PREVIEW / futures_30min / 2018-11-15

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-15.parquet
  size:    94 KB
  rows:    3,320

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
2018-11-15 00:00:00	ES	Futures	2931.05	2936.76	2929.96	2936.22	4421.0
2018-11-15 00:30:00	ES	Futures	2936.49	2938.67	2932.96	2938.4	4813.0
2018-11-15 01:00:00	ES	Futures	2938.12	2942.48	2937.04	2942.48	3788.0
2018-11-15 01:30:00	ES	Futures	2942.48	2944.92	2941.39	2942.75	3974.0
2018-11-15 02:00:00	ES	Futures	2942.48	2947.37	2942.2	2946.56	7301.0
2018-11-15 02:30:00	ES	Futures	2946.56	2950.64	2946.56	2949.55	8131.0
2018-11-15 03:00:00	ES	Futures	2949.28	2955.8	2948.46	2952.54	17252.0
2018-11-15 03:30:00	ES	Futures	2952.54	2953.63	2942.48	2944.11	17074.0
2018-11-15 04:00:00	ES	Futures	2943.84	2945.47	2939.48	2940.3	13408.0
2018-11-15 04:30:00	ES	Futures	2940.3	2941.12	2935.13	2936.22	13496.0
2018-11-15 05:00:00	ES	Futures	2936.22	2940.3	2930.78	2938.67	19151.0
2018-11-15 05:30:00	ES	Futures	2938.94	2944.65	2936.49	2944.11	12480.0
2018-11-15 06:00:00	ES	Futures	2944.11	2948.73	2943.02	2943.84	9926.0
2018-11-15 06:30:00	ES	Futures	2944.11	2947.1	2941.39	2944.92	8156.0
2018-11-15 07:00:00	ES	Futures	2945.2	2947.92	2942.75	2946.01	8537.0
2018-11-15 07:30:00	ES	Futures	2946.01	2947.1	2939.48	2939.76	11097.0
2018-11-15 08:00:00	ES	Futures	2939.48	2941.39	2932.41	2937.04	19168.0
2018-11-15 08:30:00	ES	Futures	2937.31	2939.21	2929.69	2933.23	32204.0
2018-11-15 09:00:00	ES	Futures	2932.96	2935.95	2918.0	2925.61	57637.0
2018-11-15 09:30:00	ES	Futures	2925.61	2935.4	2913.37	2923.71	286957.0
2018-11-15 10:00:00	ES	Futures	2923.98	2930.78	2918.0	2919.63	147849.0
2018-11-15 10:30:00	ES	Futures	2919.63	2926.43	2906.3	2922.89	170992.0
2018-11-15 11:00:00	ES	Futures	2922.62	2940.84	2920.44	2937.58	168602.0
2018-11-15 11:30:00	ES	Futures	2937.58	2947.37	2935.95	2943.56	131430.0
2018-11-15 12:00:00	ES	Futures	2943.56	2949.28	2936.76	2944.65	95421.0
2018-11-15 12:30:00	ES	Futures	2944.65	2948.46	2932.96	2935.4	74921.0
2018-11-15 13:00:00	ES	Futures	2935.4	2959.07	2928.33	2958.8	143518.0
2018-11-15 13:30:00	ES	Futures	2958.8	2968.86	2955.53	2965.87	146633.0
2018-11-15 14:00:00	ES	Futures	2965.87	2973.48	2960.16	2972.12	93947.0
2018-11-15 14:30:00	ES	Futures	2972.12	2977.56	2965.32	2967.77	100026.0
2018-11-15 15:00:00	ES	Futures	2967.77	2972.12	2950.09	2957.98	198663.0
2018-11-15 15:30:00	ES	Futures	2957.98	2972.94	2957.71	2972.12	144832.0
2018-11-15 16:00:00	ES	Futures	2971.85	2977.02	2967.77	2976.2	68681.0
2018-11-15 16:30:00	ES	Futures	2975.12	2976.75	2969.68	2974.57	14161.0
2018-11-15 18:00:00	ES	Futures	2972.12	2972.67	2966.68	2968.86	5667.0
2018-11-15 18:30:00	ES	Futures	2969.13	2969.4	2965.32	2966.14	2936.0
2018-11-15 19:00:00	ES	Futures	2966.41	2971.04	2965.32	2969.4	5790.0
2018-11-15 19:30:00	ES	Futures	2969.4	2971.31	2966.96	2969.4	4103.0
2018-11-15 20:00:00	ES	Futures	2969.13	2969.95	2963.69	2965.32	4983.0
2018-11-15 20:30:00	ES	Futures	2965.32	2965.87	2962.06	2965.6	5015.0
2018-11-15 21:00:00	ES	Futures	2965.87	2966.41	2963.15	2963.42	2965.0
2018-11-15 21:30:00	ES	Futures	2963.69	2966.41	2962.6	2964.24	2983.0
2018-11-15 22:00:00	ES	Futures	2964.24	2969.4	2963.42	2968.04	3758.0
2018-11-15 22:30:00	ES	Futures	2968.32	2971.04	2967.5	2970.49	3089.0
2018-11-15 23:00:00	ES	Futures	2970.49	2970.76	2968.32	2969.68	1826.0
2018-11-15 23:30:00	ES	Futures	2969.68	2972.12	2968.59	2970.49	2426.0
2018-11-15 00:00:00	NQ	Futures	7940.6	7961.43	7937.08	7958.49	2694.0
2018-11-15 00:30:00	NQ	Futures	7958.49	7964.65	7941.77	7964.07	2483.0
2018-11-15 01:00:00	NQ	Futures	7962.6	7982.54	7959.37	7982.25	2609.0
2018-11-15 01:30:00	NQ	Futures	7982.54	7993.98	7977.26	7986.06	3106.0

> showing 50 of 3,320 rows — these rows as CSV

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