PREVIEW / futures_30min / 2018-12-28

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-28.parquet
  size:    75 KB
  rows:    2,658

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
2018-12-28 00:00:00	ES	Futures	2719.38	2721.01	2715.85	2717.75	4490.0
2018-12-28 00:30:00	ES	Futures	2717.75	2718.56	2708.51	2711.5	6290.0
2018-12-28 01:00:00	ES	Futures	2711.5	2711.5	2701.45	2704.98	7309.0
2018-12-28 01:30:00	ES	Futures	2705.25	2708.78	2700.09	2703.08	4358.0
2018-12-28 02:00:00	ES	Futures	2702.81	2703.08	2697.38	2701.18	6986.0
2018-12-28 02:30:00	ES	Futures	2701.18	2707.43	2697.65	2702.54	9435.0
2018-12-28 03:00:00	ES	Futures	2702.81	2709.06	2698.46	2705.8	20209.0
2018-12-28 03:30:00	ES	Futures	2705.8	2713.94	2705.25	2712.32	12067.0
2018-12-28 04:00:00	ES	Futures	2712.32	2712.86	2707.7	2710.96	10112.0
2018-12-28 04:30:00	ES	Futures	2710.96	2716.93	2709.6	2716.39	9686.0
2018-12-28 05:00:00	ES	Futures	2716.12	2723.72	2715.57	2722.09	12856.0
2018-12-28 05:30:00	ES	Futures	2722.09	2728.61	2721.82	2725.89	15672.0
2018-12-28 06:00:00	ES	Futures	2725.89	2732.96	2717.2	2732.14	20523.0
2018-12-28 06:30:00	ES	Futures	2731.87	2736.76	2724.26	2724.54	15547.0
2018-12-28 07:00:00	ES	Futures	2724.81	2728.34	2718.02	2723.18	16287.0
2018-12-28 07:30:00	ES	Futures	2723.18	2726.44	2714.49	2722.64	15228.0
2018-12-28 08:00:00	ES	Futures	2722.64	2725.08	2716.93	2718.83	15798.0
2018-12-28 08:30:00	ES	Futures	2718.83	2723.99	2716.39	2723.45	19257.0
2018-12-28 09:00:00	ES	Futures	2723.45	2723.72	2716.66	2720.19	18424.0
2018-12-28 09:30:00	ES	Futures	2720.46	2726.44	2706.34	2719.1	190487.0
2018-12-28 10:00:00	ES	Futures	2719.1	2721.82	2697.11	2699.01	157221.0
2018-12-28 10:30:00	ES	Futures	2699.01	2708.24	2686.24	2698.19	138914.0
2018-12-28 11:00:00	ES	Futures	2698.19	2709.33	2692.76	2703.9	115421.0
2018-12-28 11:30:00	ES	Futures	2703.9	2714.49	2699.82	2709.06	93725.0
2018-12-28 12:00:00	ES	Futures	2709.33	2717.48	2703.9	2710.96	64490.0
2018-12-28 12:30:00	ES	Futures	2710.69	2717.48	2703.35	2704.98	57629.0
2018-12-28 13:00:00	ES	Futures	2704.71	2712.59	2698.74	2701.45	55845.0
2018-12-28 13:30:00	ES	Futures	2701.18	2714.22	2696.02	2709.33	62926.0
2018-12-28 14:00:00	ES	Futures	2709.6	2729.7	2709.33	2719.38	97128.0
2018-12-28 14:30:00	ES	Futures	2719.38	2740.83	2718.29	2735.94	105830.0
2018-12-28 15:00:00	ES	Futures	2736.21	2738.39	2696.02	2701.99	166951.0
2018-12-28 15:30:00	ES	Futures	2701.99	2705.8	2690.59	2700.91	241985.0
2018-12-28 16:00:00	ES	Futures	2700.91	2703.35	2694.66	2701.72	58745.0
2018-12-28 16:30:00	ES	Futures	2700.64	2703.9	2698.74	2702.81	6365.0
2018-12-28 00:00:00	NQ	Futures	7407.29	7411.97	7392.39	7401.45	2601.0
2018-12-28 00:30:00	NQ	Futures	7401.45	7404.66	7376.32	7384.21	3309.0
2018-12-28 01:00:00	NQ	Futures	7384.5	7384.79	7355.87	7367.85	3842.0
2018-12-28 01:30:00	NQ	Futures	7368.14	7378.95	7354.7	7362.29	1977.0
2018-12-28 02:00:00	NQ	Futures	7361.42	7362.59	7343.89	7354.99	3275.0
2018-12-28 02:30:00	NQ	Futures	7355.28	7371.35	7343.59	7360.54	4013.0
2018-12-28 03:00:00	NQ	Futures	7360.54	7380.12	7345.93	7371.64	7784.0
2018-12-28 03:30:00	NQ	Futures	7371.94	7396.19	7369.89	7392.68	5913.0
2018-12-28 04:00:00	NQ	Futures	7392.68	7395.6	7378.07	7389.18	4049.0
2018-12-28 04:30:00	NQ	Futures	7389.18	7406.12	7381.29	7403.49	4333.0
2018-12-28 05:00:00	NQ	Futures	7403.49	7424.53	7400.57	7419.86	5943.0
2018-12-28 05:30:00	NQ	Futures	7419.27	7434.17	7416.64	7425.12	5719.0
2018-12-28 06:00:00	NQ	Futures	7425.12	7448.49	7402.03	7442.65	8121.0
2018-12-28 06:30:00	NQ	Futures	7442.06	7454.04	7414.3	7416.06	6212.0
2018-12-28 07:00:00	NQ	Futures	7415.77	7431.25	7404.08	7416.64	7051.0
2018-12-28 07:30:00	NQ	Futures	7416.64	7419.56	7390.05	7408.17	7552.0

> showing 50 of 2,658 rows — these rows as CSV

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