PREVIEW / futures_30min / 2018-11-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-26.parquet
  size:    84 KB
  rows:    3,133

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
2018-11-26 00:00:00	ES	Futures	2876.65	2878.56	2875.84	2876.11	2774.0
2018-11-26 00:30:00	ES	Futures	2876.11	2877.47	2875.57	2877.2	2096.0
2018-11-26 01:00:00	ES	Futures	2877.2	2878.01	2876.11	2878.01	1294.0
2018-11-26 01:30:00	ES	Futures	2878.01	2878.01	2875.57	2876.65	1343.0
2018-11-26 02:00:00	ES	Futures	2876.65	2884.0	2876.65	2882.37	9604.0
2018-11-26 02:30:00	ES	Futures	2882.09	2885.09	2881.01	2884.27	6176.0
2018-11-26 03:00:00	ES	Futures	2884.27	2896.78	2884.27	2895.15	20907.0
2018-11-26 03:30:00	ES	Futures	2895.15	2899.23	2894.88	2897.32	10646.0
2018-11-26 04:00:00	ES	Futures	2897.05	2900.32	2896.24	2899.77	9215.0
2018-11-26 04:30:00	ES	Futures	2899.77	2900.59	2897.6	2898.41	5533.0
2018-11-26 05:00:00	ES	Futures	2898.14	2898.14	2893.79	2894.33	7511.0
2018-11-26 05:30:00	ES	Futures	2894.33	2895.97	2893.52	2895.15	4244.0
2018-11-26 06:00:00	ES	Futures	2895.15	2897.05	2891.89	2894.88	6983.0
2018-11-26 06:30:00	ES	Futures	2895.15	2895.97	2892.97	2894.61	5290.0
2018-11-26 07:00:00	ES	Futures	2894.61	2897.6	2891.89	2893.79	10018.0
2018-11-26 07:30:00	ES	Futures	2894.06	2895.97	2892.43	2892.7	8498.0
2018-11-26 08:00:00	ES	Futures	2892.7	2894.33	2891.61	2892.16	9536.0
2018-11-26 08:30:00	ES	Futures	2892.16	2893.25	2888.89	2892.97	14852.0
2018-11-26 09:00:00	ES	Futures	2892.7	2893.52	2890.53	2891.07	14867.0
2018-11-26 09:30:00	ES	Futures	2891.07	2906.03	2889.44	2905.76	184192.0
2018-11-26 10:00:00	ES	Futures	2905.76	2906.84	2898.41	2901.13	107487.0
2018-11-26 10:30:00	ES	Futures	2901.13	2905.76	2896.51	2904.4	100852.0
2018-11-26 11:00:00	ES	Futures	2904.4	2905.21	2899.23	2900.59	63576.0
2018-11-26 11:30:00	ES	Futures	2900.59	2900.59	2892.16	2897.32	71074.0
2018-11-26 12:00:00	ES	Futures	2897.6	2901.95	2892.16	2893.52	53333.0
2018-11-26 12:30:00	ES	Futures	2893.25	2893.52	2885.9	2891.34	51843.0
2018-11-26 13:00:00	ES	Futures	2891.34	2895.97	2888.08	2893.79	42288.0
2018-11-26 13:30:00	ES	Futures	2893.52	2900.86	2891.89	2899.77	41211.0
2018-11-26 14:00:00	ES	Futures	2900.04	2905.21	2898.41	2903.85	54246.0
2018-11-26 14:30:00	ES	Futures	2904.12	2909.29	2901.68	2908.2	62302.0
2018-11-26 15:00:00	ES	Futures	2908.2	2909.56	2903.04	2904.4	56675.0
2018-11-26 15:30:00	ES	Futures	2904.4	2909.84	2904.12	2909.02	131586.0
2018-11-26 16:00:00	ES	Futures	2908.75	2911.74	2903.04	2903.85	86436.0
2018-11-26 16:30:00	ES	Futures	2901.13	2901.13	2894.61	2895.15	15605.0
2018-11-26 18:00:00	ES	Futures	2895.15	2898.41	2892.43	2894.61	8884.0
2018-11-26 18:30:00	ES	Futures	2894.88	2897.05	2894.61	2895.97	2593.0
2018-11-26 19:00:00	ES	Futures	2895.97	2896.24	2892.43	2895.42	5078.0
2018-11-26 19:30:00	ES	Futures	2895.42	2895.69	2890.25	2890.53	7301.0
2018-11-26 20:00:00	ES	Futures	2890.53	2892.97	2888.89	2891.89	4946.0
2018-11-26 20:30:00	ES	Futures	2891.89	2893.79	2890.53	2891.34	5607.0
2018-11-26 21:00:00	ES	Futures	2891.61	2894.33	2891.07	2892.7	3041.0
2018-11-26 21:30:00	ES	Futures	2892.7	2896.78	2892.43	2894.88	3024.0
2018-11-26 22:00:00	ES	Futures	2895.15	2901.13	2894.61	2899.5	5072.0
2018-11-26 22:30:00	ES	Futures	2899.77	2902.49	2898.96	2900.32	3475.0
2018-11-26 23:00:00	ES	Futures	2900.59	2902.76	2900.04	2901.13	2466.0
2018-11-26 23:30:00	ES	Futures	2901.13	2903.58	2901.13	2903.58	2189.0
2018-11-26 00:00:00	NQ	Futures	7713.58	7724.13	7710.64	7712.99	1757.0
2018-11-26 00:30:00	NQ	Futures	7712.7	7713.58	7708.59	7713.28	949.0
2018-11-26 01:00:00	NQ	Futures	7713.58	7716.51	7708.88	7714.16	887.0
2018-11-26 01:30:00	NQ	Futures	7714.46	7716.22	7710.94	7714.16	670.0

> showing 50 of 3,133 rows — these rows as CSV

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