PREVIEW / futures_30min / 2018-10-31

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-10-31.parquet
  size:    90 KB
  rows:    3,271

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
2018-10-31 00:00:00	ES	Futures	2926.43	2926.43	2923.71	2926.16	2775.0
2018-10-31 00:30:00	ES	Futures	2926.16	2928.06	2924.52	2927.52	2336.0
2018-10-31 01:00:00	ES	Futures	2927.24	2932.96	2927.24	2932.68	6618.0
2018-10-31 01:30:00	ES	Futures	2932.41	2933.5	2931.6	2932.96	2995.0
2018-10-31 02:00:00	ES	Futures	2932.96	2932.96	2930.24	2931.87	2927.0
2018-10-31 02:30:00	ES	Futures	2931.6	2933.77	2930.51	2933.23	3942.0
2018-10-31 03:00:00	ES	Futures	2933.5	2936.49	2931.6	2933.77	8025.0
2018-10-31 03:30:00	ES	Futures	2934.04	2937.31	2934.04	2935.4	7066.0
2018-10-31 04:00:00	ES	Futures	2935.13	2940.57	2933.5	2939.48	18941.0
2018-10-31 04:30:00	ES	Futures	2939.21	2942.2	2938.4	2941.66	13610.0
2018-10-31 05:00:00	ES	Futures	2941.39	2942.2	2936.76	2938.94	10313.0
2018-10-31 05:30:00	ES	Futures	2938.94	2939.76	2933.5	2934.86	12147.0
2018-10-31 06:00:00	ES	Futures	2934.59	2938.4	2934.32	2937.31	10449.0
2018-10-31 06:30:00	ES	Futures	2937.58	2943.02	2937.31	2940.57	16569.0
2018-10-31 07:00:00	ES	Futures	2940.84	2944.65	2939.21	2941.39	16276.0
2018-10-31 07:30:00	ES	Futures	2941.39	2945.74	2940.57	2944.11	15910.0
2018-10-31 08:00:00	ES	Futures	2944.38	2952.81	2943.02	2949.28	27405.0
2018-10-31 08:30:00	ES	Futures	2949.55	2952.81	2947.92	2951.72	35274.0
2018-10-31 09:00:00	ES	Futures	2951.72	2954.72	2947.64	2950.09	38184.0
2018-10-31 09:30:00	ES	Futures	2950.36	2960.7	2944.38	2959.34	224107.0
2018-10-31 10:00:00	ES	Futures	2959.07	2967.5	2954.17	2964.51	136336.0
2018-10-31 10:30:00	ES	Futures	2964.51	2969.4	2957.98	2958.52	157420.0
2018-10-31 11:00:00	ES	Futures	2958.52	2964.51	2952.54	2962.33	125236.0
2018-10-31 11:30:00	ES	Futures	2962.33	2963.69	2951.45	2956.08	117218.0
2018-10-31 12:00:00	ES	Futures	2956.08	2958.52	2946.56	2954.72	108905.0
2018-10-31 12:30:00	ES	Futures	2954.99	2966.96	2953.08	2964.78	93542.0
2018-10-31 13:00:00	ES	Futures	2964.51	2972.4	2963.42	2966.96	81321.0
2018-10-31 13:30:00	ES	Futures	2967.23	2972.94	2962.06	2968.86	75667.0
2018-10-31 14:00:00	ES	Futures	2969.13	2977.84	2965.32	2974.57	88981.0
2018-10-31 14:30:00	ES	Futures	2974.57	2976.48	2968.86	2974.03	96086.0
2018-10-31 15:00:00	ES	Futures	2974.3	2978.11	2964.51	2969.4	143587.0
2018-10-31 15:30:00	ES	Futures	2969.4	2970.22	2948.19	2950.09	419147.0
2018-10-31 16:00:00	ES	Futures	2950.09	2953.9	2943.84	2943.84	137064.0
2018-10-31 16:30:00	ES	Futures	2944.11	2947.64	2941.93	2944.11	14618.0
2018-10-31 18:00:00	ES	Futures	2944.11	2951.45	2943.56	2949.0	6748.0
2018-10-31 18:30:00	ES	Futures	2948.73	2950.09	2947.1	2949.28	3765.0
2018-10-31 19:00:00	ES	Futures	2949.28	2950.09	2947.64	2948.46	3799.0
2018-10-31 19:30:00	ES	Futures	2948.19	2952.27	2947.64	2951.72	3974.0
2018-10-31 20:00:00	ES	Futures	2952.0	2955.26	2951.18	2952.27	8209.0
2018-10-31 20:30:00	ES	Futures	2952.0	2956.62	2951.72	2956.08	5368.0
2018-10-31 21:00:00	ES	Futures	2956.08	2958.25	2953.9	2957.98	6349.0
2018-10-31 21:30:00	ES	Futures	2957.98	2961.79	2956.89	2960.97	8449.0
2018-10-31 22:00:00	ES	Futures	2961.24	2961.52	2956.35	2957.16	6237.0
2018-10-31 22:30:00	ES	Futures	2957.44	2959.34	2955.8	2957.71	10697.0
2018-10-31 23:00:00	ES	Futures	2957.98	2958.8	2956.62	2958.25	1730.0
2018-10-31 23:30:00	ES	Futures	2958.25	2960.97	2956.62	2959.88	3103.0
2018-10-31 00:00:00	NQ	Futures	8030.35	8030.35	8015.69	8025.08	2074.0
2018-10-31 00:30:00	NQ	Futures	8025.08	8029.77	8017.74	8026.54	2056.0
2018-10-31 01:00:00	NQ	Futures	8026.83	8047.07	8025.37	8047.07	3416.0
2018-10-31 01:30:00	NQ	Futures	8047.07	8054.41	8041.5	8052.65	2677.0

> showing 50 of 3,271 rows — these rows as CSV

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