PREVIEW / futures_30min / 2018-10-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-26.parquet
  size:    80 KB
  rows:    2,727

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
2018-10-26 00:00:00	ES	Futures	2893.79	2895.97	2891.34	2895.15	8683.0
2018-10-26 00:30:00	ES	Futures	2895.42	2904.4	2894.88	2902.22	14310.0
2018-10-26 01:00:00	ES	Futures	2902.22	2907.66	2900.59	2900.59	12087.0
2018-10-26 01:30:00	ES	Futures	2900.86	2904.12	2894.61	2898.96	12360.0
2018-10-26 02:00:00	ES	Futures	2898.96	2911.74	2898.96	2909.29	15228.0
2018-10-26 02:30:00	ES	Futures	2909.29	2913.1	2906.57	2910.38	11858.0
2018-10-26 03:00:00	ES	Futures	2910.38	2912.28	2897.6	2898.68	28214.0
2018-10-26 03:30:00	ES	Futures	2898.41	2906.57	2896.51	2901.4	20799.0
2018-10-26 04:00:00	ES	Futures	2901.13	2902.22	2895.97	2897.87	16870.0
2018-10-26 04:30:00	ES	Futures	2897.87	2901.68	2892.43	2896.51	19875.0
2018-10-26 05:00:00	ES	Futures	2896.24	2896.24	2881.55	2881.55	40821.0
2018-10-26 05:30:00	ES	Futures	2881.55	2888.35	2878.83	2885.9	35205.0
2018-10-26 06:00:00	ES	Futures	2885.9	2891.61	2883.45	2889.17	21884.0
2018-10-26 06:30:00	ES	Futures	2889.44	2892.43	2886.17	2888.35	21276.0
2018-10-26 07:00:00	ES	Futures	2888.62	2896.78	2888.62	2896.51	25340.0
2018-10-26 07:30:00	ES	Futures	2896.78	2897.6	2888.35	2891.07	20483.0
2018-10-26 08:00:00	ES	Futures	2890.8	2894.06	2885.36	2890.53	24964.0
2018-10-26 08:30:00	ES	Futures	2890.25	2902.76	2888.89	2901.95	59715.0
2018-10-26 09:00:00	ES	Futures	2901.68	2902.22	2894.06	2898.14	46353.0
2018-10-26 09:30:00	ES	Futures	2898.14	2907.39	2889.44	2897.05	289192.0
2018-10-26 10:00:00	ES	Futures	2896.78	2896.78	2870.13	2881.55	311601.0
2018-10-26 10:30:00	ES	Futures	2881.55	2881.82	2858.43	2860.33	256252.0
2018-10-26 11:00:00	ES	Futures	2860.06	2891.89	2858.7	2888.62	207622.0
2018-10-26 11:30:00	ES	Futures	2888.89	2901.4	2884.81	2891.34	180719.0
2018-10-26 12:00:00	ES	Futures	2891.34	2909.29	2890.53	2905.76	152905.0
2018-10-26 12:30:00	ES	Futures	2905.76	2924.52	2903.04	2915.82	160724.0
2018-10-26 13:00:00	ES	Futures	2915.82	2929.69	2911.2	2911.74	155111.0
2018-10-26 13:30:00	ES	Futures	2911.74	2916.64	2898.41	2913.1	121310.0
2018-10-26 14:00:00	ES	Futures	2913.1	2916.36	2893.52	2902.76	131790.0
2018-10-26 14:30:00	ES	Futures	2902.49	2910.11	2878.56	2882.37	123239.0
2018-10-26 15:00:00	ES	Futures	2882.09	2897.32	2873.39	2890.8	208589.0
2018-10-26 15:30:00	ES	Futures	2890.53	2907.93	2879.37	2891.07	388200.0
2018-10-26 16:00:00	ES	Futures	2891.07	2905.76	2888.08	2905.48	113981.0
2018-10-26 16:30:00	ES	Futures	2904.4	2905.76	2894.33	2896.51	16090.0
2018-10-26 00:00:00	NQ	Futures	7998.68	8003.66	7983.13	7996.33	3919.0
2018-10-26 00:30:00	NQ	Futures	7996.33	8029.18	7994.28	8023.02	4452.0
2018-10-26 01:00:00	NQ	Futures	8022.44	8052.06	8020.38	8025.66	4921.0
2018-10-26 01:30:00	NQ	Futures	8025.66	8038.57	8003.96	8020.68	4281.0
2018-10-26 02:00:00	NQ	Futures	8020.97	8058.51	8020.97	8045.02	4520.0
2018-10-26 02:30:00	NQ	Futures	8044.73	8071.42	8040.91	8063.5	4484.0
2018-10-26 03:00:00	NQ	Futures	8063.5	8067.02	8020.09	8024.2	7235.0
2018-10-26 03:30:00	NQ	Futures	8023.9	8054.11	8015.1	8027.42	8013.0
2018-10-26 04:00:00	NQ	Futures	8027.13	8038.27	8014.52	8022.14	6522.0
2018-10-26 04:30:00	NQ	Futures	8021.56	8033.29	7994.57	8010.12	7392.0
2018-10-26 05:00:00	NQ	Futures	8010.12	8010.41	7920.66	7921.24	15167.0
2018-10-26 05:30:00	NQ	Futures	7921.54	7930.04	7901.0	7919.19	15025.0
2018-10-26 06:00:00	NQ	Futures	7918.9	7949.11	7903.06	7945.59	8780.0
2018-10-26 06:30:00	NQ	Futures	7946.17	7964.07	7922.42	7934.44	7300.0
2018-10-26 07:00:00	NQ	Futures	7934.73	7974.63	7934.73	7971.69	7475.0
2018-10-26 07:30:00	NQ	Futures	7971.99	7976.97	7943.24	7957.61	7384.0

> showing 50 of 2,727 rows — these rows as CSV

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