PREVIEW / futures_30min / 2018-12-20

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-20.parquet
  size:    95 KB
  rows:    3,345

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
2018-12-20 00:00:00	ES	Futures	2695.21	2700.91	2693.03	2696.83	11888.0
2018-12-20 00:30:00	ES	Futures	2696.83	2704.44	2696.56	2702.81	8060.0
2018-12-20 01:00:00	ES	Futures	2702.81	2703.62	2697.65	2701.18	6320.0
2018-12-20 01:30:00	ES	Futures	2701.18	2704.44	2700.91	2704.44	4643.0
2018-12-20 02:00:00	ES	Futures	2704.44	2708.78	2701.45	2707.15	11790.0
2018-12-20 02:30:00	ES	Futures	2707.15	2712.59	2705.8	2706.61	11897.0
2018-12-20 03:00:00	ES	Futures	2706.88	2709.33	2700.37	2702.81	24750.0
2018-12-20 03:30:00	ES	Futures	2703.08	2709.33	2701.99	2707.7	17516.0
2018-12-20 04:00:00	ES	Futures	2707.43	2715.03	2704.44	2712.86	16891.0
2018-12-20 04:30:00	ES	Futures	2712.86	2717.48	2712.86	2716.66	11184.0
2018-12-20 05:00:00	ES	Futures	2716.39	2722.09	2713.13	2719.38	16388.0
2018-12-20 05:30:00	ES	Futures	2719.1	2722.36	2712.59	2718.02	13914.0
2018-12-20 06:00:00	ES	Futures	2718.29	2725.35	2717.75	2725.35	16226.0
2018-12-20 06:30:00	ES	Futures	2725.35	2729.7	2723.99	2728.61	17369.0
2018-12-20 07:00:00	ES	Futures	2728.34	2735.4	2725.08	2726.17	23435.0
2018-12-20 07:30:00	ES	Futures	2726.17	2731.6	2723.99	2728.88	15668.0
2018-12-20 08:00:00	ES	Futures	2728.88	2728.88	2721.28	2725.35	17968.0
2018-12-20 08:30:00	ES	Futures	2725.62	2726.17	2713.13	2713.67	33319.0
2018-12-20 09:00:00	ES	Futures	2713.67	2717.75	2708.78	2709.6	39964.0
2018-12-20 09:30:00	ES	Futures	2709.6	2719.92	2698.74	2715.3	331177.0
2018-12-20 10:00:00	ES	Futures	2715.57	2728.88	2709.87	2714.49	209405.0
2018-12-20 10:30:00	ES	Futures	2714.22	2728.07	2711.5	2717.48	174199.0
2018-12-20 11:00:00	ES	Futures	2717.48	2719.1	2695.48	2700.09	174601.0
2018-12-20 11:30:00	ES	Futures	2699.82	2703.35	2675.92	2685.7	253324.0
2018-12-20 12:00:00	ES	Futures	2685.7	2700.91	2677.01	2700.37	195627.0
2018-12-20 12:30:00	ES	Futures	2700.09	2702.54	2682.71	2692.22	132257.0
2018-12-20 13:00:00	ES	Futures	2692.49	2693.03	2678.64	2685.43	122874.0
2018-12-20 13:30:00	ES	Futures	2685.43	2687.06	2673.48	2675.92	126148.0
2018-12-20 14:00:00	ES	Futures	2675.92	2679.72	2652.29	2678.64	267389.0
2018-12-20 14:30:00	ES	Futures	2678.37	2705.25	2674.56	2688.42	244318.0
2018-12-20 15:00:00	ES	Futures	2688.14	2700.91	2671.85	2686.79	187251.0
2018-12-20 15:30:00	ES	Futures	2686.79	2697.11	2668.32	2678.91	332506.0
2018-12-20 16:00:00	ES	Futures	2678.91	2702.54	2675.92	2701.72	146711.0
2018-12-20 16:30:00	ES	Futures	2698.74	2702.81	2696.02	2702.54	16256.0
2018-12-20 18:00:00	ES	Futures	2699.55	2706.88	2697.92	2704.71	8151.0
2018-12-20 18:30:00	ES	Futures	2704.98	2705.53	2696.83	2696.83	6502.0
2018-12-20 19:00:00	ES	Futures	2696.56	2698.19	2690.86	2693.85	10928.0
2018-12-20 19:30:00	ES	Futures	2693.58	2696.83	2692.49	2695.48	4619.0
2018-12-20 20:00:00	ES	Futures	2695.48	2701.72	2695.48	2699.55	5260.0
2018-12-20 20:30:00	ES	Futures	2699.55	2700.09	2690.86	2691.95	6304.0
2018-12-20 21:00:00	ES	Futures	2691.67	2693.3	2690.05	2692.76	4324.0
2018-12-20 21:30:00	ES	Futures	2692.76	2696.83	2692.49	2695.48	4197.0
2018-12-20 22:00:00	ES	Futures	2695.21	2697.11	2691.13	2696.02	3758.0
2018-12-20 22:30:00	ES	Futures	2695.75	2700.64	2694.66	2696.83	4189.0
2018-12-20 23:00:00	ES	Futures	2696.56	2700.09	2696.56	2698.19	3242.0
2018-12-20 23:30:00	ES	Futures	2698.19	2698.46	2691.4	2691.95	3665.0
2018-12-20 00:00:00	NQ	Futures	7358.2	7376.61	7351.19	7366.68	4881.0
2018-12-20 00:30:00	NQ	Futures	7367.26	7386.55	7365.22	7381.29	2973.0
2018-12-20 01:00:00	NQ	Futures	7380.99	7383.92	7366.09	7377.49	2705.0
2018-12-20 01:30:00	NQ	Futures	7377.49	7385.38	7373.11	7384.5	1743.0

> showing 50 of 3,345 rows — these rows as CSV

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