PREVIEW / futures_30min / 2018-12-13

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-13.parquet
  size:    82 KB
  rows:    3,099

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
2018-12-13 00:00:00	ES	Futures	2898.14	2898.68	2894.61	2894.88	2573.0
2018-12-13 00:30:00	ES	Futures	2894.61	2895.42	2892.7	2894.06	2559.0
2018-12-13 01:00:00	ES	Futures	2893.79	2899.23	2893.79	2897.87	2250.0
2018-12-13 01:30:00	ES	Futures	2897.87	2901.13	2897.87	2899.23	2878.0
2018-12-13 02:00:00	ES	Futures	2899.23	2901.13	2896.51	2900.59	4863.0
2018-12-13 02:30:00	ES	Futures	2900.86	2903.04	2898.41	2903.04	6390.0
2018-12-13 03:00:00	ES	Futures	2902.76	2905.76	2896.78	2897.05	15198.0
2018-12-13 03:30:00	ES	Futures	2897.05	2897.05	2891.07	2891.89	11913.0
2018-12-13 04:00:00	ES	Futures	2891.61	2894.61	2886.99	2888.35	10419.0
2018-12-13 04:30:00	ES	Futures	2888.08	2892.16	2887.53	2888.35	8422.0
2018-12-13 05:00:00	ES	Futures	2888.35	2892.43	2887.53	2889.17	8276.0
2018-12-13 05:30:00	ES	Futures	2888.89	2892.97	2887.53	2888.08	6444.0
2018-12-13 06:00:00	ES	Futures	2888.08	2892.16	2886.45	2889.44	8893.0
2018-12-13 06:30:00	ES	Futures	2889.44	2889.71	2880.46	2882.64	13603.0
2018-12-13 07:00:00	ES	Futures	2882.64	2888.89	2881.28	2888.08	12075.0
2018-12-13 07:30:00	ES	Futures	2888.08	2890.25	2886.72	2888.08	11410.0
2018-12-13 08:00:00	ES	Futures	2888.08	2895.42	2887.81	2893.79	14740.0
2018-12-13 08:30:00	ES	Futures	2893.79	2895.15	2888.89	2893.79	17929.0
2018-12-13 09:00:00	ES	Futures	2894.06	2897.05	2893.25	2895.15	21275.0
2018-12-13 09:30:00	ES	Futures	2895.42	2903.85	2886.17	2886.99	158294.0
2018-12-13 10:00:00	ES	Futures	2887.26	2906.03	2886.99	2893.52	122227.0
2018-12-13 10:30:00	ES	Futures	2893.52	2897.32	2878.56	2887.53	135492.0
2018-12-13 11:00:00	ES	Futures	2887.53	2890.8	2878.83	2885.36	125333.0
2018-12-13 11:30:00	ES	Futures	2885.36	2895.97	2881.82	2881.82	121273.0
2018-12-13 12:00:00	ES	Futures	2881.82	2883.45	2873.93	2876.11	94957.0
2018-12-13 12:30:00	ES	Futures	2875.84	2885.36	2875.29	2879.65	69486.0
2018-12-13 13:00:00	ES	Futures	2879.37	2880.46	2870.67	2876.93	89773.0
2018-12-13 13:30:00	ES	Futures	2876.65	2888.89	2875.84	2878.01	74567.0
2018-12-13 14:00:00	ES	Futures	2877.74	2879.37	2869.31	2875.29	75219.0
2018-12-13 14:30:00	ES	Futures	2875.29	2881.55	2869.31	2878.56	65621.0
2018-12-13 15:00:00	ES	Futures	2878.56	2884.0	2873.93	2879.37	72304.0
2018-12-13 15:30:00	ES	Futures	2879.37	2889.71	2876.38	2882.64	136952.0
2018-12-13 16:00:00	ES	Futures	2882.37	2883.18	2876.11	2876.65	52531.0
2018-12-13 16:30:00	ES	Futures	2876.11	2880.46	2875.84	2877.47	7016.0
2018-12-13 18:00:00	ES	Futures	2879.37	2879.92	2875.29	2876.65	3509.0
2018-12-13 18:30:00	ES	Futures	2876.65	2880.73	2876.11	2879.1	2100.0
2018-12-13 19:00:00	ES	Futures	2879.1	2881.82	2878.01	2881.01	3185.0
2018-12-13 19:30:00	ES	Futures	2880.73	2881.01	2870.67	2872.3	8319.0
2018-12-13 20:00:00	ES	Futures	2872.3	2872.3	2859.25	2860.06	13895.0
2018-12-13 20:30:00	ES	Futures	2860.06	2862.51	2856.8	2860.06	7928.0
2018-12-13 21:00:00	ES	Futures	2860.33	2860.33	2854.35	2860.06	7140.0
2018-12-13 21:30:00	ES	Futures	2859.79	2860.88	2857.07	2860.06	4280.0
2018-12-13 22:00:00	ES	Futures	2859.79	2863.05	2858.7	2861.15	3591.0
2018-12-13 22:30:00	ES	Futures	2861.15	2862.51	2859.25	2862.24	2642.0
2018-12-13 23:00:00	ES	Futures	2862.24	2863.05	2860.06	2860.61	2131.0
2018-12-13 23:30:00	ES	Futures	2860.61	2860.88	2857.07	2857.34	2533.0
2018-12-13 00:00:00	NQ	Futures	7990.46	7991.34	7980.49	7980.49	1666.0
2018-12-13 00:30:00	NQ	Futures	7980.49	7983.72	7974.63	7978.73	1497.0
2018-12-13 01:00:00	NQ	Futures	7978.14	7996.62	7977.56	7992.81	1640.0
2018-12-13 01:30:00	NQ	Futures	7993.4	8004.25	7991.05	8000.14	1887.0

> showing 50 of 3,099 rows — these rows as CSV

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