PREVIEW / futures_30min / 2018-11-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-06.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
2018-11-06 00:00:00	ES	Futures	2982.46	2983.28	2981.37	2981.92	1447.0
2018-11-06 00:30:00	ES	Futures	2982.19	2984.36	2981.92	2983.55	2275.0
2018-11-06 01:00:00	ES	Futures	2983.55	2985.45	2983.55	2984.36	2171.0
2018-11-06 01:30:00	ES	Futures	2984.36	2985.45	2983.82	2984.36	1666.0
2018-11-06 02:00:00	ES	Futures	2984.36	2988.17	2984.09	2986.0	5722.0
2018-11-06 02:30:00	ES	Futures	2986.0	2986.27	2981.64	2983.0	4629.0
2018-11-06 03:00:00	ES	Futures	2982.73	2983.0	2975.93	2976.2	11271.0
2018-11-06 03:30:00	ES	Futures	2976.48	2977.02	2973.76	2976.2	8539.0
2018-11-06 04:00:00	ES	Futures	2976.2	2979.47	2975.66	2977.56	6740.0
2018-11-06 04:30:00	ES	Futures	2977.84	2977.84	2971.31	2972.12	7269.0
2018-11-06 05:00:00	ES	Futures	2972.12	2976.75	2969.95	2972.67	8954.0
2018-11-06 05:30:00	ES	Futures	2972.94	2975.39	2970.22	2970.76	5768.0
2018-11-06 06:00:00	ES	Futures	2971.04	2976.75	2971.04	2975.39	6106.0
2018-11-06 06:30:00	ES	Futures	2975.12	2976.75	2973.76	2974.3	4258.0
2018-11-06 07:00:00	ES	Futures	2974.3	2975.66	2971.58	2975.12	10464.0
2018-11-06 07:30:00	ES	Futures	2975.12	2976.75	2973.48	2975.39	6938.0
2018-11-06 08:00:00	ES	Futures	2975.39	2975.66	2972.4	2972.67	6896.0
2018-11-06 08:30:00	ES	Futures	2972.67	2975.39	2972.12	2973.76	10439.0
2018-11-06 09:00:00	ES	Futures	2973.76	2977.84	2973.76	2977.56	14640.0
2018-11-06 09:30:00	ES	Futures	2977.56	2993.88	2976.48	2991.16	166946.0
2018-11-06 10:00:00	ES	Futures	2991.16	2991.98	2986.54	2987.63	97094.0
2018-11-06 10:30:00	ES	Futures	2987.63	2990.89	2983.28	2989.26	90759.0
2018-11-06 11:00:00	ES	Futures	2988.99	2993.34	2984.91	2987.36	82643.0
2018-11-06 11:30:00	ES	Futures	2987.36	2990.62	2983.82	2989.26	60091.0
2018-11-06 12:00:00	ES	Futures	2989.26	2992.52	2987.63	2990.62	48599.0
2018-11-06 12:30:00	ES	Futures	2990.62	2995.52	2990.08	2992.52	46366.0
2018-11-06 13:00:00	ES	Futures	2992.52	2994.7	2991.16	2991.16	39732.0
2018-11-06 13:30:00	ES	Futures	2991.44	2993.61	2990.35	2992.25	34700.0
2018-11-06 14:00:00	ES	Futures	2992.52	2992.8	2978.92	2980.83	58362.0
2018-11-06 14:30:00	ES	Futures	2980.83	2986.81	2978.65	2984.36	62309.0
2018-11-06 15:00:00	ES	Futures	2984.36	2991.44	2981.92	2988.72	54937.0
2018-11-06 15:30:00	ES	Futures	2988.72	2999.05	2984.91	2996.88	150491.0
2018-11-06 16:00:00	ES	Futures	2996.88	3003.95	2995.79	3002.04	63289.0
2018-11-06 16:30:00	ES	Futures	3001.23	3002.32	3000.41	3000.68	7175.0
2018-11-06 18:00:00	ES	Futures	2999.32	2999.87	2994.7	2996.88	10988.0
2018-11-06 18:30:00	ES	Futures	2996.88	2997.15	2992.52	2995.24	5280.0
2018-11-06 19:00:00	ES	Futures	2995.24	2999.05	2993.07	2997.96	6430.0
2018-11-06 19:30:00	ES	Futures	2998.24	3001.23	2986.27	2994.97	24475.0
2018-11-06 20:00:00	ES	Futures	2994.97	3014.01	2992.8	3009.12	45939.0
2018-11-06 20:30:00	ES	Futures	3009.39	3013.74	3004.22	3009.39	27208.0
2018-11-06 21:00:00	ES	Futures	3009.39	3018.64	3008.57	3014.01	19829.0
2018-11-06 21:30:00	ES	Futures	3014.28	3016.73	3003.13	3006.4	28206.0
2018-11-06 22:00:00	ES	Futures	3006.12	3010.48	2999.6	3005.04	21441.0
2018-11-06 22:30:00	ES	Futures	3004.76	3010.48	3000.68	3008.57	15565.0
2018-11-06 23:00:00	ES	Futures	3008.84	3009.12	3004.49	3006.12	6018.0
2018-11-06 23:30:00	ES	Futures	3005.85	3010.48	3005.85	3008.3	3201.0
2018-11-06 00:00:00	NQ	Futures	8147.68	8151.2	8143.87	8146.8	1111.0
2018-11-06 00:30:00	NQ	Futures	8146.51	8157.07	8146.51	8152.96	1077.0
2018-11-06 01:00:00	NQ	Futures	8153.25	8163.23	8153.25	8159.41	1050.0
2018-11-06 01:30:00	NQ	Futures	8159.41	8163.52	8155.31	8156.77	1060.0

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

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