PREVIEW / futures_30min / 2018-10-30

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-30.parquet
  size:    89 KB
  rows:    3,240

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
2018-10-30 00:00:00	ES	Futures	2890.25	2897.87	2887.81	2896.78	6725.0
2018-10-30 00:30:00	ES	Futures	2896.51	2898.68	2895.15	2895.97	4745.0
2018-10-30 01:00:00	ES	Futures	2896.24	2898.41	2895.15	2896.24	4321.0
2018-10-30 01:30:00	ES	Futures	2896.24	2897.32	2892.43	2892.97	2801.0
2018-10-30 02:00:00	ES	Futures	2892.7	2893.25	2887.81	2890.53	4104.0
2018-10-30 02:30:00	ES	Futures	2890.53	2894.61	2886.99	2893.79	4782.0
2018-10-30 03:00:00	ES	Futures	2894.06	2895.69	2890.25	2895.42	8463.0
2018-10-30 03:30:00	ES	Futures	2894.88	2896.24	2890.8	2890.8	6967.0
2018-10-30 04:00:00	ES	Futures	2890.8	2896.78	2887.26	2895.15	16324.0
2018-10-30 04:30:00	ES	Futures	2895.15	2895.42	2888.08	2889.71	11800.0
2018-10-30 05:00:00	ES	Futures	2889.71	2889.71	2875.29	2876.93	24263.0
2018-10-30 05:30:00	ES	Futures	2876.65	2886.99	2876.65	2886.72	11263.0
2018-10-30 06:00:00	ES	Futures	2886.45	2890.25	2883.18	2888.62	11943.0
2018-10-30 06:30:00	ES	Futures	2888.35	2890.25	2882.37	2885.36	8857.0
2018-10-30 07:00:00	ES	Futures	2885.09	2888.08	2881.01	2887.81	9494.0
2018-10-30 07:30:00	ES	Futures	2888.08	2889.98	2884.27	2888.89	11924.0
2018-10-30 08:00:00	ES	Futures	2889.17	2895.15	2888.62	2890.25	21867.0
2018-10-30 08:30:00	ES	Futures	2889.98	2891.61	2879.37	2880.19	31677.0
2018-10-30 09:00:00	ES	Futures	2880.19	2880.46	2864.96	2873.93	78683.0
2018-10-30 09:30:00	ES	Futures	2873.66	2910.65	2867.68	2906.84	298719.0
2018-10-30 10:00:00	ES	Futures	2907.12	2909.56	2895.15	2898.14	174376.0
2018-10-30 10:30:00	ES	Futures	2898.14	2901.4	2879.37	2884.27	178032.0
2018-10-30 11:00:00	ES	Futures	2884.0	2899.5	2878.29	2897.87	145619.0
2018-10-30 11:30:00	ES	Futures	2897.87	2909.02	2893.25	2894.88	124261.0
2018-10-30 12:00:00	ES	Futures	2894.88	2903.04	2891.07	2897.6	111319.0
2018-10-30 12:30:00	ES	Futures	2897.6	2898.96	2884.54	2885.09	80503.0
2018-10-30 13:00:00	ES	Futures	2885.09	2889.44	2876.93	2878.83	110864.0
2018-10-30 13:30:00	ES	Futures	2878.83	2893.79	2872.85	2891.89	112459.0
2018-10-30 14:00:00	ES	Futures	2891.89	2894.61	2878.83	2885.09	113171.0
2018-10-30 14:30:00	ES	Futures	2885.09	2906.03	2880.46	2902.49	118794.0
2018-10-30 15:00:00	ES	Futures	2902.49	2914.73	2893.25	2911.47	146140.0
2018-10-30 15:30:00	ES	Futures	2911.47	2922.89	2907.66	2919.36	239085.0
2018-10-30 16:00:00	ES	Futures	2919.08	2925.61	2917.18	2920.72	88820.0
2018-10-30 16:30:00	ES	Futures	2920.99	2926.97	2920.99	2926.43	11889.0
2018-10-30 18:00:00	ES	Futures	2927.52	2928.6	2922.62	2925.34	6954.0
2018-10-30 18:30:00	ES	Futures	2925.07	2925.34	2922.08	2922.89	3352.0
2018-10-30 19:00:00	ES	Futures	2922.89	2925.61	2922.08	2923.98	4977.0
2018-10-30 19:30:00	ES	Futures	2923.98	2926.16	2923.16	2923.71	6776.0
2018-10-30 20:00:00	ES	Futures	2923.71	2924.25	2918.81	2919.08	10238.0
2018-10-30 20:30:00	ES	Futures	2919.36	2922.89	2918.0	2922.62	8146.0
2018-10-30 21:00:00	ES	Futures	2922.35	2927.52	2921.26	2926.97	15650.0
2018-10-30 21:30:00	ES	Futures	2926.97	2929.42	2924.52	2927.24	9651.0
2018-10-30 22:00:00	ES	Futures	2927.24	2927.24	2924.8	2925.34	4515.0
2018-10-30 22:30:00	ES	Futures	2925.34	2925.34	2921.26	2921.8	9721.0
2018-10-30 23:00:00	ES	Futures	2922.08	2925.88	2921.26	2925.07	3854.0
2018-10-30 23:30:00	ES	Futures	2924.8	2926.97	2923.71	2926.7	2759.0
2018-10-30 00:00:00	NQ	Futures	7934.73	7963.77	7926.23	7959.37	2526.0
2018-10-30 00:30:00	NQ	Futures	7959.08	7973.45	7954.97	7961.13	3041.0
2018-10-30 01:00:00	NQ	Futures	7960.55	7972.28	7950.28	7963.48	2230.0
2018-10-30 01:30:00	NQ	Futures	7964.07	7968.76	7948.23	7950.28	1410.0

> showing 50 of 3,240 rows — these rows as CSV

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