PREVIEW / futures_30min / 2018-12-03

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-03.parquet
  size:    92 KB
  rows:    3,237

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
2018-12-03 00:00:00	ES	Futures	3053.18	3053.45	3051.0	3052.91	4020.0
2018-12-03 00:30:00	ES	Futures	3052.64	3055.63	3052.36	3054.27	3550.0
2018-12-03 01:00:00	ES	Futures	3054.27	3055.08	3052.91	3053.45	2599.0
2018-12-03 01:30:00	ES	Futures	3053.18	3055.9	3052.36	3055.9	3241.0
2018-12-03 02:00:00	ES	Futures	3055.9	3059.16	3054.54	3057.53	12821.0
2018-12-03 02:30:00	ES	Futures	3057.53	3060.52	3055.63	3060.25	10107.0
2018-12-03 03:00:00	ES	Futures	3059.98	3061.61	3057.8	3059.16	17581.0
2018-12-03 03:30:00	ES	Futures	3059.44	3060.52	3056.44	3057.26	12589.0
2018-12-03 04:00:00	ES	Futures	3057.26	3059.44	3053.72	3054.0	14999.0
2018-12-03 04:30:00	ES	Futures	3054.0	3056.72	3053.45	3056.44	8138.0
2018-12-03 05:00:00	ES	Futures	3056.44	3057.53	3054.0	3055.9	6900.0
2018-12-03 05:30:00	ES	Futures	3055.9	3055.9	3051.82	3052.64	8020.0
2018-12-03 06:00:00	ES	Futures	3052.64	3053.18	3049.37	3049.92	8951.0
2018-12-03 06:30:00	ES	Futures	3049.92	3050.46	3046.38	3048.01	11684.0
2018-12-03 07:00:00	ES	Futures	3048.01	3048.01	3041.21	3044.2	19799.0
2018-12-03 07:30:00	ES	Futures	3044.2	3046.11	3042.84	3043.66	13503.0
2018-12-03 08:00:00	ES	Futures	3043.93	3047.74	3043.66	3045.02	17426.0
2018-12-03 08:30:00	ES	Futures	3045.02	3047.2	3042.3	3044.75	21870.0
2018-12-03 09:00:00	ES	Futures	3044.75	3048.56	3043.66	3047.74	23023.0
2018-12-03 09:30:00	ES	Futures	3047.74	3049.1	3029.79	3033.05	242027.0
2018-12-03 10:00:00	ES	Futures	3033.05	3042.03	3030.06	3039.85	167299.0
2018-12-03 10:30:00	ES	Futures	3039.85	3040.67	3023.26	3024.89	148802.0
2018-12-03 11:00:00	ES	Futures	3024.89	3030.6	3020.54	3026.25	120732.0
2018-12-03 11:30:00	ES	Futures	3026.25	3029.52	3017.55	3019.45	92049.0
2018-12-03 12:00:00	ES	Futures	3019.72	3029.24	3019.45	3029.24	68990.0
2018-12-03 12:30:00	ES	Futures	3029.24	3034.14	3025.71	3028.7	58617.0
2018-12-03 13:00:00	ES	Futures	3028.43	3036.04	3028.43	3034.41	64455.0
2018-12-03 13:30:00	ES	Futures	3034.41	3034.41	3022.99	3026.52	51931.0
2018-12-03 14:00:00	ES	Futures	3026.52	3032.78	3019.18	3031.15	71768.0
2018-12-03 14:30:00	ES	Futures	3031.15	3033.32	3027.07	3029.79	68810.0
2018-12-03 15:00:00	ES	Futures	3030.06	3037.95	3025.71	3036.04	84368.0
2018-12-03 15:30:00	ES	Futures	3036.04	3039.31	3029.79	3036.32	163665.0
2018-12-03 16:00:00	ES	Futures	3036.59	3040.4	3033.32	3036.59	78893.0
2018-12-03 16:30:00	ES	Futures	3036.86	3037.13	3033.6	3035.23	7743.0
2018-12-03 18:00:00	ES	Futures	3035.23	3036.04	3030.88	3031.96	5755.0
2018-12-03 18:30:00	ES	Futures	3031.69	3033.05	3030.6	3031.15	2188.0
2018-12-03 19:00:00	ES	Futures	3031.42	3031.96	3029.24	3031.69	4263.0
2018-12-03 19:30:00	ES	Futures	3031.42	3032.78	3027.34	3027.88	4307.0
2018-12-03 20:00:00	ES	Futures	3027.88	3030.06	3026.25	3029.24	5517.0
2018-12-03 20:30:00	ES	Futures	3028.97	3030.6	3026.8	3028.43	6191.0
2018-12-03 21:00:00	ES	Futures	3028.16	3029.52	3026.25	3027.61	4322.0
2018-12-03 21:30:00	ES	Futures	3027.34	3028.43	3026.8	3027.07	3175.0
2018-12-03 22:00:00	ES	Futures	3026.8	3027.34	3024.62	3024.89	3355.0
2018-12-03 22:30:00	ES	Futures	3024.89	3025.98	3022.17	3024.08	4633.0
2018-12-03 23:00:00	ES	Futures	3024.08	3024.62	3019.72	3021.08	4437.0
2018-12-03 23:30:00	ES	Futures	3021.08	3021.9	3017.82	3021.08	4056.0
2018-12-03 00:00:00	NQ	Futures	8333.05	8334.81	8324.26	8327.78	1778.0
2018-12-03 00:30:00	NQ	Futures	8327.19	8338.92	8324.26	8332.76	1677.0
2018-12-03 01:00:00	NQ	Futures	8332.47	8333.93	8326.6	8328.36	1141.0
2018-12-03 01:30:00	NQ	Futures	8328.66	8349.48	8326.02	8348.6	2737.0

> showing 50 of 3,237 rows — these rows as CSV

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