PREVIEW / futures_30min / 2018-08-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-08-24.parquet
  size:    71 KB
  rows:    2,561

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
2018-08-24 00:00:00	ES	Futures	3119.47	3119.74	3118.38	3118.38	1471.0
2018-08-24 00:30:00	ES	Futures	3118.65	3119.47	3118.65	3119.19	1046.0
2018-08-24 01:00:00	ES	Futures	3119.47	3120.83	3118.92	3120.28	2914.0
2018-08-24 01:30:00	ES	Futures	3120.28	3120.83	3119.19	3119.19	3510.0
2018-08-24 02:00:00	ES	Futures	3119.19	3119.74	3117.56	3118.38	3581.0
2018-08-24 02:30:00	ES	Futures	3118.38	3118.65	3117.29	3117.83	3174.0
2018-08-24 03:00:00	ES	Futures	3117.56	3120.01	3117.56	3119.74	4966.0
2018-08-24 03:30:00	ES	Futures	3119.74	3121.65	3118.92	3120.56	4645.0
2018-08-24 04:00:00	ES	Futures	3120.56	3122.19	3119.47	3120.56	5821.0
2018-08-24 04:30:00	ES	Futures	3120.28	3121.92	3119.74	3121.37	4562.0
2018-08-24 05:00:00	ES	Futures	3121.37	3121.37	3119.74	3120.01	2852.0
2018-08-24 05:30:00	ES	Futures	3120.01	3121.37	3119.19	3120.28	3848.0
2018-08-24 06:00:00	ES	Futures	3120.56	3122.46	3120.01	3122.19	3684.0
2018-08-24 06:30:00	ES	Futures	3122.46	3122.46	3120.83	3122.46	4894.0
2018-08-24 07:00:00	ES	Futures	3122.46	3123.01	3120.83	3121.65	4988.0
2018-08-24 07:30:00	ES	Futures	3121.37	3122.19	3121.1	3121.37	4486.0
2018-08-24 08:00:00	ES	Futures	3121.37	3121.37	3119.47	3119.74	7177.0
2018-08-24 08:30:00	ES	Futures	3119.74	3122.19	3119.74	3120.83	8719.0
2018-08-24 09:00:00	ES	Futures	3120.56	3122.46	3120.56	3122.19	11751.0
2018-08-24 09:30:00	ES	Futures	3122.19	3124.64	3121.37	3122.46	108998.0
2018-08-24 10:00:00	ES	Futures	3122.46	3127.1	3122.19	3125.73	110087.0
2018-08-24 10:30:00	ES	Futures	3125.73	3133.09	3125.46	3130.37	107496.0
2018-08-24 11:00:00	ES	Futures	3130.64	3132.82	3128.73	3130.91	50587.0
2018-08-24 11:30:00	ES	Futures	3130.91	3135.0	3130.37	3134.72	64045.0
2018-08-24 12:00:00	ES	Futures	3135.0	3135.54	3133.63	3135.27	41357.0
2018-08-24 12:30:00	ES	Futures	3135.27	3135.27	3133.09	3134.45	29886.0
2018-08-24 13:00:00	ES	Futures	3134.72	3135.81	3132.0	3132.82	35353.0
2018-08-24 13:30:00	ES	Futures	3132.82	3133.09	3128.73	3132.55	58964.0
2018-08-24 14:00:00	ES	Futures	3132.55	3134.45	3131.73	3134.18	32881.0
2018-08-24 14:30:00	ES	Futures	3133.91	3134.72	3132.27	3132.82	25962.0
2018-08-24 15:00:00	ES	Futures	3132.82	3134.45	3131.46	3133.09	27756.0
2018-08-24 15:30:00	ES	Futures	3133.36	3135.0	3132.0	3133.91	109219.0
2018-08-24 16:00:00	ES	Futures	3133.91	3135.81	3133.09	3135.27	56122.0
2018-08-24 16:30:00	ES	Futures	3135.27	3136.09	3134.72	3135.0	7851.0
2018-08-24 00:00:00	NQ	Futures	8763.95	8765.42	8760.41	8761.59	434.0
2018-08-24 00:30:00	NQ	Futures	8761.0	8765.42	8761.0	8763.65	315.0
2018-08-24 01:00:00	NQ	Futures	8764.24	8768.66	8763.36	8765.71	878.0
2018-08-24 01:30:00	NQ	Futures	8766.01	8768.07	8763.06	8764.24	1043.0
2018-08-24 02:00:00	NQ	Futures	8764.24	8766.01	8756.58	8760.71	1269.0
2018-08-24 02:30:00	NQ	Futures	8761.0	8764.83	8755.11	8756.88	1385.0
2018-08-24 03:00:00	NQ	Futures	8757.17	8762.47	8756.58	8760.12	1317.0
2018-08-24 03:30:00	NQ	Futures	8760.41	8766.3	8758.35	8762.77	1213.0
2018-08-24 04:00:00	NQ	Futures	8762.77	8767.48	8759.82	8761.88	1855.0
2018-08-24 04:30:00	NQ	Futures	8761.88	8766.59	8760.12	8765.12	1215.0
2018-08-24 05:00:00	NQ	Futures	8765.42	8766.01	8759.82	8761.3	829.0
2018-08-24 05:30:00	NQ	Futures	8761.0	8765.42	8759.23	8762.77	868.0
2018-08-24 06:00:00	NQ	Futures	8763.06	8774.25	8761.88	8773.66	1713.0
2018-08-24 06:30:00	NQ	Futures	8773.37	8773.66	8765.71	8771.89	1393.0
2018-08-24 07:00:00	NQ	Futures	8771.89	8773.07	8763.95	8767.18	1201.0
2018-08-24 07:30:00	NQ	Futures	8767.18	8771.01	8764.53	8767.77	1501.0

> showing 50 of 2,561 rows — these rows as CSV

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