PREVIEW / futures_30min / 2018-09-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-19.parquet
  size:    81 KB
  rows:    3,127

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
2018-09-19 00:00:00	ES	Futures	3166.6	3167.42	3166.33	3167.42	1162.0
2018-09-19 00:30:00	ES	Futures	3167.42	3167.69	3166.6	3167.69	947.0
2018-09-19 01:00:00	ES	Futures	3167.42	3168.24	3166.6	3167.42	1705.0
2018-09-19 01:30:00	ES	Futures	3167.42	3168.51	3167.15	3168.24	1472.0
2018-09-19 02:00:00	ES	Futures	3167.96	3169.6	3167.69	3169.6	1955.0
2018-09-19 02:30:00	ES	Futures	3169.6	3170.14	3168.24	3168.51	2391.0
2018-09-19 03:00:00	ES	Futures	3168.78	3169.87	3167.42	3168.24	7656.0
2018-09-19 03:30:00	ES	Futures	3168.24	3169.87	3166.6	3166.6	4088.0
2018-09-19 04:00:00	ES	Futures	3166.88	3168.51	3166.33	3167.69	5386.0
2018-09-19 04:30:00	ES	Futures	3167.69	3167.69	3165.52	3166.06	5737.0
2018-09-19 05:00:00	ES	Futures	3166.06	3166.6	3165.52	3166.33	3629.0
2018-09-19 05:30:00	ES	Futures	3166.33	3166.88	3165.79	3166.33	2457.0
2018-09-19 06:00:00	ES	Futures	3166.06	3166.06	3165.24	3166.06	3415.0
2018-09-19 06:30:00	ES	Futures	3166.06	3167.15	3165.79	3166.33	3528.0
2018-09-19 07:00:00	ES	Futures	3166.06	3166.6	3164.43	3165.24	7088.0
2018-09-19 07:30:00	ES	Futures	3165.52	3165.79	3163.88	3164.43	7137.0
2018-09-19 08:00:00	ES	Futures	3164.16	3164.7	3161.44	3163.34	12582.0
2018-09-19 08:30:00	ES	Futures	3163.34	3165.24	3162.8	3164.43	11547.0
2018-09-19 09:00:00	ES	Futures	3164.43	3167.69	3163.88	3167.42	20064.0
2018-09-19 09:30:00	ES	Futures	3167.69	3173.95	3167.42	3170.14	174792.0
2018-09-19 10:00:00	ES	Futures	3169.87	3173.13	3166.06	3168.24	120345.0
2018-09-19 10:30:00	ES	Futures	3168.51	3171.23	3167.96	3168.78	59858.0
2018-09-19 11:00:00	ES	Futures	3168.78	3175.58	3167.96	3171.77	93439.0
2018-09-19 11:30:00	ES	Futures	3171.77	3173.68	3170.41	3173.13	62500.0
2018-09-19 12:00:00	ES	Futures	3173.4	3174.22	3170.68	3171.5	41273.0
2018-09-19 12:30:00	ES	Futures	3171.77	3172.59	3168.51	3172.04	46122.0
2018-09-19 13:00:00	ES	Futures	3172.32	3172.59	3169.05	3169.32	27714.0
2018-09-19 13:30:00	ES	Futures	3169.05	3171.5	3169.05	3170.68	21473.0
2018-09-19 14:00:00	ES	Futures	3170.68	3172.04	3169.6	3170.68	20787.0
2018-09-19 14:30:00	ES	Futures	3170.68	3170.96	3169.05	3169.05	18391.0
2018-09-19 15:00:00	ES	Futures	3169.32	3171.77	3168.78	3170.68	27741.0
2018-09-19 15:30:00	ES	Futures	3170.68	3172.86	3170.41	3170.68	74435.0
2018-09-19 16:00:00	ES	Futures	3170.68	3171.77	3170.14	3171.5	36053.0
2018-09-19 16:30:00	ES	Futures	3171.5	3173.13	3171.5	3173.13	3271.0
2018-09-19 18:00:00	ES	Futures	3173.13	3173.4	3172.32	3172.59	2017.0
2018-09-19 18:30:00	ES	Futures	3172.59	3172.86	3172.32	3172.86	468.0
2018-09-19 19:00:00	ES	Futures	3172.86	3173.95	3172.59	3173.4	1019.0
2018-09-19 19:30:00	ES	Futures	3173.4	3174.76	3173.13	3174.22	1855.0
2018-09-19 20:00:00	ES	Futures	3173.95	3174.49	3172.04	3173.13	2797.0
2018-09-19 20:30:00	ES	Futures	3172.86	3173.4	3172.32	3173.13	1359.0
2018-09-19 21:00:00	ES	Futures	3173.13	3173.95	3172.86	3173.4	1603.0
2018-09-19 21:30:00	ES	Futures	3173.13	3173.4	3171.5	3173.4	3614.0
2018-09-19 22:00:00	ES	Futures	3173.13	3173.95	3172.32	3172.32	2437.0
2018-09-19 22:30:00	ES	Futures	3172.32	3173.13	3172.04	3172.86	1209.0
2018-09-19 23:00:00	ES	Futures	3172.86	3173.4	3171.77	3171.77	1171.0
2018-09-19 23:30:00	ES	Futures	3171.77	3172.59	3170.68	3170.96	1637.0
2018-09-19 00:00:00	NQ	Futures	8827.88	8831.4	8826.41	8830.81	634.0
2018-09-19 00:30:00	NQ	Futures	8830.52	8833.16	8827.29	8832.57	460.0
2018-09-19 01:00:00	NQ	Futures	8832.28	8833.74	8826.41	8828.46	800.0
2018-09-19 01:30:00	NQ	Futures	8829.64	8835.21	8828.17	8834.33	657.0

> showing 50 of 3,127 rows — these rows as CSV

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