PREVIEW / futures_30min / 2018-12-17

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-17.parquet
  size:    87 KB
  rows:    3,236

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
2018-12-17 00:00:00	ES	Futures	2840.5	2841.32	2838.87	2840.5	1790.0
2018-12-17 00:30:00	ES	Futures	2840.23	2841.59	2839.42	2839.96	1648.0
2018-12-17 01:00:00	ES	Futures	2839.69	2840.77	2838.33	2840.77	1669.0
2018-12-17 01:30:00	ES	Futures	2840.5	2840.5	2838.87	2839.15	1329.0
2018-12-17 02:00:00	ES	Futures	2839.42	2841.59	2836.43	2836.97	3581.0
2018-12-17 02:30:00	ES	Futures	2836.7	2837.24	2832.08	2832.36	4814.0
2018-12-17 03:00:00	ES	Futures	2832.08	2832.9	2826.65	2830.18	10532.0
2018-12-17 03:30:00	ES	Futures	2829.91	2834.8	2828.01	2833.98	5841.0
2018-12-17 04:00:00	ES	Futures	2833.71	2834.26	2830.18	2830.73	5440.0
2018-12-17 04:30:00	ES	Futures	2831.0	2832.63	2829.37	2831.81	4633.0
2018-12-17 05:00:00	ES	Futures	2832.08	2837.24	2831.81	2836.7	5679.0
2018-12-17 05:30:00	ES	Futures	2836.97	2837.79	2831.27	2831.54	5211.0
2018-12-17 06:00:00	ES	Futures	2831.27	2832.63	2826.92	2827.74	6383.0
2018-12-17 06:30:00	ES	Futures	2827.47	2829.37	2825.29	2827.47	6683.0
2018-12-17 07:00:00	ES	Futures	2827.47	2829.91	2824.75	2827.74	7241.0
2018-12-17 07:30:00	ES	Futures	2827.74	2828.55	2821.76	2823.39	9981.0
2018-12-17 08:00:00	ES	Futures	2823.39	2825.02	2820.41	2821.49	10459.0
2018-12-17 08:30:00	ES	Futures	2821.49	2822.31	2814.7	2816.06	22322.0
2018-12-17 09:00:00	ES	Futures	2816.06	2819.86	2814.16	2816.88	19107.0
2018-12-17 09:30:00	ES	Futures	2816.88	2817.69	2792.98	2806.55	224562.0
2018-12-17 10:00:00	ES	Futures	2806.28	2815.52	2801.39	2810.9	138565.0
2018-12-17 10:30:00	ES	Futures	2810.63	2821.22	2803.3	2818.23	134263.0
2018-12-17 11:00:00	ES	Futures	2818.5	2830.45	2817.15	2822.85	124791.0
2018-12-17 11:30:00	ES	Futures	2822.85	2827.47	2816.33	2827.2	85393.0
2018-12-17 12:00:00	ES	Futures	2827.2	2830.18	2816.33	2817.69	76379.0
2018-12-17 12:30:00	ES	Futures	2817.69	2817.69	2797.59	2797.86	104995.0
2018-12-17 13:00:00	ES	Futures	2797.86	2803.02	2791.35	2795.42	106317.0
2018-12-17 13:30:00	ES	Futures	2795.42	2799.49	2782.93	2783.74	155964.0
2018-12-17 14:00:00	ES	Futures	2783.74	2788.09	2776.95	2779.67	131189.0
2018-12-17 14:30:00	ES	Futures	2779.94	2788.36	2774.51	2778.31	102635.0
2018-12-17 15:00:00	ES	Futures	2778.31	2782.11	2762.02	2765.0	168857.0
2018-12-17 15:30:00	ES	Futures	2765.27	2772.61	2752.24	2771.79	314151.0
2018-12-17 16:00:00	ES	Futures	2771.79	2778.04	2769.62	2776.14	99103.0
2018-12-17 16:30:00	ES	Futures	2775.59	2779.94	2773.42	2777.5	9683.0
2018-12-17 18:00:00	ES	Futures	2778.04	2786.73	2777.5	2781.84	5819.0
2018-12-17 18:30:00	ES	Futures	2782.11	2785.1	2780.48	2784.01	3292.0
2018-12-17 19:00:00	ES	Futures	2784.01	2784.28	2777.5	2779.67	6913.0
2018-12-17 19:30:00	ES	Futures	2779.4	2783.74	2778.31	2783.47	4742.0
2018-12-17 20:00:00	ES	Futures	2783.2	2785.1	2782.11	2784.83	5962.0
2018-12-17 20:30:00	ES	Futures	2784.83	2790.8	2784.83	2790.26	10509.0
2018-12-17 21:00:00	ES	Futures	2789.99	2790.26	2787.54	2788.63	6030.0
2018-12-17 21:30:00	ES	Futures	2788.63	2789.72	2786.73	2787.0	3890.0
2018-12-17 22:00:00	ES	Futures	2787.0	2787.0	2779.67	2782.93	10742.0
2018-12-17 22:30:00	ES	Futures	2782.66	2782.66	2776.95	2781.3	7921.0
2018-12-17 23:00:00	ES	Futures	2781.3	2784.56	2779.12	2779.4	6080.0
2018-12-17 23:30:00	ES	Futures	2779.4	2780.21	2776.14	2777.22	3876.0
2018-12-17 00:00:00	NQ	Futures	7774.57	7776.91	7767.85	7773.41	768.0
2018-12-17 00:30:00	NQ	Futures	7773.99	7777.2	7770.19	7773.11	842.0
2018-12-17 01:00:00	NQ	Futures	7773.11	7777.2	7768.44	7775.45	897.0
2018-12-17 01:30:00	NQ	Futures	7774.87	7775.16	7768.15	7769.9	620.0

> showing 50 of 3,236 rows — these rows as CSV

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