PREVIEW / futures_30min / 2018-11-29

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-29.parquet
  size:    84 KB
  rows:    3,214

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
2018-11-29 00:00:00	ES	Futures	2979.74	2979.74	2975.66	2976.2	2978.0
2018-11-29 00:30:00	ES	Futures	2976.2	2976.75	2975.12	2975.93	3621.0
2018-11-29 01:00:00	ES	Futures	2975.93	2976.2	2973.48	2974.57	3658.0
2018-11-29 01:30:00	ES	Futures	2974.57	2976.75	2974.3	2975.93	2793.0
2018-11-29 02:00:00	ES	Futures	2975.93	2976.75	2974.03	2975.39	4474.0
2018-11-29 02:30:00	ES	Futures	2975.39	2977.84	2975.39	2975.93	5580.0
2018-11-29 03:00:00	ES	Futures	2975.93	2979.74	2975.66	2976.75	12206.0
2018-11-29 03:30:00	ES	Futures	2976.75	2978.92	2976.48	2977.56	8040.0
2018-11-29 04:00:00	ES	Futures	2977.56	2978.11	2972.94	2976.48	12007.0
2018-11-29 04:30:00	ES	Futures	2976.2	2978.38	2973.48	2973.76	9111.0
2018-11-29 05:00:00	ES	Futures	2974.03	2976.2	2972.94	2975.93	6835.0
2018-11-29 05:30:00	ES	Futures	2975.93	2976.75	2970.76	2971.85	8955.0
2018-11-29 06:00:00	ES	Futures	2971.58	2974.03	2971.31	2973.21	5441.0
2018-11-29 06:30:00	ES	Futures	2973.21	2973.76	2968.86	2971.85	12862.0
2018-11-29 07:00:00	ES	Futures	2971.85	2976.48	2971.31	2975.93	10308.0
2018-11-29 07:30:00	ES	Futures	2975.93	2977.02	2972.12	2972.4	14283.0
2018-11-29 08:00:00	ES	Futures	2972.67	2975.93	2971.58	2975.12	14651.0
2018-11-29 08:30:00	ES	Futures	2975.12	2978.65	2974.84	2975.66	17165.0
2018-11-29 09:00:00	ES	Futures	2975.39	2977.84	2973.76	2977.02	18873.0
2018-11-29 09:30:00	ES	Futures	2977.02	2980.01	2973.76	2975.93	160127.0
2018-11-29 10:00:00	ES	Futures	2975.93	2978.11	2969.4	2969.4	111467.0
2018-11-29 10:30:00	ES	Futures	2969.68	2981.1	2962.88	2966.68	190385.0
2018-11-29 11:00:00	ES	Futures	2966.68	2974.57	2964.24	2974.3	130564.0
2018-11-29 11:30:00	ES	Futures	2974.3	2980.01	2971.04	2979.2	83658.0
2018-11-29 12:00:00	ES	Futures	2979.2	2979.2	2973.76	2978.11	52193.0
2018-11-29 12:30:00	ES	Futures	2978.11	2983.28	2977.56	2982.73	38016.0
2018-11-29 13:00:00	ES	Futures	2982.73	2983.0	2977.84	2980.28	29754.0
2018-11-29 13:30:00	ES	Futures	2980.28	2984.91	2978.92	2981.64	30986.0
2018-11-29 14:00:00	ES	Futures	2981.92	2991.44	2978.92	2988.72	84422.0
2018-11-29 14:30:00	ES	Futures	2988.72	2996.88	2987.9	2996.06	56517.0
2018-11-29 15:00:00	ES	Futures	2996.33	2996.88	2988.72	2990.89	61371.0
2018-11-29 15:30:00	ES	Futures	2991.16	2991.16	2978.11	2979.74	159213.0
2018-11-29 16:00:00	ES	Futures	2979.74	2986.27	2978.92	2985.45	47913.0
2018-11-29 16:30:00	ES	Futures	2984.64	2984.91	2983.0	2983.28	6057.0
2018-11-29 18:00:00	ES	Futures	2983.28	2983.55	2979.47	2980.01	4383.0
2018-11-29 18:30:00	ES	Futures	2980.01	2981.92	2978.65	2981.64	2785.0
2018-11-29 19:00:00	ES	Futures	2981.37	2983.0	2979.2	2981.37	4386.0
2018-11-29 19:30:00	ES	Futures	2981.37	2982.46	2980.83	2981.1	2146.0
2018-11-29 20:00:00	ES	Futures	2981.1	2981.64	2978.38	2979.74	4039.0
2018-11-29 20:30:00	ES	Futures	2979.47	2981.1	2978.38	2980.83	2951.0
2018-11-29 21:00:00	ES	Futures	2980.83	2981.64	2979.2	2980.28	3152.0
2018-11-29 21:30:00	ES	Futures	2980.01	2983.0	2980.01	2981.92	2518.0
2018-11-29 22:00:00	ES	Futures	2981.92	2984.36	2981.92	2983.82	2647.0
2018-11-29 22:30:00	ES	Futures	2983.55	2983.55	2982.19	2983.0	1673.0
2018-11-29 23:00:00	ES	Futures	2983.28	2984.09	2982.73	2983.82	1258.0
2018-11-29 23:30:00	ES	Futures	2983.82	2984.36	2983.0	2983.28	1127.0
2018-11-29 00:00:00	NQ	Futures	8106.62	8107.5	8091.95	8092.83	1726.0
2018-11-29 00:30:00	NQ	Futures	8092.24	8095.47	8086.96	8087.84	2274.0
2018-11-29 01:00:00	NQ	Futures	8088.43	8089.6	8081.68	8085.5	1612.0
2018-11-29 01:30:00	NQ	Futures	8085.2	8092.24	8084.91	8087.55	1139.0

> showing 50 of 3,214 rows — these rows as CSV

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