PREVIEW / futures_30min / 2018-11-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-20.parquet
  size:    91 KB
  rows:    3,233

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
2018-11-20 00:00:00	ES	Futures	2923.71	2928.06	2923.44	2926.43	4680.0
2018-11-20 00:30:00	ES	Futures	2926.43	2927.52	2923.16	2926.97	3271.0
2018-11-20 01:00:00	ES	Futures	2926.7	2927.52	2925.07	2925.88	3205.0
2018-11-20 01:30:00	ES	Futures	2925.88	2926.97	2924.25	2925.07	1943.0
2018-11-20 02:00:00	ES	Futures	2925.07	2926.16	2918.54	2921.53	5998.0
2018-11-20 02:30:00	ES	Futures	2921.53	2924.8	2921.26	2921.26	4588.0
2018-11-20 03:00:00	ES	Futures	2921.26	2923.98	2914.73	2923.44	13409.0
2018-11-20 03:30:00	ES	Futures	2923.16	2925.07	2912.83	2913.1	14656.0
2018-11-20 04:00:00	ES	Futures	2913.1	2914.73	2908.75	2912.56	17298.0
2018-11-20 04:30:00	ES	Futures	2912.56	2917.45	2910.92	2911.47	8125.0
2018-11-20 05:00:00	ES	Futures	2911.47	2917.18	2909.02	2915.55	14558.0
2018-11-20 05:30:00	ES	Futures	2915.28	2915.82	2910.65	2912.28	9191.0
2018-11-20 06:00:00	ES	Futures	2912.28	2914.73	2910.38	2910.38	9050.0
2018-11-20 06:30:00	ES	Futures	2910.38	2919.63	2908.2	2916.91	19119.0
2018-11-20 07:00:00	ES	Futures	2916.91	2916.91	2906.3	2907.12	20181.0
2018-11-20 07:30:00	ES	Futures	2907.12	2909.02	2896.24	2897.05	33074.0
2018-11-20 08:00:00	ES	Futures	2897.05	2901.68	2895.69	2899.5	24402.0
2018-11-20 08:30:00	ES	Futures	2899.23	2900.32	2888.62	2889.71	56638.0
2018-11-20 09:00:00	ES	Futures	2889.44	2893.52	2884.0	2887.53	67994.0
2018-11-20 09:30:00	ES	Futures	2887.81	2895.69	2873.39	2879.65	343944.0
2018-11-20 10:00:00	ES	Futures	2879.65	2885.63	2865.5	2884.0	261364.0
2018-11-20 10:30:00	ES	Futures	2883.73	2903.04	2880.46	2901.4	213812.0
2018-11-20 11:00:00	ES	Futures	2901.4	2903.31	2884.81	2885.36	151555.0
2018-11-20 11:30:00	ES	Futures	2885.36	2901.95	2881.82	2897.6	145794.0
2018-11-20 12:00:00	ES	Futures	2897.6	2905.76	2888.62	2896.78	115347.0
2018-11-20 12:30:00	ES	Futures	2896.51	2899.77	2884.81	2885.9	79506.0
2018-11-20 13:00:00	ES	Futures	2885.9	2889.17	2875.84	2879.37	87519.0
2018-11-20 13:30:00	ES	Futures	2879.37	2887.26	2876.65	2876.93	82986.0
2018-11-20 14:00:00	ES	Futures	2876.93	2882.64	2870.13	2874.21	110422.0
2018-11-20 14:30:00	ES	Futures	2874.21	2886.45	2871.76	2874.48	91060.0
2018-11-20 15:00:00	ES	Futures	2874.75	2884.27	2863.33	2880.73	144703.0
2018-11-20 15:30:00	ES	Futures	2880.73	2884.54	2870.67	2875.02	179231.0
2018-11-20 16:00:00	ES	Futures	2875.02	2875.57	2869.31	2872.85	86171.0
2018-11-20 16:30:00	ES	Futures	2872.85	2873.93	2868.22	2869.04	8812.0
2018-11-20 18:00:00	ES	Futures	2872.03	2872.03	2863.87	2867.41	7873.0
2018-11-20 18:30:00	ES	Futures	2867.68	2868.77	2865.5	2868.49	5200.0
2018-11-20 19:00:00	ES	Futures	2868.77	2876.38	2868.22	2875.57	10125.0
2018-11-20 19:30:00	ES	Futures	2875.57	2876.65	2873.12	2874.75	4464.0
2018-11-20 20:00:00	ES	Futures	2875.02	2877.74	2871.49	2877.2	7294.0
2018-11-20 20:30:00	ES	Futures	2877.2	2881.28	2876.11	2879.65	5832.0
2018-11-20 21:00:00	ES	Futures	2879.65	2884.27	2878.83	2879.92	7854.0
2018-11-20 21:30:00	ES	Futures	2879.92	2881.01	2878.56	2880.19	3229.0
2018-11-20 22:00:00	ES	Futures	2880.46	2883.18	2880.46	2882.91	4108.0
2018-11-20 22:30:00	ES	Futures	2882.91	2884.27	2880.19	2882.09	3549.0
2018-11-20 23:00:00	ES	Futures	2882.09	2883.18	2880.73	2881.55	2028.0
2018-11-20 23:30:00	ES	Futures	2881.55	2885.09	2881.01	2884.54	2696.0
2018-11-20 00:00:00	NQ	Futures	7793.65	7807.14	7792.18	7799.22	1725.0
2018-11-20 00:30:00	NQ	Futures	7799.22	7803.04	7790.72	7800.4	1355.0
2018-11-20 01:00:00	NQ	Futures	7799.81	7803.04	7793.94	7794.53	1126.0
2018-11-20 01:30:00	NQ	Futures	7793.94	7799.81	7788.08	7792.77	1767.0

> showing 50 of 3,233 rows — these rows as CSV

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