PREVIEW / futures_30min / 2018-12-31

all futures 30-min files

  file:    by_date/futures_30min/2018/2018-12-31.parquet
  size:    61 KB
  rows:    2,037

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
2018-12-31 00:00:00	ES	Futures	2718.02	2720.19	2717.2	2719.1	851.0
2018-12-31 00:30:00	ES	Futures	2719.1	2720.73	2718.83	2719.92	924.0
2018-12-31 01:00:00	ES	Futures	2719.92	2721.01	2719.65	2719.65	783.0
2018-12-31 01:30:00	ES	Futures	2719.65	2723.99	2719.65	2722.64	2004.0
2018-12-31 02:00:00	ES	Futures	2722.64	2726.44	2721.82	2724.81	3888.0
2018-12-31 02:30:00	ES	Futures	2724.81	2725.35	2722.91	2724.81	2707.0
2018-12-31 03:00:00	ES	Futures	2725.08	2725.35	2721.01	2722.91	5267.0
2018-12-31 03:30:00	ES	Futures	2723.18	2724.54	2721.28	2721.55	3486.0
2018-12-31 04:00:00	ES	Futures	2721.28	2722.09	2718.56	2721.01	3490.0
2018-12-31 04:30:00	ES	Futures	2721.01	2723.45	2721.01	2722.91	3866.0
2018-12-31 05:00:00	ES	Futures	2723.18	2724.26	2721.01	2721.01	3234.0
2018-12-31 05:30:00	ES	Futures	2721.28	2723.18	2720.19	2722.36	4015.0
2018-12-31 06:00:00	ES	Futures	2722.36	2723.72	2720.73	2722.64	2170.0
2018-12-31 06:30:00	ES	Futures	2722.36	2724.54	2721.82	2722.91	3159.0
2018-12-31 07:00:00	ES	Futures	2723.18	2729.42	2722.64	2726.17	7223.0
2018-12-31 07:30:00	ES	Futures	2726.44	2728.88	2725.62	2727.8	5248.0
2018-12-31 08:00:00	ES	Futures	2727.8	2727.8	2719.65	2722.09	10568.0
2018-12-31 08:30:00	ES	Futures	2722.09	2722.36	2718.02	2718.83	9657.0
2018-12-31 09:00:00	ES	Futures	2718.56	2721.82	2716.93	2719.65	11441.0
2018-12-31 09:30:00	ES	Futures	2719.65	2726.71	2715.3	2718.29	112860.0
2018-12-31 10:00:00	ES	Futures	2718.29	2723.99	2712.59	2715.3	90079.0
2018-12-31 10:30:00	ES	Futures	2715.03	2716.12	2704.17	2707.15	72001.0
2018-12-31 11:00:00	ES	Futures	2707.43	2710.69	2700.09	2707.7	71846.0
2018-12-31 11:30:00	ES	Futures	2707.97	2711.77	2697.11	2710.96	77823.0
2018-12-31 12:00:00	ES	Futures	2710.96	2713.94	2705.53	2713.67	61142.0
2018-12-31 12:30:00	ES	Futures	2713.4	2718.83	2712.32	2717.75	44336.0
2018-12-31 13:00:00	ES	Futures	2717.75	2725.89	2716.39	2725.62	43041.0
2018-12-31 13:30:00	ES	Futures	2725.62	2726.17	2712.59	2713.13	43737.0
2018-12-31 14:00:00	ES	Futures	2713.13	2716.39	2703.62	2704.98	75926.0
2018-12-31 14:30:00	ES	Futures	2704.98	2718.02	2701.45	2710.41	60735.0
2018-12-31 15:00:00	ES	Futures	2710.14	2717.2	2707.15	2711.77	70233.0
2018-12-31 15:30:00	ES	Futures	2711.77	2726.71	2703.08	2726.17	268093.0
2018-12-31 16:00:00	ES	Futures	2726.17	2729.97	2718.02	2724.81	117169.0
2018-12-31 16:30:00	ES	Futures	2726.44	2727.52	2723.18	2725.35	9320.0
2018-12-31 00:00:00	NQ	Futures	7416.64	7421.61	7414.6	7417.52	551.0
2018-12-31 00:30:00	NQ	Futures	7417.23	7423.65	7416.35	7421.61	617.0
2018-12-31 01:00:00	NQ	Futures	7421.9	7423.65	7420.44	7421.02	529.0
2018-12-31 01:30:00	NQ	Futures	7421.02	7432.13	7421.02	7428.91	1295.0
2018-12-31 02:00:00	NQ	Futures	7429.79	7439.14	7428.04	7434.76	1989.0
2018-12-31 02:30:00	NQ	Futures	7434.47	7436.8	7428.62	7435.63	1276.0
2018-12-31 03:00:00	NQ	Futures	7435.63	7436.51	7418.1	7423.36	2647.0
2018-12-31 03:30:00	NQ	Futures	7422.78	7428.91	7415.77	7416.06	1584.0
2018-12-31 04:00:00	NQ	Futures	7416.35	7417.81	7405.25	7414.01	2215.0
2018-12-31 04:30:00	NQ	Futures	7414.01	7423.36	7412.84	7422.19	1294.0
2018-12-31 05:00:00	NQ	Futures	7422.49	7425.99	7416.35	7416.35	1234.0
2018-12-31 05:30:00	NQ	Futures	7416.35	7422.49	7414.6	7421.61	1406.0
2018-12-31 06:00:00	NQ	Futures	7421.61	7425.41	7417.52	7424.53	1100.0
2018-12-31 06:30:00	NQ	Futures	7423.95	7430.96	7421.02	7424.82	1447.0
2018-12-31 07:00:00	NQ	Futures	7425.12	7446.45	7424.24	7438.26	3072.0
2018-12-31 07:30:00	NQ	Futures	7438.56	7448.2	7435.63	7444.11	2032.0

> showing 50 of 2,037 rows — these rows as CSV

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