PREVIEW / futures_30min / 2018-09-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-20.parquet
  size:    87 KB
  rows:    3,176

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
2018-09-20 00:00:00	ES	Futures	3170.68	3171.5	3170.41	3171.5	845.0
2018-09-20 00:30:00	ES	Futures	3171.5	3172.32	3171.23	3171.5	807.0
2018-09-20 01:00:00	ES	Futures	3171.5	3171.5	3169.87	3170.96	3058.0
2018-09-20 01:30:00	ES	Futures	3170.96	3171.77	3170.96	3170.96	1186.0
2018-09-20 02:00:00	ES	Futures	3170.68	3171.23	3169.6	3171.23	2405.0
2018-09-20 02:30:00	ES	Futures	3171.23	3171.77	3170.41	3171.5	2694.0
2018-09-20 03:00:00	ES	Futures	3171.23	3173.68	3170.96	3173.13	5631.0
2018-09-20 03:30:00	ES	Futures	3173.13	3174.49	3172.32	3172.86	5273.0
2018-09-20 04:00:00	ES	Futures	3172.86	3173.68	3172.04	3172.86	4876.0
2018-09-20 04:30:00	ES	Futures	3173.13	3173.68	3170.68	3171.77	5422.0
2018-09-20 05:00:00	ES	Futures	3172.04	3173.68	3171.23	3173.4	4074.0
2018-09-20 05:30:00	ES	Futures	3173.4	3175.58	3173.4	3174.22	5637.0
2018-09-20 06:00:00	ES	Futures	3174.22	3174.76	3172.86	3173.13	4717.0
2018-09-20 06:30:00	ES	Futures	3173.13	3175.31	3173.13	3173.95	7578.0
2018-09-20 07:00:00	ES	Futures	3174.22	3178.03	3173.95	3177.76	15290.0
2018-09-20 07:30:00	ES	Futures	3178.03	3179.93	3177.48	3179.93	16272.0
2018-09-20 08:00:00	ES	Futures	3179.66	3184.56	3179.66	3182.11	35932.0
2018-09-20 08:30:00	ES	Futures	3182.38	3185.37	3181.56	3184.28	16411.0
2018-09-20 09:00:00	ES	Futures	3184.28	3185.37	3183.2	3185.37	17150.0
2018-09-20 09:30:00	ES	Futures	3185.37	3188.91	3183.74	3185.92	206780.0
2018-09-20 10:00:00	ES	Futures	3185.64	3191.08	3185.64	3186.46	102718.0
2018-09-20 10:30:00	ES	Futures	3186.46	3190.54	3185.37	3188.36	73620.0
2018-09-20 11:00:00	ES	Futures	3188.64	3191.63	3188.36	3191.08	93830.0
2018-09-20 11:30:00	ES	Futures	3191.36	3194.35	3190.81	3194.08	63412.0
2018-09-20 12:00:00	ES	Futures	3194.35	3194.35	3192.44	3193.53	39495.0
2018-09-20 12:30:00	ES	Futures	3193.53	3195.71	3192.44	3195.16	50983.0
2018-09-20 13:00:00	ES	Futures	3195.16	3197.07	3193.53	3193.53	40730.0
2018-09-20 13:30:00	ES	Futures	3193.53	3194.89	3192.99	3194.35	28863.0
2018-09-20 14:00:00	ES	Futures	3194.08	3195.71	3194.08	3195.44	24924.0
2018-09-20 14:30:00	ES	Futures	3195.16	3197.07	3193.26	3196.52	42518.0
2018-09-20 15:00:00	ES	Futures	3196.52	3199.52	3195.98	3197.61	65115.0
2018-09-20 15:30:00	ES	Futures	3197.34	3197.61	3194.35	3195.16	162526.0
2018-09-20 16:00:00	ES	Futures	3195.44	3198.43	3194.89	3198.43	56533.0
2018-09-20 16:30:00	ES	Futures	3198.43	3199.52	3197.61	3198.97	11068.0
2018-09-20 18:00:00	ES	Futures	3198.16	3198.97	3196.52	3198.43	3559.0
2018-09-20 18:30:00	ES	Futures	3198.16	3198.97	3197.07	3198.16	1097.0
2018-09-20 19:00:00	ES	Futures	3197.88	3198.43	3197.07	3197.34	951.0
2018-09-20 19:30:00	ES	Futures	3197.34	3199.79	3197.34	3199.24	2367.0
2018-09-20 20:00:00	ES	Futures	3199.24	3200.33	3198.43	3200.33	3810.0
2018-09-20 20:30:00	ES	Futures	3200.33	3201.15	3198.97	3199.52	2829.0
2018-09-20 21:00:00	ES	Futures	3199.52	3199.79	3197.88	3198.7	3431.0
2018-09-20 21:30:00	ES	Futures	3198.7	3199.24	3197.88	3198.7	2694.0
2018-09-20 22:00:00	ES	Futures	3198.97	3199.52	3198.43	3198.7	2044.0
2018-09-20 22:30:00	ES	Futures	3198.7	3199.79	3197.88	3199.79	1694.0
2018-09-20 23:00:00	ES	Futures	3199.52	3200.6	3199.24	3200.06	2266.0
2018-09-20 23:30:00	ES	Futures	3200.06	3200.6	3199.52	3200.06	1908.0
2018-09-20 00:00:00	NQ	Futures	8824.06	8827.88	8822.6	8827.88	485.0
2018-09-20 00:30:00	NQ	Futures	8827.88	8829.34	8825.82	8826.41	256.0
2018-09-20 01:00:00	NQ	Futures	8826.7	8827.0	8818.78	8822.01	1611.0
2018-09-20 01:30:00	NQ	Futures	8822.01	8824.94	8819.96	8820.54	457.0

> showing 50 of 3,176 rows — these rows as CSV

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