PREVIEW / futures_30min / 2018-11-09

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-09.parquet
  size:    76 KB
  rows:    2,682

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
2018-11-09 00:00:00	ES	Futures	3055.9	3056.99	3054.81	3056.72	2100.0
2018-11-09 00:30:00	ES	Futures	3056.72	3056.72	3052.09	3052.36	2463.0
2018-11-09 01:00:00	ES	Futures	3052.36	3053.72	3051.82	3052.91	2075.0
2018-11-09 01:30:00	ES	Futures	3052.91	3053.45	3051.55	3051.82	937.0
2018-11-09 02:00:00	ES	Futures	3052.09	3052.09	3047.2	3048.01	5386.0
2018-11-09 02:30:00	ES	Futures	3048.01	3048.01	3043.93	3045.56	6727.0
2018-11-09 03:00:00	ES	Futures	3045.56	3046.11	3040.12	3040.94	13013.0
2018-11-09 03:30:00	ES	Futures	3040.94	3044.2	3039.04	3041.48	12241.0
2018-11-09 04:00:00	ES	Futures	3041.48	3045.56	3041.21	3043.12	8210.0
2018-11-09 04:30:00	ES	Futures	3043.12	3044.48	3039.31	3043.66	6916.0
2018-11-09 05:00:00	ES	Futures	3043.93	3044.75	3040.94	3042.3	5420.0
2018-11-09 05:30:00	ES	Futures	3042.03	3042.3	3036.86	3037.68	9440.0
2018-11-09 06:00:00	ES	Futures	3037.68	3040.67	3037.13	3039.31	10600.0
2018-11-09 06:30:00	ES	Futures	3039.31	3039.85	3034.96	3038.76	12850.0
2018-11-09 07:00:00	ES	Futures	3038.49	3040.67	3036.32	3036.32	8618.0
2018-11-09 07:30:00	ES	Futures	3036.32	3041.76	3036.32	3041.21	9109.0
2018-11-09 08:00:00	ES	Futures	3041.21	3043.66	3039.58	3042.3	9152.0
2018-11-09 08:30:00	ES	Futures	3042.3	3042.84	3037.4	3040.67	19526.0
2018-11-09 09:00:00	ES	Futures	3040.4	3042.3	3037.95	3038.76	20732.0
2018-11-09 09:30:00	ES	Futures	3038.76	3041.21	3028.97	3032.24	177584.0
2018-11-09 10:00:00	ES	Futures	3032.24	3034.96	3022.72	3031.69	139587.0
2018-11-09 10:30:00	ES	Futures	3031.69	3034.14	3024.89	3027.34	87573.0
2018-11-09 11:00:00	ES	Futures	3027.34	3031.15	3021.63	3028.43	105999.0
2018-11-09 11:30:00	ES	Futures	3028.16	3031.15	3016.46	3018.36	104170.0
2018-11-09 12:00:00	ES	Futures	3018.36	3023.26	3014.83	3018.64	81540.0
2018-11-09 12:30:00	ES	Futures	3018.64	3025.16	3017.28	3020.0	54447.0
2018-11-09 13:00:00	ES	Futures	3020.0	3021.9	3015.64	3018.36	46914.0
2018-11-09 13:30:00	ES	Futures	3018.36	3018.36	3011.56	3014.01	53625.0
2018-11-09 14:00:00	ES	Futures	3014.01	3018.09	3007.76	3009.12	72671.0
2018-11-09 14:30:00	ES	Futures	3009.12	3027.61	3009.12	3022.99	114159.0
2018-11-09 15:00:00	ES	Futures	3023.26	3033.87	3021.08	3030.6	107210.0
2018-11-09 15:30:00	ES	Futures	3030.6	3036.86	3025.44	3025.71	210152.0
2018-11-09 16:00:00	ES	Futures	3025.98	3027.34	3020.81	3023.53	73947.0
2018-11-09 16:30:00	ES	Futures	3022.99	3024.62	3021.9	3023.26	8962.0
2018-11-09 00:00:00	NQ	Futures	8396.41	8398.46	8390.84	8398.17	1594.0
2018-11-09 00:30:00	NQ	Futures	8397.88	8398.46	8379.11	8382.92	1569.0
2018-11-09 01:00:00	NQ	Futures	8382.92	8387.32	8380.28	8385.85	669.0
2018-11-09 01:30:00	NQ	Futures	8385.26	8388.49	8381.45	8382.62	740.0
2018-11-09 02:00:00	NQ	Futures	8382.62	8382.92	8368.55	8371.77	2174.0
2018-11-09 02:30:00	NQ	Futures	8371.48	8372.07	8354.47	8362.68	3930.0
2018-11-09 03:00:00	NQ	Futures	8362.39	8363.56	8342.73	8345.37	4963.0
2018-11-09 03:30:00	NQ	Futures	8345.67	8357.4	8339.51	8351.24	4685.0
2018-11-09 04:00:00	NQ	Futures	8350.95	8365.32	8350.95	8356.81	3105.0
2018-11-09 04:30:00	NQ	Futures	8357.69	8362.68	8345.08	8360.33	2524.0
2018-11-09 05:00:00	NQ	Futures	8360.33	8363.56	8348.89	8355.05	2045.0
2018-11-09 05:30:00	NQ	Futures	8354.47	8355.93	8334.52	8337.16	3743.0
2018-11-09 06:00:00	NQ	Futures	8337.45	8347.13	8336.57	8342.73	3043.0
2018-11-09 06:30:00	NQ	Futures	8342.44	8343.91	8322.2	8335.4	6578.0
2018-11-09 07:00:00	NQ	Futures	8335.11	8342.15	8325.43	8327.48	4625.0
2018-11-09 07:30:00	NQ	Futures	8327.48	8344.79	8327.48	8341.85	3918.0

> showing 50 of 2,682 rows — these rows as CSV

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