PREVIEW / futures_30min / 2018-10-10

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-10.parquet
  size:    94 KB
  rows:    3,251

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
2018-10-10 00:00:00	ES	Futures	3137.77	3139.68	3137.23	3139.4	2698.0
2018-10-10 00:30:00	ES	Futures	3139.4	3140.22	3138.86	3139.95	1761.0
2018-10-10 01:00:00	ES	Futures	3139.95	3142.94	3139.95	3141.85	3230.0
2018-10-10 01:30:00	ES	Futures	3141.85	3142.4	3140.76	3141.04	1660.0
2018-10-10 02:00:00	ES	Futures	3141.04	3144.03	3140.76	3144.03	2988.0
2018-10-10 02:30:00	ES	Futures	3143.76	3144.84	3142.94	3144.03	3415.0
2018-10-10 03:00:00	ES	Futures	3144.03	3144.84	3139.68	3139.95	10236.0
2018-10-10 03:30:00	ES	Futures	3139.68	3140.22	3137.77	3139.4	7336.0
2018-10-10 04:00:00	ES	Futures	3139.68	3140.49	3136.41	3137.77	7171.0
2018-10-10 04:30:00	ES	Futures	3137.5	3141.04	3136.96	3138.32	6204.0
2018-10-10 05:00:00	ES	Futures	3138.32	3139.95	3136.68	3139.68	5957.0
2018-10-10 05:30:00	ES	Futures	3139.68	3140.22	3137.23	3138.32	7589.0
2018-10-10 06:00:00	ES	Futures	3138.32	3141.04	3137.77	3140.22	4992.0
2018-10-10 06:30:00	ES	Futures	3140.22	3143.21	3139.95	3141.31	7667.0
2018-10-10 07:00:00	ES	Futures	3141.04	3143.76	3141.04	3143.21	5849.0
2018-10-10 07:30:00	ES	Futures	3143.21	3143.21	3136.14	3136.41	11921.0
2018-10-10 08:00:00	ES	Futures	3136.68	3137.23	3131.24	3133.42	22862.0
2018-10-10 08:30:00	ES	Futures	3133.42	3133.96	3128.52	3131.79	32348.0
2018-10-10 09:00:00	ES	Futures	3131.52	3133.42	3129.88	3133.15	28132.0
2018-10-10 09:30:00	ES	Futures	3132.88	3133.42	3108.4	3109.76	337645.0
2018-10-10 10:00:00	ES	Futures	3110.03	3113.56	3101.87	3110.03	297732.0
2018-10-10 10:30:00	ES	Futures	3110.03	3113.02	3101.6	3105.13	197457.0
2018-10-10 11:00:00	ES	Futures	3104.86	3105.95	3087.45	3096.7	267195.0
2018-10-10 11:30:00	ES	Futures	3096.7	3099.42	3088.27	3092.35	155661.0
2018-10-10 12:00:00	ES	Futures	3092.35	3100.78	3088.0	3093.98	123339.0
2018-10-10 12:30:00	ES	Futures	3093.98	3097.52	3089.63	3091.53	91601.0
2018-10-10 13:00:00	ES	Futures	3091.26	3099.96	3083.64	3094.8	142056.0
2018-10-10 13:30:00	ES	Futures	3094.52	3097.24	3087.45	3089.36	116435.0
2018-10-10 14:00:00	ES	Futures	3089.08	3090.72	3076.03	3080.38	203730.0
2018-10-10 14:30:00	ES	Futures	3080.11	3083.92	3069.5	3076.03	188280.0
2018-10-10 15:00:00	ES	Futures	3075.76	3076.03	3058.35	3068.68	253183.0
2018-10-10 15:30:00	ES	Futures	3068.96	3069.5	3034.96	3038.22	552156.0
2018-10-10 16:00:00	ES	Futures	3038.22	3041.21	3024.62	3025.71	183946.0
2018-10-10 16:30:00	ES	Futures	3026.25	3028.16	3015.37	3016.73	33474.0
2018-10-10 18:00:00	ES	Futures	3020.81	3023.53	3015.92	3023.53	26676.0
2018-10-10 18:30:00	ES	Futures	3023.53	3025.16	3021.36	3025.16	7637.0
2018-10-10 19:00:00	ES	Futures	3025.16	3030.6	3024.89	3028.7	11978.0
2018-10-10 19:30:00	ES	Futures	3028.7	3028.7	3017.55	3021.36	14577.0
2018-10-10 20:00:00	ES	Futures	3021.36	3025.16	3014.83	3016.73	20442.0
2018-10-10 20:30:00	ES	Futures	3016.73	3026.25	3014.83	3025.16	13609.0
2018-10-10 21:00:00	ES	Futures	3025.16	3025.44	3018.36	3018.91	11567.0
2018-10-10 21:30:00	ES	Futures	3018.91	3020.54	2992.25	2998.78	36840.0
2018-10-10 22:00:00	ES	Futures	2998.51	3010.75	2993.88	3006.4	29408.0
2018-10-10 22:30:00	ES	Futures	3006.4	3009.93	2997.42	3000.68	16655.0
2018-10-10 23:00:00	ES	Futures	3000.68	3002.86	2996.06	3001.23	11220.0
2018-10-10 23:30:00	ES	Futures	3001.23	3010.2	2999.32	3008.57	14497.0
2018-10-10 00:00:00	NQ	Futures	8670.37	8675.06	8666.55	8673.89	1316.0
2018-10-10 00:30:00	NQ	Futures	8673.89	8675.94	8670.95	8674.77	579.0
2018-10-10 01:00:00	NQ	Futures	8675.06	8688.55	8674.77	8685.03	1561.0
2018-10-10 01:30:00	NQ	Futures	8685.03	8688.26	8682.39	8683.86	804.0

> showing 50 of 3,251 rows — these rows as CSV

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