PREVIEW / futures_30min / 2018-12-12

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-12.parquet
  size:    79 KB
  rows:    3,007

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
2018-12-12 00:00:00	ES	Futures	2888.08	2889.44	2885.63	2889.17	2307.0
2018-12-12 00:30:00	ES	Futures	2888.89	2892.97	2887.26	2892.16	4056.0
2018-12-12 01:00:00	ES	Futures	2892.16	2895.15	2891.61	2893.52	3629.0
2018-12-12 01:30:00	ES	Futures	2893.79	2894.61	2887.81	2889.44	3810.0
2018-12-12 02:00:00	ES	Futures	2889.44	2890.25	2883.73	2884.27	6643.0
2018-12-12 02:30:00	ES	Futures	2884.27	2885.09	2879.1	2879.65	12605.0
2018-12-12 03:00:00	ES	Futures	2879.92	2887.53	2878.01	2885.9	17556.0
2018-12-12 03:30:00	ES	Futures	2885.9	2889.71	2883.18	2885.9	11587.0
2018-12-12 04:00:00	ES	Futures	2886.17	2896.78	2885.36	2894.88	15427.0
2018-12-12 04:30:00	ES	Futures	2894.88	2901.4	2894.88	2898.96	15232.0
2018-12-12 05:00:00	ES	Futures	2899.23	2899.5	2895.15	2895.15	9657.0
2018-12-12 05:30:00	ES	Futures	2895.15	2900.04	2894.88	2897.87	9174.0
2018-12-12 06:00:00	ES	Futures	2897.6	2897.87	2891.07	2896.24	11333.0
2018-12-12 06:30:00	ES	Futures	2896.51	2897.32	2891.34	2894.61	8792.0
2018-12-12 07:00:00	ES	Futures	2894.88	2898.14	2891.34	2897.05	10136.0
2018-12-12 07:30:00	ES	Futures	2897.05	2903.31	2897.05	2898.41	22352.0
2018-12-12 08:00:00	ES	Futures	2898.41	2901.13	2897.6	2898.96	10273.0
2018-12-12 08:30:00	ES	Futures	2898.96	2912.56	2896.78	2909.02	39683.0
2018-12-12 09:00:00	ES	Futures	2908.75	2909.29	2905.21	2906.84	27600.0
2018-12-12 09:30:00	ES	Futures	2906.57	2909.02	2895.69	2902.22	174531.0
2018-12-12 10:00:00	ES	Futures	2902.49	2913.1	2898.14	2907.12	139650.0
2018-12-12 10:30:00	ES	Futures	2907.12	2915.28	2899.23	2913.92	112165.0
2018-12-12 11:00:00	ES	Futures	2913.64	2917.72	2909.56	2911.74	93942.0
2018-12-12 11:30:00	ES	Futures	2912.01	2917.72	2906.84	2916.36	81956.0
2018-12-12 12:00:00	ES	Futures	2916.64	2919.36	2910.92	2916.64	77078.0
2018-12-12 12:30:00	ES	Futures	2916.91	2920.99	2910.92	2919.63	63020.0
2018-12-12 13:00:00	ES	Futures	2919.63	2922.89	2918.27	2921.26	39151.0
2018-12-12 13:30:00	ES	Futures	2921.26	2921.8	2911.47	2914.73	46791.0
2018-12-12 14:00:00	ES	Futures	2914.73	2915.55	2895.69	2898.68	96970.0
2018-12-12 14:30:00	ES	Futures	2898.41	2901.95	2889.71	2899.5	126207.0
2018-12-12 15:00:00	ES	Futures	2899.5	2906.3	2894.06	2895.15	113678.0
2018-12-12 15:30:00	ES	Futures	2895.15	2904.67	2883.45	2884.81	173302.0
2018-12-12 16:00:00	ES	Futures	2884.81	2887.81	2880.19	2884.54	76833.0
2018-12-12 16:30:00	ES	Futures	2884.81	2885.09	2879.65	2884.54	10133.0
2018-12-12 18:00:00	ES	Futures	2886.45	2891.07	2885.09	2888.35	6198.0
2018-12-12 18:30:00	ES	Futures	2888.35	2892.97	2888.35	2892.16	3950.0
2018-12-12 19:00:00	ES	Futures	2892.16	2892.43	2888.89	2892.43	4553.0
2018-12-12 19:30:00	ES	Futures	2892.16	2892.7	2889.17	2889.44	2995.0
2018-12-12 20:00:00	ES	Futures	2889.44	2892.43	2889.44	2890.8	4569.0
2018-12-12 20:30:00	ES	Futures	2890.53	2895.42	2888.89	2895.15	5087.0
2018-12-12 21:00:00	ES	Futures	2895.15	2898.14	2894.06	2897.87	6763.0
2018-12-12 21:30:00	ES	Futures	2897.87	2900.32	2896.78	2898.96	4262.0
2018-12-12 22:00:00	ES	Futures	2898.96	2900.04	2897.87	2898.14	2677.0
2018-12-12 22:30:00	ES	Futures	2898.41	2900.32	2897.6	2897.87	3243.0
2018-12-12 23:00:00	ES	Futures	2898.14	2898.96	2896.51	2898.41	1709.0
2018-12-12 23:30:00	ES	Futures	2898.14	2898.96	2897.05	2898.41	1271.0
2018-12-12 00:00:00	NQ	Futures	7933.56	7936.79	7924.76	7935.61	1462.0
2018-12-12 00:30:00	NQ	Futures	7935.32	7947.64	7928.28	7944.71	2075.0
2018-12-12 01:00:00	NQ	Futures	7944.71	7957.32	7942.36	7949.99	1963.0
2018-12-12 01:30:00	NQ	Futures	7950.28	7952.04	7930.33	7935.91	2199.0

> showing 50 of 3,007 rows — these rows as CSV

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