PREVIEW / futures_30min / 2018-11-23

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-23.parquet
  size:    62 KB
  rows:    2,085

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
2018-11-23 00:00:00	ES	Futures	2872.3	2872.85	2868.77	2870.4	1894.0
2018-11-23 00:30:00	ES	Futures	2870.67	2870.94	2865.23	2867.13	2807.0
2018-11-23 01:00:00	ES	Futures	2867.13	2871.21	2866.59	2869.85	1505.0
2018-11-23 01:30:00	ES	Futures	2869.85	2870.94	2869.04	2869.85	1049.0
2018-11-23 02:00:00	ES	Futures	2869.85	2870.4	2866.32	2869.04	4759.0
2018-11-23 02:30:00	ES	Futures	2869.31	2873.93	2868.22	2872.03	4739.0
2018-11-23 03:00:00	ES	Futures	2872.03	2878.83	2870.13	2877.47	10118.0
2018-11-23 03:30:00	ES	Futures	2877.47	2879.1	2873.12	2875.84	9445.0
2018-11-23 04:00:00	ES	Futures	2875.84	2878.01	2874.21	2877.47	3765.0
2018-11-23 04:30:00	ES	Futures	2877.74	2878.83	2875.57	2878.29	4405.0
2018-11-23 05:00:00	ES	Futures	2878.29	2878.83	2873.66	2873.93	3870.0
2018-11-23 05:30:00	ES	Futures	2873.93	2875.84	2867.13	2868.77	9842.0
2018-11-23 06:00:00	ES	Futures	2869.04	2871.76	2867.95	2870.4	5435.0
2018-11-23 06:30:00	ES	Futures	2870.67	2873.12	2867.41	2867.95	5486.0
2018-11-23 07:00:00	ES	Futures	2868.22	2870.67	2866.59	2869.04	6748.0
2018-11-23 07:30:00	ES	Futures	2869.04	2872.57	2867.95	2871.49	4605.0
2018-11-23 08:00:00	ES	Futures	2871.49	2872.3	2865.77	2866.86	7184.0
2018-11-23 08:30:00	ES	Futures	2866.86	2867.95	2857.07	2861.15	29345.0
2018-11-23 09:00:00	ES	Futures	2861.15	2863.6	2858.16	2862.51	13284.0
2018-11-23 09:30:00	ES	Futures	2862.51	2875.57	2861.42	2872.57	127797.0
2018-11-23 10:00:00	ES	Futures	2872.57	2876.11	2865.23	2866.59	69642.0
2018-11-23 10:30:00	ES	Futures	2866.59	2875.84	2865.77	2873.39	60043.0
2018-11-23 11:00:00	ES	Futures	2873.39	2880.46	2872.57	2876.65	55629.0
2018-11-23 11:30:00	ES	Futures	2876.65	2877.74	2867.95	2868.49	43471.0
2018-11-23 12:00:00	ES	Futures	2868.49	2873.93	2866.05	2871.49	35846.0
2018-11-23 12:30:00	ES	Futures	2871.21	2874.75	2863.05	2864.41	67483.0
2018-11-23 13:00:00	ES	Futures	2864.41	2865.23	2859.79	2859.79	39306.0
2018-11-23 00:00:00	NQ	Futures	7676.62	7677.2	7662.83	7667.82	1080.0
2018-11-23 00:30:00	NQ	Futures	7668.41	7668.7	7647.58	7653.45	1945.0
2018-11-23 01:00:00	NQ	Futures	7653.45	7665.77	7651.69	7661.07	1415.0
2018-11-23 01:30:00	NQ	Futures	7661.66	7667.53	7656.67	7664.59	873.0
2018-11-23 02:00:00	NQ	Futures	7665.18	7665.77	7653.15	7661.07	2245.0
2018-11-23 02:30:00	NQ	Futures	7660.78	7678.96	7659.02	7676.03	2651.0
2018-11-23 03:00:00	NQ	Futures	7675.74	7690.7	7664.3	7687.18	5142.0
2018-11-23 03:30:00	NQ	Futures	7686.59	7702.43	7671.34	7687.76	5345.0
2018-11-23 04:00:00	NQ	Futures	7687.76	7695.98	7681.6	7694.22	2125.0
2018-11-23 04:30:00	NQ	Futures	7694.8	7698.32	7686.88	7698.03	1954.0
2018-11-23 05:00:00	NQ	Futures	7697.74	7700.08	7680.14	7681.9	2497.0
2018-11-23 05:30:00	NQ	Futures	7682.19	7688.64	7662.54	7671.34	4549.0
2018-11-23 06:00:00	NQ	Futures	7671.63	7686.88	7667.53	7679.26	3061.0
2018-11-23 06:30:00	NQ	Futures	7679.84	7689.82	7669.58	7672.8	2813.0
2018-11-23 07:00:00	NQ	Futures	7673.1	7686.0	7669.87	7674.56	2912.0
2018-11-23 07:30:00	NQ	Futures	7673.98	7690.4	7671.04	7685.12	3010.0
2018-11-23 08:00:00	NQ	Futures	7685.42	7689.52	7670.46	7674.27	3684.0
2018-11-23 08:30:00	NQ	Futures	7673.68	7675.15	7620.3	7651.39	16654.0
2018-11-23 09:00:00	NQ	Futures	7651.69	7664.89	7647.58	7661.37	7645.0
2018-11-23 09:30:00	NQ	Futures	7661.37	7745.25	7660.49	7728.83	60082.0
2018-11-23 10:00:00	NQ	Futures	7728.24	7736.45	7695.98	7699.5	27031.0
2018-11-23 10:30:00	NQ	Futures	7699.2	7721.79	7690.99	7710.35	21201.0
2018-11-23 11:00:00	NQ	Futures	7710.35	7727.07	7701.55	7702.72	16649.0

> showing 50 of 2,085 rows — these rows as CSV

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