PREVIEW / futures_30min / 2019-01-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-04.parquet
  size:    80 KB
  rows:    2,717

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
2019-01-04 00:00:00	ES	Futures	2672.94	2673.75	2671.31	2672.66	2711.0
2019-01-04 00:30:00	ES	Futures	2672.39	2678.1	2672.39	2676.19	5939.0
2019-01-04 01:00:00	ES	Futures	2676.19	2681.63	2675.65	2680.0	5574.0
2019-01-04 01:30:00	ES	Futures	2680.0	2685.43	2678.91	2683.8	6797.0
2019-01-04 02:00:00	ES	Futures	2684.07	2688.14	2682.71	2683.8	8593.0
2019-01-04 02:30:00	ES	Futures	2683.53	2687.33	2680.54	2686.24	7942.0
2019-01-04 03:00:00	ES	Futures	2686.24	2691.13	2680.54	2686.51	20814.0
2019-01-04 03:30:00	ES	Futures	2686.79	2688.14	2681.08	2686.79	12287.0
2019-01-04 04:00:00	ES	Futures	2686.51	2695.75	2682.98	2695.21	15744.0
2019-01-04 04:30:00	ES	Futures	2695.21	2697.92	2691.67	2691.95	11280.0
2019-01-04 05:00:00	ES	Futures	2691.95	2694.66	2690.05	2691.13	7390.0
2019-01-04 05:30:00	ES	Futures	2691.4	2698.19	2690.05	2697.11	8801.0
2019-01-04 06:00:00	ES	Futures	2697.11	2701.45	2693.3	2698.46	11264.0
2019-01-04 06:30:00	ES	Futures	2698.46	2699.82	2695.75	2697.38	7331.0
2019-01-04 07:00:00	ES	Futures	2697.11	2698.74	2693.85	2695.21	9529.0
2019-01-04 07:30:00	ES	Futures	2695.48	2696.02	2690.86	2693.03	12313.0
2019-01-04 08:00:00	ES	Futures	2693.3	2696.02	2689.5	2694.66	17880.0
2019-01-04 08:30:00	ES	Futures	2694.66	2698.46	2683.53	2693.03	90151.0
2019-01-04 09:00:00	ES	Futures	2692.76	2701.18	2689.23	2697.38	34620.0
2019-01-04 09:30:00	ES	Futures	2697.38	2714.76	2692.76	2714.22	262254.0
2019-01-04 10:00:00	ES	Futures	2714.22	2734.86	2702.54	2734.58	249161.0
2019-01-04 10:30:00	ES	Futures	2734.58	2738.93	2725.08	2735.67	188660.0
2019-01-04 11:00:00	ES	Futures	2735.4	2744.63	2727.8	2730.51	173901.0
2019-01-04 11:30:00	ES	Futures	2730.51	2741.65	2726.71	2737.03	106506.0
2019-01-04 12:00:00	ES	Futures	2737.03	2747.35	2730.78	2744.91	86730.0
2019-01-04 12:30:00	ES	Futures	2744.63	2754.14	2741.65	2750.88	83746.0
2019-01-04 13:00:00	ES	Futures	2751.15	2758.48	2750.88	2752.78	80335.0
2019-01-04 13:30:00	ES	Futures	2752.78	2756.85	2743.55	2748.16	80187.0
2019-01-04 14:00:00	ES	Futures	2748.16	2751.69	2740.83	2750.34	70797.0
2019-01-04 14:30:00	ES	Futures	2750.61	2754.95	2741.37	2742.73	87817.0
2019-01-04 15:00:00	ES	Futures	2742.73	2752.51	2740.29	2743.82	102890.0
2019-01-04 15:30:00	ES	Futures	2743.82	2753.6	2742.19	2751.42	194442.0
2019-01-04 16:00:00	ES	Futures	2751.15	2753.32	2747.62	2749.25	95975.0
2019-01-04 16:30:00	ES	Futures	2748.98	2750.34	2745.72	2747.89	8832.0
2019-01-04 00:00:00	NQ	Futures	7250.97	7254.77	7244.25	7248.34	1577.0
2019-01-04 00:30:00	NQ	Futures	7248.05	7266.16	7246.88	7260.03	3271.0
2019-01-04 01:00:00	NQ	Futures	7260.61	7281.36	7257.69	7277.85	3219.0
2019-01-04 01:30:00	NQ	Futures	7277.56	7294.21	7273.18	7288.66	2647.0
2019-01-04 02:00:00	NQ	Futures	7288.96	7303.56	7287.2	7292.17	4785.0
2019-01-04 02:30:00	NQ	Futures	7291.88	7302.98	7281.94	7299.18	4179.0
2019-01-04 03:00:00	NQ	Futures	7298.6	7317.3	7281.94	7297.72	8812.0
2019-01-04 03:30:00	NQ	Futures	7297.72	7300.64	7283.4	7298.6	4451.0
2019-01-04 04:00:00	NQ	Futures	7296.55	7326.36	7286.33	7325.77	6419.0
2019-01-04 04:30:00	NQ	Futures	7326.36	7336.29	7313.5	7315.25	5328.0
2019-01-04 05:00:00	NQ	Futures	7314.67	7324.02	7309.99	7312.91	2732.0
2019-01-04 05:30:00	NQ	Futures	7312.91	7338.63	7308.53	7335.41	3837.0
2019-01-04 06:00:00	NQ	Futures	7335.12	7347.1	7319.05	7337.46	5123.0
2019-01-04 06:30:00	NQ	Futures	7337.17	7341.55	7329.28	7333.08	2853.0
2019-01-04 07:00:00	NQ	Futures	7332.2	7335.71	7317.59	7324.6	3903.0
2019-01-04 07:30:00	NQ	Futures	7324.89	7326.06	7302.98	7307.07	5254.0

> showing 50 of 2,717 rows — these rows as CSV

> unlock the full archive -- $79 one-time