PREVIEW / futures_30min / 2018-08-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-21.parquet
  size:    84 KB
  rows:    3,160

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
2018-08-21 00:00:00	ES	Futures	3115.38	3115.65	3114.56	3114.83	937.0
2018-08-21 00:30:00	ES	Futures	3114.83	3115.65	3114.56	3115.65	916.0
2018-08-21 01:00:00	ES	Futures	3115.65	3116.2	3115.11	3115.92	1789.0
2018-08-21 01:30:00	ES	Futures	3115.65	3115.92	3114.83	3115.65	2233.0
2018-08-21 02:00:00	ES	Futures	3115.65	3116.47	3115.65	3115.92	2605.0
2018-08-21 02:30:00	ES	Futures	3115.92	3116.2	3114.83	3115.65	2067.0
2018-08-21 03:00:00	ES	Futures	3115.65	3117.01	3115.11	3116.47	8308.0
2018-08-21 03:30:00	ES	Futures	3116.2	3117.01	3115.11	3116.74	3908.0
2018-08-21 04:00:00	ES	Futures	3117.01	3117.83	3116.2	3117.29	5024.0
2018-08-21 04:30:00	ES	Futures	3117.56	3118.65	3117.56	3118.38	6636.0
2018-08-21 05:00:00	ES	Futures	3118.65	3120.28	3118.38	3120.28	6114.0
2018-08-21 05:30:00	ES	Futures	3120.01	3122.19	3119.19	3121.37	6307.0
2018-08-21 06:00:00	ES	Futures	3121.65	3121.65	3120.01	3121.1	5164.0
2018-08-21 06:30:00	ES	Futures	3121.37	3121.65	3120.56	3120.83	2422.0
2018-08-21 07:00:00	ES	Futures	3121.1	3121.37	3119.74	3120.28	5015.0
2018-08-21 07:30:00	ES	Futures	3120.28	3121.65	3120.01	3121.37	3279.0
2018-08-21 08:00:00	ES	Futures	3121.65	3121.65	3119.19	3120.01	5275.0
2018-08-21 08:30:00	ES	Futures	3120.28	3120.56	3118.92	3119.19	5632.0
2018-08-21 09:00:00	ES	Futures	3119.47	3120.83	3118.1	3120.56	12673.0
2018-08-21 09:30:00	ES	Futures	3120.83	3127.64	3120.01	3127.1	122351.0
2018-08-21 10:00:00	ES	Futures	3127.1	3127.64	3124.1	3125.46	67695.0
2018-08-21 10:30:00	ES	Futures	3125.19	3126.55	3124.1	3125.19	44205.0
2018-08-21 11:00:00	ES	Futures	3124.92	3126.01	3121.1	3123.28	60726.0
2018-08-21 11:30:00	ES	Futures	3123.55	3129.0	3122.74	3128.73	57852.0
2018-08-21 12:00:00	ES	Futures	3128.73	3130.64	3128.46	3130.37	47831.0
2018-08-21 12:30:00	ES	Futures	3130.09	3132.27	3130.09	3131.46	31880.0
2018-08-21 13:00:00	ES	Futures	3131.46	3132.0	3128.73	3130.37	42233.0
2018-08-21 13:30:00	ES	Futures	3130.64	3131.73	3129.55	3130.37	31820.0
2018-08-21 14:00:00	ES	Futures	3130.09	3130.37	3128.19	3129.0	29147.0
2018-08-21 14:30:00	ES	Futures	3129.28	3129.28	3123.28	3125.46	71507.0
2018-08-21 15:00:00	ES	Futures	3125.46	3127.1	3123.55	3125.46	43175.0
2018-08-21 15:30:00	ES	Futures	3125.46	3126.28	3119.19	3120.83	174712.0
2018-08-21 16:00:00	ES	Futures	3120.56	3121.1	3118.1	3118.1	57432.0
2018-08-21 16:30:00	ES	Futures	3118.38	3118.65	3108.3	3111.57	27856.0
2018-08-21 18:00:00	ES	Futures	3109.39	3111.57	3108.57	3110.2	16320.0
2018-08-21 18:30:00	ES	Futures	3110.2	3110.2	3105.3	3106.12	5617.0
2018-08-21 19:00:00	ES	Futures	3105.84	3106.39	3102.85	3103.66	10715.0
2018-08-21 19:30:00	ES	Futures	3103.66	3106.12	3102.57	3103.12	9063.0
2018-08-21 20:00:00	ES	Futures	3103.12	3105.3	3102.03	3104.21	11441.0
2018-08-21 20:30:00	ES	Futures	3104.21	3105.84	3103.94	3105.3	5673.0
2018-08-21 21:00:00	ES	Futures	3105.57	3107.75	3105.03	3107.48	6644.0
2018-08-21 21:30:00	ES	Futures	3107.48	3107.75	3105.57	3106.39	5817.0
2018-08-21 22:00:00	ES	Futures	3106.39	3112.65	3106.12	3111.84	8590.0
2018-08-21 22:30:00	ES	Futures	3111.57	3111.84	3110.48	3111.29	3514.0
2018-08-21 23:00:00	ES	Futures	3111.29	3113.2	3110.75	3112.11	2881.0
2018-08-21 23:30:00	ES	Futures	3112.11	3114.29	3112.11	3113.2	3420.0
2018-08-21 00:00:00	NQ	Futures	8702.41	8703.88	8698.58	8698.58	369.0
2018-08-21 00:30:00	NQ	Futures	8698.88	8700.94	8698.0	8699.76	330.0
2018-08-21 01:00:00	NQ	Futures	8700.35	8705.65	8698.0	8704.18	499.0
2018-08-21 01:30:00	NQ	Futures	8704.18	8705.36	8700.65	8701.82	510.0

> showing 50 of 3,160 rows — these rows as CSV

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