PREVIEW / futures_30min / 2019-01-02

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-02.parquet
  size:    96 KB
  rows:    3,287

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
2019-01-02 00:00:00	ES	Futures	2699.82	2702.54	2697.11	2697.38	3947.0
2019-01-02 00:30:00	ES	Futures	2697.38	2699.55	2690.86	2691.95	5403.0
2019-01-02 01:00:00	ES	Futures	2691.95	2699.82	2691.67	2699.28	3849.0
2019-01-02 01:30:00	ES	Futures	2699.55	2700.37	2695.75	2696.29	2553.0
2019-01-02 02:00:00	ES	Futures	2696.29	2698.74	2689.77	2693.58	7766.0
2019-01-02 02:30:00	ES	Futures	2693.58	2696.56	2688.96	2690.32	6451.0
2019-01-02 03:00:00	ES	Futures	2690.05	2690.59	2665.6	2668.86	31375.0
2019-01-02 03:30:00	ES	Futures	2669.13	2671.58	2663.97	2669.4	19872.0
2019-01-02 04:00:00	ES	Futures	2669.68	2681.08	2668.32	2679.72	14841.0
2019-01-02 04:30:00	ES	Futures	2680.0	2682.98	2675.65	2681.08	13819.0
2019-01-02 05:00:00	ES	Futures	2681.35	2684.61	2679.18	2679.72	8706.0
2019-01-02 05:30:00	ES	Futures	2679.45	2682.71	2676.19	2678.1	10275.0
2019-01-02 06:00:00	ES	Futures	2678.37	2685.43	2676.47	2682.71	12933.0
2019-01-02 06:30:00	ES	Futures	2682.71	2685.16	2678.91	2682.98	8213.0
2019-01-02 07:00:00	ES	Futures	2682.98	2691.95	2682.17	2690.86	11740.0
2019-01-02 07:30:00	ES	Futures	2690.59	2691.13	2680.54	2681.08	11804.0
2019-01-02 08:00:00	ES	Futures	2680.81	2684.07	2674.02	2675.65	20180.0
2019-01-02 08:30:00	ES	Futures	2675.65	2679.18	2674.29	2677.28	18050.0
2019-01-02 09:00:00	ES	Futures	2677.28	2682.98	2677.01	2680.81	23572.0
2019-01-02 09:30:00	ES	Futures	2681.08	2696.02	2680.0	2693.58	202595.0
2019-01-02 10:00:00	ES	Futures	2693.58	2710.14	2687.33	2700.64	157636.0
2019-01-02 10:30:00	ES	Futures	2700.64	2715.3	2696.02	2712.04	134838.0
2019-01-02 11:00:00	ES	Futures	2712.04	2729.7	2709.06	2719.1	144335.0
2019-01-02 11:30:00	ES	Futures	2719.38	2725.35	2711.77	2712.32	111808.0
2019-01-02 12:00:00	ES	Futures	2712.59	2717.48	2709.87	2713.67	93105.0
2019-01-02 12:30:00	ES	Futures	2713.4	2728.34	2712.59	2726.44	78186.0
2019-01-02 13:00:00	ES	Futures	2726.17	2736.21	2726.17	2733.5	73506.0
2019-01-02 13:30:00	ES	Futures	2733.5	2738.12	2729.7	2737.3	63117.0
2019-01-02 14:00:00	ES	Futures	2737.57	2737.57	2721.55	2727.52	68599.0
2019-01-02 14:30:00	ES	Futures	2727.52	2734.58	2722.91	2722.91	62216.0
2019-01-02 15:00:00	ES	Futures	2722.91	2727.25	2711.77	2716.93	134640.0
2019-01-02 15:30:00	ES	Futures	2716.93	2730.24	2710.69	2727.8	181923.0
2019-01-02 16:00:00	ES	Futures	2727.52	2729.15	2726.71	2727.8	53983.0
2019-01-02 16:30:00	ES	Futures	2726.71	2726.71	2703.08	2704.98	39754.0
2019-01-02 18:00:00	ES	Futures	2696.56	2698.19	2686.24	2695.48	23394.0
2019-01-02 18:30:00	ES	Futures	2695.75	2696.02	2684.07	2688.42	11230.0
2019-01-02 19:00:00	ES	Futures	2688.69	2694.93	2688.42	2692.22	7874.0
2019-01-02 19:30:00	ES	Futures	2692.22	2693.03	2688.14	2688.69	4533.0
2019-01-02 20:00:00	ES	Futures	2688.96	2692.49	2687.33	2691.13	5514.0
2019-01-02 20:30:00	ES	Futures	2691.4	2699.28	2689.23	2697.65	8739.0
2019-01-02 21:00:00	ES	Futures	2697.65	2699.28	2695.21	2697.38	6032.0
2019-01-02 21:30:00	ES	Futures	2697.11	2699.82	2690.86	2691.67	5011.0
2019-01-02 22:00:00	ES	Futures	2691.67	2693.03	2689.23	2691.4	4587.0
2019-01-02 22:30:00	ES	Futures	2691.4	2693.58	2690.32	2692.22	3293.0
2019-01-02 23:00:00	ES	Futures	2692.22	2693.85	2690.32	2691.13	3392.0
2019-01-02 23:30:00	ES	Futures	2691.13	2692.49	2689.23	2691.67	1772.0
2019-01-02 00:00:00	NQ	Futures	7335.71	7347.69	7331.91	7332.78	1941.0
2019-01-02 00:30:00	NQ	Futures	7333.08	7337.75	7309.7	7315.25	2302.0
2019-01-02 01:00:00	NQ	Futures	7315.54	7332.78	7314.08	7330.45	2172.0
2019-01-02 01:30:00	NQ	Futures	7331.03	7336.29	7323.73	7325.48	1715.0

> showing 50 of 3,287 rows — these rows as CSV

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