PREVIEW / futures_30min / 2018-07-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-05.parquet
  size:    82 KB
  rows:    3,041

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
2018-07-05 00:00:00	ES	Futures	2960.07	2961.71	2959.26	2959.26	1803.0
2018-07-05 00:30:00	ES	Futures	2959.26	2960.89	2958.98	2959.8	2316.0
2018-07-05 01:00:00	ES	Futures	2960.07	2960.07	2957.62	2958.98	3131.0
2018-07-05 01:30:00	ES	Futures	2959.26	2963.07	2957.35	2962.53	4669.0
2018-07-05 02:00:00	ES	Futures	2962.25	2963.34	2958.44	2958.44	5121.0
2018-07-05 02:30:00	ES	Futures	2958.71	2961.98	2958.71	2961.71	3398.0
2018-07-05 03:00:00	ES	Futures	2961.71	2970.43	2961.44	2969.88	14269.0
2018-07-05 03:30:00	ES	Futures	2969.61	2971.24	2967.98	2969.61	6652.0
2018-07-05 04:00:00	ES	Futures	2969.34	2970.43	2968.25	2969.88	4903.0
2018-07-05 04:30:00	ES	Futures	2969.88	2971.79	2967.7	2969.07	7228.0
2018-07-05 05:00:00	ES	Futures	2969.07	2970.97	2967.98	2970.16	3645.0
2018-07-05 05:30:00	ES	Futures	2970.43	2976.97	2969.88	2974.24	15470.0
2018-07-05 06:00:00	ES	Futures	2974.24	2975.06	2972.88	2973.15	6515.0
2018-07-05 06:30:00	ES	Futures	2973.15	2975.06	2972.61	2975.06	4269.0
2018-07-05 07:00:00	ES	Futures	2974.79	2977.24	2974.24	2976.69	8676.0
2018-07-05 07:30:00	ES	Futures	2976.97	2981.33	2976.15	2980.78	13168.0
2018-07-05 08:00:00	ES	Futures	2980.51	2981.6	2978.6	2980.24	11051.0
2018-07-05 08:30:00	ES	Futures	2979.96	2980.51	2976.69	2977.51	9814.0
2018-07-05 09:00:00	ES	Futures	2977.51	2978.6	2974.51	2974.79	16849.0
2018-07-05 09:30:00	ES	Futures	2974.79	2978.33	2970.16	2970.43	115337.0
2018-07-05 10:00:00	ES	Futures	2970.43	2974.79	2967.43	2969.34	75073.0
2018-07-05 10:30:00	ES	Futures	2969.34	2969.61	2961.16	2963.07	72194.0
2018-07-05 11:00:00	ES	Futures	2963.07	2972.06	2961.16	2970.16	62679.0
2018-07-05 11:30:00	ES	Futures	2970.43	2976.15	2969.88	2973.97	48364.0
2018-07-05 12:00:00	ES	Futures	2974.24	2981.05	2973.7	2979.15	59291.0
2018-07-05 12:30:00	ES	Futures	2979.15	2980.51	2976.69	2979.69	21004.0
2018-07-05 13:00:00	ES	Futures	2979.69	2983.23	2979.42	2980.78	32743.0
2018-07-05 13:30:00	ES	Futures	2980.78	2981.33	2976.97	2979.15	24995.0
2018-07-05 14:00:00	ES	Futures	2979.15	2983.51	2969.88	2977.24	73788.0
2018-07-05 14:30:00	ES	Futures	2976.97	2979.42	2975.06	2978.6	35610.0
2018-07-05 15:00:00	ES	Futures	2978.33	2983.23	2978.06	2979.96	49717.0
2018-07-05 15:30:00	ES	Futures	2979.96	2985.69	2978.6	2985.14	133396.0
2018-07-05 16:00:00	ES	Futures	2985.14	2985.14	2983.51	2984.6	48793.0
2018-07-05 16:30:00	ES	Futures	2984.05	2985.96	2984.05	2984.6	5702.0
2018-07-05 18:00:00	ES	Futures	2982.96	2983.23	2980.24	2981.33	4447.0
2018-07-05 18:30:00	ES	Futures	2981.33	2982.69	2979.96	2980.24	1357.0
2018-07-05 19:00:00	ES	Futures	2980.24	2980.78	2978.87	2980.24	1827.0
2018-07-05 19:30:00	ES	Futures	2980.24	2980.78	2978.33	2978.87	2320.0
2018-07-05 20:00:00	ES	Futures	2978.87	2983.78	2978.87	2982.42	6330.0
2018-07-05 20:30:00	ES	Futures	2982.42	2985.14	2982.14	2984.05	4382.0
2018-07-05 21:00:00	ES	Futures	2984.05	2984.32	2981.05	2983.78	5203.0
2018-07-05 21:30:00	ES	Futures	2983.78	2986.23	2982.42	2985.14	8928.0
2018-07-05 22:00:00	ES	Futures	2985.14	2985.14	2982.96	2984.6	5761.0
2018-07-05 22:30:00	ES	Futures	2984.32	2984.6	2982.69	2983.23	2994.0
2018-07-05 23:00:00	ES	Futures	2983.23	2985.41	2981.33	2985.41	3362.0
2018-07-05 23:30:00	ES	Futures	2985.41	2985.69	2983.78	2985.41	2071.0
2018-07-05 00:00:00	NQ	Futures	8273.74	8280.8	8271.38	8274.33	1197.0
2018-07-05 00:30:00	NQ	Futures	8273.44	8281.1	8272.27	8277.27	960.0
2018-07-05 01:00:00	NQ	Futures	8277.27	8277.57	8267.56	8275.21	1134.0
2018-07-05 01:30:00	NQ	Futures	8275.21	8287.87	8267.85	8284.63	1605.0

> showing 50 of 3,041 rows — these rows as CSV

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