PREVIEW / futures_30min / 2018-08-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-15.parquet
  size:    92 KB
  rows:    3,188

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
2018-08-15 00:00:00	ES	Futures	3091.68	3091.68	3089.77	3091.13	2951.0
2018-08-15 00:30:00	ES	Futures	3091.13	3091.68	3090.59	3091.68	1152.0
2018-08-15 01:00:00	ES	Futures	3091.4	3091.68	3090.04	3091.4	1847.0
2018-08-15 01:30:00	ES	Futures	3091.13	3092.49	3090.86	3092.22	2195.0
2018-08-15 02:00:00	ES	Futures	3092.22	3093.04	3091.4	3093.04	3744.0
2018-08-15 02:30:00	ES	Futures	3093.04	3094.67	3092.76	3093.85	3952.0
2018-08-15 03:00:00	ES	Futures	3093.85	3094.94	3091.95	3093.04	10111.0
2018-08-15 03:30:00	ES	Futures	3093.04	3093.31	3091.4	3092.49	7184.0
2018-08-15 04:00:00	ES	Futures	3092.49	3094.13	3091.4	3093.04	4604.0
2018-08-15 04:30:00	ES	Futures	3093.04	3093.58	3091.95	3092.49	2175.0
2018-08-15 05:00:00	ES	Futures	3092.49	3092.76	3090.31	3090.86	3364.0
2018-08-15 05:30:00	ES	Futures	3091.13	3091.13	3087.86	3088.41	5834.0
2018-08-15 06:00:00	ES	Futures	3088.13	3089.22	3084.86	3086.23	16049.0
2018-08-15 06:30:00	ES	Futures	3085.95	3086.23	3078.6	3079.69	30590.0
2018-08-15 07:00:00	ES	Futures	3079.96	3082.41	3077.23	3079.41	26441.0
2018-08-15 07:30:00	ES	Futures	3079.41	3079.69	3074.51	3079.14	26457.0
2018-08-15 08:00:00	ES	Futures	3078.87	3081.32	3077.23	3080.5	19946.0
2018-08-15 08:30:00	ES	Futures	3080.5	3081.05	3076.42	3076.69	16942.0
2018-08-15 09:00:00	ES	Futures	3076.42	3079.69	3075.33	3079.14	18070.0
2018-08-15 09:30:00	ES	Futures	3079.14	3080.78	3067.97	3067.97	194137.0
2018-08-15 10:00:00	ES	Futures	3067.97	3068.24	3058.43	3058.43	212112.0
2018-08-15 10:30:00	ES	Futures	3058.43	3064.43	3054.89	3056.25	128822.0
2018-08-15 11:00:00	ES	Futures	3056.25	3066.88	3055.71	3064.97	149961.0
2018-08-15 11:30:00	ES	Futures	3064.97	3069.33	3059.52	3060.07	102917.0
2018-08-15 12:00:00	ES	Futures	3059.8	3067.97	3059.52	3067.97	76563.0
2018-08-15 12:30:00	ES	Futures	3067.97	3071.79	3067.43	3069.61	78196.0
2018-08-15 13:00:00	ES	Futures	3069.33	3072.6	3064.16	3066.61	85280.0
2018-08-15 13:30:00	ES	Futures	3066.61	3067.97	3063.34	3064.16	54675.0
2018-08-15 14:00:00	ES	Futures	3064.16	3065.79	3058.43	3059.25	82492.0
2018-08-15 14:30:00	ES	Futures	3059.25	3067.15	3058.16	3066.88	74595.0
2018-08-15 15:00:00	ES	Futures	3067.15	3071.79	3066.34	3069.06	77229.0
2018-08-15 15:30:00	ES	Futures	3069.33	3076.42	3069.06	3072.6	174581.0
2018-08-15 16:00:00	ES	Futures	3072.87	3076.14	3072.06	3075.6	65907.0
2018-08-15 16:30:00	ES	Futures	3076.14	3076.96	3075.33	3076.14	8270.0
2018-08-15 18:00:00	ES	Futures	3075.87	3076.96	3074.24	3075.6	4285.0
2018-08-15 18:30:00	ES	Futures	3075.6	3075.6	3074.78	3075.6	1636.0
2018-08-15 19:00:00	ES	Futures	3075.33	3075.87	3075.05	3075.05	770.0
2018-08-15 19:30:00	ES	Futures	3075.05	3075.33	3073.69	3074.24	2233.0
2018-08-15 20:00:00	ES	Futures	3074.24	3075.05	3070.7	3072.6	6515.0
2018-08-15 20:30:00	ES	Futures	3072.6	3075.33	3072.6	3073.42	4471.0
2018-08-15 21:00:00	ES	Futures	3073.42	3079.14	3071.79	3078.87	6916.0
2018-08-15 21:30:00	ES	Futures	3078.6	3086.77	3077.23	3083.77	32754.0
2018-08-15 22:00:00	ES	Futures	3084.05	3088.13	3083.5	3085.95	15854.0
2018-08-15 22:30:00	ES	Futures	3085.95	3086.5	3081.87	3083.23	5309.0
2018-08-15 23:00:00	ES	Futures	3083.23	3083.77	3081.32	3082.14	4266.0
2018-08-15 23:30:00	ES	Futures	3082.14	3084.86	3081.32	3084.05	4087.0
2018-08-15 00:00:00	NQ	Futures	8769.24	8769.24	8763.65	8767.77	837.0
2018-08-15 00:30:00	NQ	Futures	8767.77	8771.01	8766.3	8769.83	450.0
2018-08-15 01:00:00	NQ	Futures	8769.54	8770.13	8763.95	8768.95	728.0
2018-08-15 01:30:00	NQ	Futures	8768.66	8773.66	8767.77	8770.42	674.0

> showing 50 of 3,188 rows — these rows as CSV

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