PREVIEW / futures_30min / 2018-07-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-17.parquet
  size:    83 KB
  rows:    3,117

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
2018-07-17 00:00:00	ES	Futures	3049.44	3050.81	3049.44	3050.26	1437.0
2018-07-17 00:30:00	ES	Futures	3050.53	3050.81	3049.99	3050.53	774.0
2018-07-17 01:00:00	ES	Futures	3050.81	3050.81	3048.08	3048.63	2525.0
2018-07-17 01:30:00	ES	Futures	3048.9	3048.9	3043.99	3044.81	6097.0
2018-07-17 02:00:00	ES	Futures	3044.54	3046.99	3043.45	3046.72	5160.0
2018-07-17 02:30:00	ES	Futures	3046.99	3046.99	3043.99	3044.27	3048.0
2018-07-17 03:00:00	ES	Futures	3044.27	3046.72	3041.27	3042.63	7902.0
2018-07-17 03:30:00	ES	Futures	3042.63	3046.72	3041.81	3046.45	5719.0
2018-07-17 04:00:00	ES	Futures	3046.45	3049.17	3045.63	3045.9	8645.0
2018-07-17 04:30:00	ES	Futures	3046.17	3047.26	3045.36	3046.99	3930.0
2018-07-17 05:00:00	ES	Futures	3047.26	3047.81	3045.9	3046.45	3740.0
2018-07-17 05:30:00	ES	Futures	3046.45	3047.54	3046.17	3046.17	2707.0
2018-07-17 06:00:00	ES	Futures	3046.45	3046.99	3042.36	3042.9	5448.0
2018-07-17 06:30:00	ES	Futures	3042.9	3043.72	3041.54	3043.72	5132.0
2018-07-17 07:00:00	ES	Futures	3043.99	3045.63	3042.09	3045.08	7265.0
2018-07-17 07:30:00	ES	Futures	3045.08	3045.9	3043.99	3044.27	7272.0
2018-07-17 08:00:00	ES	Futures	3044.27	3046.17	3043.72	3043.99	8046.0
2018-07-17 08:30:00	ES	Futures	3043.99	3044.54	3042.36	3042.63	11324.0
2018-07-17 09:00:00	ES	Futures	3042.9	3043.18	3040.45	3041.81	25870.0
2018-07-17 09:30:00	ES	Futures	3041.81	3047.26	3041.54	3046.72	103255.0
2018-07-17 10:00:00	ES	Futures	3046.99	3050.53	3046.72	3049.99	74943.0
2018-07-17 10:30:00	ES	Futures	3050.26	3056.8	3050.26	3055.71	77964.0
2018-07-17 11:00:00	ES	Futures	3055.71	3058.43	3054.89	3057.07	76658.0
2018-07-17 11:30:00	ES	Futures	3057.07	3061.16	3055.44	3060.61	62159.0
2018-07-17 12:00:00	ES	Futures	3060.89	3065.52	3058.98	3065.25	68208.0
2018-07-17 12:30:00	ES	Futures	3065.52	3065.52	3062.79	3064.7	37095.0
2018-07-17 13:00:00	ES	Futures	3064.43	3066.88	3063.07	3064.7	45574.0
2018-07-17 13:30:00	ES	Futures	3064.7	3067.15	3064.16	3064.97	27881.0
2018-07-17 14:00:00	ES	Futures	3064.7	3065.52	3062.52	3064.97	32333.0
2018-07-17 14:30:00	ES	Futures	3065.25	3066.06	3062.52	3062.79	49953.0
2018-07-17 15:00:00	ES	Futures	3062.79	3068.52	3061.98	3066.88	53495.0
2018-07-17 15:30:00	ES	Futures	3066.88	3068.79	3063.34	3064.7	105850.0
2018-07-17 16:00:00	ES	Futures	3064.43	3064.7	3062.79	3063.88	42429.0
2018-07-17 16:30:00	ES	Futures	3064.16	3067.43	3063.88	3065.79	7173.0
2018-07-17 18:00:00	ES	Futures	3065.79	3067.7	3065.52	3067.15	2478.0
2018-07-17 18:30:00	ES	Futures	3067.15	3069.06	3067.15	3067.43	2055.0
2018-07-17 19:00:00	ES	Futures	3067.43	3068.52	3067.15	3067.15	1055.0
2018-07-17 19:30:00	ES	Futures	3067.15	3068.52	3066.34	3067.7	1878.0
2018-07-17 20:00:00	ES	Futures	3067.43	3069.61	3067.43	3069.06	3613.0
2018-07-17 20:30:00	ES	Futures	3069.06	3069.06	3067.7	3068.79	2034.0
2018-07-17 21:00:00	ES	Futures	3069.06	3069.33	3067.43	3067.97	2601.0
2018-07-17 21:30:00	ES	Futures	3067.7	3068.79	3066.34	3066.61	3279.0
2018-07-17 22:00:00	ES	Futures	3066.61	3067.43	3065.52	3066.88	1937.0
2018-07-17 22:30:00	ES	Futures	3066.88	3067.97	3066.61	3067.7	1153.0
2018-07-17 23:00:00	ES	Futures	3067.7	3067.7	3066.06	3066.34	1278.0
2018-07-17 23:30:00	ES	Futures	3066.61	3066.61	3065.25	3066.34	1592.0
2018-07-17 00:00:00	NQ	Futures	8624.1	8628.81	8624.1	8627.04	631.0
2018-07-17 00:30:00	NQ	Futures	8627.34	8629.1	8625.86	8627.92	385.0
2018-07-17 01:00:00	NQ	Futures	8627.63	8627.63	8618.21	8621.15	982.0
2018-07-17 01:30:00	NQ	Futures	8620.86	8621.45	8603.49	8604.66	1907.0

> showing 50 of 3,117 rows — these rows as CSV

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