PREVIEW / futures_30min / 2018-08-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-06.parquet
  size:    79 KB
  rows:    3,092

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
2018-08-06 00:00:00	ES	Futures	3098.76	3098.76	3097.94	3098.21	678.0
2018-08-06 00:30:00	ES	Futures	3098.49	3098.76	3098.21	3098.49	766.0
2018-08-06 01:00:00	ES	Futures	3098.76	3099.03	3097.94	3098.76	2235.0
2018-08-06 01:30:00	ES	Futures	3098.49	3099.03	3097.67	3098.49	1761.0
2018-08-06 02:00:00	ES	Futures	3098.21	3098.76	3096.85	3097.12	2530.0
2018-08-06 02:30:00	ES	Futures	3097.12	3097.4	3096.03	3096.58	3071.0
2018-08-06 03:00:00	ES	Futures	3096.58	3097.67	3094.67	3095.49	8323.0
2018-08-06 03:30:00	ES	Futures	3095.49	3095.76	3092.76	3093.31	7346.0
2018-08-06 04:00:00	ES	Futures	3093.04	3093.58	3092.22	3092.49	4797.0
2018-08-06 04:30:00	ES	Futures	3092.49	3093.58	3090.04	3090.31	6901.0
2018-08-06 05:00:00	ES	Futures	3090.31	3091.95	3089.77	3091.95	3758.0
2018-08-06 05:30:00	ES	Futures	3091.68	3095.76	3091.4	3095.22	8387.0
2018-08-06 06:00:00	ES	Futures	3095.22	3097.67	3094.4	3097.4	8277.0
2018-08-06 06:30:00	ES	Futures	3097.12	3098.76	3096.58	3098.21	8778.0
2018-08-06 07:00:00	ES	Futures	3097.94	3098.49	3096.58	3097.12	6416.0
2018-08-06 07:30:00	ES	Futures	3096.85	3097.4	3095.22	3095.22	5309.0
2018-08-06 08:00:00	ES	Futures	3095.22	3096.03	3094.67	3094.67	7564.0
2018-08-06 08:30:00	ES	Futures	3094.94	3095.49	3092.49	3093.31	8364.0
2018-08-06 09:00:00	ES	Futures	3093.31	3094.94	3092.49	3094.4	10079.0
2018-08-06 09:30:00	ES	Futures	3094.13	3097.4	3090.31	3096.58	92457.0
2018-08-06 10:00:00	ES	Futures	3096.58	3099.03	3094.13	3095.22	48824.0
2018-08-06 10:30:00	ES	Futures	3094.94	3099.3	3094.67	3099.03	48858.0
2018-08-06 11:00:00	ES	Futures	3099.3	3100.12	3097.12	3099.85	37211.0
2018-08-06 11:30:00	ES	Futures	3100.12	3103.39	3099.3	3102.85	38604.0
2018-08-06 12:00:00	ES	Futures	3103.12	3107.75	3102.85	3106.66	59702.0
2018-08-06 12:30:00	ES	Futures	3106.39	3107.75	3106.39	3107.48	29178.0
2018-08-06 13:00:00	ES	Futures	3107.48	3109.93	3106.12	3106.39	55148.0
2018-08-06 13:30:00	ES	Futures	3106.39	3106.93	3103.39	3104.21	31314.0
2018-08-06 14:00:00	ES	Futures	3104.21	3106.66	3102.85	3106.66	27975.0
2018-08-06 14:30:00	ES	Futures	3106.39	3108.3	3106.39	3106.66	26145.0
2018-08-06 15:00:00	ES	Futures	3106.66	3106.66	3104.21	3106.12	25500.0
2018-08-06 15:30:00	ES	Futures	3106.12	3107.21	3104.75	3106.66	71807.0
2018-08-06 16:00:00	ES	Futures	3106.66	3107.21	3105.84	3106.12	41296.0
2018-08-06 16:30:00	ES	Futures	3106.66	3106.93	3105.03	3105.03	4494.0
2018-08-06 18:00:00	ES	Futures	3105.3	3105.84	3104.75	3105.03	1750.0
2018-08-06 18:30:00	ES	Futures	3105.3	3105.3	3104.21	3105.3	1101.0
2018-08-06 19:00:00	ES	Futures	3105.03	3106.12	3105.03	3105.57	757.0
2018-08-06 19:30:00	ES	Futures	3105.84	3106.12	3105.57	3105.84	656.0
2018-08-06 20:00:00	ES	Futures	3105.84	3106.66	3105.03	3106.66	2128.0
2018-08-06 20:30:00	ES	Futures	3106.66	3106.66	3105.84	3106.12	1451.0
2018-08-06 21:00:00	ES	Futures	3106.12	3107.21	3105.84	3106.66	1675.0
2018-08-06 21:30:00	ES	Futures	3106.66	3107.75	3105.84	3106.12	3185.0
2018-08-06 22:00:00	ES	Futures	3106.12	3106.66	3105.57	3106.66	1680.0
2018-08-06 22:30:00	ES	Futures	3106.66	3107.21	3106.39	3106.93	1279.0
2018-08-06 23:00:00	ES	Futures	3106.93	3108.57	3106.93	3107.75	2397.0
2018-08-06 23:30:00	ES	Futures	3107.48	3108.84	3107.48	3108.57	1636.0
2018-08-06 00:00:00	NQ	Futures	8731.56	8732.44	8727.14	8729.79	403.0
2018-08-06 00:30:00	NQ	Futures	8730.09	8733.33	8729.2	8731.26	310.0
2018-08-06 01:00:00	NQ	Futures	8730.97	8733.91	8726.55	8729.2	902.0
2018-08-06 01:30:00	NQ	Futures	8729.2	8730.09	8725.67	8727.44	402.0

> showing 50 of 3,092 rows — these rows as CSV

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