PREVIEW / futures_30min / 2018-09-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-05.parquet
  size:    84 KB
  rows:    3,091

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
2018-09-05 00:00:00	ES	Futures	3157.88	3158.16	3157.61	3157.88	1077.0
2018-09-05 00:30:00	ES	Futures	3157.61	3157.88	3157.07	3157.07	1201.0
2018-09-05 01:00:00	ES	Futures	3157.34	3157.88	3156.52	3157.34	2238.0
2018-09-05 01:30:00	ES	Futures	3157.34	3157.34	3154.34	3154.61	4627.0
2018-09-05 02:00:00	ES	Futures	3154.61	3154.61	3150.26	3151.89	8096.0
2018-09-05 02:30:00	ES	Futures	3151.89	3152.16	3148.62	3149.17	6192.0
2018-09-05 03:00:00	ES	Futures	3149.17	3151.62	3144.53	3145.35	17930.0
2018-09-05 03:30:00	ES	Futures	3145.35	3148.08	3145.35	3147.8	11541.0
2018-09-05 04:00:00	ES	Futures	3147.53	3148.89	3144.26	3144.81	13792.0
2018-09-05 04:30:00	ES	Futures	3144.81	3148.89	3144.81	3147.53	8224.0
2018-09-05 05:00:00	ES	Futures	3147.53	3149.17	3145.9	3146.17	8364.0
2018-09-05 05:30:00	ES	Futures	3145.9	3148.35	3145.35	3147.8	6118.0
2018-09-05 06:00:00	ES	Futures	3147.8	3149.17	3145.35	3148.35	7895.0
2018-09-05 06:30:00	ES	Futures	3148.35	3152.44	3147.8	3151.89	10178.0
2018-09-05 07:00:00	ES	Futures	3151.62	3152.71	3149.98	3149.98	6949.0
2018-09-05 07:30:00	ES	Futures	3149.98	3152.44	3149.44	3150.53	20167.0
2018-09-05 08:00:00	ES	Futures	3150.26	3151.89	3149.17	3149.44	12730.0
2018-09-05 08:30:00	ES	Futures	3149.17	3150.53	3147.53	3149.17	17514.0
2018-09-05 09:00:00	ES	Futures	3148.89	3154.89	3148.89	3152.71	35494.0
2018-09-05 09:30:00	ES	Futures	3152.98	3155.16	3146.17	3146.71	166376.0
2018-09-05 10:00:00	ES	Futures	3146.99	3148.89	3136.09	3142.63	245893.0
2018-09-05 10:30:00	ES	Futures	3142.63	3146.17	3136.63	3144.26	147028.0
2018-09-05 11:00:00	ES	Futures	3144.26	3146.17	3139.08	3139.36	110707.0
2018-09-05 11:30:00	ES	Futures	3139.36	3146.71	3137.99	3144.81	86571.0
2018-09-05 12:00:00	ES	Futures	3144.81	3148.62	3144.53	3148.08	61050.0
2018-09-05 12:30:00	ES	Futures	3148.08	3151.35	3145.35	3145.62	66513.0
2018-09-05 13:00:00	ES	Futures	3145.62	3152.44	3145.35	3151.07	45694.0
2018-09-05 13:30:00	ES	Futures	3151.35	3153.52	3148.08	3149.44	42234.0
2018-09-05 14:00:00	ES	Futures	3149.44	3150.8	3146.99	3149.44	41009.0
2018-09-05 14:30:00	ES	Futures	3149.44	3151.89	3146.44	3148.35	54215.0
2018-09-05 15:00:00	ES	Futures	3148.35	3151.62	3146.71	3148.89	56111.0
2018-09-05 15:30:00	ES	Futures	3148.62	3150.26	3143.99	3148.89	150254.0
2018-09-05 16:00:00	ES	Futures	3148.62	3150.53	3145.62	3148.08	45450.0
2018-09-05 16:30:00	ES	Futures	3148.62	3149.98	3147.8	3149.44	6129.0
2018-09-05 18:00:00	ES	Futures	3148.08	3148.62	3145.9	3147.8	2858.0
2018-09-05 18:30:00	ES	Futures	3148.08	3148.62	3146.17	3146.44	1281.0
2018-09-05 19:00:00	ES	Futures	3146.44	3146.99	3146.17	3146.99	743.0
2018-09-05 19:30:00	ES	Futures	3146.99	3146.99	3144.53	3145.08	2323.0
2018-09-05 20:00:00	ES	Futures	3145.35	3146.99	3144.26	3146.71	4145.0
2018-09-05 20:30:00	ES	Futures	3146.71	3147.26	3145.08	3146.17	2055.0
2018-09-05 21:00:00	ES	Futures	3146.17	3146.44	3143.99	3146.44	4129.0
2018-09-05 21:30:00	ES	Futures	3146.71	3149.44	3146.17	3148.35	5290.0
2018-09-05 22:00:00	ES	Futures	3148.35	3149.71	3148.08	3148.89	2441.0
2018-09-05 22:30:00	ES	Futures	3149.17	3150.8	3148.08	3149.98	2662.0
2018-09-05 23:00:00	ES	Futures	3149.98	3150.8	3148.35	3148.89	2648.0
2018-09-05 23:30:00	ES	Futures	3148.62	3148.62	3146.44	3146.99	3035.0
2018-09-05 00:00:00	NQ	Futures	8990.06	8991.82	8988.29	8990.35	290.0
2018-09-05 00:30:00	NQ	Futures	8990.35	8991.24	8986.53	8986.53	543.0
2018-09-05 01:00:00	NQ	Futures	8986.53	8987.41	8983.58	8986.23	938.0
2018-09-05 01:30:00	NQ	Futures	8986.23	8986.53	8974.75	8976.81	1991.0

> showing 50 of 3,091 rows — these rows as CSV

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