PREVIEW / futures_30min / 2019-01-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-10.parquet
  size:    90 KB
  rows:    3,299

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
2019-01-10 00:00:00	ES	Futures	2796.23	2796.51	2790.53	2791.62	3519.0
2019-01-10 00:30:00	ES	Futures	2791.62	2792.7	2789.72	2790.8	3433.0
2019-01-10 01:00:00	ES	Futures	2791.07	2793.79	2788.36	2793.25	3477.0
2019-01-10 01:30:00	ES	Futures	2793.25	2793.25	2789.72	2789.99	2542.0
2019-01-10 02:00:00	ES	Futures	2789.99	2792.43	2789.17	2790.26	6244.0
2019-01-10 02:30:00	ES	Futures	2790.26	2791.89	2787.0	2788.09	7054.0
2019-01-10 03:00:00	ES	Futures	2788.09	2790.8	2782.66	2785.64	17503.0
2019-01-10 03:30:00	ES	Futures	2785.37	2787.0	2781.57	2784.83	9421.0
2019-01-10 04:00:00	ES	Futures	2784.83	2790.26	2784.83	2789.72	8268.0
2019-01-10 04:30:00	ES	Futures	2789.72	2791.62	2787.82	2788.09	7389.0
2019-01-10 05:00:00	ES	Futures	2787.82	2794.61	2787.82	2790.53	9262.0
2019-01-10 05:30:00	ES	Futures	2790.26	2793.25	2786.73	2788.09	8177.0
2019-01-10 06:00:00	ES	Futures	2788.36	2791.35	2786.73	2788.9	4989.0
2019-01-10 06:30:00	ES	Futures	2788.9	2791.89	2788.63	2789.45	4618.0
2019-01-10 07:00:00	ES	Futures	2789.45	2794.06	2789.45	2791.35	5913.0
2019-01-10 07:30:00	ES	Futures	2791.62	2794.33	2787.82	2793.25	10892.0
2019-01-10 08:00:00	ES	Futures	2793.25	2796.51	2792.98	2794.88	11663.0
2019-01-10 08:30:00	ES	Futures	2794.61	2796.78	2789.72	2790.8	13333.0
2019-01-10 09:00:00	ES	Futures	2790.8	2793.52	2790.53	2791.62	15457.0
2019-01-10 09:30:00	ES	Futures	2791.62	2793.79	2783.2	2787.27	149122.0
2019-01-10 10:00:00	ES	Futures	2787.54	2801.12	2785.1	2800.31	125851.0
2019-01-10 10:30:00	ES	Futures	2800.58	2805.74	2798.14	2804.93	102789.0
2019-01-10 11:00:00	ES	Futures	2805.2	2810.63	2803.3	2805.74	75882.0
2019-01-10 11:30:00	ES	Futures	2805.74	2813.62	2805.47	2811.72	56760.0
2019-01-10 12:00:00	ES	Futures	2811.72	2814.7	2806.55	2811.17	45457.0
2019-01-10 12:30:00	ES	Futures	2810.9	2817.69	2807.37	2813.34	70194.0
2019-01-10 13:00:00	ES	Futures	2813.07	2813.89	2798.14	2804.38	101798.0
2019-01-10 13:30:00	ES	Futures	2804.38	2805.2	2795.69	2804.38	68788.0
2019-01-10 14:00:00	ES	Futures	2804.11	2819.59	2803.84	2814.7	103215.0
2019-01-10 14:30:00	ES	Futures	2814.7	2817.15	2808.46	2813.34	78842.0
2019-01-10 15:00:00	ES	Futures	2813.62	2818.23	2811.72	2817.15	61349.0
2019-01-10 15:30:00	ES	Futures	2817.42	2823.12	2814.97	2820.95	136714.0
2019-01-10 16:00:00	ES	Futures	2820.95	2823.94	2816.88	2817.69	56866.0
2019-01-10 16:30:00	ES	Futures	2817.69	2819.32	2817.42	2818.5	6398.0
2019-01-10 18:00:00	ES	Futures	2817.96	2818.5	2814.97	2815.79	3934.0
2019-01-10 18:30:00	ES	Futures	2815.79	2815.79	2812.8	2814.43	3586.0
2019-01-10 19:00:00	ES	Futures	2814.7	2819.59	2814.16	2818.78	7034.0
2019-01-10 19:30:00	ES	Futures	2818.78	2820.41	2816.06	2816.06	5040.0
2019-01-10 20:00:00	ES	Futures	2816.33	2818.5	2814.16	2814.7	5476.0
2019-01-10 20:30:00	ES	Futures	2814.43	2816.88	2811.72	2815.52	6889.0
2019-01-10 21:00:00	ES	Futures	2815.79	2817.15	2810.63	2812.53	6241.0
2019-01-10 21:30:00	ES	Futures	2812.53	2814.16	2811.44	2813.34	3859.0
2019-01-10 22:00:00	ES	Futures	2813.34	2815.79	2811.17	2814.7	3227.0
2019-01-10 22:30:00	ES	Futures	2814.97	2815.79	2813.07	2814.7	2692.0
2019-01-10 23:00:00	ES	Futures	2814.97	2815.79	2813.62	2815.52	2068.0
2019-01-10 23:30:00	ES	Futures	2815.79	2816.88	2813.89	2814.43	2059.0
2019-01-10 00:00:00	NQ	Futures	7693.93	7695.39	7672.31	7674.94	2159.0
2019-01-10 00:30:00	NQ	Futures	7674.94	7681.66	7667.63	7676.11	1762.0
2019-01-10 01:00:00	NQ	Futures	7676.69	7685.46	7668.8	7685.16	1587.0
2019-01-10 01:30:00	NQ	Futures	7684.29	7684.87	7671.14	7672.31	1215.0

> showing 50 of 3,299 rows — these rows as CSV

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