PREVIEW / futures_30min / 2018-10-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-29.parquet
  size:    93 KB
  rows:    3,274

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
2018-10-29 00:00:00	ES	Futures	2900.86	2904.12	2900.86	2902.49	1937.0
2018-10-29 00:30:00	ES	Futures	2902.49	2905.21	2901.13	2901.4	4845.0
2018-10-29 01:00:00	ES	Futures	2901.4	2906.03	2898.96	2903.04	4293.0
2018-10-29 01:30:00	ES	Futures	2903.04	2903.04	2895.69	2897.05	6471.0
2018-10-29 02:00:00	ES	Futures	2897.32	2897.32	2894.06	2894.33	6295.0
2018-10-29 02:30:00	ES	Futures	2894.06	2898.14	2894.06	2895.69	4317.0
2018-10-29 03:00:00	ES	Futures	2895.42	2901.95	2894.33	2898.41	7056.0
2018-10-29 03:30:00	ES	Futures	2898.41	2901.68	2895.97	2900.86	7825.0
2018-10-29 04:00:00	ES	Futures	2900.59	2904.94	2896.78	2897.32	16510.0
2018-10-29 04:30:00	ES	Futures	2897.6	2901.68	2896.51	2899.5	9809.0
2018-10-29 05:00:00	ES	Futures	2899.5	2906.03	2896.51	2905.76	13265.0
2018-10-29 05:30:00	ES	Futures	2905.76	2917.72	2905.76	2916.36	26308.0
2018-10-29 06:00:00	ES	Futures	2916.09	2919.63	2914.19	2919.08	20499.0
2018-10-29 06:30:00	ES	Futures	2919.08	2929.15	2917.72	2927.24	26933.0
2018-10-29 07:00:00	ES	Futures	2927.24	2938.4	2926.16	2937.58	27619.0
2018-10-29 07:30:00	ES	Futures	2937.58	2937.58	2927.52	2928.06	18009.0
2018-10-29 08:00:00	ES	Futures	2928.33	2935.13	2928.06	2933.23	18152.0
2018-10-29 08:30:00	ES	Futures	2933.23	2935.68	2930.51	2935.13	18252.0
2018-10-29 09:00:00	ES	Futures	2935.13	2935.13	2929.15	2929.15	23282.0
2018-10-29 09:30:00	ES	Futures	2929.15	2934.32	2923.44	2931.6	206739.0
2018-10-29 10:00:00	ES	Futures	2931.87	2945.2	2931.87	2939.76	144904.0
2018-10-29 10:30:00	ES	Futures	2939.76	2941.93	2926.16	2933.23	121291.0
2018-10-29 11:00:00	ES	Futures	2933.23	2936.22	2918.54	2925.07	120593.0
2018-10-29 11:30:00	ES	Futures	2925.34	2931.32	2914.19	2914.46	95242.0
2018-10-29 12:00:00	ES	Futures	2914.46	2916.36	2900.86	2906.3	163698.0
2018-10-29 12:30:00	ES	Futures	2906.57	2916.36	2901.4	2905.76	118194.0
2018-10-29 13:00:00	ES	Futures	2905.76	2919.63	2905.48	2908.2	120688.0
2018-10-29 13:30:00	ES	Futures	2907.93	2919.36	2907.39	2909.84	118615.0
2018-10-29 14:00:00	ES	Futures	2909.84	2910.11	2889.98	2890.8	178959.0
2018-10-29 14:30:00	ES	Futures	2890.8	2897.32	2879.92	2883.18	151471.0
2018-10-29 15:00:00	ES	Futures	2883.45	2884.27	2855.44	2860.88	266985.0
2018-10-29 15:30:00	ES	Futures	2860.88	2875.84	2832.05	2875.57	448835.0
2018-10-29 16:00:00	ES	Futures	2874.75	2878.56	2869.31	2875.57	84319.0
2018-10-29 16:30:00	ES	Futures	2874.75	2875.84	2870.4	2871.76	13344.0
2018-10-29 18:00:00	ES	Futures	2871.21	2872.85	2868.49	2870.4	7499.0
2018-10-29 18:30:00	ES	Futures	2870.13	2874.21	2868.22	2871.49	3208.0
2018-10-29 19:00:00	ES	Futures	2871.49	2876.11	2871.21	2875.02	5414.0
2018-10-29 19:30:00	ES	Futures	2875.02	2876.93	2872.03	2874.48	3932.0
2018-10-29 20:00:00	ES	Futures	2874.21	2881.55	2870.13	2880.73	9762.0
2018-10-29 20:30:00	ES	Futures	2881.01	2888.62	2879.65	2885.9	12459.0
2018-10-29 21:00:00	ES	Futures	2885.9	2890.53	2879.37	2889.98	15514.0
2018-10-29 21:30:00	ES	Futures	2889.71	2889.98	2882.64	2884.81	9630.0
2018-10-29 22:00:00	ES	Futures	2884.81	2885.36	2880.73	2883.73	7935.0
2018-10-29 22:30:00	ES	Futures	2883.73	2891.89	2883.18	2888.89	9892.0
2018-10-29 23:00:00	ES	Futures	2889.17	2892.7	2888.89	2889.71	5117.0
2018-10-29 23:30:00	ES	Futures	2889.71	2891.07	2888.08	2890.53	2949.0
2018-10-29 00:00:00	NQ	Futures	8101.63	8116.88	8101.34	8108.67	1062.0
2018-10-29 00:30:00	NQ	Futures	8110.14	8119.82	8102.51	8106.62	1238.0
2018-10-29 01:00:00	NQ	Futures	8105.44	8125.1	8097.23	8110.72	2329.0
2018-10-29 01:30:00	NQ	Futures	8109.84	8110.14	8091.07	8096.94	2134.0

> showing 50 of 3,274 rows — these rows as CSV

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