PREVIEW / futures_30min / 2018-07-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-03.parquet
  size:    82 KB
  rows:    2,958

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
2018-07-03 00:00:00	ES	Futures	2970.97	2971.24	2969.07	2970.43	2402.0
2018-07-03 00:30:00	ES	Futures	2970.16	2970.7	2967.98	2968.25	2127.0
2018-07-03 01:00:00	ES	Futures	2968.52	2970.97	2966.34	2970.7	4685.0
2018-07-03 01:30:00	ES	Futures	2970.97	2977.51	2970.43	2974.24	10590.0
2018-07-03 02:00:00	ES	Futures	2973.97	2976.69	2972.06	2975.06	7435.0
2018-07-03 02:30:00	ES	Futures	2975.33	2978.33	2975.06	2977.51	5960.0
2018-07-03 03:00:00	ES	Futures	2977.51	2979.69	2971.79	2972.61	12069.0
2018-07-03 03:30:00	ES	Futures	2972.88	2978.33	2971.52	2978.33	9274.0
2018-07-03 04:00:00	ES	Futures	2978.33	2979.42	2976.97	2978.87	6487.0
2018-07-03 04:30:00	ES	Futures	2979.15	2981.33	2978.87	2980.51	9423.0
2018-07-03 05:00:00	ES	Futures	2980.78	2982.69	2977.78	2981.05	7531.0
2018-07-03 05:30:00	ES	Futures	2981.33	2982.96	2980.24	2982.14	5882.0
2018-07-03 06:00:00	ES	Futures	2982.14	2985.41	2982.14	2984.6	10354.0
2018-07-03 06:30:00	ES	Futures	2984.6	2985.96	2982.14	2983.51	7481.0
2018-07-03 07:00:00	ES	Futures	2983.23	2985.14	2981.6	2984.05	6746.0
2018-07-03 07:30:00	ES	Futures	2984.32	2986.23	2984.05	2986.23	7059.0
2018-07-03 08:00:00	ES	Futures	2986.23	2987.87	2984.87	2985.41	11111.0
2018-07-03 08:30:00	ES	Futures	2985.14	2985.96	2982.69	2984.6	11636.0
2018-07-03 09:00:00	ES	Futures	2984.32	2984.87	2981.87	2982.69	16504.0
2018-07-03 09:30:00	ES	Futures	2982.42	2984.05	2976.69	2979.69	123644.0
2018-07-03 10:00:00	ES	Futures	2979.69	2981.87	2977.78	2980.24	70660.0
2018-07-03 10:30:00	ES	Futures	2980.24	2982.42	2973.42	2975.6	80707.0
2018-07-03 11:00:00	ES	Futures	2975.6	2977.51	2973.42	2976.69	41232.0
2018-07-03 11:30:00	ES	Futures	2976.97	2978.6	2974.24	2976.42	40494.0
2018-07-03 12:00:00	ES	Futures	2976.42	2978.06	2969.61	2970.43	65743.0
2018-07-03 12:30:00	ES	Futures	2970.16	2971.24	2955.71	2960.35	132032.0
2018-07-03 13:00:00	ES	Futures	2960.62	2963.89	2956.53	2957.08	59187.0
2018-07-03 18:00:00	ES	Futures	2956.8	2958.17	2954.35	2957.35	3665.0
2018-07-03 18:30:00	ES	Futures	2957.62	2957.89	2955.99	2956.8	673.0
2018-07-03 19:00:00	ES	Futures	2956.8	2960.35	2956.8	2959.26	1327.0
2018-07-03 19:30:00	ES	Futures	2958.98	2960.07	2955.71	2956.8	2281.0
2018-07-03 20:00:00	ES	Futures	2956.8	2959.26	2955.71	2958.44	2901.0
2018-07-03 20:30:00	ES	Futures	2958.44	2958.71	2955.99	2957.35	2798.0
2018-07-03 21:00:00	ES	Futures	2957.35	2959.8	2956.26	2958.71	3542.0
2018-07-03 21:30:00	ES	Futures	2958.98	2963.89	2958.44	2961.16	4892.0
2018-07-03 22:00:00	ES	Futures	2961.16	2962.8	2960.07	2961.44	2308.0
2018-07-03 22:30:00	ES	Futures	2961.71	2964.43	2961.16	2963.89	1683.0
2018-07-03 23:00:00	ES	Futures	2963.62	2963.89	2960.35	2961.71	1548.0
2018-07-03 23:30:00	ES	Futures	2961.71	2963.07	2961.44	2961.98	1484.0
2018-07-03 00:00:00	NQ	Futures	8377.37	8378.55	8369.72	8374.43	610.0
2018-07-03 00:30:00	NQ	Futures	8373.84	8375.61	8365.6	8369.13	778.0
2018-07-03 01:00:00	NQ	Futures	8369.13	8377.37	8360.89	8376.2	1318.0
2018-07-03 01:30:00	NQ	Futures	8375.9	8398.57	8375.61	8392.39	2572.0
2018-07-03 02:00:00	NQ	Futures	8391.8	8394.74	8382.97	8389.74	2254.0
2018-07-03 02:30:00	NQ	Futures	8390.62	8402.4	8390.62	8400.93	2726.0
2018-07-03 03:00:00	NQ	Futures	8400.93	8408.88	8387.97	8389.45	4331.0
2018-07-03 03:30:00	NQ	Futures	8389.15	8404.17	8385.03	8403.87	3418.0
2018-07-03 04:00:00	NQ	Futures	8404.17	8407.11	8397.98	8404.46	2017.0
2018-07-03 04:30:00	NQ	Futures	8404.75	8412.7	8403.58	8409.17	2618.0
2018-07-03 05:00:00	NQ	Futures	8409.76	8416.24	8401.81	8410.64	2310.0

> showing 50 of 2,958 rows — these rows as CSV

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