PREVIEW / futures_30min / 2018-09-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-11.parquet
  size:    75 KB
  rows:    2,815

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
2018-09-11 00:00:00	ES	Futures	3143.99	3144.26	3143.44	3143.99	830.0
2018-09-11 00:30:00	ES	Futures	3143.99	3144.26	3143.44	3143.99	931.0
2018-09-11 01:00:00	ES	Futures	3143.72	3144.26	3143.72	3143.72	2023.0
2018-09-11 01:30:00	ES	Futures	3143.99	3143.99	3142.35	3143.72	3348.0
2018-09-11 02:00:00	ES	Futures	3143.44	3143.99	3142.35	3143.17	3046.0
2018-09-11 02:30:00	ES	Futures	3143.17	3143.99	3142.63	3143.72	2233.0
2018-09-11 03:00:00	ES	Futures	3143.44	3143.99	3141.81	3142.63	4639.0
2018-09-11 03:30:00	ES	Futures	3142.35	3142.9	3139.08	3140.17	6937.0
2018-09-11 04:00:00	ES	Futures	3140.17	3141.26	3139.36	3139.36	6264.0
2018-09-11 04:30:00	ES	Futures	3139.36	3139.9	3132.82	3135.81	17672.0
2018-09-11 05:00:00	ES	Futures	3135.54	3135.81	3129.82	3132.0	18729.0
2018-09-11 05:30:00	ES	Futures	3131.73	3133.09	3129.28	3132.82	10452.0
2018-09-11 06:00:00	ES	Futures	3132.82	3134.45	3131.46	3132.82	7948.0
2018-09-11 06:30:00	ES	Futures	3132.55	3133.91	3131.73	3133.63	6172.0
2018-09-11 07:00:00	ES	Futures	3133.63	3133.63	3129.0	3129.82	12220.0
2018-09-11 07:30:00	ES	Futures	3129.82	3131.73	3128.73	3131.46	8298.0
2018-09-11 08:00:00	ES	Futures	3131.18	3132.27	3127.91	3131.46	19871.0
2018-09-11 08:30:00	ES	Futures	3131.46	3131.46	3127.91	3129.28	14987.0
2018-09-11 09:00:00	ES	Futures	3129.0	3130.91	3128.46	3129.55	16987.0
2018-09-11 09:30:00	ES	Futures	3129.28	3135.27	3124.92	3134.45	173578.0
2018-09-11 10:00:00	ES	Futures	3134.45	3140.45	3133.36	3139.36	123925.0
2018-09-11 10:30:00	ES	Futures	3139.36	3139.63	3135.0	3136.63	69199.0
2018-09-11 11:00:00	ES	Futures	3136.9	3142.9	3136.63	3141.81	79846.0
2018-09-11 11:30:00	ES	Futures	3142.08	3151.35	3142.08	3151.35	97134.0
2018-09-11 12:00:00	ES	Futures	3151.35	3152.98	3149.17	3149.98	65992.0
2018-09-11 12:30:00	ES	Futures	3149.98	3152.44	3148.89	3152.44	32639.0
2018-09-11 13:00:00	ES	Futures	3152.44	3152.98	3148.62	3149.17	47736.0
2018-09-11 13:30:00	ES	Futures	3149.17	3150.8	3147.53	3148.62	32448.0
2018-09-11 14:00:00	ES	Futures	3148.89	3151.35	3146.99	3151.07	32237.0
2018-09-11 14:30:00	ES	Futures	3151.07	3152.44	3150.26	3150.53	34197.0
2018-09-11 15:00:00	ES	Futures	3150.26	3151.89	3148.89	3149.71	35726.0
2018-09-11 15:30:00	ES	Futures	3149.44	3150.53	3146.71	3148.62	100542.0
2018-09-11 16:00:00	ES	Futures	3148.62	3149.71	3148.08	3149.71	43005.0
2018-09-11 16:30:00	ES	Futures	3149.71	3150.8	3149.44	3149.71	5753.0
2018-09-11 18:00:00	ES	Futures	3149.71	3152.16	3149.71	3151.62	4040.0
2018-09-11 18:30:00	ES	Futures	3151.62	3152.16	3150.8	3151.35	1773.0
2018-09-11 19:00:00	ES	Futures	3151.07	3151.89	3151.07	3151.35	590.0
2018-09-11 19:30:00	ES	Futures	3151.35	3151.35	3150.26	3150.53	1243.0
2018-09-11 20:00:00	ES	Futures	3150.8	3151.35	3147.53	3148.08	5123.0
2018-09-11 20:30:00	ES	Futures	3148.08	3148.89	3147.53	3148.62	2755.0
2018-09-11 21:00:00	ES	Futures	3148.89	3149.71	3148.08	3149.17	2407.0
2018-09-11 21:30:00	ES	Futures	3149.17	3149.44	3145.62	3146.44	6128.0
2018-09-11 22:00:00	ES	Futures	3146.44	3147.53	3145.62	3146.99	3573.0
2018-09-11 22:30:00	ES	Futures	3146.99	3147.53	3146.17	3147.53	2586.0
2018-09-11 23:00:00	ES	Futures	3147.53	3147.8	3146.44	3146.99	1539.0
2018-09-11 23:30:00	ES	Futures	3146.99	3147.26	3146.44	3146.71	1550.0
2018-09-11 00:00:00	NQ	Futures	8813.7	8816.94	8812.52	8816.65	662.0
2018-09-11 00:30:00	NQ	Futures	8816.35	8816.65	8811.94	8813.11	479.0
2018-09-11 01:00:00	NQ	Futures	8812.82	8814.0	8810.76	8812.23	631.0
2018-09-11 01:30:00	NQ	Futures	8812.52	8812.82	8806.64	8808.99	1165.0

> showing 50 of 2,815 rows — these rows as CSV

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