PREVIEW / futures_30min / 2018-10-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-11.parquet
  size:    93 KB
  rows:    3,256

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
2018-10-11 00:00:00	ES	Futures	3008.57	3009.66	2996.33	2997.69	7870.0
2018-10-11 00:30:00	ES	Futures	2997.42	3005.04	2997.15	2999.6	7767.0
2018-10-11 01:00:00	ES	Futures	2999.6	3001.5	2990.35	2992.52	11115.0
2018-10-11 01:30:00	ES	Futures	2992.25	3001.77	2992.25	2997.15	10551.0
2018-10-11 02:00:00	ES	Futures	2997.15	3008.03	2996.88	3007.21	19435.0
2018-10-11 02:30:00	ES	Futures	3007.21	3017.82	3005.31	3011.56	22761.0
2018-10-11 03:00:00	ES	Futures	3011.56	3023.8	3009.39	3022.44	44691.0
2018-10-11 03:30:00	ES	Futures	3022.44	3024.35	3000.96	3002.32	40974.0
2018-10-11 04:00:00	ES	Futures	3002.32	3006.4	2997.15	3005.31	37311.0
2018-10-11 04:30:00	ES	Futures	3005.31	3006.4	2996.06	2998.24	23778.0
2018-10-11 05:00:00	ES	Futures	2997.96	3001.23	2988.99	2999.87	33026.0
2018-10-11 05:30:00	ES	Futures	2999.87	3005.31	2994.97	3003.4	22380.0
2018-10-11 06:00:00	ES	Futures	3003.4	3006.67	2999.05	3000.68	16813.0
2018-10-11 06:30:00	ES	Futures	3000.41	3004.49	2996.88	3003.68	15129.0
2018-10-11 07:00:00	ES	Futures	3003.95	3006.94	3001.23	3004.49	22693.0
2018-10-11 07:30:00	ES	Futures	3004.22	3013.74	2998.78	3009.39	36883.0
2018-10-11 08:00:00	ES	Futures	3009.39	3018.91	3009.39	3017.82	40447.0
2018-10-11 08:30:00	ES	Futures	3017.55	3031.69	3017.0	3024.89	123565.0
2018-10-11 09:00:00	ES	Futures	3024.89	3030.88	3022.99	3025.16	57542.0
2018-10-11 09:30:00	ES	Futures	3025.44	3045.02	3015.92	3043.66	434838.0
2018-10-11 10:00:00	ES	Futures	3043.39	3043.66	3019.45	3026.8	268122.0
2018-10-11 10:30:00	ES	Futures	3027.07	3032.51	3009.66	3010.75	209234.0
2018-10-11 11:00:00	ES	Futures	3010.75	3012.38	2990.35	3004.76	267205.0
2018-10-11 11:30:00	ES	Futures	3004.76	3022.72	2996.33	3014.01	204723.0
2018-10-11 12:00:00	ES	Futures	3014.01	3032.78	3010.75	3025.16	127825.0
2018-10-11 12:30:00	ES	Futures	3025.44	3026.8	3012.65	3017.0	109617.0
2018-10-11 13:00:00	ES	Futures	3017.0	3022.99	3007.48	3017.28	109684.0
2018-10-11 13:30:00	ES	Futures	3017.0	3020.81	3000.96	3012.65	103166.0
2018-10-11 14:00:00	ES	Futures	3012.65	3014.56	2993.88	2996.6	135327.0
2018-10-11 14:30:00	ES	Futures	2996.88	2997.15	2950.91	2974.3	347354.0
2018-10-11 15:00:00	ES	Futures	2974.3	3009.12	2968.86	2997.96	288563.0
2018-10-11 15:30:00	ES	Futures	2997.96	3004.22	2971.04	2972.12	335180.0
2018-10-11 16:00:00	ES	Futures	2972.12	2995.52	2966.68	2988.17	143924.0
2018-10-11 16:30:00	ES	Futures	2989.53	2997.15	2987.36	2989.8	21053.0
2018-10-11 18:00:00	ES	Futures	2990.35	2996.06	2987.9	2996.06	10261.0
2018-10-11 18:30:00	ES	Futures	2996.06	3001.5	2995.24	3000.68	8908.0
2018-10-11 19:00:00	ES	Futures	3000.68	3006.67	3000.68	3004.49	9193.0
2018-10-11 19:30:00	ES	Futures	3004.22	3004.49	2998.51	3000.14	7609.0
2018-10-11 20:00:00	ES	Futures	3000.14	3009.93	2999.05	3007.76	17317.0
2018-10-11 20:30:00	ES	Futures	3007.76	3008.3	3003.13	3005.04	9023.0
2018-10-11 21:00:00	ES	Futures	3004.76	3007.21	3001.77	3006.12	9177.0
2018-10-11 21:30:00	ES	Futures	3006.12	3007.76	3001.77	3006.67	8068.0
2018-10-11 22:00:00	ES	Futures	3006.67	3008.84	3004.22	3005.31	4849.0
2018-10-11 22:30:00	ES	Futures	3005.31	3006.12	3002.86	3004.49	4358.0
2018-10-11 23:00:00	ES	Futures	3004.76	3009.12	3004.22	3008.84	3740.0
2018-10-11 23:30:00	ES	Futures	3008.84	3013.47	3007.21	3011.56	7396.0
2018-10-11 00:00:00	NQ	Futures	8202.24	8206.05	8156.19	8162.05	3839.0
2018-10-11 00:30:00	NQ	Futures	8161.47	8191.38	8160.59	8172.03	3005.0
2018-10-11 01:00:00	NQ	Futures	8172.03	8180.24	8136.53	8148.56	4543.0
2018-10-11 01:30:00	NQ	Futures	8148.27	8178.19	8147.68	8154.72	3823.0

> showing 50 of 3,256 rows — these rows as CSV

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