PREVIEW / futures_30min / 2018-10-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-01.parquet
  size:    84 KB
  rows:    3,222

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
2018-10-01 00:00:00	ES	Futures	3193.26	3193.8	3192.99	3193.53	869.0
2018-10-01 00:30:00	ES	Futures	3193.26	3194.08	3191.9	3193.8	2917.0
2018-10-01 01:00:00	ES	Futures	3193.53	3193.53	3192.17	3192.44	2490.0
2018-10-01 01:30:00	ES	Futures	3192.44	3192.99	3191.9	3192.17	1550.0
2018-10-01 02:00:00	ES	Futures	3192.17	3193.53	3191.63	3192.44	5567.0
2018-10-01 02:30:00	ES	Futures	3192.44	3192.44	3191.08	3191.63	2774.0
2018-10-01 03:00:00	ES	Futures	3191.63	3194.35	3190.0	3194.08	14285.0
2018-10-01 03:30:00	ES	Futures	3194.08	3195.71	3193.26	3195.16	8840.0
2018-10-01 04:00:00	ES	Futures	3195.16	3195.98	3194.35	3195.16	6414.0
2018-10-01 04:30:00	ES	Futures	3195.44	3196.25	3194.62	3195.98	5175.0
2018-10-01 05:00:00	ES	Futures	3195.71	3196.25	3193.8	3194.89	6898.0
2018-10-01 05:30:00	ES	Futures	3195.16	3196.25	3194.35	3195.98	8136.0
2018-10-01 06:00:00	ES	Futures	3195.98	3196.25	3194.08	3195.16	6402.0
2018-10-01 06:30:00	ES	Futures	3195.16	3195.71	3194.08	3194.89	5592.0
2018-10-01 07:00:00	ES	Futures	3194.89	3195.98	3193.8	3195.71	4955.0
2018-10-01 07:30:00	ES	Futures	3195.44	3195.44	3192.44	3193.8	10451.0
2018-10-01 08:00:00	ES	Futures	3193.53	3194.62	3191.36	3191.63	14869.0
2018-10-01 08:30:00	ES	Futures	3191.9	3191.9	3189.72	3191.36	15160.0
2018-10-01 09:00:00	ES	Futures	3191.36	3192.44	3190.81	3191.9	12004.0
2018-10-01 09:30:00	ES	Futures	3191.9	3198.16	3190.54	3197.07	134836.0
2018-10-01 10:00:00	ES	Futures	3197.07	3199.79	3195.98	3199.52	83923.0
2018-10-01 10:30:00	ES	Futures	3199.52	3200.88	3196.25	3197.88	72449.0
2018-10-01 11:00:00	ES	Futures	3198.16	3198.97	3196.25	3196.8	51022.0
2018-10-01 11:30:00	ES	Futures	3197.07	3198.7	3194.62	3196.25	47474.0
2018-10-01 12:00:00	ES	Futures	3196.52	3196.52	3190.0	3191.9	57447.0
2018-10-01 12:30:00	ES	Futures	3192.17	3192.44	3189.18	3190.54	55128.0
2018-10-01 13:00:00	ES	Futures	3190.54	3192.72	3189.72	3192.17	31468.0
2018-10-01 13:30:00	ES	Futures	3192.44	3193.53	3190.54	3191.08	36312.0
2018-10-01 14:00:00	ES	Futures	3191.08	3191.36	3187.55	3190.81	57267.0
2018-10-01 14:30:00	ES	Futures	3191.08	3191.08	3187.28	3190.54	40930.0
2018-10-01 15:00:00	ES	Futures	3190.54	3191.36	3183.47	3184.83	88039.0
2018-10-01 15:30:00	ES	Futures	3184.56	3187.82	3179.66	3187.0	182123.0
2018-10-01 16:00:00	ES	Futures	3187.0	3188.36	3185.1	3187.55	63873.0
2018-10-01 16:30:00	ES	Futures	3188.09	3188.64	3186.19	3187.0	7372.0
2018-10-01 18:00:00	ES	Futures	3187.0	3187.82	3185.92	3186.73	3520.0
2018-10-01 18:30:00	ES	Futures	3187.0	3187.82	3186.19	3187.0	4887.0
2018-10-01 19:00:00	ES	Futures	3187.0	3187.28	3186.46	3187.0	496.0
2018-10-01 19:30:00	ES	Futures	3186.73	3187.82	3186.46	3187.0	2457.0
2018-10-01 20:00:00	ES	Futures	3186.73	3187.28	3184.56	3185.37	4213.0
2018-10-01 20:30:00	ES	Futures	3185.37	3187.28	3185.1	3186.19	1863.0
2018-10-01 21:00:00	ES	Futures	3186.19	3186.46	3183.2	3184.01	4015.0
2018-10-01 21:30:00	ES	Futures	3184.28	3184.56	3182.11	3183.74	4914.0
2018-10-01 22:00:00	ES	Futures	3183.47	3183.47	3182.11	3182.38	2947.0
2018-10-01 22:30:00	ES	Futures	3182.11	3183.2	3181.29	3182.92	3249.0
2018-10-01 23:00:00	ES	Futures	3182.92	3184.28	3182.65	3184.01	1354.0
2018-10-01 23:30:00	ES	Futures	3184.01	3184.28	3183.47	3183.74	1000.0
2018-10-01 00:00:00	NQ	Futures	9043.46	9045.51	9041.41	9044.34	499.0
2018-10-01 00:30:00	NQ	Futures	9044.05	9048.74	9039.06	9047.86	1003.0
2018-10-01 01:00:00	NQ	Futures	9047.86	9047.86	9039.94	9042.88	838.0
2018-10-01 01:30:00	NQ	Futures	9042.58	9044.64	9039.65	9042.0	782.0

> showing 50 of 3,222 rows — these rows as CSV

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