PREVIEW / futures_30min / 2018-11-13

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-13.parquet
  size:    91 KB
  rows:    3,298

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
2018-11-13 00:00:00	ES	Futures	2981.37	2986.81	2979.2	2985.18	9590.0
2018-11-13 00:30:00	ES	Futures	2985.45	2985.72	2977.29	2983.82	8908.0
2018-11-13 01:00:00	ES	Futures	2983.55	2984.36	2978.92	2980.28	2571.0
2018-11-13 01:30:00	ES	Futures	2980.01	2980.83	2974.03	2975.39	4911.0
2018-11-13 02:00:00	ES	Futures	2975.66	2980.56	2974.3	2977.02	8795.0
2018-11-13 02:30:00	ES	Futures	2977.02	2984.36	2975.93	2981.92	10585.0
2018-11-13 03:00:00	ES	Futures	2981.92	2989.53	2981.92	2988.44	17699.0
2018-11-13 03:30:00	ES	Futures	2988.44	2992.25	2982.19	2983.28	15251.0
2018-11-13 04:00:00	ES	Futures	2983.28	2984.91	2980.01	2982.19	10497.0
2018-11-13 04:30:00	ES	Futures	2982.19	2985.18	2975.93	2976.48	11409.0
2018-11-13 05:00:00	ES	Futures	2976.2	2978.38	2974.03	2977.02	12170.0
2018-11-13 05:30:00	ES	Futures	2977.02	2983.0	2974.84	2982.46	9715.0
2018-11-13 06:00:00	ES	Futures	2982.73	2986.54	2981.92	2985.45	9528.0
2018-11-13 06:30:00	ES	Futures	2985.45	2987.36	2983.82	2984.91	8510.0
2018-11-13 07:00:00	ES	Futures	2984.91	2991.16	2984.64	2986.54	14540.0
2018-11-13 07:30:00	ES	Futures	2986.54	2989.8	2983.28	2984.64	11361.0
2018-11-13 08:00:00	ES	Futures	2984.64	2986.0	2979.47	2981.1	14693.0
2018-11-13 08:30:00	ES	Futures	2981.1	2981.1	2975.93	2978.92	20623.0
2018-11-13 09:00:00	ES	Futures	2979.2	2980.83	2972.12	2973.48	29996.0
2018-11-13 09:30:00	ES	Futures	2973.76	2985.45	2972.94	2975.93	197121.0
2018-11-13 10:00:00	ES	Futures	2975.66	2981.92	2960.97	2961.52	169046.0
2018-11-13 10:30:00	ES	Futures	2961.52	2978.65	2958.8	2977.02	180326.0
2018-11-13 11:00:00	ES	Futures	2977.02	2998.24	2975.93	2989.8	172760.0
2018-11-13 11:30:00	ES	Futures	2989.8	2992.25	2983.55	2986.27	82449.0
2018-11-13 12:00:00	ES	Futures	2986.54	2990.89	2980.56	2986.0	114430.0
2018-11-13 12:30:00	ES	Futures	2986.0	2986.27	2972.12	2974.3	83530.0
2018-11-13 13:00:00	ES	Futures	2974.3	2978.92	2967.77	2971.85	82605.0
2018-11-13 13:30:00	ES	Futures	2971.58	2981.92	2970.49	2973.76	89929.0
2018-11-13 14:00:00	ES	Futures	2974.03	2975.39	2955.8	2963.69	93897.0
2018-11-13 14:30:00	ES	Futures	2963.96	2969.4	2954.99	2962.33	95406.0
2018-11-13 15:00:00	ES	Futures	2962.33	2971.58	2954.44	2960.7	149964.0
2018-11-13 15:30:00	ES	Futures	2960.7	2969.13	2953.36	2962.06	158442.0
2018-11-13 16:00:00	ES	Futures	2962.33	2968.04	2957.44	2967.5	50729.0
2018-11-13 16:30:00	ES	Futures	2966.68	2971.85	2966.41	2968.86	8025.0
2018-11-13 18:00:00	ES	Futures	2971.58	2985.18	2968.59	2980.28	11286.0
2018-11-13 18:30:00	ES	Futures	2980.28	2981.1	2976.2	2976.48	4212.0
2018-11-13 19:00:00	ES	Futures	2976.48	2981.92	2975.93	2979.74	8570.0
2018-11-13 19:30:00	ES	Futures	2979.74	2980.01	2976.75	2978.11	4010.0
2018-11-13 20:00:00	ES	Futures	2978.11	2979.2	2974.57	2978.11	3919.0
2018-11-13 20:30:00	ES	Futures	2978.11	2978.11	2972.67	2973.21	4913.0
2018-11-13 21:00:00	ES	Futures	2973.21	2975.12	2964.78	2966.68	9907.0
2018-11-13 21:30:00	ES	Futures	2966.41	2970.49	2964.78	2969.95	4936.0
2018-11-13 22:00:00	ES	Futures	2969.95	2972.4	2967.77	2971.31	4039.0
2018-11-13 22:30:00	ES	Futures	2971.04	2973.21	2970.76	2971.58	3110.0
2018-11-13 23:00:00	ES	Futures	2971.58	2971.85	2968.04	2968.86	2027.0
2018-11-13 23:30:00	ES	Futures	2969.13	2970.76	2965.32	2965.6	2394.0
2018-11-13 00:00:00	NQ	Futures	8053.82	8070.25	8045.02	8064.38	2550.0
2018-11-13 00:30:00	NQ	Futures	8065.26	8066.14	8034.75	8057.63	2714.0
2018-11-13 01:00:00	NQ	Futures	8057.63	8061.45	8045.31	8051.47	1233.0
2018-11-13 01:30:00	NQ	Futures	8051.18	8053.23	8025.08	8035.34	2263.0

> showing 50 of 3,298 rows — these rows as CSV

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