-06-28 08:30:00	ES	Futures	2938.0	2940.73	2935.28	2937.19	48603.0
2018-06-28 09:00:00	ES	Futures	2937.19	2944.27	2937.19	2944.27	33923.0
2018-06-28 09:30:00	ES	Futures	2944.27	2950.54	2936.37	2946.18	243913.0
2018-06-28 10:00:00	ES	Futures	2946.18	2949.99	2938.28	2942.91	152378.0
2018-06-28 10:30:00	ES	Futures	2942.64	2952.17	2935.55	2951.35	134948.0
2018-06-28 11:00:00	ES	Futures	2951.35	2955.99	2944.0	2954.9	116697.0
2018-06-28 11:30:00	ES	Futures	2954.62	2957.89	2950.27	2954.08	61757.0
2018-06-28 12:00:00	ES	Futures	2953.81	2955.44	2942.91	2945.91	67640.0
2018-06-28 12:30:00	ES	Futures	2945.91	2952.99	2943.73	2951.63	43925.0
2018-06-28 13:00:00	ES	Futures	2951.63	2955.99	2950.54	2954.35	45653.0
2018-06-28 13:30:00	ES	Futures	2954.35	2957.62	2952.44	2956.53	52827.0
2018-06-28 14:00:00	ES	Futures	2956.53	2962.25	2955.17	2961.98	55683.0
2018-06-28 14:30:00	ES	Futures	2961.71	2967.7	2959.8	2967.7	56231.0
2018-06-28 15:00:00	ES	Futures	2967.43	2971.24	2965.25	2966.61	80268.0
2018-06-28 15:30:00	ES	Futures	2966.61	2967.43	2960.62	2962.53	125849.0
2018-06-28 16:00:00	ES	Futures	2962.8	2964.16	2960.62	2963.62	45786.0
2018-06-28 16:30:00	ES	Futures	2963.34	2966.07	2961.44	2964.98	7063.0
2018-06-28 18:00:00	ES	Futures	2964.43	2966.61	2963.89	2965.8	3248.0
2018-06-28 18:30:00	ES	Futures	2965.8	2965.8	2961.71	2962.53	2293.0
2018-06-28 19:00:00	ES	Futures	2962.53	2964.71	2961.71	2964.43	1093.0
2018-06-28 19:30:00	ES	Futures	2964.43	2966.07	2963.07	2966.07	1184.0
2018-06-28 20:00:00	ES	Futures	2966.07	2968.25	2964.43	2964.98	6387.0
2018-06-28 20:30:00	ES	Futures	2964.98	2966.34	2961.16	2963.89	5285.0
2018-06-28 21:00:00	ES	Futures	2963.62	2965.25	2960.89	2963.07	4564.0
2018-06-28 21:30:00	ES	Futures	2963.34	2966.61	2962.25	2963.62	4453.0
2018-06-28 22:00:00	ES	Futures	2963.89	2968.52	2962.8	2967.7	5615.0
2018-06-28 22:30:00	ES	Futures	2967.7	2975.6	2967.7	2975.33	12709.0
2018-06-28 23:00:00	ES	Futures	2975.06	2975.88	2972.33	2974.24	5969.0
2018-06-28 23:30:00	ES	Futures	2974.51	2974.79	2973.15	2974.79	1932.0
2018-06-28 00:00:00	NQ	Futures	8263.73	8272.56	8263.73	8270.79	856.0
2018-06-28 00:30:00	NQ	Futures	8271.09	8271.97	8264.02	8268.73	727.0
2018-06-28 01:00:00	NQ	Futures	8269.62	8274.33	8258.13	8263.14	1615.0
2018-06-28 01:30:00	NQ	Futures	8262.55	8263.43	8248.12	8249.01	2131.0

> showing 50 of 3,178 rows — these rows as CSV

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