PREVIEW / futures_30min / 2018-12-24

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-24.parquet
  size:    53 KB
  rows:    1,695

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
2018-12-24 00:00:00	ES	Futures	2640.62	2641.43	2638.44	2639.53	2095.0
2018-12-24 00:30:00	ES	Futures	2639.53	2640.07	2637.36	2640.07	2163.0
2018-12-24 01:00:00	ES	Futures	2639.8	2639.8	2636.0	2637.36	2640.0
2018-12-24 01:30:00	ES	Futures	2637.09	2639.8	2636.81	2638.72	1700.0
2018-12-24 02:00:00	ES	Futures	2638.72	2643.06	2638.17	2639.26	4075.0
2018-12-24 02:30:00	ES	Futures	2639.26	2640.62	2636.81	2637.36	2988.0
2018-12-24 03:00:00	ES	Futures	2637.36	2644.69	2636.27	2639.26	7871.0
2018-12-24 03:30:00	ES	Futures	2639.26	2640.89	2635.19	2636.27	4897.0
2018-12-24 04:00:00	ES	Futures	2636.54	2638.17	2631.65	2633.01	6617.0
2018-12-24 04:30:00	ES	Futures	2633.01	2636.0	2630.57	2634.37	5455.0
2018-12-24 05:00:00	ES	Futures	2634.64	2637.09	2632.74	2636.0	4218.0
2018-12-24 05:30:00	ES	Futures	2636.27	2637.09	2633.56	2636.27	3449.0
2018-12-24 06:00:00	ES	Futures	2636.54	2638.44	2634.64	2634.91	2657.0
2018-12-24 06:30:00	ES	Futures	2634.91	2636.81	2629.48	2629.75	4597.0
2018-12-24 07:00:00	ES	Futures	2629.75	2630.3	2602.32	2608.84	27705.0
2018-12-24 07:30:00	ES	Futures	2608.57	2614.82	2599.34	2600.15	17155.0
2018-12-24 08:00:00	ES	Futures	2599.88	2622.42	2597.16	2615.9	32942.0
2018-12-24 08:30:00	ES	Futures	2615.9	2617.53	2605.31	2606.4	19126.0
2018-12-24 09:00:00	ES	Futures	2606.4	2614.82	2605.31	2607.48	23946.0
2018-12-24 09:30:00	ES	Futures	2607.48	2617.53	2580.05	2589.02	202885.0
2018-12-24 10:00:00	ES	Futures	2588.74	2595.53	2572.45	2591.73	148591.0
2018-12-24 10:30:00	ES	Futures	2591.73	2620.79	2591.46	2602.32	122703.0
2018-12-24 11:00:00	ES	Futures	2602.05	2608.03	2580.32	2583.58	101434.0
2018-12-24 11:30:00	ES	Futures	2583.58	2592.27	2573.26	2576.79	78707.0
2018-12-24 12:00:00	ES	Futures	2576.79	2585.49	2567.29	2575.44	100497.0
2018-12-24 12:30:00	ES	Futures	2575.44	2581.41	2553.98	2555.07	137987.0
2018-12-24 13:00:00	ES	Futures	2555.07	2558.33	2542.57	2544.48	79901.0
2018-12-24 00:00:00	NQ	Futures	7125.91	7130.88	7121.53	7128.25	1413.0
2018-12-24 00:30:00	NQ	Futures	7127.37	7131.76	7122.7	7129.71	1298.0
2018-12-24 01:00:00	NQ	Futures	7129.71	7129.71	7111.89	7118.32	1916.0
2018-12-24 01:30:00	NQ	Futures	7117.73	7127.08	7116.56	7123.58	1184.0
2018-12-24 02:00:00	NQ	Futures	7123.87	7148.41	7122.7	7134.09	3647.0
2018-12-24 02:30:00	NQ	Futures	7133.51	7139.94	7128.84	7131.17	1715.0
2018-12-24 03:00:00	NQ	Futures	7130.59	7156.3	7128.25	7139.65	4348.0
2018-12-24 03:30:00	NQ	Futures	7139.65	7149.29	7130.59	7132.93	2471.0
2018-12-24 04:00:00	NQ	Futures	7133.22	7145.2	7118.9	7126.79	3684.0
2018-12-24 04:30:00	NQ	Futures	7126.79	7140.82	7120.95	7136.43	2325.0
2018-12-24 05:00:00	NQ	Futures	7135.85	7141.4	7129.71	7136.14	2197.0
2018-12-24 05:30:00	NQ	Futures	7136.14	7137.89	7128.25	7135.56	1431.0
2018-12-24 06:00:00	NQ	Futures	7136.14	7149.87	7134.68	7138.77	2104.0
2018-12-24 06:30:00	NQ	Futures	7138.19	7140.23	7118.9	7119.78	2437.0
2018-12-24 07:00:00	NQ	Futures	7119.78	7120.95	7042.93	7056.37	12699.0
2018-12-24 07:30:00	NQ	Futures	7054.91	7073.03	7015.17	7016.05	9550.0
2018-12-24 08:00:00	NQ	Futures	7016.05	7070.4	7011.67	7051.7	14251.0
2018-12-24 08:30:00	NQ	Futures	7052.87	7068.64	7026.28	7032.41	8484.0
2018-12-24 09:00:00	NQ	Futures	7033.58	7061.05	7028.91	7038.26	9113.0
2018-12-24 09:30:00	NQ	Futures	7038.55	7090.56	6943.88	6981.86	67689.0
2018-12-24 10:00:00	NQ	Futures	6981.86	7031.54	6946.8	7025.11	51845.0
2018-12-24 10:30:00	NQ	Futures	7025.11	7127.08	7020.14	7079.75	51849.0
2018-12-24 11:00:00	NQ	Futures	7079.75	7098.16	7015.47	7023.94	37678.0

> showing 50 of 1,695 rows — these rows as CSV

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