PREVIEW / futures_30min / 2018-11-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-28.parquet
  size:    90 KB
  rows:    3,220

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
2018-11-28 00:00:00	ES	Futures	2922.62	2923.44	2921.53	2921.53	1663.0
2018-11-28 00:30:00	ES	Futures	2921.53	2923.44	2921.26	2923.16	1926.0
2018-11-28 01:00:00	ES	Futures	2923.16	2929.42	2922.89	2928.88	5692.0
2018-11-28 01:30:00	ES	Futures	2928.6	2929.42	2926.7	2928.33	2552.0
2018-11-28 02:00:00	ES	Futures	2928.06	2928.6	2926.7	2926.97	3837.0
2018-11-28 02:30:00	ES	Futures	2926.7	2927.24	2923.71	2924.25	6452.0
2018-11-28 03:00:00	ES	Futures	2924.25	2924.52	2921.53	2923.71	10216.0
2018-11-28 03:30:00	ES	Futures	2923.71	2924.8	2919.08	2924.25	10279.0
2018-11-28 04:00:00	ES	Futures	2924.25	2926.43	2921.26	2921.53	8925.0
2018-11-28 04:30:00	ES	Futures	2921.26	2925.88	2920.99	2923.98	5497.0
2018-11-28 05:00:00	ES	Futures	2923.98	2925.34	2922.35	2923.16	6431.0
2018-11-28 05:30:00	ES	Futures	2923.16	2928.6	2922.62	2927.79	6846.0
2018-11-28 06:00:00	ES	Futures	2927.79	2929.42	2925.61	2926.16	5538.0
2018-11-28 06:30:00	ES	Futures	2925.88	2929.96	2925.61	2929.69	7402.0
2018-11-28 07:00:00	ES	Futures	2929.69	2932.96	2929.15	2931.05	10175.0
2018-11-28 07:30:00	ES	Futures	2931.32	2934.59	2930.51	2933.23	10456.0
2018-11-28 08:00:00	ES	Futures	2932.96	2934.04	2931.6	2933.5	8464.0
2018-11-28 08:30:00	ES	Futures	2933.5	2934.32	2931.6	2932.14	10233.0
2018-11-28 09:00:00	ES	Futures	2932.41	2933.5	2930.51	2932.14	17397.0
2018-11-28 09:30:00	ES	Futures	2932.41	2935.4	2927.24	2929.42	159061.0
2018-11-28 10:00:00	ES	Futures	2929.15	2932.68	2922.62	2923.16	95532.0
2018-11-28 10:30:00	ES	Futures	2923.16	2927.24	2920.44	2925.61	91864.0
2018-11-28 11:00:00	ES	Futures	2925.61	2931.05	2924.8	2929.42	76863.0
2018-11-28 11:30:00	ES	Futures	2929.42	2934.04	2927.52	2932.41	73894.0
2018-11-28 12:00:00	ES	Futures	2932.68	2964.78	2932.41	2962.6	277508.0
2018-11-28 12:30:00	ES	Futures	2962.88	2967.77	2958.8	2962.33	139696.0
2018-11-28 13:00:00	ES	Futures	2962.6	2966.68	2956.89	2965.87	86766.0
2018-11-28 13:30:00	ES	Futures	2965.6	2975.12	2964.78	2972.67	103790.0
2018-11-28 14:00:00	ES	Futures	2972.94	2975.93	2968.32	2971.04	91405.0
2018-11-28 14:30:00	ES	Futures	2971.31	2973.48	2966.96	2967.5	60652.0
2018-11-28 15:00:00	ES	Futures	2967.5	2975.66	2964.51	2974.57	71172.0
2018-11-28 15:30:00	ES	Futures	2974.57	2986.54	2972.12	2986.0	183785.0
2018-11-28 16:00:00	ES	Futures	2985.72	2986.54	2980.01	2983.55	84059.0
2018-11-28 16:30:00	ES	Futures	2983.0	2983.55	2980.83	2982.19	6750.0
2018-11-28 18:00:00	ES	Futures	2978.92	2981.92	2977.56	2980.83	7007.0
2018-11-28 18:30:00	ES	Futures	2980.56	2981.37	2979.74	2980.56	2264.0
2018-11-28 19:00:00	ES	Futures	2980.56	2983.28	2980.01	2981.92	5570.0
2018-11-28 19:30:00	ES	Futures	2981.92	2982.19	2979.74	2980.01	2280.0
2018-11-28 20:00:00	ES	Futures	2979.74	2981.64	2978.65	2979.74	3424.0
2018-11-28 20:30:00	ES	Futures	2979.74	2980.83	2976.75	2977.29	4146.0
2018-11-28 21:00:00	ES	Futures	2977.56	2978.65	2977.29	2977.84	2809.0
2018-11-28 21:30:00	ES	Futures	2978.11	2978.11	2975.12	2975.12	4679.0
2018-11-28 22:00:00	ES	Futures	2975.12	2978.65	2975.12	2978.38	3111.0
2018-11-28 22:30:00	ES	Futures	2978.38	2979.47	2977.84	2978.65	2276.0
2018-11-28 23:00:00	ES	Futures	2978.65	2978.92	2977.02	2978.11	1845.0
2018-11-28 23:30:00	ES	Futures	2978.11	2979.74	2977.56	2979.74	2400.0
2018-11-28 00:00:00	NQ	Futures	7892.5	7896.9	7889.27	7889.56	1143.0
2018-11-28 00:30:00	NQ	Futures	7889.86	7896.31	7888.68	7895.14	934.0
2018-11-28 01:00:00	NQ	Futures	7895.43	7911.86	7894.55	7910.98	2466.0
2018-11-28 01:30:00	NQ	Futures	7910.68	7911.86	7903.35	7909.8	1396.0

> showing 50 of 3,220 rows — these rows as CSV

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