PREVIEW / futures_30min / 2018-07-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-06.parquet
  size:    72 KB
  rows:    2,581

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
2018-07-06 00:00:00	ES	Futures	2985.41	2991.68	2982.96	2990.05	12247.0
2018-07-06 00:30:00	ES	Futures	2989.77	2991.41	2987.59	2987.59	3557.0
2018-07-06 01:00:00	ES	Futures	2987.32	2992.5	2986.78	2992.5	7140.0
2018-07-06 01:30:00	ES	Futures	2992.5	2993.59	2989.23	2993.31	9670.0
2018-07-06 02:00:00	ES	Futures	2993.31	2994.4	2987.59	2989.77	7773.0
2018-07-06 02:30:00	ES	Futures	2989.77	2990.86	2987.05	2988.41	4773.0
2018-07-06 03:00:00	ES	Futures	2988.68	2988.96	2981.6	2982.14	10996.0
2018-07-06 03:30:00	ES	Futures	2982.14	2985.41	2980.51	2983.51	7664.0
2018-07-06 04:00:00	ES	Futures	2983.51	2985.96	2980.51	2985.69	6272.0
2018-07-06 04:30:00	ES	Futures	2985.96	2986.78	2984.32	2985.69	4176.0
2018-07-06 05:00:00	ES	Futures	2985.69	2987.32	2982.14	2984.05	5407.0
2018-07-06 05:30:00	ES	Futures	2983.78	2984.05	2979.96	2982.14	5268.0
2018-07-06 06:00:00	ES	Futures	2982.42	2982.42	2979.69	2981.05	4527.0
2018-07-06 06:30:00	ES	Futures	2980.78	2981.05	2979.15	2979.42	3871.0
2018-07-06 07:00:00	ES	Futures	2979.42	2980.78	2978.33	2978.6	5483.0
2018-07-06 07:30:00	ES	Futures	2978.87	2978.87	2976.69	2977.51	5607.0
2018-07-06 08:00:00	ES	Futures	2977.51	2980.24	2977.24	2978.6	10195.0
2018-07-06 08:30:00	ES	Futures	2979.15	2991.14	2978.6	2983.78	50581.0
2018-07-06 09:00:00	ES	Futures	2983.78	2987.87	2982.14	2985.14	24513.0
2018-07-06 09:30:00	ES	Futures	2984.87	2991.41	2980.24	2991.14	120295.0
2018-07-06 10:00:00	ES	Futures	2991.41	2994.4	2989.5	2993.86	79360.0
2018-07-06 10:30:00	ES	Futures	2994.13	2999.58	2991.41	2997.95	88966.0
2018-07-06 11:00:00	ES	Futures	2997.95	3006.39	2997.67	3005.3	96323.0
2018-07-06 11:30:00	ES	Futures	3005.3	3011.84	3005.3	3009.12	84450.0
2018-07-06 12:00:00	ES	Futures	3009.12	3012.93	3008.85	3012.11	71200.0
2018-07-06 12:30:00	ES	Futures	3011.84	3012.11	3008.03	3009.39	31866.0
2018-07-06 13:00:00	ES	Futures	3009.66	3012.66	3009.39	3011.57	29678.0
2018-07-06 13:30:00	ES	Futures	3011.84	3013.48	3010.48	3011.3	26187.0
2018-07-06 14:00:00	ES	Futures	3011.03	3011.84	3009.94	3010.75	23039.0
2018-07-06 14:30:00	ES	Futures	3010.75	3012.39	3008.03	3011.3	32040.0
2018-07-06 15:00:00	ES	Futures	3011.3	3014.84	3010.75	3013.75	52270.0
2018-07-06 15:30:00	ES	Futures	3013.75	3014.02	3004.49	3009.94	178950.0
2018-07-06 16:00:00	ES	Futures	3009.94	3012.11	3008.3	3010.75	69157.0
2018-07-06 16:30:00	ES	Futures	3010.48	3011.3	3009.66	3010.75	5915.0
2018-07-06 00:00:00	NQ	Futures	8388.86	8422.13	8377.96	8413.88	3901.0
2018-07-06 00:30:00	NQ	Futures	8413.29	8417.71	8401.81	8402.4	1338.0
2018-07-06 01:00:00	NQ	Futures	8401.81	8423.6	8398.87	8422.13	2212.0
2018-07-06 01:30:00	NQ	Futures	8422.42	8428.31	8418.0	8424.19	2093.0
2018-07-06 02:00:00	NQ	Futures	8424.19	8429.49	8404.46	8414.18	2256.0
2018-07-06 02:30:00	NQ	Futures	8413.88	8416.83	8402.69	8406.23	1754.0
2018-07-06 03:00:00	NQ	Futures	8406.52	8410.05	8380.32	8382.67	3571.0
2018-07-06 03:30:00	NQ	Futures	8382.67	8389.45	8374.14	8381.2	3950.0
2018-07-06 04:00:00	NQ	Futures	8381.5	8389.45	8370.31	8389.45	3004.0
2018-07-06 04:30:00	NQ	Futures	8389.45	8394.16	8385.62	8390.92	2166.0
2018-07-06 05:00:00	NQ	Futures	8391.21	8397.69	8380.61	8389.15	2439.0
2018-07-06 05:30:00	NQ	Futures	8388.86	8389.45	8375.61	8383.56	2219.0
2018-07-06 06:00:00	NQ	Futures	8383.56	8383.56	8373.25	8376.79	1486.0
2018-07-06 06:30:00	NQ	Futures	8376.79	8379.73	8371.19	8376.79	1497.0
2018-07-06 07:00:00	NQ	Futures	8376.49	8380.02	8370.6	8373.84	1855.0
2018-07-06 07:30:00	NQ	Futures	8374.14	8375.31	8367.07	8371.49	1700.0

> showing 50 of 2,581 rows — these rows as CSV

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