PREVIEW / futures_30min / 2018-12-07

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-07.parquet
  size:    77 KB
  rows:    2,638

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
2018-12-07 00:00:00	ES	Futures	2925.07	2925.61	2923.16	2923.44	1808.0
2018-12-07 00:30:00	ES	Futures	2923.44	2924.52	2922.62	2923.98	1622.0
2018-12-07 01:00:00	ES	Futures	2923.71	2924.52	2920.99	2921.26	2512.0
2018-12-07 01:30:00	ES	Futures	2921.26	2922.62	2920.72	2922.08	1511.0
2018-12-07 02:00:00	ES	Futures	2921.8	2924.25	2915.82	2916.36	8624.0
2018-12-07 02:30:00	ES	Futures	2916.36	2916.64	2905.48	2906.03	14949.0
2018-12-07 03:00:00	ES	Futures	2906.03	2915.28	2905.21	2913.1	21133.0
2018-12-07 03:30:00	ES	Futures	2913.1	2919.08	2912.01	2913.64	13104.0
2018-12-07 04:00:00	ES	Futures	2913.64	2916.91	2910.38	2916.64	10524.0
2018-12-07 04:30:00	ES	Futures	2916.64	2920.99	2914.19	2919.63	11269.0
2018-12-07 05:00:00	ES	Futures	2919.36	2920.44	2914.46	2914.46	6764.0
2018-12-07 05:30:00	ES	Futures	2914.46	2920.99	2914.46	2917.72	7120.0
2018-12-07 06:00:00	ES	Futures	2917.45	2917.72	2912.83	2912.83	7348.0
2018-12-07 06:30:00	ES	Futures	2912.56	2914.73	2910.38	2910.65	9169.0
2018-12-07 07:00:00	ES	Futures	2910.65	2914.19	2909.02	2910.65	8011.0
2018-12-07 07:30:00	ES	Futures	2910.92	2914.73	2909.84	2914.19	11118.0
2018-12-07 08:00:00	ES	Futures	2914.19	2923.16	2913.37	2921.53	22539.0
2018-12-07 08:30:00	ES	Futures	2921.53	2935.68	2921.26	2926.7	65910.0
2018-12-07 09:00:00	ES	Futures	2926.7	2930.78	2926.7	2928.33	26218.0
2018-12-07 09:30:00	ES	Futures	2928.6	2948.19	2926.16	2938.4	213379.0
2018-12-07 10:00:00	ES	Futures	2938.4	2942.2	2907.93	2915.82	194188.0
2018-12-07 10:30:00	ES	Futures	2915.82	2917.72	2902.22	2915.55	157412.0
2018-12-07 11:00:00	ES	Futures	2915.55	2918.27	2885.63	2890.8	197249.0
2018-12-07 11:30:00	ES	Futures	2891.07	2901.95	2883.73	2884.0	133156.0
2018-12-07 12:00:00	ES	Futures	2884.0	2895.42	2882.64	2888.35	127936.0
2018-12-07 12:30:00	ES	Futures	2888.35	2897.05	2875.02	2893.79	117463.0
2018-12-07 13:00:00	ES	Futures	2893.52	2900.86	2881.01	2888.08	104693.0
2018-12-07 13:30:00	ES	Futures	2888.08	2888.89	2872.85	2873.12	98231.0
2018-12-07 14:00:00	ES	Futures	2873.12	2880.73	2863.05	2876.11	162355.0
2018-12-07 14:30:00	ES	Futures	2876.38	2878.29	2857.89	2859.79	142403.0
2018-12-07 15:00:00	ES	Futures	2859.79	2871.76	2854.08	2868.49	177588.0
2018-12-07 15:30:00	ES	Futures	2868.49	2885.09	2862.78	2865.23	259253.0
2018-12-07 16:00:00	ES	Futures	2864.96	2870.13	2863.05	2866.86	89469.0
2018-12-07 16:30:00	ES	Futures	2864.69	2870.13	2864.14	2868.77	9745.0
2018-12-07 00:00:00	NQ	Futures	8010.12	8011.58	8003.96	8004.25	898.0
2018-12-07 00:30:00	NQ	Futures	8004.25	8008.36	8001.02	8005.13	981.0
2018-12-07 01:00:00	NQ	Futures	8005.42	8007.77	7995.16	7997.8	1150.0
2018-12-07 01:30:00	NQ	Futures	7997.5	8002.2	7995.45	7998.68	749.0
2018-12-07 02:00:00	NQ	Futures	7998.68	8005.13	7978.73	7980.78	3345.0
2018-12-07 02:30:00	NQ	Futures	7980.2	7980.49	7939.43	7939.43	7005.0
2018-12-07 03:00:00	NQ	Futures	7939.13	7974.33	7936.49	7965.24	7617.0
2018-12-07 03:30:00	NQ	Futures	7965.53	7984.89	7963.19	7966.41	4614.0
2018-12-07 04:00:00	NQ	Futures	7966.71	7974.63	7956.44	7972.87	3611.0
2018-12-07 04:30:00	NQ	Futures	7972.87	7991.93	7964.95	7984.6	4949.0
2018-12-07 05:00:00	NQ	Futures	7984.6	7988.7	7967.0	7967.0	2804.0
2018-12-07 05:30:00	NQ	Futures	7966.71	7987.24	7966.71	7974.04	3042.0
2018-12-07 06:00:00	NQ	Futures	7974.33	7976.38	7961.13	7962.31	2791.0
2018-12-07 06:30:00	NQ	Futures	7962.01	7967.59	7950.57	7952.04	3808.0
2018-12-07 07:00:00	NQ	Futures	7951.45	7965.83	7948.52	7954.68	3666.0
2018-12-07 07:30:00	NQ	Futures	7954.09	7971.4	7952.33	7969.93	3698.0

> showing 50 of 2,638 rows — these rows as CSV

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