PREVIEW / futures_30min / 2018-10-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-05.parquet
  size:    76 KB
  rows:    2,662

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
2018-10-05 00:00:00	ES	Futures	3166.88	3168.78	3166.6	3166.88	2461.0
2018-10-05 00:30:00	ES	Futures	3166.88	3167.69	3166.6	3167.42	1129.0
2018-10-05 01:00:00	ES	Futures	3167.42	3168.24	3166.06	3167.15	2051.0
2018-10-05 01:30:00	ES	Futures	3167.15	3167.42	3164.7	3165.52	2311.0
2018-10-05 02:00:00	ES	Futures	3165.24	3167.42	3164.97	3166.6	4586.0
2018-10-05 02:30:00	ES	Futures	3166.33	3167.42	3165.79	3166.33	2145.0
2018-10-05 03:00:00	ES	Futures	3166.33	3166.33	3160.35	3160.89	16790.0
2018-10-05 03:30:00	ES	Futures	3160.89	3162.52	3159.53	3160.08	9665.0
2018-10-05 04:00:00	ES	Futures	3160.08	3160.35	3157.63	3157.9	10479.0
2018-10-05 04:30:00	ES	Futures	3157.9	3158.99	3156.0	3158.44	13774.0
2018-10-05 05:00:00	ES	Futures	3158.44	3160.62	3158.17	3160.08	8930.0
2018-10-05 05:30:00	ES	Futures	3160.35	3161.71	3159.26	3161.71	7725.0
2018-10-05 06:00:00	ES	Futures	3161.44	3163.61	3161.44	3162.8	7397.0
2018-10-05 06:30:00	ES	Futures	3163.07	3163.34	3161.16	3162.25	7853.0
2018-10-05 07:00:00	ES	Futures	3162.52	3166.33	3162.25	3164.97	9849.0
2018-10-05 07:30:00	ES	Futures	3165.24	3165.52	3162.8	3163.61	6723.0
2018-10-05 08:00:00	ES	Futures	3163.34	3163.88	3158.72	3161.98	15677.0
2018-10-05 08:30:00	ES	Futures	3161.71	3171.5	3153.28	3161.98	115041.0
2018-10-05 09:00:00	ES	Futures	3162.25	3167.42	3161.71	3163.88	44207.0
2018-10-05 09:30:00	ES	Futures	3163.88	3170.41	3160.89	3161.44	182952.0
2018-10-05 10:00:00	ES	Futures	3161.44	3166.06	3158.17	3164.43	155866.0
2018-10-05 10:30:00	ES	Futures	3164.7	3164.7	3154.91	3157.08	113792.0
2018-10-05 11:00:00	ES	Futures	3157.08	3157.36	3146.2	3147.29	171952.0
2018-10-05 11:30:00	ES	Futures	3147.56	3149.2	3134.78	3134.78	191365.0
2018-10-05 12:00:00	ES	Futures	3135.05	3141.04	3133.96	3138.04	112846.0
2018-10-05 12:30:00	ES	Futures	3138.32	3138.32	3130.43	3133.96	118631.0
2018-10-05 13:00:00	ES	Futures	3134.24	3134.51	3126.08	3128.25	95046.0
2018-10-05 13:30:00	ES	Futures	3128.25	3138.86	3126.08	3136.96	102313.0
2018-10-05 14:00:00	ES	Futures	3137.23	3142.12	3134.24	3141.85	99270.0
2018-10-05 14:30:00	ES	Futures	3141.85	3145.93	3139.95	3144.84	108702.0
2018-10-05 15:00:00	ES	Futures	3144.84	3148.92	3142.4	3144.57	115571.0
2018-10-05 15:30:00	ES	Futures	3144.84	3149.47	3139.13	3144.84	246955.0
2018-10-05 16:00:00	ES	Futures	3144.84	3149.2	3143.21	3148.92	77628.0
2018-10-05 16:30:00	ES	Futures	3148.65	3150.01	3146.48	3149.74	9418.0
2018-10-05 00:00:00	NQ	Futures	8821.72	8829.93	8820.25	8822.89	1974.0
2018-10-05 00:30:00	NQ	Futures	8823.48	8827.0	8821.13	8825.24	465.0
2018-10-05 01:00:00	NQ	Futures	8825.24	8831.4	8819.66	8827.88	990.0
2018-10-05 01:30:00	NQ	Futures	8827.58	8827.88	8815.56	8819.66	1106.0
2018-10-05 02:00:00	NQ	Futures	8819.66	8827.88	8818.2	8821.13	1960.0
2018-10-05 02:30:00	NQ	Futures	8821.13	8824.06	8817.32	8818.49	1009.0
2018-10-05 03:00:00	NQ	Futures	8818.49	8819.08	8791.5	8794.44	7127.0
2018-10-05 03:30:00	NQ	Futures	8794.44	8799.13	8790.33	8792.97	3426.0
2018-10-05 04:00:00	NQ	Futures	8792.97	8794.73	8780.07	8783.29	4706.0
2018-10-05 04:30:00	NQ	Futures	8782.71	8789.45	8775.37	8787.11	4669.0
2018-10-05 05:00:00	NQ	Futures	8787.11	8795.32	8785.35	8793.26	2954.0
2018-10-05 05:30:00	NQ	Futures	8793.56	8801.48	8789.45	8800.6	2686.0
2018-10-05 06:00:00	NQ	Futures	8800.89	8807.05	8800.01	8802.06	2385.0
2018-10-05 06:30:00	NQ	Futures	8802.06	8803.53	8795.61	8801.48	2049.0
2018-10-05 07:00:00	NQ	Futures	8801.77	8817.9	8801.77	8811.16	3514.0
2018-10-05 07:30:00	NQ	Futures	8810.86	8812.04	8800.01	8802.94	2452.0

> showing 50 of 2,662 rows — these rows as CSV

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