PREVIEW / futures_30min / 2018-07-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-04.parquet
  size:    58 KB
  rows:    2,264

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
2018-07-04 00:00:00	ES	Futures	2961.98	2963.34	2961.44	2962.25	861.0
2018-07-04 00:30:00	ES	Futures	2962.53	2962.8	2961.16	2962.53	924.0
2018-07-04 01:00:00	ES	Futures	2962.8	2964.43	2962.53	2964.16	2240.0
2018-07-04 01:30:00	ES	Futures	2964.43	2964.43	2962.53	2963.62	1734.0
2018-07-04 02:00:00	ES	Futures	2963.62	2964.16	2960.35	2961.44	3935.0
2018-07-04 02:30:00	ES	Futures	2961.44	2963.07	2960.89	2962.53	2361.0
2018-07-04 03:00:00	ES	Futures	2962.53	2964.43	2962.25	2964.16	4419.0
2018-07-04 03:30:00	ES	Futures	2964.43	2964.98	2963.34	2963.34	3066.0
2018-07-04 04:00:00	ES	Futures	2963.34	2964.71	2962.53	2963.89	2021.0
2018-07-04 04:30:00	ES	Futures	2963.62	2968.25	2963.34	2966.89	5161.0
2018-07-04 05:00:00	ES	Futures	2966.89	2968.79	2966.89	2967.7	3163.0
2018-07-04 05:30:00	ES	Futures	2967.43	2967.43	2964.43	2964.43	3426.0
2018-07-04 06:00:00	ES	Futures	2964.71	2966.34	2964.16	2965.8	2437.0
2018-07-04 06:30:00	ES	Futures	2966.07	2967.43	2964.98	2967.16	2288.0
2018-07-04 07:00:00	ES	Futures	2967.16	2967.7	2965.25	2965.8	1378.0
2018-07-04 07:30:00	ES	Futures	2965.8	2966.07	2964.43	2964.71	1687.0
2018-07-04 08:00:00	ES	Futures	2964.98	2965.8	2963.62	2963.89	2541.0
2018-07-04 08:30:00	ES	Futures	2964.16	2966.07	2963.34	2965.8	2124.0
2018-07-04 09:00:00	ES	Futures	2965.8	2966.61	2964.71	2966.34	2189.0
2018-07-04 09:30:00	ES	Futures	2966.34	2966.34	2962.25	2963.34	6687.0
2018-07-04 10:00:00	ES	Futures	2963.34	2964.71	2962.25	2964.71	3283.0
2018-07-04 10:30:00	ES	Futures	2964.71	2964.71	2962.25	2963.62	3316.0
2018-07-04 11:00:00	ES	Futures	2963.89	2965.52	2962.8	2965.25	2754.0
2018-07-04 11:30:00	ES	Futures	2965.25	2966.34	2963.89	2965.25	3053.0
2018-07-04 12:00:00	ES	Futures	2965.25	2966.61	2964.43	2966.07	1478.0
2018-07-04 12:30:00	ES	Futures	2965.8	2967.43	2965.25	2966.34	2333.0
2018-07-04 18:00:00	ES	Futures	2966.61	2967.43	2964.98	2966.61	1025.0
2018-07-04 18:30:00	ES	Futures	2966.34	2966.34	2964.16	2964.16	480.0
2018-07-04 19:00:00	ES	Futures	2964.16	2964.71	2963.07	2963.07	1118.0
2018-07-04 19:30:00	ES	Futures	2963.34	2964.71	2962.8	2964.43	877.0
2018-07-04 20:00:00	ES	Futures	2964.43	2966.61	2963.89	2966.61	2444.0
2018-07-04 20:30:00	ES	Futures	2966.34	2967.16	2959.26	2959.53	4974.0
2018-07-04 21:00:00	ES	Futures	2959.53	2962.25	2956.26	2959.53	5574.0
2018-07-04 21:30:00	ES	Futures	2959.53	2966.34	2959.53	2964.16	7955.0
2018-07-04 22:00:00	ES	Futures	2964.16	2965.25	2963.07	2964.16	2698.0
2018-07-04 22:30:00	ES	Futures	2964.16	2967.43	2963.89	2965.8	3504.0
2018-07-04 23:00:00	ES	Futures	2965.52	2966.61	2959.26	2960.89	3438.0
2018-07-04 23:30:00	ES	Futures	2960.89	2961.98	2957.89	2959.8	4217.0
2018-07-04 00:00:00	NQ	Futures	8288.75	8292.88	8287.28	8290.82	283.0
2018-07-04 00:30:00	NQ	Futures	8290.82	8291.99	8286.69	8289.93	348.0
2018-07-04 01:00:00	NQ	Futures	8290.23	8299.35	8289.64	8296.7	807.0
2018-07-04 01:30:00	NQ	Futures	8297.29	8297.29	8287.87	8289.34	621.0
2018-07-04 02:00:00	NQ	Futures	8289.05	8293.46	8283.16	8286.69	1332.0
2018-07-04 02:30:00	NQ	Futures	8286.1	8290.82	8284.93	8287.87	931.0
2018-07-04 03:00:00	NQ	Futures	8287.87	8294.05	8285.81	8291.7	1658.0
2018-07-04 03:30:00	NQ	Futures	8291.99	8296.41	8290.23	8290.52	1340.0
2018-07-04 04:00:00	NQ	Futures	8291.4	8295.23	8287.58	8291.11	937.0
2018-07-04 04:30:00	NQ	Futures	8291.11	8301.41	8290.52	8297.29	1433.0
2018-07-04 05:00:00	NQ	Futures	8298.18	8304.65	8297.29	8301.12	1165.0
2018-07-04 05:30:00	NQ	Futures	8301.12	8301.12	8292.58	8293.76	906.0

> showing 50 of 2,264 rows — these rows as CSV

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