PREVIEW / futures_30min / 2018-10-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-15.parquet
  size:    87 KB
  rows:    3,231

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
2018-10-15 00:00:00	ES	Futures	3005.31	3007.48	3004.76	3005.58	2620.0
2018-10-15 00:30:00	ES	Futures	3005.85	3007.21	3003.95	3006.12	2732.0
2018-10-15 01:00:00	ES	Futures	3005.85	3006.12	2999.87	3000.14	4928.0
2018-10-15 01:30:00	ES	Futures	2999.87	3000.96	2997.96	2998.51	4713.0
2018-10-15 02:00:00	ES	Futures	2998.51	3001.5	2994.16	2997.42	9400.0
2018-10-15 02:30:00	ES	Futures	2997.42	3000.68	2996.33	3000.41	5933.0
2018-10-15 03:00:00	ES	Futures	3000.14	3002.86	2996.88	3000.14	12047.0
2018-10-15 03:30:00	ES	Futures	3000.14	3000.14	2994.16	2997.15	12489.0
2018-10-15 04:00:00	ES	Futures	2997.15	2999.32	2989.26	2991.71	17085.0
2018-10-15 04:30:00	ES	Futures	2991.71	2992.52	2986.81	2988.44	12959.0
2018-10-15 05:00:00	ES	Futures	2988.72	2996.6	2987.9	2995.79	13477.0
2018-10-15 05:30:00	ES	Futures	2995.79	3000.96	2994.97	2998.78	10942.0
2018-10-15 06:00:00	ES	Futures	2998.51	3002.04	2997.42	2998.51	10975.0
2018-10-15 06:30:00	ES	Futures	2998.51	3000.14	2995.79	2997.69	11727.0
2018-10-15 07:00:00	ES	Futures	2997.42	3004.76	2996.88	3003.68	12164.0
2018-10-15 07:30:00	ES	Futures	3003.95	3011.56	3003.13	3009.12	24306.0
2018-10-15 08:00:00	ES	Futures	3009.39	3012.38	3007.76	3011.29	17151.0
2018-10-15 08:30:00	ES	Futures	3011.29	3011.84	3006.12	3009.12	20511.0
2018-10-15 09:00:00	ES	Futures	3009.12	3011.02	3005.85	3006.67	22289.0
2018-10-15 09:30:00	ES	Futures	3006.4	3013.47	3002.32	3003.95	181295.0
2018-10-15 10:00:00	ES	Futures	3003.95	3005.58	2993.34	3001.5	125282.0
2018-10-15 10:30:00	ES	Futures	3001.77	3008.57	3000.68	3007.21	81612.0
2018-10-15 11:00:00	ES	Futures	3007.21	3018.36	3005.85	3017.82	97053.0
2018-10-15 11:30:00	ES	Futures	3017.82	3018.91	3002.04	3003.4	94225.0
2018-10-15 12:00:00	ES	Futures	3003.4	3006.94	2996.6	3005.58	77574.0
2018-10-15 12:30:00	ES	Futures	3005.85	3012.38	3004.49	3008.84	49977.0
2018-10-15 13:00:00	ES	Futures	3009.12	3016.73	3008.03	3009.93	51408.0
2018-10-15 13:30:00	ES	Futures	3009.93	3021.08	3008.57	3017.82	72207.0
2018-10-15 14:00:00	ES	Futures	3018.09	3018.91	3005.58	3006.4	66540.0
2018-10-15 14:30:00	ES	Futures	3006.67	3023.26	3004.76	3019.45	87966.0
2018-10-15 15:00:00	ES	Futures	3019.72	3021.9	3006.4	3007.48	111561.0
2018-10-15 15:30:00	ES	Futures	3007.76	3010.2	2994.7	2995.24	190053.0
2018-10-15 16:00:00	ES	Futures	2994.97	2997.42	2990.35	2990.62	89597.0
2018-10-15 16:30:00	ES	Futures	2991.16	2991.16	2986.81	2988.72	14205.0
2018-10-15 18:00:00	ES	Futures	2989.26	2990.35	2987.08	2989.8	8529.0
2018-10-15 18:30:00	ES	Futures	2990.08	2993.61	2989.53	2992.25	5802.0
2018-10-15 19:00:00	ES	Futures	2991.98	2997.96	2991.16	2996.88	7260.0
2018-10-15 19:30:00	ES	Futures	2996.88	2998.24	2995.79	2997.69	5108.0
2018-10-15 20:00:00	ES	Futures	2997.69	3000.14	2997.42	2999.32	9832.0
2018-10-15 20:30:00	ES	Futures	2999.05	3000.41	2996.88	2997.42	7843.0
2018-10-15 21:00:00	ES	Futures	2997.69	3001.23	2997.42	2999.6	7007.0
2018-10-15 21:30:00	ES	Futures	2999.6	3003.4	2997.15	3003.13	9571.0
2018-10-15 22:00:00	ES	Futures	3003.13	3004.49	3001.23	3002.32	7664.0
2018-10-15 22:30:00	ES	Futures	3002.32	3002.32	2999.87	3000.41	2762.0
2018-10-15 23:00:00	ES	Futures	3000.41	3000.41	2996.88	2997.69	4135.0
2018-10-15 23:30:00	ES	Futures	2997.69	2998.24	2995.24	2997.96	4338.0
2018-10-15 00:00:00	NQ	Futures	8384.68	8391.42	8379.11	8384.68	1094.0
2018-10-15 00:30:00	NQ	Futures	8385.26	8387.32	8377.35	8384.97	1094.0
2018-10-15 01:00:00	NQ	Futures	8384.68	8384.97	8367.96	8368.55	1646.0
2018-10-15 01:30:00	NQ	Futures	8368.25	8372.95	8359.45	8361.21	2015.0

> showing 50 of 3,231 rows — these rows as CSV

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