PREVIEW / futures_30min / 2018-10-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-04.parquet
  size:    89 KB
  rows:    3,241

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
2018-10-04 00:00:00	ES	Futures	3175.04	3176.12	3174.49	3175.85	6115.0
2018-10-04 00:30:00	ES	Futures	3175.85	3178.03	3175.31	3176.94	3334.0
2018-10-04 01:00:00	ES	Futures	3176.94	3176.94	3175.04	3175.31	2679.0
2018-10-04 01:30:00	ES	Futures	3175.31	3175.31	3173.4	3174.22	5702.0
2018-10-04 02:00:00	ES	Futures	3174.49	3174.49	3171.77	3173.4	9966.0
2018-10-04 02:30:00	ES	Futures	3173.4	3175.58	3172.86	3175.04	5373.0
2018-10-04 03:00:00	ES	Futures	3175.31	3176.12	3170.14	3170.96	20024.0
2018-10-04 03:30:00	ES	Futures	3170.68	3174.76	3169.6	3174.22	14607.0
2018-10-04 04:00:00	ES	Futures	3174.22	3174.49	3170.14	3170.68	8713.0
2018-10-04 04:30:00	ES	Futures	3170.96	3172.86	3169.87	3172.04	8031.0
2018-10-04 05:00:00	ES	Futures	3172.32	3174.49	3169.6	3173.95	19524.0
2018-10-04 05:30:00	ES	Futures	3173.95	3175.31	3173.13	3173.95	10725.0
2018-10-04 06:00:00	ES	Futures	3173.95	3176.94	3173.4	3175.04	14729.0
2018-10-04 06:30:00	ES	Futures	3175.04	3178.03	3174.76	3178.03	9201.0
2018-10-04 07:00:00	ES	Futures	3177.76	3179.12	3177.21	3177.76	10449.0
2018-10-04 07:30:00	ES	Futures	3177.76	3178.03	3175.31	3177.76	12479.0
2018-10-04 08:00:00	ES	Futures	3178.03	3178.3	3174.76	3176.4	13474.0
2018-10-04 08:30:00	ES	Futures	3176.4	3179.93	3174.22	3179.12	26422.0
2018-10-04 09:00:00	ES	Futures	3178.84	3181.29	3178.03	3181.02	19487.0
2018-10-04 09:30:00	ES	Futures	3181.02	3181.29	3174.49	3175.58	176732.0
2018-10-04 10:00:00	ES	Futures	3175.58	3175.58	3161.16	3164.16	228560.0
2018-10-04 10:30:00	ES	Futures	3163.88	3167.96	3161.44	3164.16	128717.0
2018-10-04 11:00:00	ES	Futures	3164.16	3169.6	3163.61	3164.16	94602.0
2018-10-04 11:30:00	ES	Futures	3164.16	3165.79	3158.17	3158.72	110852.0
2018-10-04 12:00:00	ES	Futures	3158.72	3160.62	3148.38	3152.73	151739.0
2018-10-04 12:30:00	ES	Futures	3152.46	3160.08	3152.19	3153.82	91940.0
2018-10-04 13:00:00	ES	Futures	3153.82	3154.91	3146.2	3149.47	110482.0
2018-10-04 13:30:00	ES	Futures	3149.47	3151.37	3144.84	3147.02	102046.0
2018-10-04 14:00:00	ES	Futures	3147.02	3149.74	3141.85	3146.2	109760.0
2018-10-04 14:30:00	ES	Futures	3146.2	3158.17	3144.57	3157.36	154420.0
2018-10-04 15:00:00	ES	Futures	3157.08	3160.89	3154.64	3154.64	104410.0
2018-10-04 15:30:00	ES	Futures	3154.91	3163.88	3152.19	3161.98	200559.0
2018-10-04 16:00:00	ES	Futures	3162.25	3164.43	3161.71	3163.34	67963.0
2018-10-04 16:30:00	ES	Futures	3163.07	3166.6	3161.98	3166.6	9320.0
2018-10-04 18:00:00	ES	Futures	3166.06	3166.6	3164.43	3164.7	4310.0
2018-10-04 18:30:00	ES	Futures	3164.97	3165.79	3163.88	3164.43	1518.0
2018-10-04 19:00:00	ES	Futures	3164.43	3165.24	3163.88	3164.7	1066.0
2018-10-04 19:30:00	ES	Futures	3164.43	3166.88	3164.43	3166.06	2407.0
2018-10-04 20:00:00	ES	Futures	3166.33	3168.51	3164.97	3167.42	5773.0
2018-10-04 20:30:00	ES	Futures	3167.69	3170.41	3167.42	3169.87	5444.0
2018-10-04 21:00:00	ES	Futures	3169.87	3170.14	3167.96	3168.51	4351.0
2018-10-04 21:30:00	ES	Futures	3168.51	3172.04	3168.24	3168.78	8314.0
2018-10-04 22:00:00	ES	Futures	3168.51	3169.32	3163.07	3163.61	7055.0
2018-10-04 22:30:00	ES	Futures	3163.61	3166.06	3162.8	3165.24	5282.0
2018-10-04 23:00:00	ES	Futures	3165.24	3167.15	3164.43	3166.33	2787.0
2018-10-04 23:30:00	ES	Futures	3166.6	3167.42	3166.06	3166.88	1595.0
2018-10-04 00:00:00	NQ	Futures	8943.73	8949.01	8941.68	8947.25	1725.0
2018-10-04 00:30:00	NQ	Futures	8946.96	8960.16	8945.49	8952.83	1771.0
2018-10-04 01:00:00	NQ	Futures	8952.53	8953.12	8945.49	8946.08	1174.0
2018-10-04 01:30:00	NQ	Futures	8946.08	8946.67	8938.16	8940.51	2100.0

> showing 50 of 3,241 rows — these rows as CSV

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