PREVIEW / futures_30min / 2018-07-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-07-27.parquet
  size:    69 KB
  rows:    2,554

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
2018-07-27 00:00:00	ES	Futures	3099.58	3100.39	3099.3	3099.3	1211.0
2018-07-27 00:30:00	ES	Futures	3099.3	3099.85	3098.76	3099.3	1118.0
2018-07-27 01:00:00	ES	Futures	3099.3	3099.58	3098.21	3098.76	1805.0
2018-07-27 01:30:00	ES	Futures	3099.03	3099.85	3098.49	3099.58	1317.0
2018-07-27 02:00:00	ES	Futures	3099.58	3101.76	3099.58	3101.21	4241.0
2018-07-27 02:30:00	ES	Futures	3101.21	3101.21	3098.76	3099.3	2410.0
2018-07-27 03:00:00	ES	Futures	3099.58	3100.94	3099.03	3100.67	3872.0
2018-07-27 03:30:00	ES	Futures	3100.67	3101.48	3099.03	3099.03	3318.0
2018-07-27 04:00:00	ES	Futures	3099.03	3100.12	3099.03	3099.58	3826.0
2018-07-27 04:30:00	ES	Futures	3099.58	3100.12	3098.21	3098.49	3650.0
2018-07-27 05:00:00	ES	Futures	3098.21	3102.85	3098.21	3102.03	7003.0
2018-07-27 05:30:00	ES	Futures	3102.03	3102.57	3099.85	3100.12	5825.0
2018-07-27 06:00:00	ES	Futures	3100.39	3100.39	3098.21	3099.85	4881.0
2018-07-27 06:30:00	ES	Futures	3099.85	3101.21	3099.58	3100.12	3774.0
2018-07-27 07:00:00	ES	Futures	3100.12	3100.12	3098.49	3098.76	3899.0
2018-07-27 07:30:00	ES	Futures	3098.76	3099.58	3098.49	3098.49	5469.0
2018-07-27 08:00:00	ES	Futures	3098.49	3098.76	3096.03	3097.12	11533.0
2018-07-27 08:30:00	ES	Futures	3096.85	3100.12	3094.13	3099.58	28211.0
2018-07-27 09:00:00	ES	Futures	3099.3	3099.85	3096.85	3097.67	19616.0
2018-07-27 09:30:00	ES	Futures	3097.67	3098.76	3090.31	3090.59	114850.0
2018-07-27 10:00:00	ES	Futures	3090.59	3093.31	3088.68	3089.77	80880.0
2018-07-27 10:30:00	ES	Futures	3089.77	3092.49	3084.86	3088.13	87040.0
2018-07-27 11:00:00	ES	Futures	3088.13	3088.68	3084.32	3086.77	61327.0
2018-07-27 11:30:00	ES	Futures	3086.77	3088.68	3084.32	3084.86	48121.0
2018-07-27 12:00:00	ES	Futures	3084.86	3084.86	3078.6	3079.96	85934.0
2018-07-27 12:30:00	ES	Futures	3079.69	3080.23	3065.25	3066.06	148672.0
2018-07-27 13:00:00	ES	Futures	3066.06	3070.15	3061.16	3068.24	172002.0
2018-07-27 13:30:00	ES	Futures	3068.24	3073.42	3066.06	3073.15	65013.0
2018-07-27 14:00:00	ES	Futures	3073.42	3074.51	3066.06	3067.43	72674.0
2018-07-27 14:30:00	ES	Futures	3067.43	3070.7	3064.97	3066.06	65709.0
2018-07-27 15:00:00	ES	Futures	3066.06	3073.15	3066.06	3069.06	70824.0
2018-07-27 15:30:00	ES	Futures	3069.06	3074.78	3069.06	3073.42	171501.0
2018-07-27 16:00:00	ES	Futures	3073.42	3073.96	3070.15	3070.7	64674.0
2018-07-27 16:30:00	ES	Futures	3070.42	3072.06	3069.33	3070.42	7412.0
2018-07-27 00:00:00	NQ	Futures	8767.18	8771.89	8766.89	8768.66	899.0
2018-07-27 00:30:00	NQ	Futures	8768.95	8770.72	8767.77	8770.13	821.0
2018-07-27 01:00:00	NQ	Futures	8770.13	8770.42	8764.53	8765.12	725.0
2018-07-27 01:30:00	NQ	Futures	8765.71	8768.36	8765.42	8767.18	431.0
2018-07-27 02:00:00	NQ	Futures	8767.18	8771.01	8765.71	8770.13	1466.0
2018-07-27 02:30:00	NQ	Futures	8770.13	8770.72	8765.12	8766.59	832.0
2018-07-27 03:00:00	NQ	Futures	8766.59	8772.48	8765.71	8772.19	1250.0
2018-07-27 03:30:00	NQ	Futures	8771.89	8773.37	8766.01	8766.59	1144.0
2018-07-27 04:00:00	NQ	Futures	8766.59	8772.19	8766.59	8769.54	1336.0
2018-07-27 04:30:00	NQ	Futures	8769.24	8772.78	8768.07	8768.95	938.0
2018-07-27 05:00:00	NQ	Futures	8768.95	8793.68	8768.66	8788.38	3389.0
2018-07-27 05:30:00	NQ	Futures	8788.38	8789.56	8780.43	8781.02	1780.0
2018-07-27 06:00:00	NQ	Futures	8781.32	8781.32	8762.47	8772.19	3385.0
2018-07-27 06:30:00	NQ	Futures	8772.48	8779.84	8769.54	8772.19	1434.0
2018-07-27 07:00:00	NQ	Futures	8772.19	8772.19	8759.23	8760.41	1983.0
2018-07-27 07:30:00	NQ	Futures	8760.71	8766.89	8758.06	8759.23	1914.0

> showing 50 of 2,554 rows — these rows as CSV

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