PREVIEW / futures_30min / 2018-08-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-17.parquet
  size:    74 KB
  rows:    2,614

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
2018-08-17 00:00:00	ES	Futures	3101.76	3102.57	3101.48	3102.3	1242.0
2018-08-17 00:30:00	ES	Futures	3102.3	3102.57	3099.3	3099.85	2020.0
2018-08-17 01:00:00	ES	Futures	3099.85	3100.39	3099.3	3099.58	1627.0
2018-08-17 01:30:00	ES	Futures	3099.58	3100.39	3098.76	3099.03	3341.0
2018-08-17 02:00:00	ES	Futures	3099.03	3101.76	3099.03	3100.67	4525.0
2018-08-17 02:30:00	ES	Futures	3100.39	3101.48	3099.58	3101.21	2686.0
2018-08-17 03:00:00	ES	Futures	3101.21	3101.76	3100.12	3100.94	4082.0
2018-08-17 03:30:00	ES	Futures	3100.67	3102.3	3099.58	3101.48	3709.0
2018-08-17 04:00:00	ES	Futures	3101.48	3103.39	3100.67	3101.76	4291.0
2018-08-17 04:30:00	ES	Futures	3102.03	3102.85	3100.12	3100.94	3068.0
2018-08-17 05:00:00	ES	Futures	3100.94	3100.94	3096.58	3097.12	7331.0
2018-08-17 05:30:00	ES	Futures	3097.4	3097.94	3093.85	3094.67	10144.0
2018-08-17 06:00:00	ES	Futures	3094.67	3096.85	3092.76	3096.31	11969.0
2018-08-17 06:30:00	ES	Futures	3096.31	3097.4	3094.67	3096.85	5013.0
2018-08-17 07:00:00	ES	Futures	3096.85	3099.03	3095.76	3097.4	6515.0
2018-08-17 07:30:00	ES	Futures	3097.12	3097.12	3094.94	3095.22	5162.0
2018-08-17 08:00:00	ES	Futures	3095.22	3095.22	3089.77	3093.04	20809.0
2018-08-17 08:30:00	ES	Futures	3093.04	3097.12	3092.49	3095.22	18853.0
2018-08-17 09:00:00	ES	Futures	3095.22	3096.03	3091.95	3094.4	27038.0
2018-08-17 09:30:00	ES	Futures	3094.67	3099.85	3092.22	3095.76	133807.0
2018-08-17 10:00:00	ES	Futures	3095.76	3096.85	3089.77	3090.59	96809.0
2018-08-17 10:30:00	ES	Futures	3090.86	3096.58	3090.59	3095.22	73869.0
2018-08-17 11:00:00	ES	Futures	3095.22	3098.49	3093.04	3098.21	63957.0
2018-08-17 11:30:00	ES	Futures	3098.21	3104.21	3097.67	3103.39	63789.0
2018-08-17 12:00:00	ES	Futures	3103.39	3103.66	3100.39	3101.21	41228.0
2018-08-17 12:30:00	ES	Futures	3101.21	3101.48	3097.67	3097.94	31152.0
2018-08-17 13:00:00	ES	Futures	3097.67	3100.12	3096.58	3096.85	24242.0
2018-08-17 13:30:00	ES	Futures	3096.85	3102.57	3096.85	3101.48	31079.0
2018-08-17 14:00:00	ES	Futures	3101.48	3111.02	3101.21	3109.66	128690.0
2018-08-17 14:30:00	ES	Futures	3109.66	3113.74	3107.21	3112.65	69094.0
2018-08-17 15:00:00	ES	Futures	3112.93	3113.2	3108.02	3108.84	53040.0
2018-08-17 15:30:00	ES	Futures	3108.84	3111.02	3106.39	3108.02	108110.0
2018-08-17 16:00:00	ES	Futures	3108.02	3109.93	3106.39	3108.84	55328.0
2018-08-17 16:30:00	ES	Futures	3108.3	3110.2	3107.48	3109.66	7079.0
2018-08-17 00:00:00	NQ	Futures	8702.41	8707.42	8702.41	8706.24	791.0
2018-08-17 00:30:00	NQ	Futures	8706.53	8706.53	8694.17	8696.23	678.0
2018-08-17 01:00:00	NQ	Futures	8696.82	8698.58	8694.76	8696.23	470.0
2018-08-17 01:30:00	NQ	Futures	8696.23	8698.58	8689.16	8690.34	1229.0
2018-08-17 02:00:00	NQ	Futures	8690.34	8700.65	8689.16	8696.52	1488.0
2018-08-17 02:30:00	NQ	Futures	8696.52	8698.58	8690.93	8697.7	1063.0
2018-08-17 03:00:00	NQ	Futures	8698.0	8702.12	8695.05	8698.88	1236.0
2018-08-17 03:30:00	NQ	Futures	8698.58	8705.06	8694.46	8702.12	1398.0
2018-08-17 04:00:00	NQ	Futures	8702.41	8708.3	8698.58	8706.53	1932.0
2018-08-17 04:30:00	NQ	Futures	8706.53	8708.3	8700.06	8702.71	1079.0
2018-08-17 05:00:00	NQ	Futures	8703.0	8703.29	8689.46	8691.52	2159.0
2018-08-17 05:30:00	NQ	Futures	8691.52	8694.46	8678.56	8682.1	3372.0
2018-08-17 06:00:00	NQ	Futures	8681.51	8688.57	8672.68	8685.63	3549.0
2018-08-17 06:30:00	NQ	Futures	8685.63	8689.75	8679.74	8687.99	1890.0
2018-08-17 07:00:00	NQ	Futures	8687.99	8694.17	8685.04	8689.16	1747.0
2018-08-17 07:30:00	NQ	Futures	8688.87	8690.93	8682.1	8683.57	1538.0

> showing 50 of 2,614 rows — these rows as CSV

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