PREVIEW / futures_30min / 2018-08-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-09.parquet
  size:    83 KB
  rows:    3,161

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
2018-08-09 00:00:00	ES	Futures	3114.56	3115.11	3114.29	3114.29	850.0
2018-08-09 00:30:00	ES	Futures	3114.56	3114.56	3113.2	3114.02	923.0
2018-08-09 01:00:00	ES	Futures	3114.02	3115.11	3114.02	3114.29	1454.0
2018-08-09 01:30:00	ES	Futures	3114.02	3114.56	3114.02	3114.02	732.0
2018-08-09 02:00:00	ES	Futures	3114.02	3114.83	3114.02	3114.29	1311.0
2018-08-09 02:30:00	ES	Futures	3114.02	3114.56	3112.65	3112.93	2113.0
2018-08-09 03:00:00	ES	Futures	3113.2	3113.2	3110.48	3111.84	6301.0
2018-08-09 03:30:00	ES	Futures	3111.57	3112.11	3111.29	3111.57	3496.0
2018-08-09 04:00:00	ES	Futures	3111.57	3113.2	3111.02	3111.84	5379.0
2018-08-09 04:30:00	ES	Futures	3111.84	3114.56	3111.57	3114.29	4103.0
2018-08-09 05:00:00	ES	Futures	3114.29	3114.83	3113.47	3114.56	3382.0
2018-08-09 05:30:00	ES	Futures	3114.56	3114.83	3112.93	3113.74	3696.0
2018-08-09 06:00:00	ES	Futures	3114.02	3117.01	3113.74	3116.2	7078.0
2018-08-09 06:30:00	ES	Futures	3116.2	3116.2	3112.93	3113.74	4430.0
2018-08-09 07:00:00	ES	Futures	3113.47	3114.29	3112.65	3113.47	4250.0
2018-08-09 07:30:00	ES	Futures	3113.74	3115.65	3113.2	3115.38	6604.0
2018-08-09 08:00:00	ES	Futures	3115.38	3115.65	3114.02	3115.38	4123.0
2018-08-09 08:30:00	ES	Futures	3115.65	3115.92	3114.83	3115.65	5716.0
2018-08-09 09:00:00	ES	Futures	3115.65	3117.01	3114.29	3114.83	11493.0
2018-08-09 09:30:00	ES	Futures	3114.83	3116.74	3112.65	3114.56	77995.0
2018-08-09 10:00:00	ES	Futures	3114.56	3118.92	3114.29	3118.38	44330.0
2018-08-09 10:30:00	ES	Futures	3118.38	3120.01	3117.29	3117.56	35508.0
2018-08-09 11:00:00	ES	Futures	3117.56	3119.47	3115.92	3117.29	42754.0
2018-08-09 11:30:00	ES	Futures	3117.29	3117.83	3111.84	3113.2	41648.0
2018-08-09 12:00:00	ES	Futures	3113.2	3115.65	3112.93	3114.83	34314.0
2018-08-09 12:30:00	ES	Futures	3114.56	3117.83	3114.56	3117.01	22411.0
2018-08-09 13:00:00	ES	Futures	3117.29	3118.1	3115.92	3117.56	19601.0
2018-08-09 13:30:00	ES	Futures	3117.56	3118.92	3117.29	3117.83	18350.0
2018-08-09 14:00:00	ES	Futures	3117.83	3118.1	3115.38	3116.47	20591.0
2018-08-09 14:30:00	ES	Futures	3116.2	3118.1	3115.65	3115.92	18646.0
2018-08-09 15:00:00	ES	Futures	3115.92	3116.47	3114.83	3114.83	26597.0
2018-08-09 15:30:00	ES	Futures	3114.83	3115.65	3108.57	3109.93	125833.0
2018-08-09 16:00:00	ES	Futures	3109.66	3111.57	3109.39	3109.93	44902.0
2018-08-09 16:30:00	ES	Futures	3109.66	3110.48	3106.66	3108.57	7643.0
2018-08-09 18:00:00	ES	Futures	3108.84	3109.11	3105.84	3106.39	4367.0
2018-08-09 18:30:00	ES	Futures	3106.39	3106.93	3105.57	3106.66	2431.0
2018-08-09 19:00:00	ES	Futures	3106.66	3107.75	3106.66	3106.93	1429.0
2018-08-09 19:30:00	ES	Futures	3107.21	3108.3	3106.66	3108.02	1009.0
2018-08-09 20:00:00	ES	Futures	3108.3	3108.57	3106.12	3106.12	2429.0
2018-08-09 20:30:00	ES	Futures	3106.39	3106.39	3104.21	3104.48	2719.0
2018-08-09 21:00:00	ES	Futures	3104.48	3106.12	3104.21	3106.12	2864.0
2018-08-09 21:30:00	ES	Futures	3105.84	3108.02	3105.57	3106.93	4263.0
2018-08-09 22:00:00	ES	Futures	3107.21	3107.21	3105.57	3105.84	2395.0
2018-08-09 22:30:00	ES	Futures	3105.57	3106.12	3104.48	3105.03	1940.0
2018-08-09 23:00:00	ES	Futures	3105.3	3106.12	3104.48	3105.57	1524.0
2018-08-09 23:30:00	ES	Futures	3105.57	3106.39	3105.3	3106.12	1026.0
2018-08-09 00:00:00	NQ	Futures	8802.22	8807.81	8802.22	8806.34	538.0
2018-08-09 00:30:00	NQ	Futures	8806.64	8806.64	8803.1	8805.46	267.0
2018-08-09 01:00:00	NQ	Futures	8805.75	8808.7	8803.69	8803.69	479.0
2018-08-09 01:30:00	NQ	Futures	8804.28	8806.64	8803.4	8803.69	248.0

> showing 50 of 3,161 rows — these rows as CSV

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