PREVIEW / futures_30min / 2018-11-30

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-11-30.parquet
  size:    73 KB
  rows:    2,597

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
2018-11-30 00:00:00	ES	Futures	2983.28	2983.55	2980.28	2980.28	2878.0
2018-11-30 00:30:00	ES	Futures	2980.28	2981.92	2980.01	2981.1	2138.0
2018-11-30 01:00:00	ES	Futures	2980.83	2983.28	2980.56	2981.92	1292.0
2018-11-30 01:30:00	ES	Futures	2981.92	2982.73	2981.37	2981.37	812.0
2018-11-30 02:00:00	ES	Futures	2981.37	2982.19	2980.01	2980.56	3027.0
2018-11-30 02:30:00	ES	Futures	2980.28	2981.64	2979.47	2981.37	2509.0
2018-11-30 03:00:00	ES	Futures	2981.64	2981.92	2976.2	2977.56	10366.0
2018-11-30 03:30:00	ES	Futures	2977.56	2978.11	2975.93	2976.2	6625.0
2018-11-30 04:00:00	ES	Futures	2976.48	2977.56	2974.03	2975.93	6507.0
2018-11-30 04:30:00	ES	Futures	2975.93	2976.48	2974.57	2975.12	5130.0
2018-11-30 05:00:00	ES	Futures	2975.12	2975.93	2972.94	2975.93	7017.0
2018-11-30 05:30:00	ES	Futures	2976.2	2976.48	2972.12	2972.67	6118.0
2018-11-30 06:00:00	ES	Futures	2972.67	2973.21	2971.04	2972.4	5169.0
2018-11-30 06:30:00	ES	Futures	2972.4	2972.94	2969.4	2971.04	5114.0
2018-11-30 07:00:00	ES	Futures	2970.76	2972.4	2969.13	2972.12	6936.0
2018-11-30 07:30:00	ES	Futures	2972.12	2973.21	2971.58	2972.4	5452.0
2018-11-30 08:00:00	ES	Futures	2972.4	2981.37	2969.68	2978.65	28741.0
2018-11-30 08:30:00	ES	Futures	2978.38	2981.92	2975.93	2979.74	20631.0
2018-11-30 09:00:00	ES	Futures	2979.47	2980.28	2975.93	2977.29	18065.0
2018-11-30 09:30:00	ES	Futures	2977.56	2982.46	2973.76	2981.92	118828.0
2018-11-30 10:00:00	ES	Futures	2981.92	2984.64	2979.2	2982.46	76278.0
2018-11-30 10:30:00	ES	Futures	2982.19	2990.35	2982.19	2984.64	97024.0
2018-11-30 11:00:00	ES	Futures	2984.64	2985.72	2978.11	2979.47	66678.0
2018-11-30 11:30:00	ES	Futures	2979.47	2987.08	2976.48	2985.45	76552.0
2018-11-30 12:00:00	ES	Futures	2985.18	2986.27	2981.1	2982.19	39787.0
2018-11-30 12:30:00	ES	Futures	2981.92	2984.64	2980.01	2980.28	37592.0
2018-11-30 13:00:00	ES	Futures	2980.56	2984.09	2978.11	2983.28	43630.0
2018-11-30 13:30:00	ES	Futures	2983.28	2994.16	2982.46	2992.52	75602.0
2018-11-30 14:00:00	ES	Futures	2992.8	2994.97	2990.08	2993.34	51889.0
2018-11-30 14:30:00	ES	Futures	2993.34	2996.06	2991.16	2993.34	49412.0
2018-11-30 15:00:00	ES	Futures	2993.34	3002.04	2992.52	3000.41	66818.0
2018-11-30 15:30:00	ES	Futures	3000.14	3004.49	2995.24	2999.05	301436.0
2018-11-30 16:00:00	ES	Futures	2998.78	3008.03	2995.79	3007.48	107942.0
2018-11-30 16:30:00	ES	Futures	3006.12	3008.03	3005.04	3007.21	15408.0
2018-11-30 00:00:00	NQ	Futures	8108.96	8110.14	8100.46	8100.46	1272.0
2018-11-30 00:30:00	NQ	Futures	8100.16	8106.91	8100.16	8103.39	1117.0
2018-11-30 01:00:00	NQ	Futures	8102.8	8109.26	8101.04	8105.74	688.0
2018-11-30 01:30:00	NQ	Futures	8106.62	8108.08	8102.8	8103.1	464.0
2018-11-30 02:00:00	NQ	Futures	8102.8	8106.62	8100.16	8101.92	868.0
2018-11-30 02:30:00	NQ	Futures	8101.63	8104.27	8098.11	8103.98	1039.0
2018-11-30 03:00:00	NQ	Futures	8104.27	8105.44	8082.27	8087.84	4024.0
2018-11-30 03:30:00	NQ	Futures	8088.14	8093.71	8085.79	8087.26	2440.0
2018-11-30 04:00:00	NQ	Futures	8087.26	8092.24	8079.92	8086.96	2177.0
2018-11-30 04:30:00	NQ	Futures	8086.96	8087.84	8082.27	8082.56	1682.0
2018-11-30 05:00:00	NQ	Futures	8082.56	8088.72	8079.04	8088.14	2229.0
2018-11-30 05:30:00	NQ	Futures	8088.72	8089.31	8073.77	8074.94	2234.0
2018-11-30 06:00:00	NQ	Futures	8074.65	8076.99	8067.31	8073.18	2485.0
2018-11-30 06:30:00	NQ	Futures	8072.59	8074.94	8065.26	8070.25	1717.0
2018-11-30 07:00:00	NQ	Futures	8069.95	8074.65	8062.03	8074.35	3077.0
2018-11-30 07:30:00	NQ	Futures	8074.35	8079.63	8071.71	8077.87	3613.0

> showing 50 of 2,597 rows — these rows as CSV

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