PREVIEW / futures_30min / 2018-12-26

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-26.parquet
  size:    73 KB
  rows:    2,462

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
2018-12-26 00:00:00	ES	Futures	2529.54	2530.9	2525.74	2529.27	6383.0
2018-12-26 00:30:00	ES	Futures	2529.27	2542.85	2529.0	2535.79	9775.0
2018-12-26 01:00:00	ES	Futures	2536.33	2545.29	2536.33	2543.12	5853.0
2018-12-26 01:30:00	ES	Futures	2543.39	2545.83	2539.86	2543.12	4082.0
2018-12-26 02:00:00	ES	Futures	2543.12	2543.39	2535.79	2537.96	3565.0
2018-12-26 02:30:00	ES	Futures	2537.96	2546.92	2537.69	2546.11	5367.0
2018-12-26 03:00:00	ES	Futures	2546.11	2555.88	2543.66	2554.52	9636.0
2018-12-26 03:30:00	ES	Futures	2554.52	2555.88	2551.27	2553.98	4725.0
2018-12-26 04:00:00	ES	Futures	2553.98	2554.25	2548.55	2552.89	4931.0
2018-12-26 04:30:00	ES	Futures	2553.17	2563.49	2549.36	2561.04	6686.0
2018-12-26 05:00:00	ES	Futures	2561.04	2565.39	2552.89	2557.78	6282.0
2018-12-26 05:30:00	ES	Futures	2557.78	2562.4	2552.35	2555.88	5181.0
2018-12-26 06:00:00	ES	Futures	2555.61	2562.67	2555.61	2559.96	5096.0
2018-12-26 06:30:00	ES	Futures	2560.23	2560.77	2556.15	2558.87	4702.0
2018-12-26 07:00:00	ES	Futures	2558.6	2573.54	2556.7	2572.45	11613.0
2018-12-26 07:30:00	ES	Futures	2572.45	2573.54	2565.66	2570.55	10240.0
2018-12-26 08:00:00	ES	Futures	2570.28	2571.09	2561.86	2565.66	11203.0
2018-12-26 08:30:00	ES	Futures	2565.66	2567.56	2558.33	2564.03	17511.0
2018-12-26 09:00:00	ES	Futures	2564.03	2577.61	2559.96	2572.72	28597.0
2018-12-26 09:30:00	ES	Futures	2572.72	2593.09	2567.83	2568.38	187547.0
2018-12-26 10:00:00	ES	Futures	2568.38	2572.18	2551.27	2563.49	123848.0
2018-12-26 10:30:00	ES	Futures	2563.22	2568.1	2548.01	2551.81	97564.0
2018-12-26 11:00:00	ES	Futures	2552.08	2580.05	2551.54	2578.15	100736.0
2018-12-26 11:30:00	ES	Futures	2578.15	2598.52	2574.08	2598.25	95837.0
2018-12-26 12:00:00	ES	Futures	2597.98	2618.89	2596.89	2605.85	128315.0
2018-12-26 12:30:00	ES	Futures	2606.13	2623.51	2603.14	2620.25	73958.0
2018-12-26 13:00:00	ES	Futures	2620.52	2622.96	2600.42	2608.3	73543.0
2018-12-26 13:30:00	ES	Futures	2608.03	2630.57	2607.48	2630.3	73068.0
2018-12-26 14:00:00	ES	Futures	2630.57	2631.65	2614.27	2617.8	99717.0
2018-12-26 14:30:00	ES	Futures	2618.08	2632.74	2617.8	2631.38	66526.0
2018-12-26 15:00:00	ES	Futures	2631.65	2645.78	2627.58	2644.15	91616.0
2018-12-26 15:30:00	ES	Futures	2644.42	2681.63	2643.33	2681.35	283464.0
2018-12-26 16:00:00	ES	Futures	2681.08	2691.67	2678.91	2682.17	116514.0
2018-12-26 16:30:00	ES	Futures	2681.35	2686.79	2679.45	2681.08	16728.0
2018-12-26 18:00:00	ES	Futures	2683.53	2685.43	2678.1	2679.18	8661.0
2018-12-26 18:30:00	ES	Futures	2679.45	2680.0	2673.48	2674.84	7391.0
2018-12-26 19:00:00	ES	Futures	2675.11	2676.74	2671.31	2671.85	10795.0
2018-12-26 19:30:00	ES	Futures	2671.85	2673.75	2667.5	2669.95	10758.0
2018-12-26 20:00:00	ES	Futures	2670.22	2677.28	2669.13	2675.11	8825.0
2018-12-26 20:30:00	ES	Futures	2675.38	2675.65	2670.76	2672.66	5499.0
2018-12-26 21:00:00	ES	Futures	2672.94	2675.65	2672.39	2674.84	4880.0
2018-12-26 21:30:00	ES	Futures	2674.84	2677.28	2673.75	2675.92	4040.0
2018-12-26 22:00:00	ES	Futures	2675.92	2677.28	2674.84	2675.38	3909.0
2018-12-26 22:30:00	ES	Futures	2675.38	2677.01	2673.21	2675.92	3112.0
2018-12-26 23:00:00	ES	Futures	2675.92	2677.82	2674.29	2677.28	3192.0
2018-12-26 23:30:00	ES	Futures	2677.01	2680.0	2676.47	2679.45	4137.0
2018-12-26 00:00:00	NQ	Futures	6845.7	6848.33	6822.62	6839.57	4559.0
2018-12-26 00:30:00	NQ	Futures	6839.57	6878.72	6839.28	6853.59	6092.0
2018-12-26 01:00:00	NQ	Futures	6854.76	6881.06	6854.76	6878.14	3688.0
2018-12-26 01:30:00	NQ	Futures	6878.14	6883.98	6863.24	6876.38	2721.0

> showing 50 of 2,462 rows — these rows as CSV

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