PREVIEW / futures_30min / 2018-10-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-12.parquet
  size:    77 KB
  rows:    2,667

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
2018-10-12 00:00:00	ES	Futures	3011.56	3013.2	3009.12	3009.39	3855.0
2018-10-12 00:30:00	ES	Futures	3009.39	3017.28	3008.84	3017.28	9411.0
2018-10-12 01:00:00	ES	Futures	3017.0	3025.16	3016.19	3022.44	13811.0
2018-10-12 01:30:00	ES	Futures	3022.44	3024.62	3018.64	3020.54	10194.0
2018-10-12 02:00:00	ES	Futures	3020.54	3024.89	3016.46	3023.53	14740.0
2018-10-12 02:30:00	ES	Futures	3023.8	3030.06	3022.99	3029.24	18434.0
2018-10-12 03:00:00	ES	Futures	3029.24	3029.52	3023.26	3027.07	26022.0
2018-10-12 03:30:00	ES	Futures	3027.07	3027.07	3021.36	3024.08	11952.0
2018-10-12 04:00:00	ES	Futures	3024.35	3024.35	3013.47	3016.19	21395.0
2018-10-12 04:30:00	ES	Futures	3016.19	3016.19	3009.93	3011.29	18773.0
2018-10-12 05:00:00	ES	Futures	3011.02	3013.2	3007.21	3012.65	19213.0
2018-10-12 05:30:00	ES	Futures	3012.65	3016.19	3011.84	3013.47	18184.0
2018-10-12 06:00:00	ES	Futures	3013.47	3015.92	3008.57	3013.2	18044.0
2018-10-12 06:30:00	ES	Futures	3013.47	3019.45	3011.56	3018.36	16427.0
2018-10-12 07:00:00	ES	Futures	3018.36	3021.9	3015.64	3019.72	17129.0
2018-10-12 07:30:00	ES	Futures	3019.45	3020.27	3013.74	3015.64	21476.0
2018-10-12 08:00:00	ES	Futures	3015.64	3021.36	3015.37	3020.81	19092.0
2018-10-12 08:30:00	ES	Futures	3020.81	3022.99	3013.74	3016.73	31843.0
2018-10-12 09:00:00	ES	Futures	3016.73	3023.53	3016.19	3020.81	51853.0
2018-10-12 09:30:00	ES	Futures	3020.54	3023.8	3008.57	3019.18	259404.0
2018-10-12 10:00:00	ES	Futures	3019.18	3022.44	3002.32	3002.32	174563.0
2018-10-12 10:30:00	ES	Futures	3002.32	3019.45	3002.04	3013.74	160051.0
2018-10-12 11:00:00	ES	Futures	3014.01	3018.09	3005.58	3008.3	103867.0
2018-10-12 11:30:00	ES	Futures	3008.57	3011.02	2993.07	3000.14	129079.0
2018-10-12 12:00:00	ES	Futures	3000.14	3000.41	2985.45	2989.26	130646.0
2018-10-12 12:30:00	ES	Futures	2989.53	2992.8	2972.67	2985.45	159346.0
2018-10-12 13:00:00	ES	Futures	2985.45	2998.51	2981.1	2988.44	155125.0
2018-10-12 13:30:00	ES	Futures	2988.44	2994.97	2978.11	2988.44	114402.0
2018-10-12 14:00:00	ES	Futures	2988.44	2990.62	2975.39	2990.08	141892.0
2018-10-12 14:30:00	ES	Futures	2990.35	2996.88	2979.2	2995.24	115758.0
2018-10-12 15:00:00	ES	Futures	2994.97	3011.29	2988.99	3009.66	156774.0
2018-10-12 15:30:00	ES	Futures	3009.39	3023.53	3003.95	3012.38	327433.0
2018-10-12 16:00:00	ES	Futures	3012.38	3012.92	3007.76	3012.38	99912.0
2018-10-12 16:30:00	ES	Futures	3011.84	3017.0	3011.56	3016.19	13579.0
2018-10-12 00:00:00	NQ	Futures	8330.42	8337.16	8318.98	8319.56	2116.0
2018-10-12 00:30:00	NQ	Futures	8320.15	8356.81	8318.68	8356.23	3812.0
2018-10-12 01:00:00	NQ	Futures	8356.52	8381.16	8350.95	8372.65	4893.0
2018-10-12 01:30:00	NQ	Futures	8373.24	8379.11	8359.45	8365.03	3734.0
2018-10-12 02:00:00	NQ	Futures	8365.32	8386.73	8351.83	8383.21	4921.0
2018-10-12 02:30:00	NQ	Futures	8382.92	8407.85	8380.87	8405.21	7038.0
2018-10-12 03:00:00	NQ	Futures	8404.92	8411.08	8384.68	8397.0	9038.0
2018-10-12 03:30:00	NQ	Futures	8396.7	8397.29	8380.57	8392.89	4598.0
2018-10-12 04:00:00	NQ	Futures	8392.89	8393.18	8356.52	8364.73	7617.0
2018-10-12 04:30:00	NQ	Futures	8364.44	8367.37	8344.2	8349.77	6282.0
2018-10-12 05:00:00	NQ	Futures	8349.48	8364.15	8341.85	8362.09	5678.0
2018-10-12 05:30:00	NQ	Futures	8362.39	8385.56	8359.75	8372.07	6866.0
2018-10-12 06:00:00	NQ	Futures	8372.36	8380.57	8350.65	8368.55	5178.0
2018-10-12 06:30:00	NQ	Futures	8368.84	8391.13	8360.33	8384.38	4988.0
2018-10-12 07:00:00	NQ	Futures	8384.38	8390.54	8376.47	8381.75	5321.0
2018-10-12 07:30:00	NQ	Futures	8381.16	8381.75	8362.39	8369.43	7913.0

> showing 50 of 2,667 rows — these rows as CSV

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