PREVIEW / futures_30min / 2018-06-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-06-29.parquet
  size:    73 KB
  rows:    2,612

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
2018-06-29 00:00:00	ES	Futures	2974.79	2975.06	2973.7	2974.51	1340.0
2018-06-29 00:30:00	ES	Futures	2974.79	2976.42	2974.51	2974.79	4038.0
2018-06-29 01:00:00	ES	Futures	2974.79	2975.6	2972.33	2972.61	3291.0
2018-06-29 01:30:00	ES	Futures	2972.61	2975.06	2970.43	2974.24	5334.0
2018-06-29 02:00:00	ES	Futures	2974.51	2975.33	2972.06	2973.42	9540.0
2018-06-29 02:30:00	ES	Futures	2973.42	2977.78	2971.52	2976.42	9718.0
2018-06-29 03:00:00	ES	Futures	2976.69	2979.15	2973.97	2978.6	16899.0
2018-06-29 03:30:00	ES	Futures	2978.87	2981.87	2977.78	2981.05	9595.0
2018-06-29 04:00:00	ES	Futures	2980.78	2981.87	2978.6	2980.24	10316.0
2018-06-29 04:30:00	ES	Futures	2980.51	2983.23	2979.15	2981.33	7994.0
2018-06-29 05:00:00	ES	Futures	2981.05	2981.33	2976.69	2976.97	10843.0
2018-06-29 05:30:00	ES	Futures	2976.97	2978.33	2974.79	2975.33	7785.0
2018-06-29 06:00:00	ES	Futures	2975.6	2977.51	2967.98	2968.79	18737.0
2018-06-29 06:30:00	ES	Futures	2968.79	2976.15	2967.7	2971.24	24318.0
2018-06-29 07:00:00	ES	Futures	2971.52	2975.33	2969.61	2974.79	9984.0
2018-06-29 07:30:00	ES	Futures	2974.79	2977.51	2974.24	2976.69	11414.0
2018-06-29 08:00:00	ES	Futures	2976.69	2979.96	2974.24	2975.06	20129.0
2018-06-29 08:30:00	ES	Futures	2975.06	2976.15	2971.52	2971.52	16076.0
2018-06-29 09:00:00	ES	Futures	2971.52	2975.33	2971.52	2974.79	19859.0
2018-06-29 09:30:00	ES	Futures	2975.06	2984.87	2974.79	2982.42	130446.0
2018-06-29 10:00:00	ES	Futures	2982.14	2986.78	2979.96	2982.14	82564.0
2018-06-29 10:30:00	ES	Futures	2982.14	2990.86	2981.05	2989.23	99860.0
2018-06-29 11:00:00	ES	Futures	2989.5	2992.22	2988.14	2989.23	60193.0
2018-06-29 11:30:00	ES	Futures	2989.5	2990.05	2982.42	2984.05	68231.0
2018-06-29 12:00:00	ES	Futures	2984.05	2989.5	2983.23	2987.05	48432.0
2018-06-29 12:30:00	ES	Futures	2986.78	2987.32	2980.51	2983.23	37510.0
2018-06-29 13:00:00	ES	Futures	2983.23	2987.59	2982.96	2985.14	36405.0
2018-06-29 13:30:00	ES	Futures	2985.14	2987.59	2982.96	2984.32	28345.0
2018-06-29 14:00:00	ES	Futures	2984.32	2985.41	2981.87	2983.78	38363.0
2018-06-29 14:30:00	ES	Futures	2983.78	2984.87	2979.42	2984.6	45181.0
2018-06-29 15:00:00	ES	Futures	2984.87	2986.78	2977.51	2979.42	69509.0
2018-06-29 15:30:00	ES	Futures	2979.42	2980.24	2964.98	2965.52	397024.0
2018-06-29 16:00:00	ES	Futures	2965.25	2971.24	2965.25	2966.89	132551.0
2018-06-29 16:30:00	ES	Futures	2966.89	2968.52	2964.98	2965.25	10553.0
2018-06-29 00:00:00	NQ	Futures	8352.05	8353.23	8349.7	8352.35	740.0
2018-06-29 00:30:00	NQ	Futures	8352.94	8363.24	8351.47	8352.35	1747.0
2018-06-29 01:00:00	NQ	Futures	8352.05	8354.12	8342.93	8343.81	1522.0
2018-06-29 01:30:00	NQ	Futures	8344.1	8352.94	8334.98	8350.58	1890.0
2018-06-29 02:00:00	NQ	Futures	8350.88	8353.82	8340.28	8345.87	2521.0
2018-06-29 02:30:00	NQ	Futures	8346.17	8357.06	8339.39	8352.94	2144.0
2018-06-29 03:00:00	NQ	Futures	8352.64	8367.07	8344.4	8365.89	4997.0
2018-06-29 03:30:00	NQ	Futures	8365.3	8372.66	8360.0	8368.54	2463.0
2018-06-29 04:00:00	NQ	Futures	8368.84	8374.72	8363.83	8370.6	2746.0
2018-06-29 04:30:00	NQ	Futures	8370.6	8377.67	8366.48	8373.55	1970.0
2018-06-29 05:00:00	NQ	Futures	8373.25	8374.72	8362.36	8363.24	2191.0
2018-06-29 05:30:00	NQ	Futures	8362.95	8365.6	8355.88	8357.06	2543.0
2018-06-29 06:00:00	NQ	Futures	8357.06	8362.65	8324.38	8329.38	4827.0
2018-06-29 06:30:00	NQ	Futures	8329.68	8355.88	8325.85	8339.98	6720.0
2018-06-29 07:00:00	NQ	Futures	8340.57	8350.88	8334.09	8348.23	3067.0
2018-06-29 07:30:00	NQ	Futures	8348.52	8357.35	8346.46	8355.29	3691.0

> showing 50 of 2,612 rows — these rows as CSV

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