PREVIEW / futures_30min / 2018-09-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-06.parquet
  size:    83 KB
  rows:    3,125

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
2018-09-06 00:00:00	ES	Futures	3147.26	3148.35	3146.99	3147.26	739.0
2018-09-06 00:30:00	ES	Futures	3147.53	3147.53	3146.44	3146.99	916.0
2018-09-06 01:00:00	ES	Futures	3146.99	3147.26	3145.35	3145.62	2743.0
2018-09-06 01:30:00	ES	Futures	3145.9	3145.9	3144.81	3145.62	1950.0
2018-09-06 02:00:00	ES	Futures	3145.9	3145.9	3142.35	3144.26	6663.0
2018-09-06 02:30:00	ES	Futures	3144.26	3145.08	3141.26	3142.35	4552.0
2018-09-06 03:00:00	ES	Futures	3142.35	3146.44	3140.99	3143.17	13896.0
2018-09-06 03:30:00	ES	Futures	3143.44	3145.9	3143.17	3144.26	6162.0
2018-09-06 04:00:00	ES	Futures	3143.99	3148.89	3143.99	3147.8	7899.0
2018-09-06 04:30:00	ES	Futures	3148.08	3151.35	3147.8	3151.35	9522.0
2018-09-06 05:00:00	ES	Futures	3151.07	3152.71	3150.26	3151.62	8636.0
2018-09-06 05:30:00	ES	Futures	3151.35	3152.44	3149.44	3149.71	6279.0
2018-09-06 06:00:00	ES	Futures	3149.98	3151.07	3149.17	3149.44	6088.0
2018-09-06 06:30:00	ES	Futures	3149.44	3150.26	3146.71	3146.71	6982.0
2018-09-06 07:00:00	ES	Futures	3146.71	3148.62	3144.81	3147.26	12050.0
2018-09-06 07:30:00	ES	Futures	3147.26	3150.8	3147.26	3150.26	7502.0
2018-09-06 08:00:00	ES	Futures	3150.26	3152.44	3149.17	3150.26	17075.0
2018-09-06 08:30:00	ES	Futures	3150.26	3151.35	3148.08	3151.07	12788.0
2018-09-06 09:00:00	ES	Futures	3151.07	3151.89	3148.08	3149.44	24705.0
2018-09-06 09:30:00	ES	Futures	3149.44	3152.98	3144.81	3152.71	149473.0
2018-09-06 10:00:00	ES	Futures	3152.71	3152.98	3138.27	3143.99	184131.0
2018-09-06 10:30:00	ES	Futures	3143.72	3143.99	3129.55	3133.63	199031.0
2018-09-06 11:00:00	ES	Futures	3133.63	3135.27	3126.82	3131.46	158366.0
2018-09-06 11:30:00	ES	Futures	3131.73	3137.18	3130.09	3135.27	95572.0
2018-09-06 12:00:00	ES	Futures	3135.0	3135.81	3132.0	3132.55	54495.0
2018-09-06 12:30:00	ES	Futures	3132.55	3133.91	3128.73	3129.0	47045.0
2018-09-06 13:00:00	ES	Futures	3128.73	3133.36	3125.73	3131.73	66199.0
2018-09-06 13:30:00	ES	Futures	3131.46	3135.81	3130.64	3132.55	50943.0
2018-09-06 14:00:00	ES	Futures	3132.82	3136.36	3131.73	3133.36	47058.0
2018-09-06 14:30:00	ES	Futures	3133.09	3138.81	3133.09	3135.81	61157.0
2018-09-06 15:00:00	ES	Futures	3136.09	3143.72	3135.81	3142.63	78617.0
2018-09-06 15:30:00	ES	Futures	3142.9	3143.72	3137.45	3138.81	132526.0
2018-09-06 16:00:00	ES	Futures	3138.81	3140.45	3136.9	3137.45	54060.0
2018-09-06 16:30:00	ES	Futures	3137.45	3138.27	3136.09	3136.9	7369.0
2018-09-06 18:00:00	ES	Futures	3136.36	3137.18	3135.81	3136.36	2869.0
2018-09-06 18:30:00	ES	Futures	3136.36	3137.45	3135.54	3137.45	1346.0
2018-09-06 19:00:00	ES	Futures	3137.45	3137.72	3135.54	3135.81	951.0
2018-09-06 19:30:00	ES	Futures	3135.81	3136.63	3135.54	3135.81	2107.0
2018-09-06 20:00:00	ES	Futures	3135.81	3136.36	3129.82	3131.18	11451.0
2018-09-06 20:30:00	ES	Futures	3131.18	3132.0	3129.0	3131.73	5332.0
2018-09-06 21:00:00	ES	Futures	3131.46	3133.91	3129.82	3132.82	5574.0
2018-09-06 21:30:00	ES	Futures	3133.09	3137.45	3132.27	3136.36	7378.0
2018-09-06 22:00:00	ES	Futures	3136.36	3137.99	3135.0	3135.27	6204.0
2018-09-06 22:30:00	ES	Futures	3135.27	3136.09	3133.09	3134.72	5188.0
2018-09-06 23:00:00	ES	Futures	3134.72	3135.0	3132.0	3132.27	3909.0
2018-09-06 23:30:00	ES	Futures	3132.27	3133.63	3130.64	3133.63	6511.0
2018-09-06 00:00:00	NQ	Futures	8864.64	8867.58	8863.46	8865.22	369.0
2018-09-06 00:30:00	NQ	Futures	8864.93	8865.52	8861.99	8863.75	387.0
2018-09-06 01:00:00	NQ	Futures	8863.75	8863.75	8858.16	8859.93	1529.0
2018-09-06 01:30:00	NQ	Futures	8859.93	8860.81	8857.86	8858.45	1275.0

> showing 50 of 3,125 rows — these rows as CSV

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