PREVIEW / futures_30min / 2018-09-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-14.parquet
  size:    70 KB
  rows:    2,527

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
2018-09-14 00:00:00	ES	Futures	3166.6	3166.88	3165.79	3166.33	528.0
2018-09-14 00:30:00	ES	Futures	3166.33	3166.33	3165.52	3166.33	441.0
2018-09-14 01:00:00	ES	Futures	3166.33	3167.42	3166.06	3166.6	1386.0
2018-09-14 01:30:00	ES	Futures	3166.6	3168.51	3166.6	3167.69	1452.0
2018-09-14 02:00:00	ES	Futures	3167.69	3170.41	3167.69	3170.14	2657.0
2018-09-14 02:30:00	ES	Futures	3170.41	3171.77	3169.87	3171.23	3310.0
2018-09-14 03:00:00	ES	Futures	3171.5	3173.68	3170.68	3172.86	6674.0
2018-09-14 03:30:00	ES	Futures	3172.86	3173.95	3171.23	3171.5	5007.0
2018-09-14 04:00:00	ES	Futures	3171.23	3172.86	3170.14	3171.77	4134.0
2018-09-14 04:30:00	ES	Futures	3171.77	3172.32	3170.14	3172.04	3710.0
2018-09-14 05:00:00	ES	Futures	3172.04	3172.59	3171.5	3171.5	1771.0
2018-09-14 05:30:00	ES	Futures	3171.5	3172.86	3170.68	3171.23	2948.0
2018-09-14 06:00:00	ES	Futures	3171.23	3172.04	3170.14	3170.96	2428.0
2018-09-14 06:30:00	ES	Futures	3170.96	3171.5	3169.6	3171.5	1760.0
2018-09-14 07:00:00	ES	Futures	3171.23	3173.4	3170.68	3172.32	5401.0
2018-09-14 07:30:00	ES	Futures	3172.32	3172.59	3171.23	3171.5	4258.0
2018-09-14 08:00:00	ES	Futures	3171.5	3171.77	3169.87	3170.41	5203.0
2018-09-14 08:30:00	ES	Futures	3170.68	3171.23	3169.05	3169.32	6911.0
2018-09-14 09:00:00	ES	Futures	3169.6	3170.14	3167.69	3168.51	11947.0
2018-09-14 09:30:00	ES	Futures	3168.51	3170.41	3165.52	3167.69	95224.0
2018-09-14 10:00:00	ES	Futures	3167.69	3168.24	3162.52	3166.06	75008.0
2018-09-14 10:30:00	ES	Futures	3166.06	3169.32	3165.79	3168.51	43332.0
2018-09-14 11:00:00	ES	Futures	3168.51	3170.68	3167.15	3169.05	51194.0
2018-09-14 11:30:00	ES	Futures	3169.32	3170.96	3168.24	3169.87	23677.0
2018-09-14 12:00:00	ES	Futures	3169.87	3170.14	3158.99	3160.89	138615.0
2018-09-14 12:30:00	ES	Futures	3160.89	3162.8	3159.8	3160.62	39079.0
2018-09-14 13:00:00	ES	Futures	3160.35	3162.8	3157.36	3161.98	40744.0
2018-09-14 13:30:00	ES	Futures	3161.98	3164.16	3161.98	3164.16	19744.0
2018-09-14 14:00:00	ES	Futures	3164.16	3165.52	3163.07	3164.43	29903.0
2018-09-14 14:30:00	ES	Futures	3164.43	3165.79	3163.34	3165.52	19633.0
2018-09-14 15:00:00	ES	Futures	3165.52	3167.15	3164.43	3164.97	23687.0
2018-09-14 15:30:00	ES	Futures	3164.97	3169.05	3164.97	3167.15	66378.0
2018-09-14 16:00:00	ES	Futures	3167.15	3168.78	3166.88	3167.96	32813.0
2018-09-14 16:30:00	ES	Futures	3167.96	3168.51	3166.06	3167.42	4794.0
2018-09-14 00:00:00	NQ	Futures	8917.34	8919.98	8916.46	8918.22	259.0
2018-09-14 00:30:00	NQ	Futures	8918.22	8918.51	8915.28	8917.34	244.0
2018-09-14 01:00:00	NQ	Futures	8917.63	8923.2	8915.87	8920.27	550.0
2018-09-14 01:30:00	NQ	Futures	8920.27	8928.19	8919.98	8925.26	669.0
2018-09-14 02:00:00	NQ	Futures	8925.26	8938.16	8924.38	8937.28	1434.0
2018-09-14 02:30:00	NQ	Futures	8936.99	8941.68	8934.06	8939.34	1556.0
2018-09-14 03:00:00	NQ	Futures	8939.34	8947.25	8936.11	8945.79	2740.0
2018-09-14 03:30:00	NQ	Futures	8946.08	8948.43	8937.58	8937.58	1931.0
2018-09-14 04:00:00	NQ	Futures	8937.58	8945.79	8932.88	8941.1	1696.0
2018-09-14 04:30:00	NQ	Futures	8941.1	8946.08	8937.87	8944.61	1177.0
2018-09-14 05:00:00	NQ	Futures	8944.61	8945.79	8940.8	8941.1	666.0
2018-09-14 05:30:00	NQ	Futures	8941.1	8946.08	8939.04	8939.63	1257.0
2018-09-14 06:00:00	NQ	Futures	8939.34	8943.73	8934.64	8939.92	988.0
2018-09-14 06:30:00	NQ	Futures	8939.92	8939.92	8935.23	8939.34	707.0
2018-09-14 07:00:00	NQ	Futures	8939.04	8944.32	8936.4	8941.68	1928.0
2018-09-14 07:30:00	NQ	Futures	8941.68	8944.32	8940.51	8941.1	1152.0

> showing 50 of 2,527 rows — these rows as CSV

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