PREVIEW / futures_30min / 2018-11-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-19.parquet
  size:    88 KB
  rows:    3,217

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
2018-11-19 00:00:00	ES	Futures	2973.48	2974.84	2972.94	2973.76	1256.0
2018-11-19 00:30:00	ES	Futures	2973.48	2974.84	2973.21	2974.84	934.0
2018-11-19 01:00:00	ES	Futures	2974.57	2975.66	2973.76	2975.66	1616.0
2018-11-19 01:30:00	ES	Futures	2975.66	2977.02	2975.39	2976.2	1195.0
2018-11-19 02:00:00	ES	Futures	2975.93	2977.02	2973.48	2974.57	3462.0
2018-11-19 02:30:00	ES	Futures	2974.57	2980.01	2974.3	2979.47	5196.0
2018-11-19 03:00:00	ES	Futures	2979.47	2988.44	2979.2	2988.17	20473.0
2018-11-19 03:30:00	ES	Futures	2987.9	2989.8	2985.72	2986.27	9588.0
2018-11-19 04:00:00	ES	Futures	2986.0	2986.54	2980.83	2985.18	10472.0
2018-11-19 04:30:00	ES	Futures	2985.18	2985.72	2979.47	2981.64	7832.0
2018-11-19 05:00:00	ES	Futures	2981.64	2983.28	2978.65	2980.83	8513.0
2018-11-19 05:30:00	ES	Futures	2980.56	2980.83	2976.48	2978.92	6839.0
2018-11-19 06:00:00	ES	Futures	2979.2	2981.64	2977.02	2977.02	5203.0
2018-11-19 06:30:00	ES	Futures	2977.02	2977.84	2972.4	2973.21	7934.0
2018-11-19 07:00:00	ES	Futures	2973.48	2974.84	2970.49	2973.48	7796.0
2018-11-19 07:30:00	ES	Futures	2973.48	2974.84	2972.4	2973.76	6647.0
2018-11-19 08:00:00	ES	Futures	2974.03	2978.65	2971.85	2977.84	9403.0
2018-11-19 08:30:00	ES	Futures	2977.56	2978.11	2970.76	2972.12	14109.0
2018-11-19 09:00:00	ES	Futures	2972.4	2972.94	2968.32	2971.58	24864.0
2018-11-19 09:30:00	ES	Futures	2971.58	2975.39	2961.79	2966.14	179728.0
2018-11-19 10:00:00	ES	Futures	2966.14	2966.68	2948.73	2952.81	150809.0
2018-11-19 10:30:00	ES	Futures	2952.81	2959.07	2944.65	2955.8	132010.0
2018-11-19 11:00:00	ES	Futures	2956.08	2958.25	2943.29	2945.47	100989.0
2018-11-19 11:30:00	ES	Futures	2945.47	2946.01	2928.33	2933.23	156799.0
2018-11-19 12:00:00	ES	Futures	2933.23	2935.4	2922.89	2929.96	132642.0
2018-11-19 12:30:00	ES	Futures	2929.96	2935.95	2923.98	2933.5	89967.0
2018-11-19 13:00:00	ES	Futures	2933.5	2934.86	2922.89	2926.16	85371.0
2018-11-19 13:30:00	ES	Futures	2925.88	2935.95	2919.9	2924.52	91203.0
2018-11-19 14:00:00	ES	Futures	2924.52	2927.52	2917.45	2925.88	112177.0
2018-11-19 14:30:00	ES	Futures	2925.88	2935.13	2920.44	2932.68	117555.0
2018-11-19 15:00:00	ES	Futures	2932.68	2941.39	2927.79	2934.32	109683.0
2018-11-19 15:30:00	ES	Futures	2934.32	2935.68	2920.17	2929.42	190550.0
2018-11-19 16:00:00	ES	Futures	2929.69	2934.59	2928.88	2933.77	82834.0
2018-11-19 16:30:00	ES	Futures	2933.5	2935.13	2932.68	2934.59	7992.0
2018-11-19 18:00:00	ES	Futures	2933.5	2934.04	2926.7	2929.15	8309.0
2018-11-19 18:30:00	ES	Futures	2929.15	2932.68	2928.33	2928.88	2913.0
2018-11-19 19:00:00	ES	Futures	2928.6	2931.32	2924.8	2930.24	9109.0
2018-11-19 19:30:00	ES	Futures	2929.96	2930.24	2925.61	2927.24	3152.0
2018-11-19 20:00:00	ES	Futures	2927.24	2929.15	2923.16	2928.88	7482.0
2018-11-19 20:30:00	ES	Futures	2928.6	2931.32	2926.97	2927.79	4939.0
2018-11-19 21:00:00	ES	Futures	2927.79	2928.88	2923.44	2924.25	5486.0
2018-11-19 21:30:00	ES	Futures	2924.25	2928.6	2924.25	2926.43	3130.0
2018-11-19 22:00:00	ES	Futures	2926.43	2926.7	2920.17	2922.08	3459.0
2018-11-19 22:30:00	ES	Futures	2921.8	2925.88	2920.72	2924.25	3735.0
2018-11-19 23:00:00	ES	Futures	2924.25	2925.61	2922.89	2924.52	2459.0
2018-11-19 23:30:00	ES	Futures	2924.52	2925.34	2921.8	2923.71	2543.0
2018-11-19 00:00:00	NQ	Futures	8062.62	8067.61	8061.45	8063.21	704.0
2018-11-19 00:30:00	NQ	Futures	8063.21	8065.85	8061.15	8065.85	473.0
2018-11-19 01:00:00	NQ	Futures	8065.55	8069.07	8062.03	8067.31	761.0
2018-11-19 01:30:00	NQ	Futures	8067.9	8072.3	8066.73	8068.19	701.0

> showing 50 of 3,217 rows — these rows as CSV

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