PREVIEW / futures_30min / 2018-11-14

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-14.parquet
  size:    92 KB
  rows:    3,262

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
2018-11-14 00:00:00	ES	Futures	2965.6	2970.22	2965.32	2967.23	2645.0
2018-11-14 00:30:00	ES	Futures	2967.23	2968.04	2964.51	2967.77	2826.0
2018-11-14 01:00:00	ES	Futures	2967.5	2968.59	2966.14	2967.23	1619.0
2018-11-14 01:30:00	ES	Futures	2967.23	2968.86	2966.14	2968.59	2286.0
2018-11-14 02:00:00	ES	Futures	2968.59	2969.13	2960.7	2962.88	7494.0
2018-11-14 02:30:00	ES	Futures	2962.88	2965.05	2959.61	2963.42	7937.0
2018-11-14 03:00:00	ES	Futures	2963.42	2964.24	2954.72	2957.16	18245.0
2018-11-14 03:30:00	ES	Futures	2957.16	2957.44	2949.55	2950.09	21925.0
2018-11-14 04:00:00	ES	Futures	2949.82	2956.35	2949.55	2955.8	10915.0
2018-11-14 04:30:00	ES	Futures	2955.8	2959.07	2954.72	2957.98	8802.0
2018-11-14 05:00:00	ES	Futures	2958.25	2965.05	2956.08	2964.51	16381.0
2018-11-14 05:30:00	ES	Futures	2964.78	2969.13	2960.7	2968.04	14399.0
2018-11-14 06:00:00	ES	Futures	2968.32	2968.32	2962.33	2964.24	8413.0
2018-11-14 06:30:00	ES	Futures	2964.51	2968.59	2959.88	2961.52	10569.0
2018-11-14 07:00:00	ES	Futures	2961.52	2970.76	2961.24	2968.59	14403.0
2018-11-14 07:30:00	ES	Futures	2968.59	2972.4	2966.41	2967.5	11799.0
2018-11-14 08:00:00	ES	Futures	2967.23	2973.48	2966.68	2972.12	16562.0
2018-11-14 08:30:00	ES	Futures	2972.4	2984.91	2972.4	2981.64	49379.0
2018-11-14 09:00:00	ES	Futures	2981.64	2987.36	2979.2	2985.18	39009.0
2018-11-14 09:30:00	ES	Futures	2985.45	2990.08	2979.2	2984.09	189767.0
2018-11-14 10:00:00	ES	Futures	2984.09	2984.64	2967.5	2971.04	147724.0
2018-11-14 10:30:00	ES	Futures	2970.76	2975.66	2962.06	2965.05	123353.0
2018-11-14 11:00:00	ES	Futures	2965.05	2965.6	2951.18	2954.17	130351.0
2018-11-14 11:30:00	ES	Futures	2954.17	2955.8	2943.56	2954.72	127384.0
2018-11-14 12:00:00	ES	Futures	2954.72	2958.25	2943.56	2956.08	109422.0
2018-11-14 12:30:00	ES	Futures	2956.08	2956.35	2940.03	2942.2	131864.0
2018-11-14 13:00:00	ES	Futures	2942.2	2948.19	2935.68	2942.75	138903.0
2018-11-14 13:30:00	ES	Futures	2942.75	2944.92	2928.88	2934.04	99135.0
2018-11-14 14:00:00	ES	Futures	2934.32	2946.56	2922.62	2937.31	162201.0
2018-11-14 14:30:00	ES	Futures	2937.31	2956.08	2934.04	2954.44	135019.0
2018-11-14 15:00:00	ES	Futures	2954.72	2963.15	2951.45	2955.53	126314.0
2018-11-14 15:30:00	ES	Futures	2955.26	2957.44	2934.59	2941.39	186307.0
2018-11-14 16:00:00	ES	Futures	2941.39	2943.29	2932.96	2936.22	78438.0
2018-11-14 16:30:00	ES	Futures	2937.04	2942.48	2933.77	2939.76	11934.0
2018-11-14 18:00:00	ES	Futures	2939.76	2946.56	2935.68	2941.66	11749.0
2018-11-14 18:30:00	ES	Futures	2941.93	2944.11	2932.41	2934.59	7787.0
2018-11-14 19:00:00	ES	Futures	2934.59	2937.04	2929.15	2936.22	12014.0
2018-11-14 19:30:00	ES	Futures	2936.49	2942.48	2936.49	2941.39	6133.0
2018-11-14 20:00:00	ES	Futures	2941.12	2942.48	2938.4	2939.48	4423.0
2018-11-14 20:30:00	ES	Futures	2939.21	2939.48	2925.61	2928.06	10238.0
2018-11-14 21:00:00	ES	Futures	2928.33	2935.4	2927.52	2934.86	6105.0
2018-11-14 21:30:00	ES	Futures	2934.86	2939.21	2929.69	2930.78	5493.0
2018-11-14 22:00:00	ES	Futures	2930.51	2932.96	2927.52	2932.68	4681.0
2018-11-14 22:30:00	ES	Futures	2932.41	2933.77	2929.69	2931.05	2852.0
2018-11-14 23:00:00	ES	Futures	2931.05	2931.32	2927.24	2929.96	3011.0
2018-11-14 23:30:00	ES	Futures	2930.24	2931.6	2926.97	2931.05	2824.0
2018-11-14 00:00:00	NQ	Futures	8031.53	8047.95	8030.94	8037.1	1437.0
2018-11-14 00:30:00	NQ	Futures	8037.1	8041.21	8030.94	8040.91	1257.0
2018-11-14 01:00:00	NQ	Futures	8040.62	8046.49	8034.17	8035.34	1025.0
2018-11-14 01:30:00	NQ	Futures	8035.93	8040.91	8030.94	8038.27	1459.0

> showing 50 of 3,262 rows — these rows as CSV

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