PREVIEW / futures_30min / 2019-01-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-08.parquet
  size:    90 KB
  rows:    3,356

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
2019-01-08 00:00:00	ES	Futures	2784.01	2784.56	2778.31	2779.67	4623.0
2019-01-08 00:30:00	ES	Futures	2779.67	2780.21	2774.78	2776.14	5158.0
2019-01-08 01:00:00	ES	Futures	2776.14	2778.85	2774.51	2775.87	3417.0
2019-01-08 01:30:00	ES	Futures	2775.87	2779.67	2775.87	2778.85	2363.0
2019-01-08 02:00:00	ES	Futures	2778.85	2782.11	2775.05	2778.31	6469.0
2019-01-08 02:30:00	ES	Futures	2778.04	2778.58	2774.78	2774.78	4299.0
2019-01-08 03:00:00	ES	Futures	2775.05	2784.01	2774.24	2783.74	11949.0
2019-01-08 03:30:00	ES	Futures	2783.74	2786.46	2782.93	2785.64	9313.0
2019-01-08 04:00:00	ES	Futures	2785.64	2790.8	2785.1	2786.46	12560.0
2019-01-08 04:30:00	ES	Futures	2786.46	2787.82	2782.11	2782.66	6403.0
2019-01-08 05:00:00	ES	Futures	2782.93	2784.28	2780.75	2782.93	6425.0
2019-01-08 05:30:00	ES	Futures	2782.93	2788.9	2782.11	2788.09	7913.0
2019-01-08 06:00:00	ES	Futures	2788.36	2789.17	2785.64	2787.0	7466.0
2019-01-08 06:30:00	ES	Futures	2787.0	2794.06	2786.73	2791.89	13441.0
2019-01-08 07:00:00	ES	Futures	2791.89	2794.06	2788.63	2788.9	10184.0
2019-01-08 07:30:00	ES	Futures	2788.9	2791.07	2785.1	2789.45	12612.0
2019-01-08 08:00:00	ES	Futures	2789.17	2794.06	2787.0	2790.26	23047.0
2019-01-08 08:30:00	ES	Futures	2790.53	2797.32	2789.17	2796.51	28891.0
2019-01-08 09:00:00	ES	Futures	2796.51	2798.68	2795.69	2798.68	24924.0
2019-01-08 09:30:00	ES	Futures	2798.41	2804.11	2789.45	2792.16	237779.0
2019-01-08 10:00:00	ES	Futures	2792.16	2797.32	2778.31	2782.93	154149.0
2019-01-08 10:30:00	ES	Futures	2782.93	2785.37	2767.45	2773.15	141834.0
2019-01-08 11:00:00	ES	Futures	2773.15	2781.84	2772.34	2776.41	111828.0
2019-01-08 11:30:00	ES	Futures	2776.68	2782.66	2770.71	2781.57	91022.0
2019-01-08 12:00:00	ES	Futures	2781.84	2789.99	2779.67	2787.54	67404.0
2019-01-08 12:30:00	ES	Futures	2787.54	2788.9	2775.05	2780.75	79380.0
2019-01-08 13:00:00	ES	Futures	2780.75	2787.27	2777.22	2785.91	58922.0
2019-01-08 13:30:00	ES	Futures	2785.91	2794.61	2782.11	2791.35	61977.0
2019-01-08 14:00:00	ES	Futures	2791.35	2794.88	2788.36	2790.8	67865.0
2019-01-08 14:30:00	ES	Futures	2790.8	2795.69	2789.45	2791.89	45638.0
2019-01-08 15:00:00	ES	Futures	2791.89	2797.05	2787.0	2797.05	57998.0
2019-01-08 15:30:00	ES	Futures	2797.05	2799.49	2793.79	2796.78	135822.0
2019-01-08 16:00:00	ES	Futures	2796.78	2798.41	2793.79	2794.06	49050.0
2019-01-08 16:30:00	ES	Futures	2794.33	2795.69	2791.07	2791.62	7350.0
2019-01-08 18:00:00	ES	Futures	2791.35	2796.78	2790.26	2794.88	7094.0
2019-01-08 18:30:00	ES	Futures	2794.88	2800.04	2794.06	2799.77	4010.0
2019-01-08 19:00:00	ES	Futures	2799.77	2802.48	2798.41	2800.04	7533.0
2019-01-08 19:30:00	ES	Futures	2800.31	2801.67	2797.32	2798.41	5806.0
2019-01-08 20:00:00	ES	Futures	2798.41	2807.1	2797.86	2804.93	9166.0
2019-01-08 20:30:00	ES	Futures	2804.65	2807.91	2803.3	2806.55	7071.0
2019-01-08 21:00:00	ES	Futures	2806.83	2808.18	2803.84	2806.83	8806.0
2019-01-08 21:30:00	ES	Futures	2806.83	2810.63	2806.55	2807.1	8683.0
2019-01-08 22:00:00	ES	Futures	2807.1	2808.18	2805.74	2806.28	3474.0
2019-01-08 22:30:00	ES	Futures	2806.28	2808.18	2805.2	2807.91	2891.0
2019-01-08 23:00:00	ES	Futures	2807.91	2808.73	2806.55	2807.37	1944.0
2019-01-08 23:30:00	ES	Futures	2807.37	2807.91	2805.47	2807.1	1917.0
2019-01-08 00:00:00	NQ	Futures	7630.52	7634.32	7613.29	7617.67	2072.0
2019-01-08 00:30:00	NQ	Futures	7617.67	7620.01	7603.94	7608.32	2702.0
2019-01-08 01:00:00	NQ	Futures	7608.03	7615.62	7599.55	7603.06	2176.0
2019-01-08 01:30:00	NQ	Futures	7603.06	7623.22	7603.06	7617.67	1861.0

> showing 50 of 3,356 rows — these rows as CSV

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