PREVIEW / futures_30min / 2018-09-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-09-28.parquet
  size:    76 KB
  rows:    2,667

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
2018-09-28 00:00:00	ES	Futures	3180.2	3180.48	3178.57	3179.12	1690.0
2018-09-28 00:30:00	ES	Futures	3178.84	3179.93	3178.3	3179.66	1532.0
2018-09-28 01:00:00	ES	Futures	3179.66	3179.93	3178.03	3178.3	1642.0
2018-09-28 01:30:00	ES	Futures	3178.57	3179.12	3178.03	3178.03	2870.0
2018-09-28 02:00:00	ES	Futures	3178.3	3178.57	3176.12	3176.12	4704.0
2018-09-28 02:30:00	ES	Futures	3176.4	3176.67	3174.76	3175.04	4662.0
2018-09-28 03:00:00	ES	Futures	3174.76	3175.31	3171.5	3172.86	18306.0
2018-09-28 03:30:00	ES	Futures	3172.86	3176.12	3172.86	3174.22	9852.0
2018-09-28 04:00:00	ES	Futures	3174.22	3177.21	3173.4	3176.4	11070.0
2018-09-28 04:30:00	ES	Futures	3176.4	3178.57	3176.4	3178.03	7596.0
2018-09-28 05:00:00	ES	Futures	3177.76	3178.3	3174.49	3175.31	11533.0
2018-09-28 05:30:00	ES	Futures	3175.31	3175.85	3173.4	3173.95	9407.0
2018-09-28 06:00:00	ES	Futures	3173.95	3174.49	3168.51	3170.68	15766.0
2018-09-28 06:30:00	ES	Futures	3170.41	3172.59	3169.05	3170.68	10812.0
2018-09-28 07:00:00	ES	Futures	3170.68	3171.23	3167.69	3169.05	14506.0
2018-09-28 07:30:00	ES	Futures	3168.78	3169.05	3164.7	3165.79	20603.0
2018-09-28 08:00:00	ES	Futures	3165.52	3167.15	3163.88	3166.88	16806.0
2018-09-28 08:30:00	ES	Futures	3166.88	3169.32	3166.33	3168.51	20286.0
2018-09-28 09:00:00	ES	Futures	3168.78	3170.14	3166.6	3169.05	20377.0
2018-09-28 09:30:00	ES	Futures	3168.78	3173.68	3168.24	3172.86	113445.0
2018-09-28 10:00:00	ES	Futures	3173.13	3176.4	3170.68	3176.4	86825.0
2018-09-28 10:30:00	ES	Futures	3176.4	3181.29	3175.04	3179.93	77632.0
2018-09-28 11:00:00	ES	Futures	3180.2	3182.92	3179.39	3181.02	59179.0
2018-09-28 11:30:00	ES	Futures	3180.75	3181.84	3178.3	3178.84	45292.0
2018-09-28 12:00:00	ES	Futures	3178.57	3180.48	3177.76	3178.3	30679.0
2018-09-28 12:30:00	ES	Futures	3178.3	3179.66	3172.04	3176.67	63414.0
2018-09-28 13:00:00	ES	Futures	3176.67	3178.84	3175.31	3178.57	22379.0
2018-09-28 13:30:00	ES	Futures	3178.57	3181.29	3178.3	3178.57	45074.0
2018-09-28 14:00:00	ES	Futures	3178.57	3178.84	3174.22	3177.48	46600.0
2018-09-28 14:30:00	ES	Futures	3177.48	3178.3	3174.76	3175.04	39124.0
2018-09-28 15:00:00	ES	Futures	3175.31	3178.03	3173.95	3176.4	74992.0
2018-09-28 15:30:00	ES	Futures	3176.4	3177.48	3172.59	3175.85	328579.0
2018-09-28 16:00:00	ES	Futures	3175.85	3179.39	3175.31	3177.21	89869.0
2018-09-28 16:30:00	ES	Futures	3177.48	3179.39	3177.21	3178.84	6176.0
2018-09-28 00:00:00	NQ	Futures	8996.82	8998.88	8990.96	8993.89	923.0
2018-09-28 00:30:00	NQ	Futures	8993.01	8996.82	8990.96	8996.24	613.0
2018-09-28 01:00:00	NQ	Futures	8996.24	8996.82	8991.25	8993.31	725.0
2018-09-28 01:30:00	NQ	Futures	8993.6	8996.24	8991.25	8991.25	1485.0
2018-09-28 02:00:00	NQ	Futures	8991.84	8992.43	8982.45	8983.92	2360.0
2018-09-28 02:30:00	NQ	Futures	8983.63	8986.56	8977.47	8978.64	1712.0
2018-09-28 03:00:00	NQ	Futures	8978.64	8980.4	8966.32	8970.72	6520.0
2018-09-28 03:30:00	NQ	Futures	8970.72	8982.16	8970.72	8976.29	4637.0
2018-09-28 04:00:00	NQ	Futures	8976.0	8985.39	8973.07	8981.87	4353.0
2018-09-28 04:30:00	NQ	Futures	8981.57	8989.79	8980.99	8986.85	4558.0
2018-09-28 05:00:00	NQ	Futures	8986.85	8989.49	8975.12	8978.93	4238.0
2018-09-28 05:30:00	NQ	Futures	8979.23	8981.57	8970.72	8973.95	3722.0
2018-09-28 06:00:00	NQ	Futures	8974.24	8974.83	8957.52	8963.97	5683.0
2018-09-28 06:30:00	NQ	Futures	8963.68	8968.08	8958.99	8962.51	3768.0
2018-09-28 07:00:00	NQ	Futures	8962.8	8963.39	8949.01	8953.12	5759.0
2018-09-28 07:30:00	NQ	Futures	8952.53	8952.53	8936.7	8939.92	6985.0

> showing 50 of 2,667 rows — these rows as CSV

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