PREVIEW / futures_30min / 2018-10-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-17.parquet
  size:    89 KB
  rows:    3,225

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
2018-10-17 00:00:00	ES	Futures	3065.15	3065.15	3064.06	3064.33	1515.0
2018-10-17 00:30:00	ES	Futures	3064.06	3065.15	3063.79	3064.33	1636.0
2018-10-17 01:00:00	ES	Futures	3064.6	3065.15	3063.24	3063.52	2991.0
2018-10-17 01:30:00	ES	Futures	3063.52	3065.15	3061.61	3064.33	5180.0
2018-10-17 02:00:00	ES	Futures	3064.33	3067.6	3064.06	3066.78	8623.0
2018-10-17 02:30:00	ES	Futures	3066.78	3072.22	3066.78	3070.59	13970.0
2018-10-17 03:00:00	ES	Futures	3070.59	3072.76	3069.23	3069.5	13838.0
2018-10-17 03:30:00	ES	Futures	3069.5	3069.77	3065.42	3065.96	13061.0
2018-10-17 04:00:00	ES	Futures	3065.96	3065.96	3061.61	3062.7	14890.0
2018-10-17 04:30:00	ES	Futures	3062.43	3064.06	3060.52	3061.61	8915.0
2018-10-17 05:00:00	ES	Futures	3061.88	3061.88	3058.35	3059.16	11111.0
2018-10-17 05:30:00	ES	Futures	3059.16	3059.44	3055.63	3057.8	12767.0
2018-10-17 06:00:00	ES	Futures	3057.8	3058.08	3054.0	3056.17	13973.0
2018-10-17 06:30:00	ES	Futures	3056.17	3058.35	3055.63	3058.08	12326.0
2018-10-17 07:00:00	ES	Futures	3058.08	3060.25	3055.63	3055.63	18184.0
2018-10-17 07:30:00	ES	Futures	3055.63	3057.26	3052.64	3053.72	10676.0
2018-10-17 08:00:00	ES	Futures	3053.45	3055.63	3050.73	3052.64	14315.0
2018-10-17 08:30:00	ES	Futures	3052.36	3055.9	3050.73	3055.08	22257.0
2018-10-17 09:00:00	ES	Futures	3055.08	3060.52	3052.91	3059.71	32383.0
2018-10-17 09:30:00	ES	Futures	3059.71	3060.25	3045.29	3045.56	203289.0
2018-10-17 10:00:00	ES	Futures	3045.29	3049.37	3038.22	3043.12	181111.0
2018-10-17 10:30:00	ES	Futures	3043.12	3044.75	3028.16	3034.96	168547.0
2018-10-17 11:00:00	ES	Futures	3034.96	3046.38	3030.33	3046.38	119571.0
2018-10-17 11:30:00	ES	Futures	3046.38	3057.8	3042.03	3057.53	109975.0
2018-10-17 12:00:00	ES	Futures	3057.53	3064.6	3054.54	3060.25	96284.0
2018-10-17 12:30:00	ES	Futures	3059.98	3065.69	3055.9	3062.16	75621.0
2018-10-17 13:00:00	ES	Futures	3062.16	3067.32	3060.8	3062.97	68172.0
2018-10-17 13:30:00	ES	Futures	3063.24	3066.78	3060.25	3063.24	53491.0
2018-10-17 14:00:00	ES	Futures	3063.52	3065.42	3045.84	3050.46	113305.0
2018-10-17 14:30:00	ES	Futures	3050.19	3065.42	3048.01	3062.16	86919.0
2018-10-17 15:00:00	ES	Futures	3062.16	3063.24	3054.81	3060.8	98867.0
2018-10-17 15:30:00	ES	Futures	3060.8	3061.88	3048.56	3059.71	173475.0
2018-10-17 16:00:00	ES	Futures	3059.44	3065.69	3058.89	3064.6	59229.0
2018-10-17 16:30:00	ES	Futures	3064.33	3065.42	3062.97	3064.06	7846.0
2018-10-17 18:00:00	ES	Futures	3060.8	3062.43	3056.99	3057.53	5879.0
2018-10-17 18:30:00	ES	Futures	3057.53	3058.35	3056.44	3057.8	3055.0
2018-10-17 19:00:00	ES	Futures	3057.8	3058.08	3055.63	3056.72	3136.0
2018-10-17 19:30:00	ES	Futures	3056.44	3056.99	3053.72	3054.54	3395.0
2018-10-17 20:00:00	ES	Futures	3054.27	3055.63	3053.45	3054.27	5561.0
2018-10-17 20:30:00	ES	Futures	3054.27	3056.99	3054.27	3055.63	4477.0
2018-10-17 21:00:00	ES	Futures	3055.9	3057.26	3054.54	3056.17	4759.0
2018-10-17 21:30:00	ES	Futures	3056.17	3056.17	3051.82	3053.18	6442.0
2018-10-17 22:00:00	ES	Futures	3053.18	3053.18	3049.64	3050.46	6700.0
2018-10-17 22:30:00	ES	Futures	3050.19	3053.45	3049.64	3052.64	3334.0
2018-10-17 23:00:00	ES	Futures	3052.91	3054.0	3051.0	3051.55	2250.0
2018-10-17 23:30:00	ES	Futures	3051.28	3052.91	3050.73	3052.64	1714.0
2018-10-17 00:00:00	NQ	Futures	8614.93	8614.93	8610.24	8612.58	725.0
2018-10-17 00:30:00	NQ	Futures	8612.58	8616.1	8609.06	8612.0	1406.0
2018-10-17 01:00:00	NQ	Futures	8612.29	8619.04	8607.6	8610.24	1584.0
2018-10-17 01:30:00	NQ	Futures	8609.94	8616.1	8601.73	8612.58	3040.0

> showing 50 of 3,225 rows — these rows as CSV

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