PREVIEW / futures_30min / 2019-01-07

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-07.parquet
  size:    91 KB
  rows:    3,325

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
2019-01-07 00:00:00	ES	Futures	2757.94	2759.57	2756.04	2758.21	3427.0
2019-01-07 00:30:00	ES	Futures	2757.94	2758.76	2754.14	2754.95	3269.0
2019-01-07 01:00:00	ES	Futures	2754.95	2755.77	2751.15	2755.5	4908.0
2019-01-07 01:30:00	ES	Futures	2755.5	2757.67	2754.95	2757.13	2059.0
2019-01-07 02:00:00	ES	Futures	2757.13	2761.2	2755.23	2759.03	6136.0
2019-01-07 02:30:00	ES	Futures	2758.76	2761.2	2756.31	2759.3	5768.0
2019-01-07 03:00:00	ES	Futures	2759.3	2759.57	2752.51	2756.85	13628.0
2019-01-07 03:30:00	ES	Futures	2756.58	2758.21	2750.07	2750.34	11475.0
2019-01-07 04:00:00	ES	Futures	2750.61	2753.87	2747.62	2748.44	10646.0
2019-01-07 04:30:00	ES	Futures	2748.16	2748.71	2744.36	2745.18	12820.0
2019-01-07 05:00:00	ES	Futures	2745.45	2749.79	2743.55	2748.71	8372.0
2019-01-07 05:30:00	ES	Futures	2748.71	2750.34	2744.63	2747.89	6500.0
2019-01-07 06:00:00	ES	Futures	2747.89	2748.98	2741.1	2744.91	7899.0
2019-01-07 06:30:00	ES	Futures	2744.63	2748.44	2741.65	2746.53	8045.0
2019-01-07 07:00:00	ES	Futures	2746.26	2750.88	2744.91	2749.52	9877.0
2019-01-07 07:30:00	ES	Futures	2749.52	2752.24	2747.35	2751.15	10430.0
2019-01-07 08:00:00	ES	Futures	2750.88	2753.32	2748.16	2749.79	12545.0
2019-01-07 08:30:00	ES	Futures	2750.07	2750.07	2745.72	2747.08	15609.0
2019-01-07 09:00:00	ES	Futures	2747.08	2754.95	2747.08	2753.6	27321.0
2019-01-07 09:30:00	ES	Futures	2753.32	2756.04	2742.46	2751.69	161718.0
2019-01-07 10:00:00	ES	Futures	2751.42	2759.3	2746.81	2755.5	146487.0
2019-01-07 10:30:00	ES	Futures	2755.5	2769.89	2755.5	2766.9	136462.0
2019-01-07 11:00:00	ES	Futures	2766.9	2771.52	2765.0	2768.26	83461.0
2019-01-07 11:30:00	ES	Futures	2768.26	2783.2	2765.55	2782.93	112875.0
2019-01-07 12:00:00	ES	Futures	2782.93	2783.47	2776.14	2781.57	72469.0
2019-01-07 12:30:00	ES	Futures	2781.57	2786.19	2779.67	2783.74	56101.0
2019-01-07 13:00:00	ES	Futures	2784.01	2789.17	2783.47	2785.91	65194.0
2019-01-07 13:30:00	ES	Futures	2786.19	2788.09	2775.87	2776.95	63571.0
2019-01-07 14:00:00	ES	Futures	2776.95	2780.48	2773.42	2775.32	58393.0
2019-01-07 14:30:00	ES	Futures	2775.05	2777.22	2767.18	2768.8	54676.0
2019-01-07 15:00:00	ES	Futures	2768.8	2780.48	2768.26	2778.04	57445.0
2019-01-07 15:30:00	ES	Futures	2778.31	2779.12	2768.26	2770.71	167108.0
2019-01-07 16:00:00	ES	Futures	2770.71	2773.15	2768.53	2770.43	55706.0
2019-01-07 16:30:00	ES	Futures	2770.71	2774.78	2770.16	2774.24	7886.0
2019-01-07 18:00:00	ES	Futures	2773.69	2775.32	2769.35	2772.88	3699.0
2019-01-07 18:30:00	ES	Futures	2772.88	2774.78	2770.71	2770.98	3758.0
2019-01-07 19:00:00	ES	Futures	2771.25	2776.14	2771.25	2775.05	5132.0
2019-01-07 19:30:00	ES	Futures	2775.05	2779.12	2775.05	2778.58	4466.0
2019-01-07 20:00:00	ES	Futures	2778.58	2780.21	2773.96	2778.31	7782.0
2019-01-07 20:30:00	ES	Futures	2778.04	2779.4	2775.05	2777.22	5396.0
2019-01-07 21:00:00	ES	Futures	2777.5	2779.4	2776.68	2779.4	3203.0
2019-01-07 21:30:00	ES	Futures	2779.12	2783.2	2778.31	2780.75	5454.0
2019-01-07 22:00:00	ES	Futures	2780.75	2783.2	2780.21	2782.11	3247.0
2019-01-07 22:30:00	ES	Futures	2781.84	2781.84	2780.21	2780.21	2195.0
2019-01-07 23:00:00	ES	Futures	2780.21	2782.11	2778.58	2781.3	2490.0
2019-01-07 23:30:00	ES	Futures	2781.57	2784.56	2780.48	2784.28	2824.0
2019-01-07 00:00:00	NQ	Futures	7544.04	7555.14	7539.07	7548.71	1875.0
2019-01-07 00:30:00	NQ	Futures	7549.0	7553.68	7539.95	7541.7	1709.0
2019-01-07 01:00:00	NQ	Futures	7541.41	7544.91	7520.95	7536.15	2776.0
2019-01-07 01:30:00	NQ	Futures	7536.15	7544.04	7533.52	7541.41	1190.0

> showing 50 of 3,325 rows — these rows as CSV

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