PREVIEW / futures_30min / 2018-08-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-22.parquet
  size:    83 KB
  rows:    3,118

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
2018-08-22 00:00:00	ES	Futures	3113.2	3113.47	3110.75	3111.02	2398.0
2018-08-22 00:30:00	ES	Futures	3111.02	3112.38	3110.75	3111.02	1745.0
2018-08-22 01:00:00	ES	Futures	3111.29	3111.84	3109.93	3110.75	2085.0
2018-08-22 01:30:00	ES	Futures	3110.48	3112.65	3110.48	3110.75	3563.0
2018-08-22 02:00:00	ES	Futures	3111.02	3111.02	3107.48	3109.11	7048.0
2018-08-22 02:30:00	ES	Futures	3109.11	3112.65	3108.02	3111.57	6019.0
2018-08-22 03:00:00	ES	Futures	3111.57	3114.29	3110.75	3112.11	10588.0
2018-08-22 03:30:00	ES	Futures	3112.11	3113.47	3111.29	3112.11	4869.0
2018-08-22 04:00:00	ES	Futures	3111.84	3113.2	3109.93	3110.75	7735.0
2018-08-22 04:30:00	ES	Futures	3110.75	3113.2	3109.93	3113.2	4814.0
2018-08-22 05:00:00	ES	Futures	3113.2	3113.47	3111.29	3112.11	4650.0
2018-08-22 05:30:00	ES	Futures	3111.84	3113.2	3110.75	3112.11	3773.0
2018-08-22 06:00:00	ES	Futures	3111.84	3116.2	3111.84	3115.11	8716.0
2018-08-22 06:30:00	ES	Futures	3115.11	3117.01	3113.74	3116.74	7030.0
2018-08-22 07:00:00	ES	Futures	3116.74	3118.38	3113.74	3114.02	15562.0
2018-08-22 07:30:00	ES	Futures	3114.02	3115.65	3112.65	3114.02	6456.0
2018-08-22 08:00:00	ES	Futures	3114.02	3114.56	3110.2	3111.02	13071.0
2018-08-22 08:30:00	ES	Futures	3111.02	3113.74	3109.39	3113.74	15724.0
2018-08-22 09:00:00	ES	Futures	3113.74	3116.74	3112.65	3116.47	17753.0
2018-08-22 09:30:00	ES	Futures	3116.47	3121.1	3113.47	3115.38	131658.0
2018-08-22 10:00:00	ES	Futures	3115.38	3119.47	3112.93	3114.83	78554.0
2018-08-22 10:30:00	ES	Futures	3114.83	3123.55	3114.83	3122.19	85901.0
2018-08-22 11:00:00	ES	Futures	3121.92	3125.19	3121.37	3125.19	52070.0
2018-08-22 11:30:00	ES	Futures	3125.19	3126.01	3122.74	3124.92	50358.0
2018-08-22 12:00:00	ES	Futures	3124.92	3125.73	3121.92	3122.19	27057.0
2018-08-22 12:30:00	ES	Futures	3121.92	3123.55	3120.56	3122.46	26375.0
2018-08-22 13:00:00	ES	Futures	3122.19	3123.01	3120.28	3122.19	21599.0
2018-08-22 13:30:00	ES	Futures	3122.19	3123.55	3121.1	3122.74	15392.0
2018-08-22 14:00:00	ES	Futures	3122.74	3125.73	3117.56	3120.01	58739.0
2018-08-22 14:30:00	ES	Futures	3120.01	3120.83	3118.38	3120.83	31859.0
2018-08-22 15:00:00	ES	Futures	3120.83	3122.19	3120.01	3121.37	27954.0
2018-08-22 15:30:00	ES	Futures	3121.65	3123.55	3119.74	3120.01	75357.0
2018-08-22 16:00:00	ES	Futures	3119.74	3120.56	3117.56	3118.38	49431.0
2018-08-22 16:30:00	ES	Futures	3118.65	3119.47	3117.29	3119.19	5994.0
2018-08-22 18:00:00	ES	Futures	3118.92	3121.65	3118.92	3121.1	3280.0
2018-08-22 18:30:00	ES	Futures	3120.83	3121.65	3120.56	3120.83	1084.0
2018-08-22 19:00:00	ES	Futures	3121.1	3121.1	3120.28	3120.56	416.0
2018-08-22 19:30:00	ES	Futures	3120.28	3120.83	3119.47	3119.74	1293.0
2018-08-22 20:00:00	ES	Futures	3119.47	3120.01	3118.38	3118.65	2874.0
2018-08-22 20:30:00	ES	Futures	3118.65	3119.74	3118.38	3118.92	1697.0
2018-08-22 21:00:00	ES	Futures	3118.92	3119.74	3118.38	3119.47	2338.0
2018-08-22 21:30:00	ES	Futures	3119.47	3120.28	3115.11	3116.2	9987.0
2018-08-22 22:00:00	ES	Futures	3116.47	3117.83	3115.92	3117.29	3156.0
2018-08-22 22:30:00	ES	Futures	3117.29	3117.56	3115.11	3115.11	3207.0
2018-08-22 23:00:00	ES	Futures	3115.38	3116.47	3114.56	3115.11	2280.0
2018-08-22 23:30:00	ES	Futures	3115.11	3115.92	3114.29	3115.65	2045.0
2018-08-22 00:00:00	NQ	Futures	8698.0	8698.58	8689.46	8690.05	809.0
2018-08-22 00:30:00	NQ	Futures	8689.75	8697.41	8689.46	8691.52	885.0
2018-08-22 01:00:00	NQ	Futures	8691.81	8694.17	8685.92	8688.57	776.0
2018-08-22 01:30:00	NQ	Futures	8688.28	8694.17	8686.81	8687.99	922.0

> showing 50 of 3,118 rows — these rows as CSV

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