PREVIEW / futures_30min / 2018-09-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-07.parquet
  size:    72 KB
  rows:    2,566

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
2018-09-07 00:00:00	ES	Futures	3133.91	3134.18	3133.09	3133.09	1638.0
2018-09-07 00:30:00	ES	Futures	3133.09	3134.18	3132.55	3133.63	2198.0
2018-09-07 01:00:00	ES	Futures	3133.63	3135.81	3133.63	3135.0	4725.0
2018-09-07 01:30:00	ES	Futures	3135.0	3136.09	3134.45	3135.54	3248.0
2018-09-07 02:00:00	ES	Futures	3135.27	3139.9	3134.72	3139.36	6627.0
2018-09-07 02:30:00	ES	Futures	3139.36	3140.45	3136.09	3137.72	6427.0
2018-09-07 03:00:00	ES	Futures	3137.45	3137.99	3135.81	3136.09	7120.0
2018-09-07 03:30:00	ES	Futures	3136.09	3139.36	3135.81	3136.63	6984.0
2018-09-07 04:00:00	ES	Futures	3136.36	3136.36	3133.91	3135.54	7253.0
2018-09-07 04:30:00	ES	Futures	3135.54	3136.36	3132.82	3133.36	4053.0
2018-09-07 05:00:00	ES	Futures	3133.36	3137.18	3132.27	3135.54	5112.0
2018-09-07 05:30:00	ES	Futures	3135.54	3135.54	3130.64	3131.73	9357.0
2018-09-07 06:00:00	ES	Futures	3131.46	3132.82	3130.37	3132.55	6632.0
2018-09-07 06:30:00	ES	Futures	3132.55	3134.72	3132.55	3133.63	8830.0
2018-09-07 07:00:00	ES	Futures	3133.63	3135.0	3132.55	3133.63	5023.0
2018-09-07 07:30:00	ES	Futures	3133.91	3134.45	3132.0	3132.27	6332.0
2018-09-07 08:00:00	ES	Futures	3132.55	3134.18	3131.73	3133.36	9320.0
2018-09-07 08:30:00	ES	Futures	3133.36	3134.18	3125.19	3125.73	71597.0
2018-09-07 09:00:00	ES	Futures	3126.01	3127.91	3123.55	3125.19	48610.0
2018-09-07 09:30:00	ES	Futures	3125.19	3136.36	3122.46	3134.18	216276.0
2018-09-07 10:00:00	ES	Futures	3133.91	3140.45	3132.55	3136.36	111410.0
2018-09-07 10:30:00	ES	Futures	3136.36	3141.54	3135.27	3139.9	75782.0
2018-09-07 11:00:00	ES	Futures	3140.17	3141.54	3137.72	3140.99	67105.0
2018-09-07 11:30:00	ES	Futures	3141.26	3144.26	3137.72	3137.99	67370.0
2018-09-07 12:00:00	ES	Futures	3138.27	3138.81	3126.01	3126.82	189793.0
2018-09-07 12:30:00	ES	Futures	3127.1	3132.82	3124.64	3131.73	100751.0
2018-09-07 13:00:00	ES	Futures	3131.73	3132.27	3126.55	3129.82	47925.0
2018-09-07 13:30:00	ES	Futures	3129.82	3131.18	3126.55	3127.1	41814.0
2018-09-07 14:00:00	ES	Futures	3127.1	3135.27	3127.1	3135.0	54152.0
2018-09-07 14:30:00	ES	Futures	3135.0	3136.09	3131.73	3135.54	46673.0
2018-09-07 15:00:00	ES	Futures	3135.54	3136.09	3131.73	3134.45	53527.0
2018-09-07 15:30:00	ES	Futures	3134.45	3135.27	3128.19	3132.0	211287.0
2018-09-07 16:00:00	ES	Futures	3132.0	3133.63	3129.55	3133.36	59324.0
2018-09-07 16:30:00	ES	Futures	3133.36	3133.36	3130.37	3130.91	6988.0
2018-09-07 00:00:00	NQ	Futures	8758.65	8759.82	8754.52	8755.11	810.0
2018-09-07 00:30:00	NQ	Futures	8755.11	8763.95	8754.23	8763.36	1811.0
2018-09-07 01:00:00	NQ	Futures	8763.36	8769.24	8760.12	8766.01	1823.0
2018-09-07 01:30:00	NQ	Futures	8766.01	8771.89	8764.83	8769.24	1506.0
2018-09-07 02:00:00	NQ	Futures	8769.54	8787.5	8767.48	8785.14	3067.0
2018-09-07 02:30:00	NQ	Futures	8785.44	8788.09	8776.31	8782.2	2329.0
2018-09-07 03:00:00	NQ	Futures	8781.9	8782.2	8774.54	8775.72	2318.0
2018-09-07 03:30:00	NQ	Futures	8776.02	8785.73	8774.54	8776.9	2257.0
2018-09-07 04:00:00	NQ	Futures	8776.61	8776.61	8768.36	8773.96	2861.0
2018-09-07 04:30:00	NQ	Futures	8773.96	8776.31	8764.83	8766.89	1926.0
2018-09-07 05:00:00	NQ	Futures	8766.59	8778.96	8761.3	8773.66	2253.0
2018-09-07 05:30:00	NQ	Futures	8773.66	8773.96	8755.11	8760.12	3085.0
2018-09-07 06:00:00	NQ	Futures	8760.41	8766.01	8756.0	8765.71	2130.0
2018-09-07 06:30:00	NQ	Futures	8765.42	8771.31	8765.42	8766.89	2750.0
2018-09-07 07:00:00	NQ	Futures	8767.18	8771.6	8765.42	8768.36	1445.0
2018-09-07 07:30:00	NQ	Futures	8768.36	8771.01	8762.47	8763.06	1983.0

> showing 50 of 2,566 rows — these rows as CSV

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