PREVIEW / futures_30min / 2018-07-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-20.parquet
  size:    75 KB
  rows:    2,612

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
2018-07-20 00:00:00	ES	Futures	3052.17	3052.98	3051.62	3052.17	1916.0
2018-07-20 00:30:00	ES	Futures	3051.89	3052.44	3051.08	3051.62	1389.0
2018-07-20 01:00:00	ES	Futures	3051.35	3054.62	3051.08	3054.07	4657.0
2018-07-20 01:30:00	ES	Futures	3053.8	3055.98	3053.53	3055.16	5031.0
2018-07-20 02:00:00	ES	Futures	3055.16	3055.71	3052.71	3053.53	5485.0
2018-07-20 02:30:00	ES	Futures	3053.53	3054.89	3052.44	3054.62	3412.0
2018-07-20 03:00:00	ES	Futures	3054.35	3055.98	3053.26	3055.98	6028.0
2018-07-20 03:30:00	ES	Futures	3055.98	3056.53	3054.62	3055.98	3399.0
2018-07-20 04:00:00	ES	Futures	3055.98	3057.07	3055.44	3056.25	4853.0
2018-07-20 04:30:00	ES	Futures	3056.25	3057.07	3055.16	3055.44	2937.0
2018-07-20 05:00:00	ES	Futures	3055.44	3057.89	3054.89	3054.89	5264.0
2018-07-20 05:30:00	ES	Futures	3055.16	3058.16	3054.07	3057.34	5984.0
2018-07-20 06:00:00	ES	Futures	3057.62	3057.89	3043.99	3045.63	32842.0
2018-07-20 06:30:00	ES	Futures	3045.36	3051.62	3044.54	3050.81	17920.0
2018-07-20 07:00:00	ES	Futures	3050.81	3053.26	3050.26	3052.44	8356.0
2018-07-20 07:30:00	ES	Futures	3052.44	3054.62	3052.17	3053.8	7133.0
2018-07-20 08:00:00	ES	Futures	3053.8	3054.89	3051.35	3051.89	11948.0
2018-07-20 08:30:00	ES	Futures	3051.89	3052.98	3047.81	3048.63	26368.0
2018-07-20 09:00:00	ES	Futures	3048.9	3056.25	3047.54	3055.16	57191.0
2018-07-20 09:30:00	ES	Futures	3055.44	3058.16	3053.8	3058.16	127515.0
2018-07-20 10:00:00	ES	Futures	3058.16	3059.52	3055.16	3058.71	60925.0
2018-07-20 10:30:00	ES	Futures	3058.71	3060.89	3057.34	3058.98	50335.0
2018-07-20 11:00:00	ES	Futures	3058.98	3061.98	3056.8	3061.98	40218.0
2018-07-20 11:30:00	ES	Futures	3061.7	3063.07	3059.8	3059.8	36540.0
2018-07-20 12:00:00	ES	Futures	3059.8	3060.89	3057.62	3058.98	28105.0
2018-07-20 12:30:00	ES	Futures	3059.25	3060.34	3057.89	3058.98	19820.0
2018-07-20 13:00:00	ES	Futures	3059.25	3060.07	3055.98	3056.53	22897.0
2018-07-20 13:30:00	ES	Futures	3056.25	3059.52	3055.44	3058.71	23904.0
2018-07-20 14:00:00	ES	Futures	3058.71	3060.34	3055.98	3056.8	31655.0
2018-07-20 14:30:00	ES	Futures	3056.8	3057.34	3052.44	3056.53	50760.0
2018-07-20 15:00:00	ES	Futures	3056.8	3057.07	3053.26	3053.8	46044.0
2018-07-20 15:30:00	ES	Futures	3054.07	3057.07	3053.26	3055.16	99460.0
2018-07-20 16:00:00	ES	Futures	3055.16	3055.44	3051.89	3052.71	44775.0
2018-07-20 16:30:00	ES	Futures	3052.44	3055.98	3051.89	3055.44	7954.0
2018-07-20 00:00:00	NQ	Futures	8687.1	8694.17	8684.16	8687.99	872.0
2018-07-20 00:30:00	NQ	Futures	8687.4	8687.99	8681.21	8684.75	688.0
2018-07-20 01:00:00	NQ	Futures	8684.45	8701.53	8683.57	8700.65	1588.0
2018-07-20 01:30:00	NQ	Futures	8700.65	8707.12	8699.17	8703.59	1407.0
2018-07-20 02:00:00	NQ	Futures	8704.18	8705.65	8694.76	8696.52	1192.0
2018-07-20 02:30:00	NQ	Futures	8696.82	8708.3	8695.93	8706.83	1374.0
2018-07-20 03:00:00	NQ	Futures	8706.53	8708.89	8700.35	8708.01	1721.0
2018-07-20 03:30:00	NQ	Futures	8708.01	8710.66	8703.88	8708.3	924.0
2018-07-20 04:00:00	NQ	Futures	8708.89	8712.42	8705.94	8709.48	1257.0
2018-07-20 04:30:00	NQ	Futures	8709.18	8711.83	8707.12	8708.01	736.0
2018-07-20 05:00:00	NQ	Futures	8707.71	8715.37	8706.24	8706.83	1595.0
2018-07-20 05:30:00	NQ	Futures	8706.83	8713.31	8702.71	8712.42	1972.0
2018-07-20 06:00:00	NQ	Futures	8712.72	8712.72	8659.13	8662.96	7521.0
2018-07-20 06:30:00	NQ	Futures	8662.96	8691.81	8660.31	8688.57	5772.0
2018-07-20 07:00:00	NQ	Futures	8688.87	8700.35	8686.81	8696.52	2998.0
2018-07-20 07:30:00	NQ	Futures	8696.23	8702.12	8694.17	8697.11	2749.0

> showing 50 of 2,612 rows — these rows as CSV

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