PREVIEW / futures_30min / 2018-12-10

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-10.parquet
  size:    77 KB
  rows:    2,872

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
2018-12-10 00:00:00	ES	Futures	2848.64	2848.91	2845.92	2846.19	3850.0
2018-12-10 00:30:00	ES	Futures	2846.19	2849.73	2845.92	2849.18	2514.0
2018-12-10 01:00:00	ES	Futures	2849.18	2851.9	2847.55	2849.73	4840.0
2018-12-10 01:30:00	ES	Futures	2849.73	2850.27	2845.65	2846.73	2532.0
2018-12-10 02:00:00	ES	Futures	2847.01	2855.44	2847.01	2853.26	11184.0
2018-12-10 02:30:00	ES	Futures	2853.53	2857.89	2852.45	2856.25	9123.0
2018-12-10 03:00:00	ES	Futures	2856.53	2863.05	2855.17	2855.44	23504.0
2018-12-10 03:30:00	ES	Futures	2855.17	2862.24	2851.9	2852.99	13773.0
2018-12-10 04:00:00	ES	Futures	2852.99	2859.52	2852.45	2854.62	10336.0
2018-12-10 04:30:00	ES	Futures	2854.62	2859.79	2853.81	2859.25	10142.0
2018-12-10 05:00:00	ES	Futures	2859.25	2860.61	2855.98	2857.89	8014.0
2018-12-10 05:30:00	ES	Futures	2857.89	2861.69	2855.44	2861.15	6920.0
2018-12-10 06:00:00	ES	Futures	2861.15	2864.14	2859.25	2859.52	9806.0
2018-12-10 06:30:00	ES	Futures	2859.79	2860.88	2856.25	2859.79	8083.0
2018-12-10 07:00:00	ES	Futures	2859.79	2861.97	2855.98	2857.34	8571.0
2018-12-10 07:30:00	ES	Futures	2857.34	2871.49	2856.8	2868.49	19787.0
2018-12-10 08:00:00	ES	Futures	2868.49	2877.74	2867.68	2873.12	24496.0
2018-12-10 08:30:00	ES	Futures	2873.12	2873.66	2867.68	2868.22	16769.0
2018-12-10 09:00:00	ES	Futures	2867.95	2868.49	2861.69	2862.24	32657.0
2018-12-10 09:30:00	ES	Futures	2862.24	2871.49	2839.12	2843.47	275759.0
2018-12-10 10:00:00	ES	Futures	2843.74	2860.88	2839.66	2851.09	213999.0
2018-12-10 10:30:00	ES	Futures	2850.81	2855.44	2826.88	2830.69	213873.0
2018-12-10 11:00:00	ES	Futures	2830.96	2832.05	2810.29	2821.44	245098.0
2018-12-10 11:30:00	ES	Futures	2821.44	2839.39	2818.17	2828.24	178499.0
2018-12-10 12:00:00	ES	Futures	2827.97	2835.58	2821.17	2825.25	117847.0
2018-12-10 12:30:00	ES	Futures	2824.97	2855.71	2824.97	2850.27	137747.0
2018-12-10 13:00:00	ES	Futures	2850.27	2857.61	2845.37	2846.46	105890.0
2018-12-10 13:30:00	ES	Futures	2846.19	2864.69	2845.37	2857.89	95674.0
2018-12-10 14:00:00	ES	Futures	2858.16	2863.33	2850.54	2859.25	102947.0
2018-12-10 14:30:00	ES	Futures	2859.25	2873.12	2858.7	2861.15	107254.0
2018-12-10 15:00:00	ES	Futures	2860.88	2865.5	2854.62	2865.5	82557.0
2018-12-10 15:30:00	ES	Futures	2865.23	2881.55	2865.23	2869.58	199487.0
2018-12-10 16:00:00	ES	Futures	2869.85	2877.47	2869.04	2875.84	75232.0
2018-12-10 16:30:00	ES	Futures	2875.84	2878.83	2872.85	2873.93	7309.0
2018-12-10 18:00:00	ES	Futures	2876.65	2876.65	2869.58	2872.03	4875.0
2018-12-10 18:30:00	ES	Futures	2871.76	2872.3	2867.41	2869.58	3797.0
2018-12-10 19:00:00	ES	Futures	2869.58	2871.49	2866.05	2867.41	8183.0
2018-12-10 19:30:00	ES	Futures	2867.13	2868.22	2862.24	2864.14	6805.0
2018-12-10 20:00:00	ES	Futures	2863.87	2865.77	2859.52	2863.33	8099.0
2018-12-10 20:30:00	ES	Futures	2863.33	2873.93	2863.33	2866.59	16734.0
2018-12-10 21:00:00	ES	Futures	2866.59	2868.22	2860.61	2863.05	6564.0
2018-12-10 21:30:00	ES	Futures	2862.78	2865.77	2860.88	2865.23	3972.0
2018-12-10 22:00:00	ES	Futures	2865.5	2868.77	2864.14	2865.5	5475.0
2018-12-10 22:30:00	ES	Futures	2865.5	2866.86	2863.05	2863.87	2835.0
2018-12-10 23:00:00	ES	Futures	2863.87	2866.59	2863.33	2864.69	1900.0
2018-12-10 23:30:00	ES	Futures	2864.69	2867.68	2864.14	2866.86	2035.0
2018-12-10 00:00:00	NQ	Futures	7712.11	7713.87	7704.78	7705.36	1388.0
2018-12-10 00:30:00	NQ	Futures	7705.07	7718.56	7704.19	7716.22	1415.0
2018-12-10 01:00:00	NQ	Futures	7715.92	7727.36	7713.87	7721.49	2625.0
2018-12-10 01:30:00	NQ	Futures	7722.08	7724.72	7708.88	7713.28	1442.0

> showing 50 of 2,872 rows — these rows as CSV

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