PREVIEW / futures_30min / 2018-12-19

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-19.parquet
  size:    93 KB
  rows:    3,313

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
2018-12-19 00:00:00	ES	Futures	2774.78	2775.59	2772.88	2773.96	3307.0
2018-12-19 00:30:00	ES	Futures	2773.69	2775.59	2772.34	2773.96	2823.0
2018-12-19 01:00:00	ES	Futures	2773.96	2774.51	2771.79	2773.96	1891.0
2018-12-19 01:30:00	ES	Futures	2774.24	2775.05	2771.52	2772.06	1739.0
2018-12-19 02:00:00	ES	Futures	2772.06	2775.32	2772.06	2773.42	3526.0
2018-12-19 02:30:00	ES	Futures	2773.15	2776.95	2771.79	2772.88	5334.0
2018-12-19 03:00:00	ES	Futures	2772.61	2776.95	2771.52	2776.68	13559.0
2018-12-19 03:30:00	ES	Futures	2776.68	2776.68	2770.71	2773.69	8946.0
2018-12-19 04:00:00	ES	Futures	2773.42	2775.87	2773.42	2774.78	5359.0
2018-12-19 04:30:00	ES	Futures	2774.51	2777.77	2773.69	2777.5	6731.0
2018-12-19 05:00:00	ES	Futures	2777.5	2782.66	2776.95	2779.94	11191.0
2018-12-19 05:30:00	ES	Futures	2779.94	2780.21	2777.77	2779.4	8204.0
2018-12-19 06:00:00	ES	Futures	2779.12	2780.48	2777.77	2778.58	5071.0
2018-12-19 06:30:00	ES	Futures	2778.58	2779.67	2777.22	2779.67	4278.0
2018-12-19 07:00:00	ES	Futures	2779.4	2784.01	2779.12	2780.75	9114.0
2018-12-19 07:30:00	ES	Futures	2781.03	2781.03	2779.12	2780.48	6425.0
2018-12-19 08:00:00	ES	Futures	2780.48	2780.75	2773.96	2775.59	13586.0
2018-12-19 08:30:00	ES	Futures	2775.59	2776.14	2772.34	2773.15	9574.0
2018-12-19 09:00:00	ES	Futures	2773.15	2773.96	2768.8	2769.35	18815.0
2018-12-19 09:30:00	ES	Futures	2769.35	2792.98	2766.63	2787.27	184801.0
2018-12-19 10:00:00	ES	Futures	2787.27	2794.33	2787.0	2792.43	136548.0
2018-12-19 10:30:00	ES	Futures	2792.43	2796.51	2789.17	2795.15	102708.0
2018-12-19 11:00:00	ES	Futures	2795.15	2795.96	2783.2	2787.82	94255.0
2018-12-19 11:30:00	ES	Futures	2787.54	2795.69	2783.2	2794.88	76056.0
2018-12-19 12:00:00	ES	Futures	2794.88	2803.57	2794.06	2800.85	73684.0
2018-12-19 12:30:00	ES	Futures	2800.58	2802.75	2795.15	2795.42	50100.0
2018-12-19 13:00:00	ES	Futures	2795.15	2795.96	2785.64	2789.99	77291.0
2018-12-19 13:30:00	ES	Futures	2789.72	2813.34	2788.09	2809.27	68693.0
2018-12-19 14:00:00	ES	Futures	2809.81	2815.79	2754.14	2780.75	302919.0
2018-12-19 14:30:00	ES	Futures	2780.75	2789.99	2728.34	2735.94	312022.0
2018-12-19 15:00:00	ES	Futures	2736.21	2736.49	2704.44	2718.29	385018.0
2018-12-19 15:30:00	ES	Futures	2718.29	2732.96	2712.04	2722.64	250157.0
2018-12-19 16:00:00	ES	Futures	2722.64	2728.61	2719.38	2721.01	87017.0
2018-12-19 16:30:00	ES	Futures	2722.09	2722.36	2710.96	2719.38	20391.0
2018-12-19 18:00:00	ES	Futures	2721.28	2727.8	2712.59	2726.98	11492.0
2018-12-19 18:30:00	ES	Futures	2726.98	2730.51	2725.89	2727.25	6206.0
2018-12-19 19:00:00	ES	Futures	2727.52	2730.24	2722.91	2725.62	7137.0
2018-12-19 19:30:00	ES	Futures	2725.62	2731.33	2725.35	2729.42	4778.0
2018-12-19 20:00:00	ES	Futures	2729.42	2734.58	2729.42	2731.87	9373.0
2018-12-19 20:30:00	ES	Futures	2731.87	2733.23	2729.15	2730.51	6885.0
2018-12-19 21:00:00	ES	Futures	2730.24	2731.05	2721.55	2725.08	8412.0
2018-12-19 21:30:00	ES	Futures	2725.35	2727.25	2723.99	2725.35	4963.0
2018-12-19 22:00:00	ES	Futures	2725.35	2726.44	2713.94	2715.57	12528.0
2018-12-19 22:30:00	ES	Futures	2715.57	2719.1	2712.86	2715.03	10350.0
2018-12-19 23:00:00	ES	Futures	2715.3	2716.66	2707.15	2708.24	10747.0
2018-12-19 23:30:00	ES	Futures	2708.24	2709.6	2690.05	2695.21	25008.0
2018-12-19 00:00:00	NQ	Futures	7621.47	7624.1	7615.91	7618.84	1264.0
2018-12-19 00:30:00	NQ	Futures	7617.96	7623.51	7612.41	7617.08	1416.0
2018-12-19 01:00:00	NQ	Futures	7617.67	7621.76	7612.41	7618.54	977.0
2018-12-19 01:30:00	NQ	Futures	7619.13	7622.05	7613.58	7615.33	812.0

> showing 50 of 3,313 rows — these rows as CSV

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