PREVIEW / futures_30min / 2018-10-16

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-16.parquet
  size:    87 KB
  rows:    3,221

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
2018-10-16 00:00:00	ES	Futures	2997.96	2999.6	2996.88	2998.51	2980.0
2018-10-16 00:30:00	ES	Futures	2998.24	3000.41	2998.24	2999.87	2280.0
2018-10-16 01:00:00	ES	Futures	2999.87	3002.59	2999.87	3002.32	3761.0
2018-10-16 01:30:00	ES	Futures	3002.32	3003.68	3001.5	3002.59	6278.0
2018-10-16 02:00:00	ES	Futures	3002.59	3002.86	2998.78	3001.5	6602.0
2018-10-16 02:30:00	ES	Futures	3001.5	3003.95	3000.68	3001.5	7737.0
2018-10-16 03:00:00	ES	Futures	3001.5	3005.85	2999.05	3005.58	16277.0
2018-10-16 03:30:00	ES	Futures	3005.31	3005.58	3000.68	3001.77	10986.0
2018-10-16 04:00:00	ES	Futures	3002.04	3005.58	3000.96	3004.76	12144.0
2018-10-16 04:30:00	ES	Futures	3004.76	3004.76	3000.41	3001.5	11215.0
2018-10-16 05:00:00	ES	Futures	3001.77	3002.04	2997.96	2997.96	9819.0
2018-10-16 05:30:00	ES	Futures	2998.24	3002.32	2997.96	3002.04	5989.0
2018-10-16 06:00:00	ES	Futures	3001.77	3005.58	3000.14	3005.31	7625.0
2018-10-16 06:30:00	ES	Futures	3005.04	3006.67	3003.13	3003.4	7765.0
2018-10-16 07:00:00	ES	Futures	3003.4	3007.21	3002.86	3005.85	9407.0
2018-10-16 07:30:00	ES	Futures	3005.85	3007.76	3005.31	3007.48	10347.0
2018-10-16 08:00:00	ES	Futures	3007.48	3011.84	3006.4	3010.2	24348.0
2018-10-16 08:30:00	ES	Futures	3010.48	3015.37	3009.66	3013.74	20216.0
2018-10-16 09:00:00	ES	Futures	3013.74	3018.64	3013.47	3017.82	28424.0
2018-10-16 09:30:00	ES	Futures	3017.82	3022.17	3012.11	3022.17	180796.0
2018-10-16 10:00:00	ES	Futures	3022.17	3028.16	3020.81	3020.81	138219.0
2018-10-16 10:30:00	ES	Futures	3020.81	3034.41	3018.64	3034.14	133290.0
2018-10-16 11:00:00	ES	Futures	3033.87	3039.58	3030.6	3039.31	101221.0
2018-10-16 11:30:00	ES	Futures	3039.58	3040.67	3035.5	3040.4	75841.0
2018-10-16 12:00:00	ES	Futures	3040.4	3042.3	3036.86	3039.58	64964.0
2018-10-16 12:30:00	ES	Futures	3039.58	3044.2	3037.95	3043.93	43911.0
2018-10-16 13:00:00	ES	Futures	3043.93	3045.56	3041.76	3045.56	36734.0
2018-10-16 13:30:00	ES	Futures	3045.56	3052.36	3045.29	3048.28	86347.0
2018-10-16 14:00:00	ES	Futures	3048.28	3054.0	3048.01	3053.45	69202.0
2018-10-16 14:30:00	ES	Futures	3053.45	3055.63	3048.83	3050.19	76327.0
2018-10-16 15:00:00	ES	Futures	3049.92	3054.54	3046.92	3050.46	71408.0
2018-10-16 15:30:00	ES	Futures	3050.19	3064.06	3048.83	3058.35	230446.0
2018-10-16 16:00:00	ES	Futures	3058.35	3067.05	3054.27	3066.51	105404.0
2018-10-16 16:30:00	ES	Futures	3065.42	3065.69	3061.88	3064.33	13555.0
2018-10-16 18:00:00	ES	Futures	3064.06	3065.15	3062.16	3062.16	3564.0
2018-10-16 18:30:00	ES	Futures	3062.43	3062.7	3060.52	3062.7	2692.0
2018-10-16 19:00:00	ES	Futures	3062.7	3063.24	3061.61	3062.43	1926.0
2018-10-16 19:30:00	ES	Futures	3062.43	3064.33	3062.43	3064.33	1990.0
2018-10-16 20:00:00	ES	Futures	3064.33	3064.6	3062.97	3063.79	4668.0
2018-10-16 20:30:00	ES	Futures	3064.06	3065.69	3062.7	3065.15	3963.0
2018-10-16 21:00:00	ES	Futures	3065.42	3067.05	3064.88	3065.42	4184.0
2018-10-16 21:30:00	ES	Futures	3065.69	3065.69	3062.97	3063.79	3372.0
2018-10-16 22:00:00	ES	Futures	3063.52	3064.6	3062.7	3064.33	2137.0
2018-10-16 22:30:00	ES	Futures	3064.33	3066.24	3064.33	3065.69	2689.0
2018-10-16 23:00:00	ES	Futures	3065.69	3065.96	3064.88	3065.42	1497.0
2018-10-16 23:30:00	ES	Futures	3065.42	3067.05	3065.15	3065.15	2279.0
2018-10-16 00:00:00	NQ	Futures	8331.88	8338.04	8325.43	8331.88	2129.0
2018-10-16 00:30:00	NQ	Futures	8331.88	8340.09	8331.59	8338.33	1436.0
2018-10-16 01:00:00	NQ	Futures	8338.04	8351.24	8338.04	8349.48	2687.0
2018-10-16 01:30:00	NQ	Futures	8350.07	8355.05	8344.2	8346.25	2582.0

> showing 50 of 3,221 rows — these rows as CSV

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