PREVIEW / futures_30min / 2018-12-06

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-06.parquet
  size:    93 KB
  rows:    3,282

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
2018-12-06 00:00:00	ES	Futures	2903.04	2906.57	2901.68	2902.22	4911.0
2018-12-06 00:30:00	ES	Futures	2902.22	2906.03	2900.04	2905.48	4913.0
2018-12-06 01:00:00	ES	Futures	2905.48	2908.2	2900.59	2900.59	4851.0
2018-12-06 01:30:00	ES	Futures	2900.86	2903.58	2897.32	2902.49	4059.0
2018-12-06 02:00:00	ES	Futures	2902.49	2914.46	2901.95	2911.74	17590.0
2018-12-06 02:30:00	ES	Futures	2911.74	2919.63	2911.2	2915.55	14851.0
2018-12-06 03:00:00	ES	Futures	2915.55	2916.91	2906.84	2907.93	24314.0
2018-12-06 03:30:00	ES	Futures	2907.66	2911.47	2904.4	2906.84	22395.0
2018-12-06 04:00:00	ES	Futures	2906.57	2907.39	2901.13	2902.49	18843.0
2018-12-06 04:30:00	ES	Futures	2902.22	2903.85	2886.45	2887.81	30597.0
2018-12-06 05:00:00	ES	Futures	2887.81	2889.98	2884.81	2885.9	26474.0
2018-12-06 05:30:00	ES	Futures	2886.17	2892.7	2884.54	2889.44	18708.0
2018-12-06 06:00:00	ES	Futures	2889.44	2897.6	2887.26	2893.79	19206.0
2018-12-06 06:30:00	ES	Futures	2893.79	2894.61	2885.63	2890.53	20884.0
2018-12-06 07:00:00	ES	Futures	2890.53	2898.41	2890.25	2896.24	20808.0
2018-12-06 07:30:00	ES	Futures	2896.24	2898.68	2891.07	2894.33	20704.0
2018-12-06 08:00:00	ES	Futures	2894.33	2903.04	2894.33	2901.95	27612.0
2018-12-06 08:30:00	ES	Futures	2901.68	2903.04	2894.61	2895.42	32416.0
2018-12-06 09:00:00	ES	Futures	2895.42	2897.05	2889.17	2890.53	45485.0
2018-12-06 09:30:00	ES	Futures	2890.53	2904.12	2876.11	2881.28	373548.0
2018-12-06 10:00:00	ES	Futures	2881.28	2892.7	2877.74	2889.71	243080.0
2018-12-06 10:30:00	ES	Futures	2889.71	2892.16	2869.85	2872.03	217336.0
2018-12-06 11:00:00	ES	Futures	2871.76	2875.57	2851.9	2855.44	235523.0
2018-12-06 11:30:00	ES	Futures	2855.44	2880.46	2854.62	2878.56	194664.0
2018-12-06 12:00:00	ES	Futures	2878.56	2894.88	2873.39	2893.25	164987.0
2018-12-06 12:30:00	ES	Futures	2893.52	2902.76	2888.08	2897.87	144216.0
2018-12-06 13:00:00	ES	Futures	2897.87	2898.14	2881.55	2883.45	111076.0
2018-12-06 13:30:00	ES	Futures	2883.45	2904.67	2876.93	2903.58	116986.0
2018-12-06 14:00:00	ES	Futures	2903.58	2909.02	2885.9	2897.87	149115.0
2018-12-06 14:30:00	ES	Futures	2898.14	2904.12	2881.82	2901.95	141199.0
2018-12-06 15:00:00	ES	Futures	2902.22	2910.65	2897.05	2907.39	164010.0
2018-12-06 15:30:00	ES	Futures	2907.39	2934.59	2905.76	2934.04	283464.0
2018-12-06 16:00:00	ES	Futures	2934.04	2936.76	2926.97	2928.33	94418.0
2018-12-06 16:30:00	ES	Futures	2930.24	2934.86	2929.69	2932.14	12689.0
2018-12-06 18:00:00	ES	Futures	2931.32	2934.59	2928.88	2932.41	5290.0
2018-12-06 18:30:00	ES	Futures	2932.41	2933.5	2928.33	2932.96	3472.0
2018-12-06 19:00:00	ES	Futures	2932.96	2936.22	2927.79	2928.88	8175.0
2018-12-06 19:30:00	ES	Futures	2928.6	2929.15	2925.88	2928.88	5916.0
2018-12-06 20:00:00	ES	Futures	2928.6	2931.87	2925.34	2925.88	6444.0
2018-12-06 20:30:00	ES	Futures	2926.16	2927.24	2919.9	2920.99	7348.0
2018-12-06 21:00:00	ES	Futures	2920.99	2924.52	2919.08	2922.62	5060.0
2018-12-06 21:30:00	ES	Futures	2922.62	2925.34	2920.44	2924.25	3936.0
2018-12-06 22:00:00	ES	Futures	2923.98	2926.16	2922.08	2924.52	3433.0
2018-12-06 22:30:00	ES	Futures	2924.25	2925.61	2923.44	2924.25	1828.0
2018-12-06 23:00:00	ES	Futures	2924.25	2924.52	2922.35	2923.98	1608.0
2018-12-06 23:30:00	ES	Futures	2923.98	2925.61	2923.44	2925.07	1784.0
2018-12-06 00:00:00	NQ	Futures	7854.95	7867.57	7851.73	7853.78	3433.0
2018-12-06 00:30:00	NQ	Futures	7853.19	7860.82	7845.57	7859.35	2560.0
2018-12-06 01:00:00	NQ	Futures	7859.35	7867.57	7843.51	7846.45	2257.0
2018-12-06 01:30:00	NQ	Futures	7845.86	7849.09	7827.97	7845.86	3089.0

> showing 50 of 3,282 rows — these rows as CSV

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