PREVIEW / futures_30min / 2018-10-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-09.parquet
  size:    89 KB
  rows:    3,225

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
2018-10-09 00:00:00	ES	Futures	3144.84	3145.66	3143.76	3145.39	2519.0
2018-10-09 00:30:00	ES	Futures	3145.39	3146.2	3144.57	3144.84	2643.0
2018-10-09 01:00:00	ES	Futures	3144.84	3145.66	3144.03	3144.84	2650.0
2018-10-09 01:30:00	ES	Futures	3144.57	3144.84	3142.94	3143.76	2766.0
2018-10-09 02:00:00	ES	Futures	3143.48	3144.03	3141.31	3141.85	4174.0
2018-10-09 02:30:00	ES	Futures	3141.58	3143.76	3141.04	3143.76	3376.0
2018-10-09 03:00:00	ES	Futures	3143.48	3145.66	3141.85	3142.12	10419.0
2018-10-09 03:30:00	ES	Futures	3142.4	3143.76	3141.31	3141.58	7126.0
2018-10-09 04:00:00	ES	Futures	3141.58	3141.85	3138.32	3138.32	10564.0
2018-10-09 04:30:00	ES	Futures	3138.32	3141.04	3138.04	3141.04	5046.0
2018-10-09 05:00:00	ES	Futures	3141.04	3141.04	3136.68	3136.96	8039.0
2018-10-09 05:30:00	ES	Futures	3136.96	3137.5	3132.6	3133.69	17653.0
2018-10-09 06:00:00	ES	Futures	3133.42	3135.05	3131.24	3133.42	17906.0
2018-10-09 06:30:00	ES	Futures	3133.42	3136.68	3132.88	3136.68	7510.0
2018-10-09 07:00:00	ES	Futures	3136.68	3136.96	3129.07	3131.79	20918.0
2018-10-09 07:30:00	ES	Futures	3131.79	3131.79	3127.44	3128.52	19992.0
2018-10-09 08:00:00	ES	Futures	3128.25	3133.96	3127.98	3133.42	19077.0
2018-10-09 08:30:00	ES	Futures	3133.42	3139.4	3133.15	3138.59	24885.0
2018-10-09 09:00:00	ES	Futures	3138.59	3139.68	3135.87	3139.4	23579.0
2018-10-09 09:30:00	ES	Futures	3139.4	3144.3	3132.33	3144.03	229494.0
2018-10-09 10:00:00	ES	Futures	3144.03	3151.92	3140.22	3151.37	175835.0
2018-10-09 10:30:00	ES	Futures	3151.37	3155.18	3145.66	3146.2	156695.0
2018-10-09 11:00:00	ES	Futures	3145.93	3151.1	3140.76	3149.74	150274.0
2018-10-09 11:30:00	ES	Futures	3149.74	3152.46	3146.2	3151.37	62026.0
2018-10-09 12:00:00	ES	Futures	3151.64	3154.09	3144.03	3144.57	69205.0
2018-10-09 12:30:00	ES	Futures	3144.57	3147.56	3136.96	3139.68	91865.0
2018-10-09 13:00:00	ES	Futures	3139.95	3145.39	3135.05	3142.67	67407.0
2018-10-09 13:30:00	ES	Futures	3142.67	3144.3	3136.14	3142.12	61579.0
2018-10-09 14:00:00	ES	Futures	3142.4	3145.66	3138.86	3144.3	65312.0
2018-10-09 14:30:00	ES	Futures	3144.57	3148.11	3140.22	3146.75	65274.0
2018-10-09 15:00:00	ES	Futures	3147.02	3147.84	3138.86	3140.76	62492.0
2018-10-09 15:30:00	ES	Futures	3140.49	3146.2	3139.13	3139.68	154062.0
2018-10-09 16:00:00	ES	Futures	3139.95	3142.94	3138.59	3141.85	57773.0
2018-10-09 16:30:00	ES	Futures	3142.12	3142.94	3140.76	3141.58	4873.0
2018-10-09 18:00:00	ES	Futures	3140.76	3144.03	3140.76	3143.48	2913.0
2018-10-09 18:30:00	ES	Futures	3143.76	3144.3	3143.21	3144.03	1287.0
2018-10-09 19:00:00	ES	Futures	3144.03	3145.12	3143.76	3144.84	1128.0
2018-10-09 19:30:00	ES	Futures	3144.84	3144.84	3142.67	3143.21	2084.0
2018-10-09 20:00:00	ES	Futures	3143.48	3143.76	3140.49	3141.04	4672.0
2018-10-09 20:30:00	ES	Futures	3141.31	3144.57	3140.22	3144.57	3676.0
2018-10-09 21:00:00	ES	Futures	3144.3	3145.39	3141.31	3144.84	4298.0
2018-10-09 21:30:00	ES	Futures	3144.84	3145.66	3143.76	3144.03	3127.0
2018-10-09 22:00:00	ES	Futures	3144.03	3144.84	3141.85	3142.12	3268.0
2018-10-09 22:30:00	ES	Futures	3142.12	3142.67	3136.68	3137.5	5685.0
2018-10-09 23:00:00	ES	Futures	3137.5	3138.86	3135.32	3136.68	4969.0
2018-10-09 23:30:00	ES	Futures	3136.96	3138.32	3135.87	3137.77	2827.0
2018-10-09 00:00:00	NQ	Futures	8667.73	8671.83	8664.5	8670.66	642.0
2018-10-09 00:30:00	NQ	Futures	8670.95	8674.77	8668.9	8669.78	797.0
2018-10-09 01:00:00	NQ	Futures	8669.78	8673.3	8665.38	8669.49	801.0
2018-10-09 01:30:00	NQ	Futures	8669.78	8669.78	8662.74	8666.55	743.0

> showing 50 of 3,225 rows — these rows as CSV

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