PREVIEW / futures_30min / 2018-11-02

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-02.parquet
  size:    81 KB
  rows:    2,741

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
2018-11-02 00:00:00	ES	Futures	2971.31	2971.58	2969.95	2970.76	1266.0
2018-11-02 00:30:00	ES	Futures	2970.76	2991.71	2970.76	2989.53	20275.0
2018-11-02 01:00:00	ES	Futures	2989.8	2998.51	2988.72	2994.43	17562.0
2018-11-02 01:30:00	ES	Futures	2994.7	2999.05	2994.16	2997.96	9254.0
2018-11-02 02:00:00	ES	Futures	2997.69	3007.21	2996.33	3003.95	14991.0
2018-11-02 02:30:00	ES	Futures	3004.22	3004.76	2999.05	3001.23	9878.0
2018-11-02 03:00:00	ES	Futures	3001.23	3006.94	2998.78	3005.04	13589.0
2018-11-02 03:30:00	ES	Futures	3005.04	3007.48	3000.96	3005.04	14024.0
2018-11-02 04:00:00	ES	Futures	3004.76	3007.48	3001.5	3005.85	22827.0
2018-11-02 04:30:00	ES	Futures	3006.12	3006.4	3000.68	3002.04	14808.0
2018-11-02 05:00:00	ES	Futures	3002.04	3002.04	2998.78	2999.87	9593.0
2018-11-02 05:30:00	ES	Futures	2999.87	3003.13	2996.88	2997.42	16284.0
2018-11-02 06:00:00	ES	Futures	2997.15	3002.32	2996.06	3001.77	10630.0
2018-11-02 06:30:00	ES	Futures	3001.77	3002.86	2999.05	3001.5	10401.0
2018-11-02 07:00:00	ES	Futures	3001.5	3008.03	2999.87	3007.76	19305.0
2018-11-02 07:30:00	ES	Futures	3007.76	3009.66	3005.58	3006.12	19404.0
2018-11-02 08:00:00	ES	Futures	3006.4	3008.03	2996.06	2999.32	48149.0
2018-11-02 08:30:00	ES	Futures	2999.32	3002.59	2993.07	2998.24	52464.0
2018-11-02 09:00:00	ES	Futures	2997.96	2999.87	2986.0	2993.61	61107.0
2018-11-02 09:30:00	ES	Futures	2993.34	2999.05	2987.63	2989.8	202565.0
2018-11-02 10:00:00	ES	Futures	2989.8	2990.89	2974.84	2975.12	179611.0
2018-11-02 10:30:00	ES	Futures	2974.84	2977.02	2961.24	2972.94	185202.0
2018-11-02 11:00:00	ES	Futures	2972.94	2973.76	2956.62	2961.79	166567.0
2018-11-02 11:30:00	ES	Futures	2962.06	2966.14	2954.17	2962.88	107407.0
2018-11-02 12:00:00	ES	Futures	2962.6	2964.51	2954.72	2959.61	88473.0
2018-11-02 12:30:00	ES	Futures	2959.61	2960.97	2938.94	2943.84	140675.0
2018-11-02 13:00:00	ES	Futures	2943.84	2953.36	2937.04	2950.64	108419.0
2018-11-02 13:30:00	ES	Futures	2950.64	2956.62	2946.83	2951.45	70436.0
2018-11-02 14:00:00	ES	Futures	2951.72	2968.04	2941.93	2965.32	97895.0
2018-11-02 14:30:00	ES	Futures	2965.6	2965.6	2953.9	2958.52	139283.0
2018-11-02 15:00:00	ES	Futures	2958.52	2964.78	2950.36	2960.43	100315.0
2018-11-02 15:30:00	ES	Futures	2960.16	2964.51	2954.72	2961.24	182559.0
2018-11-02 16:00:00	ES	Futures	2961.24	2964.51	2960.7	2963.69	67834.0
2018-11-02 16:30:00	ES	Futures	2963.15	2963.69	2961.24	2962.06	7739.0
2018-11-02 00:00:00	NQ	Futures	8228.93	8229.81	8222.48	8227.17	871.0
2018-11-02 00:30:00	NQ	Futures	8227.46	8297.27	8226.58	8293.46	8541.0
2018-11-02 01:00:00	NQ	Futures	8293.46	8326.31	8290.82	8312.23	8331.0
2018-11-02 01:30:00	NQ	Futures	8312.52	8333.05	8309.88	8328.95	4319.0
2018-11-02 02:00:00	NQ	Futures	8328.36	8380.87	8325.43	8360.04	9649.0
2018-11-02 02:30:00	NQ	Futures	8360.04	8362.09	8335.11	8344.49	5098.0
2018-11-02 03:00:00	NQ	Futures	8345.67	8364.15	8331.3	8351.53	6710.0
2018-11-02 03:30:00	NQ	Futures	8351.24	8355.93	8333.35	8344.2	4943.0
2018-11-02 04:00:00	NQ	Futures	8343.91	8361.51	8334.23	8356.23	6500.0
2018-11-02 04:30:00	NQ	Futures	8355.93	8358.28	8325.43	8332.76	6290.0
2018-11-02 05:00:00	NQ	Futures	8333.05	8333.05	8311.06	8314.58	6546.0
2018-11-02 05:30:00	NQ	Futures	8314.28	8327.78	8306.95	8314.28	6097.0
2018-11-02 06:00:00	NQ	Futures	8313.7	8325.72	8307.83	8323.08	5135.0
2018-11-02 06:30:00	NQ	Futures	8322.79	8324.55	8310.47	8318.98	4364.0
2018-11-02 07:00:00	NQ	Futures	8319.27	8328.95	8309.59	8328.36	6859.0
2018-11-02 07:30:00	NQ	Futures	8328.66	8337.45	8321.91	8326.31	14166.0

> showing 50 of 2,741 rows — these rows as CSV

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