PREVIEW / futures_30min / 2018-11-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-05.parquet
  size:    85 KB
  rows:    3,241

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
2018-11-05 00:00:00	ES	Futures	2954.72	2957.16	2953.36	2956.89	3422.0
2018-11-05 00:30:00	ES	Futures	2956.89	2957.16	2955.53	2955.8	1410.0
2018-11-05 01:00:00	ES	Futures	2956.08	2958.8	2955.26	2958.25	1505.0
2018-11-05 01:30:00	ES	Futures	2958.25	2959.07	2957.16	2957.71	1974.0
2018-11-05 02:00:00	ES	Futures	2957.71	2958.25	2956.62	2956.62	4471.0
2018-11-05 02:30:00	ES	Futures	2956.62	2957.16	2955.8	2956.08	3181.0
2018-11-05 03:00:00	ES	Futures	2955.8	2958.52	2954.72	2957.98	9674.0
2018-11-05 03:30:00	ES	Futures	2957.98	2958.52	2953.9	2954.99	6528.0
2018-11-05 04:00:00	ES	Futures	2954.99	2956.62	2952.81	2955.53	7049.0
2018-11-05 04:30:00	ES	Futures	2955.8	2960.7	2955.26	2960.16	7517.0
2018-11-05 05:00:00	ES	Futures	2960.43	2962.6	2958.52	2959.61	10410.0
2018-11-05 05:30:00	ES	Futures	2959.61	2962.6	2958.25	2962.06	6738.0
2018-11-05 06:00:00	ES	Futures	2962.06	2965.87	2961.79	2964.78	8351.0
2018-11-05 06:30:00	ES	Futures	2964.78	2967.77	2963.15	2967.23	9762.0
2018-11-05 07:00:00	ES	Futures	2967.23	2969.68	2965.87	2966.14	12169.0
2018-11-05 07:30:00	ES	Futures	2966.14	2966.96	2961.79	2965.6	12920.0
2018-11-05 08:00:00	ES	Futures	2965.32	2965.6	2960.97	2962.06	12406.0
2018-11-05 08:30:00	ES	Futures	2962.06	2966.68	2959.88	2965.32	10696.0
2018-11-05 09:00:00	ES	Futures	2965.32	2968.32	2963.96	2967.5	12910.0
2018-11-05 09:30:00	ES	Futures	2967.77	2973.76	2963.96	2965.05	145215.0
2018-11-05 10:00:00	ES	Futures	2965.05	2965.87	2956.08	2960.97	127113.0
2018-11-05 10:30:00	ES	Futures	2960.97	2973.76	2960.7	2972.67	105066.0
2018-11-05 11:00:00	ES	Futures	2972.4	2974.84	2966.96	2967.23	68593.0
2018-11-05 11:30:00	ES	Futures	2967.23	2972.67	2963.96	2971.58	54840.0
2018-11-05 12:00:00	ES	Futures	2971.31	2972.94	2966.41	2969.13	45543.0
2018-11-05 12:30:00	ES	Futures	2968.86	2969.95	2963.96	2966.41	38472.0
2018-11-05 13:00:00	ES	Futures	2966.41	2969.68	2964.78	2968.32	41246.0
2018-11-05 13:30:00	ES	Futures	2968.59	2974.3	2967.5	2972.67	32129.0
2018-11-05 14:00:00	ES	Futures	2972.67	2981.64	2970.22	2981.1	84223.0
2018-11-05 14:30:00	ES	Futures	2981.1	2985.18	2978.11	2982.19	62555.0
2018-11-05 15:00:00	ES	Futures	2982.46	2984.64	2972.67	2977.29	87289.0
2018-11-05 15:30:00	ES	Futures	2977.29	2981.37	2974.3	2978.92	132611.0
2018-11-05 16:00:00	ES	Futures	2978.92	2983.0	2978.38	2980.01	49188.0
2018-11-05 16:30:00	ES	Futures	2980.01	2981.64	2978.92	2981.1	6625.0
2018-11-05 18:00:00	ES	Futures	2980.01	2983.0	2978.38	2981.37	2906.0
2018-11-05 18:30:00	ES	Futures	2981.1	2983.0	2980.56	2981.64	1805.0
2018-11-05 19:00:00	ES	Futures	2981.64	2984.09	2980.01	2983.82	4712.0
2018-11-05 19:30:00	ES	Futures	2983.55	2987.36	2983.55	2985.45	6013.0
2018-11-05 20:00:00	ES	Futures	2985.72	2986.81	2983.55	2984.09	3205.0
2018-11-05 20:30:00	ES	Futures	2983.82	2984.09	2980.01	2980.28	4893.0
2018-11-05 21:00:00	ES	Futures	2980.56	2983.55	2980.01	2980.83	3317.0
2018-11-05 21:30:00	ES	Futures	2980.83	2982.19	2979.2	2981.92	4366.0
2018-11-05 22:00:00	ES	Futures	2981.64	2981.92	2978.92	2978.92	2324.0
2018-11-05 22:30:00	ES	Futures	2978.92	2981.37	2978.92	2980.28	2898.0
2018-11-05 23:00:00	ES	Futures	2980.28	2982.73	2979.47	2981.64	2129.0
2018-11-05 23:30:00	ES	Futures	2981.64	2983.82	2981.37	2982.19	1710.0
2018-11-05 00:00:00	NQ	Futures	8175.25	8186.98	8167.92	8185.81	2057.0
2018-11-05 00:30:00	NQ	Futures	8186.1	8186.1	8178.77	8180.53	1363.0
2018-11-05 01:00:00	NQ	Futures	8180.82	8191.97	8175.84	8189.04	998.0
2018-11-05 01:30:00	NQ	Futures	8189.33	8191.68	8185.81	8187.28	953.0

> showing 50 of 3,241 rows — these rows as CSV

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