PREVIEW / futures_30min / 2018-10-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-18.parquet
  size:    91 KB
  rows:    3,240

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
2018-10-18 00:00:00	ES	Futures	3052.64	3053.45	3051.82	3052.64	1334.0
2018-10-18 00:30:00	ES	Futures	3052.64	3054.27	3051.82	3054.0	2145.0
2018-10-18 01:00:00	ES	Futures	3054.0	3054.81	3052.09	3053.18	2174.0
2018-10-18 01:30:00	ES	Futures	3053.18	3053.45	3050.46	3051.0	3167.0
2018-10-18 02:00:00	ES	Futures	3050.73	3050.73	3046.65	3047.74	6175.0
2018-10-18 02:30:00	ES	Futures	3047.74	3051.82	3047.2	3050.19	5731.0
2018-10-18 03:00:00	ES	Futures	3050.19	3054.27	3049.64	3053.72	10200.0
2018-10-18 03:30:00	ES	Futures	3054.0	3059.98	3054.0	3058.89	11143.0
2018-10-18 04:00:00	ES	Futures	3059.16	3060.25	3055.9	3056.72	10156.0
2018-10-18 04:30:00	ES	Futures	3056.72	3059.98	3055.9	3056.17	7378.0
2018-10-18 05:00:00	ES	Futures	3056.17	3056.17	3053.72	3055.36	6945.0
2018-10-18 05:30:00	ES	Futures	3055.36	3058.89	3052.09	3058.08	8787.0
2018-10-18 06:00:00	ES	Futures	3058.08	3058.35	3055.9	3056.72	6525.0
2018-10-18 06:30:00	ES	Futures	3056.72	3056.72	3051.0	3051.82	10379.0
2018-10-18 07:00:00	ES	Futures	3052.09	3055.08	3051.55	3052.09	6807.0
2018-10-18 07:30:00	ES	Futures	3052.09	3054.27	3048.01	3050.19	9643.0
2018-10-18 08:00:00	ES	Futures	3049.92	3053.18	3047.47	3053.18	11828.0
2018-10-18 08:30:00	ES	Futures	3053.18	3053.45	3051.55	3052.36	11344.0
2018-10-18 09:00:00	ES	Futures	3052.36	3052.91	3047.47	3047.74	20089.0
2018-10-18 09:30:00	ES	Futures	3047.74	3048.56	3037.68	3040.4	174968.0
2018-10-18 10:00:00	ES	Futures	3040.4	3046.92	3036.04	3045.29	154506.0
2018-10-18 10:30:00	ES	Futures	3045.02	3055.08	3043.66	3053.18	106882.0
2018-10-18 11:00:00	ES	Futures	3052.91	3054.27	3033.6	3034.96	127384.0
2018-10-18 11:30:00	ES	Futures	3034.68	3035.5	3011.56	3016.19	255973.0
2018-10-18 12:00:00	ES	Futures	3016.19	3026.52	3012.92	3022.99	130608.0
2018-10-18 12:30:00	ES	Futures	3023.26	3031.69	3019.72	3023.53	104096.0
2018-10-18 13:00:00	ES	Futures	3023.26	3025.71	3004.22	3007.76	127123.0
2018-10-18 13:30:00	ES	Futures	3007.48	3011.02	2999.05	3003.95	145950.0
2018-10-18 14:00:00	ES	Futures	3003.68	3017.82	3002.59	3013.2	115014.0
2018-10-18 14:30:00	ES	Futures	3013.2	3022.17	3009.12	3014.56	95582.0
2018-10-18 15:00:00	ES	Futures	3014.83	3018.64	3005.58	3015.64	114484.0
2018-10-18 15:30:00	ES	Futures	3015.37	3021.9	3009.39	3015.92	217755.0
2018-10-18 16:00:00	ES	Futures	3015.92	3023.26	3014.28	3017.0	78576.0
2018-10-18 16:30:00	ES	Futures	3017.55	3020.0	3017.0	3019.45	8439.0
2018-10-18 18:00:00	ES	Futures	3018.91	3019.72	3015.37	3017.55	5375.0
2018-10-18 18:30:00	ES	Futures	3017.55	3018.36	3015.92	3017.55	2235.0
2018-10-18 19:00:00	ES	Futures	3017.28	3018.64	3017.28	3017.55	1376.0
2018-10-18 19:30:00	ES	Futures	3017.82	3018.91	3014.83	3016.19	2891.0
2018-10-18 20:00:00	ES	Futures	3016.19	3019.18	3015.64	3016.46	4989.0
2018-10-18 20:30:00	ES	Futures	3016.19	3024.08	3015.64	3023.53	8303.0
2018-10-18 21:00:00	ES	Futures	3023.53	3024.35	3021.63	3023.53	5722.0
2018-10-18 21:30:00	ES	Futures	3023.26	3026.25	3021.36	3024.62	10315.0
2018-10-18 22:00:00	ES	Futures	3024.35	3024.35	3018.91	3024.08	9063.0
2018-10-18 22:30:00	ES	Futures	3024.35	3026.8	3023.53	3024.89	6426.0
2018-10-18 23:00:00	ES	Futures	3024.89	3025.44	3022.72	3022.72	2570.0
2018-10-18 23:30:00	ES	Futures	3022.99	3024.08	3021.9	3022.17	2348.0
2018-10-18 00:00:00	NQ	Futures	8537.49	8541.89	8536.61	8540.13	680.0
2018-10-18 00:30:00	NQ	Futures	8540.72	8548.05	8536.03	8546.88	1423.0
2018-10-18 01:00:00	NQ	Futures	8546.88	8552.75	8539.84	8545.12	1260.0
2018-10-18 01:30:00	NQ	Futures	8544.53	8545.12	8534.27	8535.73	980.0

> showing 50 of 3,240 rows — these rows as CSV

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