PREVIEW / futures_30min / 2018-12-11

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-11.parquet
  size:    80 KB
  rows:    2,942

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
2018-12-11 00:00:00	ES	Futures	2866.86	2869.85	2865.5	2869.31	3207.0
2018-12-11 00:30:00	ES	Futures	2869.31	2869.58	2866.05	2866.32	2483.0
2018-12-11 01:00:00	ES	Futures	2866.05	2866.59	2864.14	2866.05	2191.0
2018-12-11 01:30:00	ES	Futures	2866.05	2868.77	2866.05	2868.49	1653.0
2018-12-11 02:00:00	ES	Futures	2868.49	2872.03	2868.49	2869.31	6116.0
2018-12-11 02:30:00	ES	Futures	2869.04	2874.48	2867.41	2867.95	8455.0
2018-12-11 03:00:00	ES	Futures	2867.95	2873.12	2863.6	2866.32	15432.0
2018-12-11 03:30:00	ES	Futures	2866.32	2870.4	2863.87	2866.05	8300.0
2018-12-11 04:00:00	ES	Futures	2866.05	2871.21	2864.96	2869.85	7434.0
2018-12-11 04:30:00	ES	Futures	2869.58	2875.29	2866.32	2874.21	9955.0
2018-12-11 05:00:00	ES	Futures	2874.21	2885.63	2874.21	2883.45	22430.0
2018-12-11 05:30:00	ES	Futures	2883.18	2888.08	2882.64	2886.99	11288.0
2018-12-11 06:00:00	ES	Futures	2886.99	2892.16	2886.17	2891.61	14843.0
2018-12-11 06:30:00	ES	Futures	2891.61	2899.77	2891.61	2894.33	34221.0
2018-12-11 07:00:00	ES	Futures	2894.06	2904.4	2894.06	2901.68	23199.0
2018-12-11 07:30:00	ES	Futures	2901.4	2903.85	2899.23	2899.5	16632.0
2018-12-11 08:00:00	ES	Futures	2899.77	2902.76	2896.51	2901.13	27748.0
2018-12-11 08:30:00	ES	Futures	2901.4	2913.64	2898.68	2909.29	42019.0
2018-12-11 09:00:00	ES	Futures	2909.29	2909.56	2906.3	2908.75	24136.0
2018-12-11 09:30:00	ES	Futures	2908.48	2910.92	2900.32	2902.76	211870.0
2018-12-11 10:00:00	ES	Futures	2903.04	2910.65	2896.51	2907.66	147428.0
2018-12-11 10:30:00	ES	Futures	2907.39	2909.56	2890.53	2894.88	143171.0
2018-12-11 11:00:00	ES	Futures	2895.15	2895.97	2883.73	2886.17	134643.0
2018-12-11 11:30:00	ES	Futures	2886.45	2889.17	2878.01	2886.45	122595.0
2018-12-11 12:00:00	ES	Futures	2886.45	2886.72	2864.41	2869.31	143493.0
2018-12-11 12:30:00	ES	Futures	2869.31	2876.65	2866.05	2870.94	93767.0
2018-12-11 13:00:00	ES	Futures	2870.94	2876.38	2866.32	2869.31	81209.0
2018-12-11 13:30:00	ES	Futures	2869.31	2871.49	2852.45	2854.62	124614.0
2018-12-11 14:00:00	ES	Futures	2854.62	2875.84	2851.9	2874.75	128257.0
2018-12-11 14:30:00	ES	Futures	2874.48	2886.72	2874.21	2879.37	139418.0
2018-12-11 15:00:00	ES	Futures	2879.37	2895.15	2872.3	2884.54	121921.0
2018-12-11 15:30:00	ES	Futures	2884.54	2892.43	2868.49	2869.85	177773.0
2018-12-11 16:00:00	ES	Futures	2869.85	2874.75	2869.31	2872.85	52554.0
2018-12-11 16:30:00	ES	Futures	2873.39	2873.93	2859.52	2863.33	13360.0
2018-12-11 18:00:00	ES	Futures	2864.14	2879.37	2863.33	2870.94	16876.0
2018-12-11 18:30:00	ES	Futures	2871.21	2874.75	2866.05	2870.94	5901.0
2018-12-11 19:00:00	ES	Futures	2870.94	2879.37	2866.05	2876.38	13835.0
2018-12-11 19:30:00	ES	Futures	2876.11	2882.09	2875.57	2881.55	9146.0
2018-12-11 20:00:00	ES	Futures	2881.28	2884.27	2879.1	2881.82	7231.0
2018-12-11 20:30:00	ES	Futures	2881.82	2890.53	2879.37	2886.17	13987.0
2018-12-11 21:00:00	ES	Futures	2885.9	2887.53	2883.73	2884.27	3891.0
2018-12-11 21:30:00	ES	Futures	2884.27	2885.63	2882.91	2883.18	2583.0
2018-12-11 22:00:00	ES	Futures	2883.18	2885.36	2880.73	2885.09	3139.0
2018-12-11 22:30:00	ES	Futures	2885.09	2889.17	2884.27	2887.26	3706.0
2018-12-11 23:00:00	ES	Futures	2887.53	2890.53	2886.72	2888.08	2911.0
2018-12-11 23:30:00	ES	Futures	2888.08	2889.44	2886.99	2888.08	1645.0
2018-12-11 00:00:00	NQ	Futures	7830.61	7841.46	7828.55	7840.87	1310.0
2018-12-11 00:30:00	NQ	Futures	7840.58	7842.05	7828.85	7829.14	1049.0
2018-12-11 01:00:00	NQ	Futures	7828.55	7831.49	7821.81	7826.21	934.0
2018-12-11 01:30:00	NQ	Futures	7826.5	7837.65	7826.21	7835.01	1039.0

> showing 50 of 2,942 rows — these rows as CSV

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