PREVIEW / futures_30min / 2019-01-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-09.parquet
  size:    93 KB
  rows:    3,380

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
2019-01-09 00:00:00	ES	Futures	2807.1	2808.18	2805.47	2808.18	1838.0
2019-01-09 00:30:00	ES	Futures	2807.91	2808.46	2806.28	2806.83	2336.0
2019-01-09 01:00:00	ES	Futures	2806.83	2806.83	2803.02	2804.93	3804.0
2019-01-09 01:30:00	ES	Futures	2804.65	2805.2	2800.85	2801.12	3601.0
2019-01-09 02:00:00	ES	Futures	2801.39	2805.74	2800.58	2803.3	6103.0
2019-01-09 02:30:00	ES	Futures	2803.02	2803.57	2798.14	2799.49	7314.0
2019-01-09 03:00:00	ES	Futures	2799.49	2802.21	2797.86	2802.21	10160.0
2019-01-09 03:30:00	ES	Futures	2801.94	2807.37	2799.22	2804.93	9940.0
2019-01-09 04:00:00	ES	Futures	2804.93	2808.18	2802.48	2806.83	9408.0
2019-01-09 04:30:00	ES	Futures	2807.1	2808.73	2804.65	2806.01	6609.0
2019-01-09 05:00:00	ES	Futures	2806.01	2806.83	2800.04	2800.85	7625.0
2019-01-09 05:30:00	ES	Futures	2800.58	2804.65	2800.04	2804.38	7446.0
2019-01-09 06:00:00	ES	Futures	2804.38	2805.47	2800.31	2800.31	6578.0
2019-01-09 06:30:00	ES	Futures	2800.58	2803.02	2798.41	2801.94	5230.0
2019-01-09 07:00:00	ES	Futures	2801.94	2802.21	2796.78	2800.04	9189.0
2019-01-09 07:30:00	ES	Futures	2800.04	2804.65	2798.14	2804.11	10793.0
2019-01-09 08:00:00	ES	Futures	2804.11	2808.73	2803.3	2806.01	15154.0
2019-01-09 08:30:00	ES	Futures	2806.01	2809.0	2805.74	2807.37	12584.0
2019-01-09 09:00:00	ES	Futures	2807.1	2807.64	2804.65	2805.74	16581.0
2019-01-09 09:30:00	ES	Futures	2806.01	2812.8	2800.58	2811.72	193177.0
2019-01-09 10:00:00	ES	Futures	2811.72	2813.89	2804.65	2809.0	143407.0
2019-01-09 10:30:00	ES	Futures	2809.0	2809.27	2790.8	2799.22	130448.0
2019-01-09 11:00:00	ES	Futures	2799.22	2811.17	2797.86	2809.27	111658.0
2019-01-09 11:30:00	ES	Futures	2809.54	2816.6	2805.74	2812.53	91248.0
2019-01-09 12:00:00	ES	Futures	2812.53	2814.7	2809.81	2813.34	52750.0
2019-01-09 12:30:00	ES	Futures	2813.34	2819.59	2812.26	2818.78	56349.0
2019-01-09 13:00:00	ES	Futures	2818.5	2819.32	2813.34	2816.6	38875.0
2019-01-09 13:30:00	ES	Futures	2816.6	2817.15	2809.54	2812.53	38882.0
2019-01-09 14:00:00	ES	Futures	2812.26	2820.95	2803.02	2807.1	122687.0
2019-01-09 14:30:00	ES	Futures	2807.1	2816.88	2803.57	2812.8	70401.0
2019-01-09 15:00:00	ES	Futures	2812.53	2817.42	2811.44	2814.97	54758.0
2019-01-09 15:30:00	ES	Futures	2814.7	2816.33	2803.02	2809.54	144669.0
2019-01-09 16:00:00	ES	Futures	2809.54	2810.36	2804.93	2805.2	53239.0
2019-01-09 16:30:00	ES	Futures	2805.2	2806.01	2800.58	2804.65	11756.0
2019-01-09 18:00:00	ES	Futures	2802.75	2804.65	2798.95	2800.31	4609.0
2019-01-09 18:30:00	ES	Futures	2800.58	2803.57	2800.04	2800.31	2946.0
2019-01-09 19:00:00	ES	Futures	2800.31	2804.65	2798.14	2798.68	9237.0
2019-01-09 19:30:00	ES	Futures	2798.95	2800.85	2794.61	2795.15	8109.0
2019-01-09 20:00:00	ES	Futures	2795.15	2796.23	2791.35	2792.43	10012.0
2019-01-09 20:30:00	ES	Futures	2792.16	2793.79	2786.19	2792.7	14034.0
2019-01-09 21:00:00	ES	Futures	2792.7	2794.61	2789.99	2790.8	7740.0
2019-01-09 21:30:00	ES	Futures	2790.8	2791.89	2788.09	2789.72	4772.0
2019-01-09 22:00:00	ES	Futures	2789.72	2793.52	2789.17	2792.43	4943.0
2019-01-09 22:30:00	ES	Futures	2792.16	2795.42	2792.16	2794.88	4399.0
2019-01-09 23:00:00	ES	Futures	2794.88	2794.88	2792.7	2793.79	1597.0
2019-01-09 23:30:00	ES	Futures	2793.79	2796.78	2791.89	2795.96	3081.0
2019-01-09 00:00:00	NQ	Futures	7711.17	7715.84	7705.62	7714.97	1301.0
2019-01-09 00:30:00	NQ	Futures	7714.97	7716.43	7709.71	7710.58	1258.0
2019-01-09 01:00:00	NQ	Futures	7710.58	7711.46	7691.59	7697.14	2628.0
2019-01-09 01:30:00	NQ	Futures	7696.27	7696.85	7684.87	7688.38	1928.0

> showing 50 of 3,380 rows — these rows as CSV

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