PREVIEW / futures_30min / 2018-11-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-27.parquet
  size:    83 KB
  rows:    3,182

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
2018-11-27 00:00:00	ES	Futures	2903.58	2904.4	2901.4	2903.04	2783.0
2018-11-27 00:30:00	ES	Futures	2902.76	2903.04	2897.87	2899.77	3377.0
2018-11-27 01:00:00	ES	Futures	2899.77	2900.32	2897.6	2898.14	2396.0
2018-11-27 01:30:00	ES	Futures	2898.14	2901.13	2897.87	2899.77	1828.0
2018-11-27 02:00:00	ES	Futures	2899.77	2900.59	2895.42	2898.41	6654.0
2018-11-27 02:30:00	ES	Futures	2898.41	2920.44	2897.6	2902.49	43332.0
2018-11-27 03:00:00	ES	Futures	2902.49	2905.48	2894.33	2897.87	14541.0
2018-11-27 03:30:00	ES	Futures	2897.87	2903.04	2895.15	2901.68	7669.0
2018-11-27 04:00:00	ES	Futures	2901.4	2909.29	2900.32	2907.93	10908.0
2018-11-27 04:30:00	ES	Futures	2907.93	2909.56	2901.68	2902.22	7345.0
2018-11-27 05:00:00	ES	Futures	2902.22	2904.4	2900.04	2901.68	7269.0
2018-11-27 05:30:00	ES	Futures	2901.68	2901.95	2897.87	2899.23	6782.0
2018-11-27 06:00:00	ES	Futures	2899.23	2899.5	2893.52	2894.88	11510.0
2018-11-27 06:30:00	ES	Futures	2894.61	2899.23	2894.06	2898.96	10551.0
2018-11-27 07:00:00	ES	Futures	2899.23	2899.23	2894.06	2895.42	7281.0
2018-11-27 07:30:00	ES	Futures	2895.69	2896.51	2891.07	2891.89	11211.0
2018-11-27 08:00:00	ES	Futures	2891.89	2893.52	2889.44	2891.07	13581.0
2018-11-27 08:30:00	ES	Futures	2890.8	2895.69	2888.89	2893.52	18368.0
2018-11-27 09:00:00	ES	Futures	2893.79	2897.05	2891.89	2896.51	15503.0
2018-11-27 09:30:00	ES	Futures	2896.51	2903.04	2888.89	2899.5	196174.0
2018-11-27 10:00:00	ES	Futures	2899.23	2912.01	2894.33	2903.85	149088.0
2018-11-27 10:30:00	ES	Futures	2904.12	2913.1	2898.41	2908.75	97788.0
2018-11-27 11:00:00	ES	Futures	2908.75	2915.0	2906.03	2909.02	81457.0
2018-11-27 11:30:00	ES	Futures	2909.02	2912.56	2903.85	2910.92	69353.0
2018-11-27 12:00:00	ES	Futures	2910.65	2911.74	2900.04	2901.13	60878.0
2018-11-27 12:30:00	ES	Futures	2901.13	2907.66	2898.41	2901.95	64358.0
2018-11-27 13:00:00	ES	Futures	2902.22	2910.11	2898.68	2904.94	81012.0
2018-11-27 13:30:00	ES	Futures	2905.21	2912.01	2904.94	2912.01	67504.0
2018-11-27 14:00:00	ES	Futures	2912.01	2916.09	2910.38	2914.19	53115.0
2018-11-27 14:30:00	ES	Futures	2914.19	2916.91	2912.28	2912.56	53379.0
2018-11-27 15:00:00	ES	Futures	2912.83	2915.28	2909.84	2912.83	52138.0
2018-11-27 15:30:00	ES	Futures	2912.83	2919.08	2909.84	2918.54	110223.0
2018-11-27 16:00:00	ES	Futures	2918.54	2920.17	2916.64	2920.17	46429.0
2018-11-27 16:30:00	ES	Futures	2920.44	2923.16	2920.17	2922.35	8925.0
2018-11-27 18:00:00	ES	Futures	2922.62	2925.34	2922.35	2923.16	3602.0
2018-11-27 18:30:00	ES	Futures	2923.16	2923.16	2920.99	2922.08	1924.0
2018-11-27 19:00:00	ES	Futures	2921.8	2924.52	2920.99	2923.71	4864.0
2018-11-27 19:30:00	ES	Futures	2923.98	2924.52	2921.53	2922.08	2731.0
2018-11-27 20:00:00	ES	Futures	2921.8	2922.35	2919.63	2919.63	4828.0
2018-11-27 20:30:00	ES	Futures	2919.63	2922.35	2917.18	2917.72	5433.0
2018-11-27 21:00:00	ES	Futures	2918.0	2919.9	2916.91	2919.36	3168.0
2018-11-27 21:30:00	ES	Futures	2919.63	2922.35	2919.63	2922.08	4117.0
2018-11-27 22:00:00	ES	Futures	2922.08	2922.35	2920.17	2921.8	2718.0
2018-11-27 22:30:00	ES	Futures	2921.53	2922.08	2920.17	2920.99	1721.0
2018-11-27 23:00:00	ES	Futures	2921.26	2924.52	2920.99	2923.16	3137.0
2018-11-27 23:30:00	ES	Futures	2923.44	2923.71	2922.08	2922.35	1185.0
2018-11-27 00:00:00	NQ	Futures	7821.22	7821.22	7809.2	7813.6	1607.0
2018-11-27 00:30:00	NQ	Futures	7813.3	7813.89	7796.0	7803.62	1672.0
2018-11-27 01:00:00	NQ	Futures	7803.62	7805.68	7791.01	7793.65	1538.0
2018-11-27 01:30:00	NQ	Futures	7793.65	7807.44	7792.77	7802.45	1196.0

> showing 50 of 3,182 rows — these rows as CSV

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