PREVIEW / futures_30min / 2018-12-27

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-27.parquet
  size:    94 KB
  rows:    3,332

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
2018-12-27 00:00:00	ES	Futures	2679.45	2695.75	2678.64	2692.22	10915.0
2018-12-27 00:30:00	ES	Futures	2692.22	2692.76	2671.03	2672.94	11482.0
2018-12-27 01:00:00	ES	Futures	2672.94	2674.84	2667.5	2670.76	7434.0
2018-12-27 01:30:00	ES	Futures	2671.03	2676.74	2668.86	2675.92	3934.0
2018-12-27 02:00:00	ES	Futures	2675.92	2675.92	2668.86	2670.49	5847.0
2018-12-27 02:30:00	ES	Futures	2670.49	2673.21	2666.15	2668.59	8958.0
2018-12-27 03:00:00	ES	Futures	2668.59	2670.22	2660.44	2664.79	19289.0
2018-12-27 03:30:00	ES	Futures	2664.79	2665.06	2653.38	2653.38	14740.0
2018-12-27 04:00:00	ES	Futures	2653.65	2655.28	2641.43	2645.78	22548.0
2018-12-27 04:30:00	ES	Futures	2645.51	2645.51	2632.74	2632.74	23254.0
2018-12-27 05:00:00	ES	Futures	2632.74	2648.49	2631.65	2645.51	20282.0
2018-12-27 05:30:00	ES	Futures	2645.78	2650.12	2635.19	2639.8	13680.0
2018-12-27 06:00:00	ES	Futures	2639.8	2646.32	2634.91	2643.88	16320.0
2018-12-27 06:30:00	ES	Futures	2643.88	2647.95	2640.07	2642.52	11393.0
2018-12-27 07:00:00	ES	Futures	2642.79	2645.51	2636.81	2642.25	14826.0
2018-12-27 07:30:00	ES	Futures	2641.97	2649.04	2640.07	2642.79	20409.0
2018-12-27 08:00:00	ES	Futures	2643.06	2653.11	2635.73	2647.41	27944.0
2018-12-27 08:30:00	ES	Futures	2647.13	2649.31	2641.43	2642.52	22295.0
2018-12-27 09:00:00	ES	Futures	2642.25	2647.41	2638.44	2643.6	30341.0
2018-12-27 09:30:00	ES	Futures	2643.33	2656.91	2627.85	2637.09	222677.0
2018-12-27 10:00:00	ES	Futures	2637.09	2647.68	2621.88	2626.22	176881.0
2018-12-27 10:30:00	ES	Futures	2626.49	2647.41	2620.79	2633.28	145005.0
2018-12-27 11:00:00	ES	Futures	2633.28	2650.39	2626.77	2647.68	93600.0
2018-12-27 11:30:00	ES	Futures	2647.41	2655.55	2635.19	2643.33	99447.0
2018-12-27 12:00:00	ES	Futures	2643.6	2644.15	2624.32	2628.67	78126.0
2018-12-27 12:30:00	ES	Futures	2628.94	2636.0	2624.59	2634.37	65503.0
2018-12-27 13:00:00	ES	Futures	2634.1	2638.17	2626.77	2627.04	57601.0
2018-12-27 13:30:00	ES	Futures	2627.31	2630.84	2611.01	2615.9	81805.0
2018-12-27 14:00:00	ES	Futures	2615.63	2618.89	2603.95	2614.0	100424.0
2018-12-27 14:30:00	ES	Futures	2614.0	2639.8	2608.03	2638.17	107857.0
2018-12-27 15:00:00	ES	Futures	2638.44	2670.22	2627.58	2668.05	136260.0
2018-12-27 15:30:00	ES	Futures	2667.78	2706.34	2659.63	2706.07	313035.0
2018-12-27 16:00:00	ES	Futures	2706.07	2714.49	2703.9	2708.51	120708.0
2018-12-27 16:30:00	ES	Futures	2707.43	2707.43	2699.01	2704.17	13009.0
2018-12-27 18:00:00	ES	Futures	2706.61	2707.15	2693.03	2694.39	10517.0
2018-12-27 18:30:00	ES	Futures	2694.66	2699.01	2691.67	2697.38	7099.0
2018-12-27 19:00:00	ES	Futures	2697.11	2703.9	2696.56	2701.72	9853.0
2018-12-27 19:30:00	ES	Futures	2701.99	2704.98	2701.18	2701.72	7235.0
2018-12-27 20:00:00	ES	Futures	2701.72	2706.61	2701.72	2706.34	5834.0
2018-12-27 20:30:00	ES	Futures	2706.34	2709.33	2700.09	2703.35	9347.0
2018-12-27 21:00:00	ES	Futures	2703.08	2713.67	2701.45	2711.23	9603.0
2018-12-27 21:30:00	ES	Futures	2711.23	2711.23	2707.97	2710.69	3747.0
2018-12-27 22:00:00	ES	Futures	2710.41	2714.22	2708.51	2709.87	6809.0
2018-12-27 22:30:00	ES	Futures	2709.87	2714.76	2709.33	2713.4	3589.0
2018-12-27 23:00:00	ES	Futures	2713.4	2714.76	2712.04	2714.22	2378.0
2018-12-27 23:30:00	ES	Futures	2714.22	2722.09	2714.22	2719.65	9616.0
2018-12-27 00:00:00	NQ	Futures	7319.05	7369.02	7316.71	7353.82	5854.0
2018-12-27 00:30:00	NQ	Futures	7353.53	7353.82	7290.71	7296.55	6836.0
2018-12-27 01:00:00	NQ	Futures	7296.84	7302.69	7284.86	7292.17	4219.0
2018-12-27 01:30:00	NQ	Futures	7292.46	7309.41	7284.86	7308.82	2695.0

> showing 50 of 3,332 rows — these rows as CSV

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