PREVIEW / futures_30min / 2018-10-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-23.parquet
  size:    91 KB
  rows:    3,252

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
2018-10-23 00:00:00	ES	Futures	2975.39	2976.48	2973.21	2974.3	7032.0
2018-10-23 00:30:00	ES	Futures	2974.03	2974.84	2972.12	2974.03	5512.0
2018-10-23 01:00:00	ES	Futures	2973.76	2977.56	2972.94	2974.03	7514.0
2018-10-23 01:30:00	ES	Futures	2974.3	2976.48	2968.59	2968.59	8581.0
2018-10-23 02:00:00	ES	Futures	2968.86	2969.95	2962.33	2963.96	20168.0
2018-10-23 02:30:00	ES	Futures	2963.69	2966.41	2961.52	2963.69	13675.0
2018-10-23 03:00:00	ES	Futures	2963.42	2967.5	2961.24	2966.14	22665.0
2018-10-23 03:30:00	ES	Futures	2966.14	2971.58	2964.24	2964.51	24167.0
2018-10-23 04:00:00	ES	Futures	2964.51	2966.41	2960.7	2963.15	19659.0
2018-10-23 04:30:00	ES	Futures	2962.88	2966.41	2960.97	2962.88	13373.0
2018-10-23 05:00:00	ES	Futures	2962.6	2962.88	2953.9	2955.26	31816.0
2018-10-23 05:30:00	ES	Futures	2954.99	2962.6	2953.08	2962.06	22283.0
2018-10-23 06:00:00	ES	Futures	2962.33	2963.69	2959.34	2961.52	13532.0
2018-10-23 06:30:00	ES	Futures	2961.52	2966.96	2957.44	2963.42	16332.0
2018-10-23 07:00:00	ES	Futures	2963.15	2965.6	2959.34	2960.97	16709.0
2018-10-23 07:30:00	ES	Futures	2961.24	2961.52	2948.73	2958.25	58717.0
2018-10-23 08:00:00	ES	Futures	2958.25	2960.97	2953.08	2953.9	34504.0
2018-10-23 08:30:00	ES	Futures	2953.9	2960.16	2952.54	2957.44	25229.0
2018-10-23 09:00:00	ES	Futures	2957.44	2957.44	2946.56	2954.17	67366.0
2018-10-23 09:30:00	ES	Futures	2954.44	2963.15	2948.73	2951.45	289151.0
2018-10-23 10:00:00	ES	Futures	2951.45	2954.17	2929.15	2938.4	322349.0
2018-10-23 10:30:00	ES	Futures	2938.4	2949.28	2930.51	2943.29	179820.0
2018-10-23 11:00:00	ES	Futures	2943.29	2956.08	2938.4	2952.27	178868.0
2018-10-23 11:30:00	ES	Futures	2952.54	2954.17	2939.21	2939.21	106781.0
2018-10-23 12:00:00	ES	Futures	2939.21	2958.52	2938.94	2956.89	118450.0
2018-10-23 12:30:00	ES	Futures	2956.89	2964.24	2956.62	2958.52	85308.0
2018-10-23 13:00:00	ES	Futures	2958.25	2977.02	2957.16	2971.04	141837.0
2018-10-23 13:30:00	ES	Futures	2971.04	2975.66	2960.7	2962.33	116194.0
2018-10-23 14:00:00	ES	Futures	2962.06	2985.45	2962.06	2981.1	130346.0
2018-10-23 14:30:00	ES	Futures	2981.1	2994.16	2980.83	2991.16	152310.0
2018-10-23 15:00:00	ES	Futures	2991.16	2997.15	2987.9	2990.89	138276.0
2018-10-23 15:30:00	ES	Futures	2990.89	2994.7	2979.74	2982.73	203889.0
2018-10-23 16:00:00	ES	Futures	2982.46	2989.26	2980.56	2988.17	61652.0
2018-10-23 16:30:00	ES	Futures	2988.44	2988.44	2984.09	2987.63	9031.0
2018-10-23 18:00:00	ES	Futures	2986.81	2988.72	2985.18	2986.0	4329.0
2018-10-23 18:30:00	ES	Futures	2986.27	2986.81	2982.46	2983.28	3135.0
2018-10-23 19:00:00	ES	Futures	2983.55	2987.08	2983.28	2986.81	2549.0
2018-10-23 19:30:00	ES	Futures	2986.81	2989.53	2986.0	2988.17	3857.0
2018-10-23 20:00:00	ES	Futures	2987.9	2987.9	2981.64	2984.36	8256.0
2018-10-23 20:30:00	ES	Futures	2984.09	2986.54	2982.73	2986.27	3089.0
2018-10-23 21:00:00	ES	Futures	2986.27	2986.54	2977.56	2980.01	8124.0
2018-10-23 21:30:00	ES	Futures	2980.28	2984.91	2978.38	2979.74	9409.0
2018-10-23 22:00:00	ES	Futures	2979.74	2983.55	2977.56	2982.46	8327.0
2018-10-23 22:30:00	ES	Futures	2982.73	2983.82	2978.92	2981.92	7851.0
2018-10-23 23:00:00	ES	Futures	2982.19	2991.71	2982.19	2990.62	13033.0
2018-10-23 23:30:00	ES	Futures	2990.35	2991.98	2988.72	2989.53	7572.0
2018-10-23 00:00:00	NQ	Futures	8321.91	8327.48	8314.87	8319.86	2232.0
2018-10-23 00:30:00	NQ	Futures	8318.98	8321.03	8309.59	8314.87	1563.0
2018-10-23 01:00:00	NQ	Futures	8315.16	8328.66	8313.11	8317.22	2274.0
2018-10-23 01:30:00	NQ	Futures	8318.1	8322.5	8289.06	8289.64	3687.0

> showing 50 of 3,252 rows — these rows as CSV

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