PREVIEW / futures_30min / 2018-10-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-19.parquet
  size:    75 KB
  rows:    2,655

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
2018-10-19 00:00:00	ES	Futures	3022.44	3024.08	3022.17	3023.53	1128.0
2018-10-19 00:30:00	ES	Futures	3023.8	3025.44	3022.72	3024.08	1419.0
2018-10-19 01:00:00	ES	Futures	3024.35	3028.16	3023.8	3027.34	6522.0
2018-10-19 01:30:00	ES	Futures	3027.07	3029.24	3025.71	3028.7	5074.0
2018-10-19 02:00:00	ES	Futures	3028.7	3030.6	3027.61	3027.61	9229.0
2018-10-19 02:30:00	ES	Futures	3027.88	3028.43	3024.62	3026.8	10185.0
2018-10-19 03:00:00	ES	Futures	3026.52	3027.61	3023.26	3024.89	15224.0
2018-10-19 03:30:00	ES	Futures	3024.62	3025.16	3019.72	3022.17	12848.0
2018-10-19 04:00:00	ES	Futures	3021.9	3022.17	3016.19	3016.73	21207.0
2018-10-19 04:30:00	ES	Futures	3016.73	3021.36	3015.37	3020.27	14197.0
2018-10-19 05:00:00	ES	Futures	3020.0	3022.17	3019.45	3020.81	8891.0
2018-10-19 05:30:00	ES	Futures	3020.81	3023.53	3017.82	3018.64	11791.0
2018-10-19 06:00:00	ES	Futures	3018.36	3023.53	3017.28	3022.99	10835.0
2018-10-19 06:30:00	ES	Futures	3023.26	3024.35	3019.72	3020.27	9622.0
2018-10-19 07:00:00	ES	Futures	3020.54	3028.7	3020.0	3027.88	18995.0
2018-10-19 07:30:00	ES	Futures	3028.16	3028.7	3025.71	3027.07	13804.0
2018-10-19 08:00:00	ES	Futures	3027.07	3031.69	3026.52	3027.34	21888.0
2018-10-19 08:30:00	ES	Futures	3027.34	3027.88	3023.53	3026.52	31857.0
2018-10-19 09:00:00	ES	Futures	3026.8	3030.06	3022.72	3022.72	43856.0
2018-10-19 09:30:00	ES	Futures	3022.72	3041.21	3022.44	3037.4	203058.0
2018-10-19 10:00:00	ES	Futures	3037.4	3046.92	3036.86	3038.76	152147.0
2018-10-19 10:30:00	ES	Futures	3038.76	3044.2	3034.96	3040.4	85975.0
2018-10-19 11:00:00	ES	Futures	3040.4	3043.66	3031.69	3032.24	92291.0
2018-10-19 11:30:00	ES	Futures	3032.24	3033.87	3024.08	3032.78	112073.0
2018-10-19 12:00:00	ES	Futures	3032.78	3034.68	3015.37	3018.36	112017.0
2018-10-19 12:30:00	ES	Futures	3018.09	3022.99	3010.75	3020.54	112637.0
2018-10-19 13:00:00	ES	Futures	3020.27	3027.34	3012.92	3026.8	94001.0
2018-10-19 13:30:00	ES	Futures	3026.8	3028.43	3018.64	3018.91	51365.0
2018-10-19 14:00:00	ES	Futures	3018.91	3019.18	3005.31	3016.19	109973.0
2018-10-19 14:30:00	ES	Futures	3016.46	3021.36	3013.47	3015.92	82818.0
2018-10-19 15:00:00	ES	Futures	3015.64	3022.17	3009.66	3021.08	93360.0
2018-10-19 15:30:00	ES	Futures	3021.08	3022.99	3012.11	3012.65	216467.0
2018-10-19 16:00:00	ES	Futures	3012.65	3014.28	3007.48	3011.29	89295.0
2018-10-19 16:30:00	ES	Futures	3011.29	3011.84	3009.12	3011.02	9571.0
2018-10-19 00:00:00	NQ	Futures	8411.96	8416.36	8409.61	8415.18	739.0
2018-10-19 00:30:00	NQ	Futures	8414.89	8421.05	8412.54	8414.89	930.0
2018-10-19 01:00:00	NQ	Futures	8415.48	8432.49	8414.6	8428.97	2566.0
2018-10-19 01:30:00	NQ	Futures	8428.97	8436.01	8425.16	8434.83	1766.0
2018-10-19 02:00:00	NQ	Futures	8435.13	8442.75	8432.2	8434.83	3579.0
2018-10-19 02:30:00	NQ	Futures	8435.13	8436.3	8423.1	8427.5	2824.0
2018-10-19 03:00:00	NQ	Futures	8427.21	8427.8	8412.54	8416.65	5191.0
2018-10-19 03:30:00	NQ	Futures	8416.06	8417.24	8398.76	8408.44	4835.0
2018-10-19 04:00:00	NQ	Futures	8408.14	8408.44	8376.47	8378.52	6645.0
2018-10-19 04:30:00	NQ	Futures	8378.81	8396.41	8371.77	8390.84	5428.0
2018-10-19 05:00:00	NQ	Futures	8391.72	8400.22	8390.54	8398.76	2810.0
2018-10-19 05:30:00	NQ	Futures	8398.46	8410.2	8387.9	8389.66	3922.0
2018-10-19 06:00:00	NQ	Futures	8389.66	8410.2	8385.85	8409.02	3373.0
2018-10-19 06:30:00	NQ	Futures	8409.32	8416.36	8399.64	8403.45	3816.0
2018-10-19 07:00:00	NQ	Futures	8403.16	8431.02	8401.69	8429.56	5925.0
2018-10-19 07:30:00	NQ	Futures	8429.26	8432.78	8420.17	8428.09	5378.0

> showing 50 of 2,655 rows — these rows as CSV

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