PREVIEW / futures_30min / 2018-12-18

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-18.parquet
  size:    89 KB
  rows:    3,286

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
2018-12-18 00:00:00	ES	Futures	2777.22	2778.31	2773.42	2775.05	7479.0
2018-12-18 00:30:00	ES	Futures	2775.32	2777.22	2772.61	2774.51	4981.0
2018-12-18 01:00:00	ES	Futures	2774.51	2779.12	2773.69	2778.31	3521.0
2018-12-18 01:30:00	ES	Futures	2778.31	2781.3	2775.87	2781.03	3435.0
2018-12-18 02:00:00	ES	Futures	2780.75	2782.66	2775.05	2776.95	7037.0
2018-12-18 02:30:00	ES	Futures	2776.95	2785.64	2776.41	2784.01	11221.0
2018-12-18 03:00:00	ES	Futures	2784.01	2785.1	2777.5	2780.75	17563.0
2018-12-18 03:30:00	ES	Futures	2780.48	2785.37	2780.48	2784.56	8856.0
2018-12-18 04:00:00	ES	Futures	2784.28	2784.83	2778.04	2779.4	15735.0
2018-12-18 04:30:00	ES	Futures	2779.4	2787.82	2778.31	2787.0	10903.0
2018-12-18 05:00:00	ES	Futures	2786.73	2790.26	2785.64	2789.17	8392.0
2018-12-18 05:30:00	ES	Futures	2789.45	2789.45	2783.74	2784.56	7453.0
2018-12-18 06:00:00	ES	Futures	2784.56	2789.17	2783.74	2787.54	7098.0
2018-12-18 06:30:00	ES	Futures	2787.82	2789.99	2784.83	2787.0	9569.0
2018-12-18 07:00:00	ES	Futures	2787.0	2788.9	2784.83	2788.36	8980.0
2018-12-18 07:30:00	ES	Futures	2788.36	2797.86	2788.36	2796.78	24653.0
2018-12-18 08:00:00	ES	Futures	2796.78	2798.68	2793.25	2795.96	15679.0
2018-12-18 08:30:00	ES	Futures	2795.96	2795.96	2790.8	2791.35	23307.0
2018-12-18 09:00:00	ES	Futures	2791.35	2794.88	2790.8	2791.89	21964.0
2018-12-18 09:30:00	ES	Futures	2791.89	2800.31	2787.82	2798.68	211258.0
2018-12-18 10:00:00	ES	Futures	2798.68	2799.22	2788.9	2794.88	136387.0
2018-12-18 10:30:00	ES	Futures	2794.61	2798.68	2782.38	2785.64	155480.0
2018-12-18 11:00:00	ES	Futures	2785.91	2789.99	2775.32	2779.4	115553.0
2018-12-18 11:30:00	ES	Futures	2779.67	2789.17	2779.12	2783.47	90745.0
2018-12-18 12:00:00	ES	Futures	2783.2	2798.68	2782.93	2793.25	94995.0
2018-12-18 12:30:00	ES	Futures	2793.25	2796.23	2789.72	2793.52	53783.0
2018-12-18 13:00:00	ES	Futures	2793.52	2795.69	2785.37	2787.0	59861.0
2018-12-18 13:30:00	ES	Futures	2787.0	2787.27	2774.51	2777.77	68131.0
2018-12-18 14:00:00	ES	Futures	2777.77	2786.19	2776.14	2780.21	86277.0
2018-12-18 14:30:00	ES	Futures	2780.21	2780.48	2754.41	2754.95	149544.0
2018-12-18 15:00:00	ES	Futures	2754.95	2765.0	2749.52	2758.48	182412.0
2018-12-18 15:30:00	ES	Futures	2758.76	2783.74	2758.76	2768.8	211744.0
2018-12-18 16:00:00	ES	Futures	2768.8	2770.16	2755.5	2755.77	76119.0
2018-12-18 16:30:00	ES	Futures	2757.4	2758.21	2748.44	2750.61	17990.0
2018-12-18 18:00:00	ES	Futures	2750.61	2760.66	2749.52	2759.03	6872.0
2018-12-18 18:30:00	ES	Futures	2759.3	2762.83	2758.48	2762.56	4160.0
2018-12-18 19:00:00	ES	Futures	2762.56	2763.37	2756.58	2758.21	6077.0
2018-12-18 19:30:00	ES	Futures	2758.21	2766.9	2758.21	2764.19	10181.0
2018-12-18 20:00:00	ES	Futures	2764.46	2769.08	2763.1	2768.53	6422.0
2018-12-18 20:30:00	ES	Futures	2768.26	2770.98	2765.55	2770.16	6383.0
2018-12-18 21:00:00	ES	Futures	2769.89	2770.16	2766.9	2767.72	4339.0
2018-12-18 21:30:00	ES	Futures	2767.72	2768.53	2765.27	2767.45	3678.0
2018-12-18 22:00:00	ES	Futures	2767.45	2770.43	2766.9	2769.35	4000.0
2018-12-18 22:30:00	ES	Futures	2769.35	2772.06	2767.72	2771.79	4737.0
2018-12-18 23:00:00	ES	Futures	2771.52	2773.15	2770.43	2772.61	3164.0
2018-12-18 23:30:00	ES	Futures	2772.61	2775.05	2772.06	2775.05	3653.0
2018-12-18 00:00:00	NQ	Futures	7594.29	7599.55	7584.07	7591.96	3000.0
2018-12-18 00:30:00	NQ	Futures	7591.96	7597.51	7579.98	7585.24	2029.0
2018-12-18 01:00:00	NQ	Futures	7585.82	7601.89	7582.9	7598.97	1526.0
2018-12-18 01:30:00	NQ	Futures	7598.09	7605.1	7590.2	7603.35	1582.0

> showing 50 of 3,286 rows — these rows as CSV

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