PREVIEW / futures_30min / 2018-11-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-12.parquet
  size:    91 KB
  rows:    3,245

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
2018-11-12 00:00:00	ES	Futures	3036.86	3037.4	3034.41	3036.59	2561.0
2018-11-12 00:30:00	ES	Futures	3036.32	3037.95	3035.23	3037.68	1667.0
2018-11-12 01:00:00	ES	Futures	3037.68	3037.95	3036.04	3037.13	1526.0
2018-11-12 01:30:00	ES	Futures	3037.4	3037.68	3033.6	3034.14	2505.0
2018-11-12 02:00:00	ES	Futures	3034.14	3034.14	3032.24	3032.51	3983.0
2018-11-12 02:30:00	ES	Futures	3032.51	3035.5	3031.15	3033.6	5513.0
2018-11-12 03:00:00	ES	Futures	3033.32	3033.6	3026.8	3027.34	11971.0
2018-11-12 03:30:00	ES	Futures	3027.34	3027.34	3022.44	3023.26	13165.0
2018-11-12 04:00:00	ES	Futures	3023.26	3027.61	3023.26	3025.98	12752.0
2018-11-12 04:30:00	ES	Futures	3025.98	3027.07	3021.9	3024.62	8040.0
2018-11-12 05:00:00	ES	Futures	3024.62	3025.16	3020.54	3024.08	7744.0
2018-11-12 05:30:00	ES	Futures	3024.08	3027.61	3022.44	3024.89	8332.0
2018-11-12 06:00:00	ES	Futures	3024.89	3025.44	3020.27	3020.81	8895.0
2018-11-12 06:30:00	ES	Futures	3020.81	3021.9	3020.0	3021.08	5914.0
2018-11-12 07:00:00	ES	Futures	3021.08	3023.53	3020.54	3022.44	5891.0
2018-11-12 07:30:00	ES	Futures	3022.17	3024.62	3018.36	3019.72	8699.0
2018-11-12 08:00:00	ES	Futures	3020.0	3020.54	3012.11	3014.56	22605.0
2018-11-12 08:30:00	ES	Futures	3014.56	3018.91	3014.56	3018.09	13268.0
2018-11-12 09:00:00	ES	Futures	3018.09	3020.81	3015.92	3018.36	19176.0
2018-11-12 09:30:00	ES	Futures	3018.36	3021.9	3000.96	3001.77	187662.0
2018-11-12 10:00:00	ES	Futures	3001.5	3005.31	2996.06	3003.4	131064.0
2018-11-12 10:30:00	ES	Futures	3003.4	3003.68	2988.44	2989.26	129625.0
2018-11-12 11:00:00	ES	Futures	2989.53	2990.35	2976.48	2976.48	146097.0
2018-11-12 11:30:00	ES	Futures	2976.48	2985.72	2974.03	2984.64	135164.0
2018-11-12 12:00:00	ES	Futures	2984.64	2990.89	2983.55	2986.27	83862.0
2018-11-12 12:30:00	ES	Futures	2986.0	2987.9	2980.28	2980.56	52290.0
2018-11-12 13:00:00	ES	Futures	2980.28	2983.0	2974.57	2980.56	64263.0
2018-11-12 13:30:00	ES	Futures	2980.28	2987.9	2972.94	2983.28	78089.0
2018-11-12 14:00:00	ES	Futures	2983.28	2994.16	2981.64	2985.45	81022.0
2018-11-12 14:30:00	ES	Futures	2985.18	2992.8	2979.74	2980.28	100695.0
2018-11-12 15:00:00	ES	Futures	2980.01	2985.72	2971.85	2981.1	119704.0
2018-11-12 15:30:00	ES	Futures	2981.1	2981.37	2961.79	2967.77	252423.0
2018-11-12 16:00:00	ES	Futures	2967.77	2973.76	2966.68	2968.86	80394.0
2018-11-12 16:30:00	ES	Futures	2968.59	2972.94	2966.68	2970.76	9831.0
2018-11-12 18:00:00	ES	Futures	2972.4	2976.2	2971.04	2975.39	6401.0
2018-11-12 18:30:00	ES	Futures	2975.39	2976.2	2968.04	2969.13	4492.0
2018-11-12 19:00:00	ES	Futures	2969.13	2971.85	2962.88	2965.05	18240.0
2018-11-12 19:30:00	ES	Futures	2965.32	2966.14	2959.88	2962.33	15359.0
2018-11-12 20:00:00	ES	Futures	2962.33	2967.23	2958.25	2966.96	11018.0
2018-11-12 20:30:00	ES	Futures	2966.96	2967.77	2963.42	2966.68	5667.0
2018-11-12 21:00:00	ES	Futures	2966.68	2971.31	2965.32	2966.41	9328.0
2018-11-12 21:30:00	ES	Futures	2966.41	2969.13	2965.05	2966.41	4085.0
2018-11-12 22:00:00	ES	Futures	2966.68	2975.12	2965.05	2974.57	6213.0
2018-11-12 22:30:00	ES	Futures	2974.3	2981.92	2972.67	2981.1	15736.0
2018-11-12 23:00:00	ES	Futures	2981.1	2985.72	2980.83	2984.64	8952.0
2018-11-12 23:30:00	ES	Futures	2984.91	2984.91	2979.47	2981.37	5043.0
2018-11-12 00:00:00	NQ	Futures	8314.28	8316.92	8304.6	8311.64	1433.0
2018-11-12 00:30:00	NQ	Futures	8311.35	8320.74	8305.48	8320.15	1071.0
2018-11-12 01:00:00	NQ	Futures	8319.27	8322.79	8309.88	8318.1	1048.0
2018-11-12 01:30:00	NQ	Futures	8318.39	8319.56	8300.2	8302.84	1385.0

> showing 50 of 3,245 rows — these rows as CSV

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