PREVIEW / futures_30min / 2018-10-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-24.parquet
  size:    94 KB
  rows:    3,269

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
2018-10-24 00:00:00	ES	Futures	2989.53	2990.35	2988.44	2989.53	4664.0
2018-10-24 00:30:00	ES	Futures	2989.8	2991.44	2988.44	2989.8	5832.0
2018-10-24 01:00:00	ES	Futures	2989.8	2990.35	2980.01	2980.56	8614.0
2018-10-24 01:30:00	ES	Futures	2980.28	2981.92	2979.47	2980.28	6732.0
2018-10-24 02:00:00	ES	Futures	2980.28	2980.83	2977.29	2978.38	7795.0
2018-10-24 02:30:00	ES	Futures	2978.65	2979.2	2971.85	2972.12	10720.0
2018-10-24 03:00:00	ES	Futures	2972.12	2972.12	2965.32	2966.96	26661.0
2018-10-24 03:30:00	ES	Futures	2966.96	2972.94	2960.7	2967.5	27213.0
2018-10-24 04:00:00	ES	Futures	2967.5	2969.95	2961.52	2963.42	20594.0
2018-10-24 04:30:00	ES	Futures	2963.69	2965.87	2958.8	2959.61	21866.0
2018-10-24 05:00:00	ES	Futures	2959.34	2967.77	2958.52	2965.6	21922.0
2018-10-24 05:30:00	ES	Futures	2965.87	2969.13	2963.42	2968.04	13412.0
2018-10-24 06:00:00	ES	Futures	2968.32	2969.95	2966.96	2969.13	11378.0
2018-10-24 06:30:00	ES	Futures	2969.13	2972.4	2967.23	2972.12	11380.0
2018-10-24 07:00:00	ES	Futures	2972.4	2974.3	2970.22	2973.76	13947.0
2018-10-24 07:30:00	ES	Futures	2973.76	2986.0	2973.48	2985.72	31087.0
2018-10-24 08:00:00	ES	Futures	2986.0	2988.17	2981.92	2982.46	24446.0
2018-10-24 08:30:00	ES	Futures	2982.46	2985.18	2980.28	2983.55	16521.0
2018-10-24 09:00:00	ES	Futures	2983.55	2984.36	2979.47	2980.28	21907.0
2018-10-24 09:30:00	ES	Futures	2980.01	2984.91	2971.58	2974.3	166886.0
2018-10-24 10:00:00	ES	Futures	2974.3	2977.84	2965.87	2968.04	157825.0
2018-10-24 10:30:00	ES	Futures	2968.04	2974.03	2960.16	2960.7	124824.0
2018-10-24 11:00:00	ES	Futures	2960.7	2962.6	2942.48	2945.47	222283.0
2018-10-24 11:30:00	ES	Futures	2945.47	2968.86	2941.66	2965.87	161157.0
2018-10-24 12:00:00	ES	Futures	2965.87	2967.5	2955.8	2959.07	90248.0
2018-10-24 12:30:00	ES	Futures	2959.07	2960.43	2947.1	2954.99	72763.0
2018-10-24 13:00:00	ES	Futures	2954.72	2954.99	2937.04	2941.39	125175.0
2018-10-24 13:30:00	ES	Futures	2941.39	2947.64	2934.32	2938.4	138157.0
2018-10-24 14:00:00	ES	Futures	2938.12	2947.37	2929.69	2946.01	162165.0
2018-10-24 14:30:00	ES	Futures	2946.01	2950.64	2931.6	2935.4	129918.0
2018-10-24 15:00:00	ES	Futures	2935.13	2935.4	2912.01	2912.83	210047.0
2018-10-24 15:30:00	ES	Futures	2913.1	2920.72	2885.63	2891.61	449080.0
2018-10-24 16:00:00	ES	Futures	2891.61	2907.39	2889.71	2899.5	152844.0
2018-10-24 16:30:00	ES	Futures	2903.58	2910.65	2901.4	2910.11	24156.0
2018-10-24 18:00:00	ES	Futures	2909.02	2909.56	2900.32	2903.85	11062.0
2018-10-24 18:30:00	ES	Futures	2904.12	2908.48	2902.22	2908.2	6931.0
2018-10-24 19:00:00	ES	Futures	2907.93	2910.65	2903.58	2904.67	6628.0
2018-10-24 19:30:00	ES	Futures	2904.67	2904.67	2892.7	2898.14	13036.0
2018-10-24 20:00:00	ES	Futures	2898.41	2904.94	2898.41	2902.22	12421.0
2018-10-24 20:30:00	ES	Futures	2902.49	2906.84	2900.86	2905.48	10449.0
2018-10-24 21:00:00	ES	Futures	2905.76	2907.39	2898.96	2904.94	15770.0
2018-10-24 21:30:00	ES	Futures	2904.67	2907.93	2902.49	2904.94	11054.0
2018-10-24 22:00:00	ES	Futures	2904.94	2913.1	2902.22	2912.01	10696.0
2018-10-24 22:30:00	ES	Futures	2912.01	2912.83	2906.57	2910.11	5305.0
2018-10-24 23:00:00	ES	Futures	2910.11	2910.38	2906.03	2907.93	3669.0
2018-10-24 23:30:00	ES	Futures	2907.66	2912.01	2906.84	2907.93	5033.0
2018-10-24 00:00:00	NQ	Futures	8393.77	8395.24	8386.73	8390.84	1971.0
2018-10-24 00:30:00	NQ	Futures	8391.13	8397.0	8384.97	8391.42	1809.0
2018-10-24 01:00:00	NQ	Futures	8392.01	8393.77	8345.37	8347.43	4441.0
2018-10-24 01:30:00	NQ	Futures	8347.13	8360.63	8345.67	8353.0	1763.0

> showing 50 of 3,269 rows — these rows as CSV

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