PREVIEW / futures_30min / 2018-11-21

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-21.parquet
  size:    85 KB
  rows:    3,157

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
2018-11-21 00:00:00	ES	Futures	2884.54	2884.81	2881.28	2882.09	2835.0
2018-11-21 00:30:00	ES	Futures	2882.37	2884.54	2881.55	2883.45	2765.0
2018-11-21 01:00:00	ES	Futures	2883.45	2885.36	2881.01	2884.0	2790.0
2018-11-21 01:30:00	ES	Futures	2884.0	2888.08	2884.0	2888.08	4944.0
2018-11-21 02:00:00	ES	Futures	2888.08	2889.17	2884.0	2885.9	7352.0
2018-11-21 02:30:00	ES	Futures	2885.63	2891.34	2885.09	2889.44	10248.0
2018-11-21 03:00:00	ES	Futures	2889.17	2890.53	2884.27	2887.53	13313.0
2018-11-21 03:30:00	ES	Futures	2887.81	2893.52	2883.73	2892.97	13526.0
2018-11-21 04:00:00	ES	Futures	2892.7	2893.52	2887.81	2889.98	8985.0
2018-11-21 04:30:00	ES	Futures	2889.71	2889.98	2885.36	2887.53	8162.0
2018-11-21 05:00:00	ES	Futures	2887.26	2893.52	2884.81	2886.99	14272.0
2018-11-21 05:30:00	ES	Futures	2887.26	2889.17	2881.28	2884.0	11367.0
2018-11-21 06:00:00	ES	Futures	2884.0	2890.25	2881.82	2888.62	14780.0
2018-11-21 06:30:00	ES	Futures	2888.89	2891.61	2884.27	2887.26	19126.0
2018-11-21 07:00:00	ES	Futures	2887.26	2893.25	2886.72	2892.7	15284.0
2018-11-21 07:30:00	ES	Futures	2892.7	2900.59	2889.44	2898.68	31365.0
2018-11-21 08:00:00	ES	Futures	2898.41	2901.68	2896.78	2897.32	16065.0
2018-11-21 08:30:00	ES	Futures	2897.32	2897.32	2892.16	2892.97	21904.0
2018-11-21 09:00:00	ES	Futures	2893.25	2895.69	2891.07	2892.16	23435.0
2018-11-21 09:30:00	ES	Futures	2892.16	2897.32	2884.27	2894.88	196605.0
2018-11-21 10:00:00	ES	Futures	2894.88	2900.86	2889.98	2899.23	140121.0
2018-11-21 10:30:00	ES	Futures	2898.96	2900.32	2889.98	2895.97	91879.0
2018-11-21 11:00:00	ES	Futures	2895.69	2906.3	2892.7	2902.49	92158.0
2018-11-21 11:30:00	ES	Futures	2902.49	2906.03	2900.04	2902.49	59965.0
2018-11-21 12:00:00	ES	Futures	2902.49	2903.58	2896.51	2898.96	48225.0
2018-11-21 12:30:00	ES	Futures	2898.96	2903.04	2896.78	2903.04	31737.0
2018-11-21 13:00:00	ES	Futures	2903.04	2903.85	2897.6	2899.77	33121.0
2018-11-21 13:30:00	ES	Futures	2899.77	2902.76	2898.41	2900.04	31491.0
2018-11-21 14:00:00	ES	Futures	2900.32	2901.4	2897.05	2900.04	27732.0
2018-11-21 14:30:00	ES	Futures	2900.32	2901.4	2895.69	2896.51	42331.0
2018-11-21 15:00:00	ES	Futures	2896.78	2901.68	2892.43	2892.7	59598.0
2018-11-21 15:30:00	ES	Futures	2892.7	2892.97	2882.91	2883.73	153895.0
2018-11-21 16:00:00	ES	Futures	2883.73	2884.54	2880.73	2881.28	63687.0
2018-11-21 16:30:00	ES	Futures	2882.09	2883.18	2880.73	2882.09	6078.0
2018-11-21 18:00:00	ES	Futures	2883.18	2887.53	2882.37	2886.17	2474.0
2018-11-21 18:30:00	ES	Futures	2886.45	2886.45	2883.73	2884.81	1548.0
2018-11-21 19:00:00	ES	Futures	2884.54	2886.45	2881.01	2886.45	3376.0
2018-11-21 19:30:00	ES	Futures	2886.45	2889.71	2886.45	2887.81	2901.0
2018-11-21 20:00:00	ES	Futures	2887.81	2889.98	2883.73	2885.36	3365.0
2018-11-21 20:30:00	ES	Futures	2885.09	2885.09	2880.46	2881.28	3789.0
2018-11-21 21:00:00	ES	Futures	2881.55	2884.0	2881.28	2883.45	1759.0
2018-11-21 21:30:00	ES	Futures	2883.18	2883.18	2878.01	2881.55	2385.0
2018-11-21 22:00:00	ES	Futures	2881.55	2881.82	2879.1	2879.92	1331.0
2018-11-21 22:30:00	ES	Futures	2880.19	2882.64	2879.92	2882.09	1132.0
2018-11-21 23:00:00	ES	Futures	2882.37	2883.73	2882.37	2882.64	928.0
2018-11-21 23:30:00	ES	Futures	2882.64	2886.17	2882.09	2885.9	1560.0
2018-11-21 00:00:00	NQ	Futures	7704.48	7706.24	7696.56	7700.96	1606.0
2018-11-21 00:30:00	NQ	Futures	7701.84	7708.3	7698.03	7705.95	1847.0
2018-11-21 01:00:00	NQ	Futures	7705.36	7712.7	7697.15	7709.18	1721.0
2018-11-21 01:30:00	NQ	Futures	7709.47	7737.04	7708.3	7733.81	3715.0

> showing 50 of 3,157 rows — these rows as CSV

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