PREVIEW / futures_30min / 2018-12-04

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-04.parquet
  size:    91 KB
  rows:    3,183

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
2018-12-04 00:00:00	ES	Futures	3020.81	3020.81	3012.92	3014.56	7063.0
2018-12-04 00:30:00	ES	Futures	3014.28	3014.56	3011.29	3012.92	6198.0
2018-12-04 01:00:00	ES	Futures	3013.2	3016.73	3010.75	3016.19	4790.0
2018-12-04 01:30:00	ES	Futures	3016.19	3018.09	3015.37	3016.46	3642.0
2018-12-04 02:00:00	ES	Futures	3016.19	3020.0	3016.19	3018.64	5339.0
2018-12-04 02:30:00	ES	Futures	3018.91	3021.9	3018.64	3020.54	5821.0
2018-12-04 03:00:00	ES	Futures	3020.54	3025.16	3020.54	3022.44	11677.0
2018-12-04 03:30:00	ES	Futures	3022.17	3022.44	3019.45	3020.81	7474.0
2018-12-04 04:00:00	ES	Futures	3020.81	3023.53	3018.09	3020.27	6793.0
2018-12-04 04:30:00	ES	Futures	3020.27	3020.81	3016.73	3018.36	7957.0
2018-12-04 05:00:00	ES	Futures	3018.64	3025.16	3016.73	3025.16	9653.0
2018-12-04 05:30:00	ES	Futures	3025.44	3027.07	3023.8	3025.71	8599.0
2018-12-04 06:00:00	ES	Futures	3025.98	3028.7	3024.89	3024.89	7956.0
2018-12-04 06:30:00	ES	Futures	3024.89	3027.07	3024.08	3024.89	6486.0
2018-12-04 07:00:00	ES	Futures	3024.89	3027.07	3021.36	3022.99	11280.0
2018-12-04 07:30:00	ES	Futures	3022.99	3026.25	3021.63	3024.62	8031.0
2018-12-04 08:00:00	ES	Futures	3024.62	3030.6	3024.62	3028.97	12561.0
2018-12-04 08:30:00	ES	Futures	3028.97	3032.51	3026.52	3030.06	18926.0
2018-12-04 09:00:00	ES	Futures	3030.06	3030.6	3026.8	3027.07	20947.0
2018-12-04 09:30:00	ES	Futures	3027.07	3032.51	3015.92	3020.54	198756.0
2018-12-04 10:00:00	ES	Futures	3020.27	3022.99	3013.2	3018.36	139417.0
2018-12-04 10:30:00	ES	Futures	3018.36	3021.08	3014.01	3014.56	89128.0
2018-12-04 11:00:00	ES	Futures	3014.83	3018.91	3010.2	3012.65	108713.0
2018-12-04 11:30:00	ES	Futures	3012.65	3014.83	3005.85	3006.12	94847.0
2018-12-04 12:00:00	ES	Futures	3006.4	3006.4	2971.58	2971.58	263224.0
2018-12-04 12:30:00	ES	Futures	2971.85	2976.48	2960.43	2968.04	218847.0
2018-12-04 13:00:00	ES	Futures	2968.04	2971.04	2947.92	2953.63	156898.0
2018-12-04 13:30:00	ES	Futures	2953.63	2963.69	2939.76	2960.16	219524.0
2018-12-04 14:00:00	ES	Futures	2959.88	2966.96	2953.08	2956.35	129252.0
2018-12-04 14:30:00	ES	Futures	2956.35	2972.12	2956.08	2960.7	134495.0
2018-12-04 15:00:00	ES	Futures	2960.7	2961.24	2942.2	2943.84	155819.0
2018-12-04 15:30:00	ES	Futures	2943.56	2950.64	2934.59	2941.39	341958.0
2018-12-04 16:00:00	ES	Futures	2941.39	2943.56	2937.58	2939.76	104290.0
2018-12-04 16:30:00	ES	Futures	2939.21	2940.57	2933.23	2939.48	13866.0
2018-12-04 18:00:00	ES	Futures	2937.04	2945.2	2935.4	2943.56	7512.0
2018-12-04 18:30:00	ES	Futures	2943.56	2947.64	2942.48	2947.64	5689.0
2018-12-04 19:00:00	ES	Futures	2947.64	2953.36	2947.1	2948.19	12048.0
2018-12-04 19:30:00	ES	Futures	2947.92	2949.28	2945.47	2946.56	7542.0
2018-12-04 20:00:00	ES	Futures	2946.56	2948.73	2945.2	2948.46	4225.0
2018-12-04 20:30:00	ES	Futures	2948.19	2952.27	2947.64	2952.0	5610.0
2018-12-04 21:00:00	ES	Futures	2952.0	2954.44	2950.64	2951.45	4824.0
2018-12-04 21:30:00	ES	Futures	2951.45	2951.72	2950.09	2951.45	1740.0
2018-12-04 22:00:00	ES	Futures	2951.18	2952.27	2949.82	2952.27	2305.0
2018-12-04 22:30:00	ES	Futures	2952.27	2952.27	2947.37	2949.0	3366.0
2018-12-04 23:00:00	ES	Futures	2949.0	2951.18	2948.73	2951.18	2996.0
2018-12-04 23:30:00	ES	Futures	2951.18	2953.36	2950.91	2950.91	2493.0
2018-12-04 00:00:00	NQ	Futures	8227.17	8227.17	8200.48	8206.64	3807.0
2018-12-04 00:30:00	NQ	Futures	8206.64	8207.52	8191.97	8197.84	3203.0
2018-12-04 01:00:00	NQ	Futures	8197.84	8210.74	8189.62	8209.57	2813.0
2018-12-04 01:30:00	NQ	Futures	8209.57	8212.8	8204.88	8210.45	2232.0

> showing 50 of 3,183 rows — these rows as CSV

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