PREVIEW / futures_30min / 2018-08-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-16.parquet
  size:    82 KB
  rows:    3,166

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
2018-08-16 00:00:00	ES	Futures	3084.05	3085.14	3083.5	3084.59	3146.0
2018-08-16 00:30:00	ES	Futures	3084.59	3085.14	3082.96	3084.32	1990.0
2018-08-16 01:00:00	ES	Futures	3084.32	3085.95	3083.23	3085.68	5334.0
2018-08-16 01:30:00	ES	Futures	3085.68	3087.04	3085.41	3087.04	4312.0
2018-08-16 02:00:00	ES	Futures	3086.77	3087.04	3084.05	3085.14	7284.0
2018-08-16 02:30:00	ES	Futures	3085.14	3086.23	3084.32	3084.86	3838.0
2018-08-16 03:00:00	ES	Futures	3085.14	3085.14	3081.05	3081.87	8860.0
2018-08-16 03:30:00	ES	Futures	3081.59	3082.14	3079.41	3080.5	6928.0
2018-08-16 04:00:00	ES	Futures	3080.5	3084.32	3079.69	3083.77	9130.0
2018-08-16 04:30:00	ES	Futures	3083.77	3086.5	3082.96	3085.68	6162.0
2018-08-16 05:00:00	ES	Futures	3085.95	3085.95	3084.05	3085.41	5284.0
2018-08-16 05:30:00	ES	Futures	3085.68	3087.04	3085.41	3086.23	4211.0
2018-08-16 06:00:00	ES	Futures	3086.23	3090.59	3085.68	3088.13	16607.0
2018-08-16 06:30:00	ES	Futures	3088.13	3091.4	3087.32	3090.86	8800.0
2018-08-16 07:00:00	ES	Futures	3090.86	3092.22	3089.22	3090.31	10303.0
2018-08-16 07:30:00	ES	Futures	3090.31	3090.59	3087.86	3089.5	8411.0
2018-08-16 08:00:00	ES	Futures	3089.77	3090.86	3089.22	3090.31	9587.0
2018-08-16 08:30:00	ES	Futures	3090.31	3090.86	3086.23	3087.04	18580.0
2018-08-16 09:00:00	ES	Futures	3087.04	3090.59	3086.23	3089.5	19063.0
2018-08-16 09:30:00	ES	Futures	3089.77	3094.13	3089.5	3091.68	127227.0
2018-08-16 10:00:00	ES	Futures	3091.68	3094.94	3091.4	3094.94	67027.0
2018-08-16 10:30:00	ES	Futures	3094.94	3097.94	3094.4	3096.03	69548.0
2018-08-16 11:00:00	ES	Futures	3096.03	3102.3	3095.76	3102.3	67371.0
2018-08-16 11:30:00	ES	Futures	3102.3	3103.39	3100.39	3103.12	48660.0
2018-08-16 12:00:00	ES	Futures	3103.12	3108.02	3102.85	3105.3	87864.0
2018-08-16 12:30:00	ES	Futures	3105.3	3105.84	3100.94	3102.57	65895.0
2018-08-16 13:00:00	ES	Futures	3102.57	3105.03	3101.76	3103.94	46013.0
2018-08-16 13:30:00	ES	Futures	3103.94	3105.57	3101.21	3101.76	36211.0
2018-08-16 14:00:00	ES	Futures	3102.03	3103.39	3099.58	3099.85	38259.0
2018-08-16 14:30:00	ES	Futures	3099.85	3102.03	3096.31	3100.67	68131.0
2018-08-16 15:00:00	ES	Futures	3100.94	3102.3	3098.76	3101.48	48976.0
2018-08-16 15:30:00	ES	Futures	3101.48	3101.76	3093.58	3097.94	148884.0
2018-08-16 16:00:00	ES	Futures	3097.94	3100.94	3097.67	3100.94	68342.0
2018-08-16 16:30:00	ES	Futures	3100.39	3100.67	3099.03	3099.58	7126.0
2018-08-16 18:00:00	ES	Futures	3099.03	3099.3	3095.76	3096.31	4725.0
2018-08-16 18:30:00	ES	Futures	3096.31	3098.49	3096.03	3098.21	1714.0
2018-08-16 19:00:00	ES	Futures	3098.21	3098.76	3096.03	3096.31	2101.0
2018-08-16 19:30:00	ES	Futures	3096.58	3097.94	3096.31	3097.67	1331.0
2018-08-16 20:00:00	ES	Futures	3097.94	3098.49	3096.31	3097.67	3710.0
2018-08-16 20:30:00	ES	Futures	3097.4	3098.49	3096.58	3098.49	2167.0
2018-08-16 21:00:00	ES	Futures	3098.49	3105.03	3098.49	3103.94	8676.0
2018-08-16 21:30:00	ES	Futures	3103.94	3104.48	3102.03	3102.3	5387.0
2018-08-16 22:00:00	ES	Futures	3102.57	3104.48	3102.3	3103.12	2625.0
2018-08-16 22:30:00	ES	Futures	3102.85	3102.85	3100.94	3101.76	2631.0
2018-08-16 23:00:00	ES	Futures	3101.76	3102.03	3099.3	3099.85	2391.0
2018-08-16 23:30:00	ES	Futures	3099.85	3101.76	3099.58	3101.48	1831.0
2018-08-16 00:00:00	NQ	Futures	8718.9	8723.61	8716.84	8720.08	951.0
2018-08-16 00:30:00	NQ	Futures	8720.08	8722.43	8713.31	8715.66	841.0
2018-08-16 01:00:00	NQ	Futures	8715.95	8726.26	8715.07	8723.61	1457.0
2018-08-16 01:30:00	NQ	Futures	8723.61	8734.21	8723.61	8733.91	1630.0

> showing 50 of 3,166 rows — these rows as CSV

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