PREVIEW / futures_30min / 2019-01-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-03.parquet
  size:    96 KB
  rows:    3,397

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
2019-01-03 00:00:00	ES	Futures	2691.4	2692.49	2685.97	2687.33	4777.0
2019-01-03 00:30:00	ES	Futures	2687.6	2688.42	2684.07	2687.06	5067.0
2019-01-03 01:00:00	ES	Futures	2687.06	2688.14	2675.38	2681.08	7857.0
2019-01-03 01:30:00	ES	Futures	2681.08	2685.7	2680.81	2685.43	4134.0
2019-01-03 02:00:00	ES	Futures	2685.43	2694.39	2685.16	2689.23	10715.0
2019-01-03 02:30:00	ES	Futures	2689.23	2693.03	2687.06	2688.42	6585.0
2019-01-03 03:00:00	ES	Futures	2688.42	2693.58	2685.7	2692.76	15547.0
2019-01-03 03:30:00	ES	Futures	2692.49	2695.21	2686.51	2688.42	10133.0
2019-01-03 04:00:00	ES	Futures	2688.42	2693.58	2688.14	2690.59	8411.0
2019-01-03 04:30:00	ES	Futures	2690.32	2690.32	2683.26	2683.8	7645.0
2019-01-03 05:00:00	ES	Futures	2683.8	2685.16	2680.27	2685.16	8328.0
2019-01-03 05:30:00	ES	Futures	2685.16	2687.87	2681.35	2682.71	9625.0
2019-01-03 06:00:00	ES	Futures	2682.44	2688.96	2679.18	2683.53	14308.0
2019-01-03 06:30:00	ES	Futures	2683.26	2685.7	2678.91	2684.89	7419.0
2019-01-03 07:00:00	ES	Futures	2684.89	2691.4	2684.34	2690.05	12954.0
2019-01-03 07:30:00	ES	Futures	2689.77	2694.93	2689.77	2694.93	12138.0
2019-01-03 08:00:00	ES	Futures	2694.93	2704.71	2693.03	2698.46	25591.0
2019-01-03 08:30:00	ES	Futures	2698.46	2705.8	2696.83	2703.62	24315.0
2019-01-03 09:00:00	ES	Futures	2703.62	2707.7	2700.09	2705.25	24731.0
2019-01-03 09:30:00	ES	Futures	2705.53	2708.78	2688.96	2693.85	182267.0
2019-01-03 10:00:00	ES	Futures	2693.58	2693.58	2666.69	2676.47	222096.0
2019-01-03 10:30:00	ES	Futures	2676.47	2676.47	2658.54	2673.21	176277.0
2019-01-03 11:00:00	ES	Futures	2672.94	2686.24	2669.4	2676.74	153718.0
2019-01-03 11:30:00	ES	Futures	2677.01	2703.9	2673.75	2692.22	199973.0
2019-01-03 12:00:00	ES	Futures	2692.49	2694.93	2683.8	2686.79	93329.0
2019-01-03 12:30:00	ES	Futures	2686.79	2694.12	2680.54	2691.4	83755.0
2019-01-03 13:00:00	ES	Futures	2691.13	2691.4	2666.42	2676.74	116982.0
2019-01-03 13:30:00	ES	Futures	2677.01	2684.61	2668.05	2671.31	71664.0
2019-01-03 14:00:00	ES	Futures	2671.03	2683.8	2668.86	2682.98	79425.0
2019-01-03 14:30:00	ES	Futures	2682.98	2687.33	2663.7	2667.78	88358.0
2019-01-03 15:00:00	ES	Futures	2668.05	2669.95	2659.9	2664.79	90397.0
2019-01-03 15:30:00	ES	Futures	2664.79	2673.75	2654.2	2659.63	249352.0
2019-01-03 16:00:00	ES	Futures	2659.63	2666.96	2657.73	2659.63	76377.0
2019-01-03 16:30:00	ES	Futures	2660.71	2664.52	2657.45	2663.43	7253.0
2019-01-03 18:00:00	ES	Futures	2663.43	2666.96	2659.9	2665.87	4914.0
2019-01-03 18:30:00	ES	Futures	2665.87	2668.05	2659.36	2660.99	5458.0
2019-01-03 19:00:00	ES	Futures	2660.71	2663.16	2649.04	2650.94	18513.0
2019-01-03 19:30:00	ES	Futures	2650.94	2655.01	2649.58	2652.57	8564.0
2019-01-03 20:00:00	ES	Futures	2652.84	2655.83	2651.75	2652.57	5126.0
2019-01-03 20:30:00	ES	Futures	2652.57	2664.52	2652.02	2660.17	12588.0
2019-01-03 21:00:00	ES	Futures	2660.17	2662.89	2656.37	2661.26	8314.0
2019-01-03 21:30:00	ES	Futures	2660.99	2667.78	2659.63	2667.5	8224.0
2019-01-03 22:00:00	ES	Futures	2667.5	2674.29	2666.69	2671.31	13299.0
2019-01-03 22:30:00	ES	Futures	2671.31	2672.94	2668.59	2671.03	4967.0
2019-01-03 23:00:00	ES	Futures	2671.03	2674.29	2670.22	2672.94	3278.0
2019-01-03 23:30:00	ES	Futures	2672.94	2674.02	2669.68	2672.94	3932.0
2019-01-03 00:00:00	NQ	Futures	7284.86	7288.66	7256.52	7262.07	3367.0
2019-01-03 00:30:00	NQ	Futures	7262.66	7269.38	7250.68	7260.03	2420.0
2019-01-03 01:00:00	NQ	Futures	7260.61	7262.95	7232.56	7246.0	3433.0
2019-01-03 01:30:00	NQ	Futures	7246.0	7262.37	7243.96	7257.98	2309.0

> showing 50 of 3,397 rows — these rows as CSV

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