PREVIEW / futures_30min / 2018-11-01

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-01.parquet
  size:    92 KB
  rows:    3,305

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
2018-11-01 00:00:00	ES	Futures	2960.16	2960.7	2955.53	2956.08	2264.0
2018-11-01 00:30:00	ES	Futures	2956.08	2957.44	2955.26	2956.62	2356.0
2018-11-01 01:00:00	ES	Futures	2956.62	2957.71	2955.26	2956.62	2327.0
2018-11-01 01:30:00	ES	Futures	2956.62	2957.16	2953.63	2955.53	3245.0
2018-11-01 02:00:00	ES	Futures	2955.53	2955.53	2946.28	2948.19	6331.0
2018-11-01 02:30:00	ES	Futures	2948.19	2951.45	2947.92	2948.73	4628.0
2018-11-01 03:00:00	ES	Futures	2949.0	2952.54	2947.1	2952.27	5943.0
2018-11-01 03:30:00	ES	Futures	2952.27	2953.08	2945.47	2949.55	8470.0
2018-11-01 04:00:00	ES	Futures	2949.55	2957.16	2947.92	2956.89	19295.0
2018-11-01 04:30:00	ES	Futures	2956.89	2959.88	2954.44	2957.98	12645.0
2018-11-01 05:00:00	ES	Futures	2957.98	2960.7	2956.35	2958.52	9853.0
2018-11-01 05:30:00	ES	Futures	2958.52	2962.88	2955.8	2962.6	10855.0
2018-11-01 06:00:00	ES	Futures	2962.6	2963.42	2960.43	2961.79	9154.0
2018-11-01 06:30:00	ES	Futures	2961.79	2967.23	2961.52	2964.24	12669.0
2018-11-01 07:00:00	ES	Futures	2964.24	2966.14	2962.33	2965.32	8716.0
2018-11-01 07:30:00	ES	Futures	2965.32	2966.68	2961.79	2962.33	9482.0
2018-11-01 08:00:00	ES	Futures	2962.33	2964.51	2957.71	2960.43	13906.0
2018-11-01 08:30:00	ES	Futures	2960.16	2960.97	2954.17	2955.8	25919.0
2018-11-01 09:00:00	ES	Futures	2955.53	2960.43	2953.9	2959.88	21758.0
2018-11-01 09:30:00	ES	Futures	2959.88	2965.87	2950.64	2956.08	208858.0
2018-11-01 10:00:00	ES	Futures	2956.08	2965.32	2946.01	2962.06	218782.0
2018-11-01 10:30:00	ES	Futures	2962.06	2972.67	2960.7	2970.49	140032.0
2018-11-01 11:00:00	ES	Futures	2970.49	2975.12	2964.24	2973.48	126506.0
2018-11-01 11:30:00	ES	Futures	2973.21	2975.39	2968.04	2969.4	97051.0
2018-11-01 12:00:00	ES	Futures	2969.4	2973.76	2965.32	2968.32	76757.0
2018-11-01 12:30:00	ES	Futures	2968.59	2975.39	2966.96	2975.12	64115.0
2018-11-01 13:00:00	ES	Futures	2974.84	2977.02	2969.13	2976.48	59094.0
2018-11-01 13:30:00	ES	Futures	2976.75	2977.29	2970.76	2972.67	60130.0
2018-11-01 14:00:00	ES	Futures	2972.67	2976.2	2968.32	2974.3	55251.0
2018-11-01 14:30:00	ES	Futures	2974.3	2977.02	2969.95	2975.93	51787.0
2018-11-01 15:00:00	ES	Futures	2976.2	2978.11	2971.85	2977.29	63859.0
2018-11-01 15:30:00	ES	Futures	2977.29	2982.46	2973.76	2979.74	190311.0
2018-11-01 16:00:00	ES	Futures	2979.74	2980.01	2976.2	2978.92	62591.0
2018-11-01 16:30:00	ES	Futures	2978.92	2979.2	2965.6	2974.57	32536.0
2018-11-01 18:00:00	ES	Futures	2963.69	2969.4	2962.33	2966.96	11335.0
2018-11-01 18:30:00	ES	Futures	2966.68	2969.4	2966.41	2969.13	1785.0
2018-11-01 19:00:00	ES	Futures	2969.13	2972.12	2968.32	2970.22	5815.0
2018-11-01 19:30:00	ES	Futures	2970.22	2973.48	2969.95	2973.48	4838.0
2018-11-01 20:00:00	ES	Futures	2973.21	2981.64	2972.67	2979.47	11137.0
2018-11-01 20:30:00	ES	Futures	2979.2	2979.2	2975.93	2977.29	5515.0
2018-11-01 21:00:00	ES	Futures	2977.02	2977.56	2972.67	2976.2	6931.0
2018-11-01 21:30:00	ES	Futures	2976.2	2976.75	2971.04	2972.67	6367.0
2018-11-01 22:00:00	ES	Futures	2972.67	2974.3	2970.22	2973.21	3713.0
2018-11-01 22:30:00	ES	Futures	2973.21	2975.39	2972.94	2973.76	2741.0
2018-11-01 23:00:00	ES	Futures	2973.48	2973.76	2971.85	2973.21	1623.0
2018-11-01 23:30:00	ES	Futures	2973.21	2973.48	2970.49	2971.04	2305.0
2018-11-01 00:00:00	NQ	Futures	8215.73	8218.66	8198.42	8199.89	1537.0
2018-11-01 00:30:00	NQ	Futures	8199.89	8206.93	8194.9	8199.3	1844.0
2018-11-01 01:00:00	NQ	Futures	8199.6	8205.17	8194.32	8202.82	1894.0
2018-11-01 01:30:00	NQ	Futures	8202.53	8204.88	8187.86	8194.02	2046.0

> showing 50 of 3,305 rows — these rows as CSV

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