PREVIEW / futures_30min / 2018-12-05

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-05.parquet
  size:    77 KB
  rows:    2,807

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
2018-12-05 00:00:00	ES	Futures	2951.18	2952.54	2947.64	2950.36	3652.0
2018-12-05 00:30:00	ES	Futures	2950.09	2951.18	2948.19	2950.91	2074.0
2018-12-05 01:00:00	ES	Futures	2950.91	2950.91	2946.56	2948.19	2710.0
2018-12-05 01:30:00	ES	Futures	2948.46	2951.45	2948.19	2950.91	1947.0
2018-12-05 02:00:00	ES	Futures	2950.91	2953.63	2948.46	2953.08	5748.0
2018-12-05 02:30:00	ES	Futures	2953.08	2953.63	2949.28	2952.54	5779.0
2018-12-05 03:00:00	ES	Futures	2952.54	2952.54	2945.47	2947.37	12632.0
2018-12-05 03:30:00	ES	Futures	2947.37	2955.8	2946.56	2954.17	11415.0
2018-12-05 04:00:00	ES	Futures	2954.44	2956.89	2952.54	2953.36	8183.0
2018-12-05 04:30:00	ES	Futures	2953.08	2956.35	2951.18	2953.9	5881.0
2018-12-05 05:00:00	ES	Futures	2953.9	2957.71	2953.9	2954.99	7748.0
2018-12-05 05:30:00	ES	Futures	2955.26	2957.44	2953.08	2957.44	6111.0
2018-12-05 06:00:00	ES	Futures	2957.44	2957.98	2952.54	2953.08	7691.0
2018-12-05 06:30:00	ES	Futures	2952.81	2955.8	2951.72	2954.72	3824.0
2018-12-05 07:00:00	ES	Futures	2954.72	2956.08	2952.27	2952.54	4387.0
2018-12-05 07:30:00	ES	Futures	2952.54	2956.35	2951.72	2955.8	5989.0
2018-12-05 08:00:00	ES	Futures	2955.8	2960.16	2954.99	2958.8	9820.0
2018-12-05 08:30:00	ES	Futures	2959.07	2959.07	2956.08	2957.16	6443.0
2018-12-05 09:00:00	ES	Futures	2956.89	2958.25	2954.44	2957.16	10781.0
2018-12-05 18:00:00	ES	Futures	2952.0	2952.81	2882.91	2923.16	46846.0
2018-12-05 18:30:00	ES	Futures	2923.16	2924.25	2912.28	2920.17	14270.0
2018-12-05 19:00:00	ES	Futures	2920.44	2923.44	2915.82	2920.44	10062.0
2018-12-05 19:30:00	ES	Futures	2920.44	2921.26	2915.82	2916.91	7059.0
2018-12-05 20:00:00	ES	Futures	2917.18	2917.45	2895.97	2904.67	22934.0
2018-12-05 20:30:00	ES	Futures	2904.67	2911.47	2904.12	2909.02	12655.0
2018-12-05 21:00:00	ES	Futures	2908.75	2910.38	2905.76	2907.39	7874.0
2018-12-05 21:30:00	ES	Futures	2907.12	2909.29	2904.94	2905.48	5928.0
2018-12-05 22:00:00	ES	Futures	2905.48	2905.76	2895.15	2901.13	13887.0
2018-12-05 22:30:00	ES	Futures	2901.13	2905.76	2898.14	2903.85	10677.0
2018-12-05 23:00:00	ES	Futures	2903.85	2907.39	2898.96	2902.22	7710.0
2018-12-05 23:30:00	ES	Futures	2902.22	2903.04	2896.51	2902.76	11172.0
2018-12-05 00:00:00	NQ	Futures	8021.26	8024.78	8011.0	8016.86	1782.0
2018-12-05 00:30:00	NQ	Futures	8016.86	8025.66	8011.58	8024.78	1450.0
2018-12-05 01:00:00	NQ	Futures	8024.49	8024.78	8012.17	8018.04	989.0
2018-12-05 01:30:00	NQ	Futures	8017.16	8025.37	8017.16	8023.61	811.0
2018-12-05 02:00:00	NQ	Futures	8023.61	8034.75	8018.04	8033.58	2420.0
2018-12-05 02:30:00	NQ	Futures	8033.87	8035.05	8019.21	8033.58	2467.0
2018-12-05 03:00:00	NQ	Futures	8032.99	8034.75	8010.12	8015.1	4280.0
2018-12-05 03:30:00	NQ	Futures	8014.52	8042.67	8013.34	8038.86	4570.0
2018-12-05 04:00:00	NQ	Futures	8039.15	8043.85	8025.66	8026.25	2432.0
2018-12-05 04:30:00	NQ	Futures	8026.54	8034.46	8020.97	8027.71	2125.0
2018-12-05 05:00:00	NQ	Futures	8028.01	8038.57	8027.42	8034.17	1851.0
2018-12-05 05:30:00	NQ	Futures	8033.87	8039.74	8028.59	8039.45	1924.0
2018-12-05 06:00:00	NQ	Futures	8039.74	8040.62	8022.73	8023.9	2395.0
2018-12-05 06:30:00	NQ	Futures	8023.9	8034.17	8019.5	8030.35	1262.0
2018-12-05 07:00:00	NQ	Futures	8030.65	8036.22	8020.38	8023.02	1270.0
2018-12-05 07:30:00	NQ	Futures	8023.02	8035.63	8020.97	8032.7	1550.0
2018-12-05 08:00:00	NQ	Futures	8032.11	8050.59	8029.77	8046.78	3533.0
2018-12-05 08:30:00	NQ	Futures	8046.78	8047.95	8037.39	8039.74	2719.0
2018-12-05 09:00:00	NQ	Futures	8039.45	8040.33	8034.17	8034.75	2937.0

> showing 50 of 2,807 rows — these rows as CSV

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