PREVIEW / futures_30min / 2018-10-22

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-22.parquet
  size:    87 KB
  rows:    3,201

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
2018-10-22 00:00:00	ES	Futures	3015.1	3016.46	3011.84	3013.74	5072.0
2018-10-22 00:30:00	ES	Futures	3013.74	3016.73	3012.92	3015.1	5176.0
2018-10-22 01:00:00	ES	Futures	3015.1	3017.28	3013.47	3016.73	4180.0
2018-10-22 01:30:00	ES	Futures	3016.73	3018.36	3015.92	3017.28	6096.0
2018-10-22 02:00:00	ES	Futures	3017.55	3021.9	3016.46	3020.81	11497.0
2018-10-22 02:30:00	ES	Futures	3020.81	3022.44	3018.64	3020.54	9735.0
2018-10-22 03:00:00	ES	Futures	3020.27	3023.8	3019.45	3022.44	14399.0
2018-10-22 03:30:00	ES	Futures	3022.44	3022.99	3020.0	3020.54	10964.0
2018-10-22 04:00:00	ES	Futures	3020.27	3020.81	3014.28	3015.64	11204.0
2018-10-22 04:30:00	ES	Futures	3015.64	3017.28	3013.2	3015.1	9813.0
2018-10-22 05:00:00	ES	Futures	3015.1	3018.91	3014.83	3017.28	8605.0
2018-10-22 05:30:00	ES	Futures	3017.28	3018.36	3013.2	3015.1	8859.0
2018-10-22 06:00:00	ES	Futures	3014.83	3020.27	3012.38	3020.0	9097.0
2018-10-22 06:30:00	ES	Futures	3020.0	3021.63	3017.0	3020.54	8569.0
2018-10-22 07:00:00	ES	Futures	3020.54	3023.53	3020.0	3022.44	6704.0
2018-10-22 07:30:00	ES	Futures	3022.72	3026.8	3021.9	3024.08	15686.0
2018-10-22 08:00:00	ES	Futures	3023.8	3025.44	3022.72	3024.35	12820.0
2018-10-22 08:30:00	ES	Futures	3024.35	3024.35	3021.08	3021.36	12127.0
2018-10-22 09:00:00	ES	Futures	3021.36	3021.63	3018.09	3021.36	21611.0
2018-10-22 09:30:00	ES	Futures	3021.36	3025.16	3000.14	3003.4	181254.0
2018-10-22 10:00:00	ES	Futures	3003.4	3004.76	2993.07	2995.79	150309.0
2018-10-22 10:30:00	ES	Futures	2995.52	3018.91	2993.07	3014.83	134229.0
2018-10-22 11:00:00	ES	Futures	3014.56	3016.73	3006.67	3010.2	108162.0
2018-10-22 11:30:00	ES	Futures	3010.2	3011.56	2998.51	3001.5	78487.0
2018-10-22 12:00:00	ES	Futures	3001.5	3008.57	2994.97	2998.78	78447.0
2018-10-22 12:30:00	ES	Futures	2999.05	3005.58	2996.6	3003.4	61948.0
2018-10-22 13:00:00	ES	Futures	3003.4	3009.93	3000.96	3002.86	59815.0
2018-10-22 13:30:00	ES	Futures	3002.59	3009.12	3000.14	3000.41	54172.0
2018-10-22 14:00:00	ES	Futures	3000.14	3005.31	2999.6	2999.87	52308.0
2018-10-22 14:30:00	ES	Futures	2999.6	3008.3	2998.78	3005.31	68545.0
2018-10-22 15:00:00	ES	Futures	3005.31	3011.84	3003.4	3007.76	67131.0
2018-10-22 15:30:00	ES	Futures	3007.76	3011.84	2999.6	3000.14	163621.0
2018-10-22 16:00:00	ES	Futures	3000.14	3001.23	2998.51	2998.51	51095.0
2018-10-22 16:30:00	ES	Futures	2998.51	2999.6	2997.69	2999.32	6973.0
2018-10-22 18:00:00	ES	Futures	2998.24	2999.05	2996.33	2998.78	3081.0
2018-10-22 18:30:00	ES	Futures	2999.05	3000.14	2998.24	2999.32	2061.0
2018-10-22 19:00:00	ES	Futures	2999.32	3000.14	2994.7	2996.6	2625.0
2018-10-22 19:30:00	ES	Futures	2996.6	2996.88	2992.52	2994.16	5803.0
2018-10-22 20:00:00	ES	Futures	2994.43	2995.52	2979.2	2982.73	22232.0
2018-10-22 20:30:00	ES	Futures	2982.73	2984.09	2979.47	2983.0	8048.0
2018-10-22 21:00:00	ES	Futures	2983.0	2987.9	2981.1	2985.72	9872.0
2018-10-22 21:30:00	ES	Futures	2985.72	2987.9	2981.64	2983.28	9288.0
2018-10-22 22:00:00	ES	Futures	2983.28	2984.91	2976.2	2976.48	13667.0
2018-10-22 22:30:00	ES	Futures	2976.75	2980.28	2975.93	2978.38	8302.0
2018-10-22 23:00:00	ES	Futures	2978.38	2978.92	2973.21	2975.93	11894.0
2018-10-22 23:30:00	ES	Futures	2975.93	2976.2	2971.85	2975.39	10189.0
2018-10-22 00:00:00	NQ	Futures	8369.13	8372.95	8360.92	8366.49	2541.0
2018-10-22 00:30:00	NQ	Futures	8366.49	8370.89	8362.68	8367.96	2475.0
2018-10-22 01:00:00	NQ	Futures	8368.25	8374.41	8358.57	8370.01	3076.0
2018-10-22 01:30:00	NQ	Futures	8370.31	8375.29	8365.32	8370.31	3080.0

> showing 50 of 3,201 rows — these rows as CSV

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