PREVIEW / futures_30min / 2019-01-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-11.parquet
  size:    73 KB
  rows:    2,614

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
2019-01-11 00:00:00	ES	Futures	2814.43	2815.25	2813.62	2814.7	2401.0
2019-01-11 00:30:00	ES	Futures	2814.43	2814.97	2813.34	2813.62	1880.0
2019-01-11 01:00:00	ES	Futures	2813.62	2816.06	2813.34	2815.79	2034.0
2019-01-11 01:30:00	ES	Futures	2816.06	2817.42	2815.79	2817.15	2417.0
2019-01-11 02:00:00	ES	Futures	2816.88	2819.32	2816.06	2816.6	6002.0
2019-01-11 02:30:00	ES	Futures	2816.6	2817.15	2814.97	2817.15	3421.0
2019-01-11 03:00:00	ES	Futures	2817.15	2818.23	2813.89	2817.42	9563.0
2019-01-11 03:30:00	ES	Futures	2817.42	2822.04	2816.33	2820.13	8888.0
2019-01-11 04:00:00	ES	Futures	2820.13	2821.49	2819.05	2820.95	7099.0
2019-01-11 04:30:00	ES	Futures	2820.95	2821.49	2816.6	2818.23	6997.0
2019-01-11 05:00:00	ES	Futures	2818.5	2819.05	2814.7	2815.79	6882.0
2019-01-11 05:30:00	ES	Futures	2815.79	2817.96	2811.72	2815.25	10801.0
2019-01-11 06:00:00	ES	Futures	2815.25	2817.15	2812.53	2813.07	7370.0
2019-01-11 06:30:00	ES	Futures	2813.07	2815.25	2811.44	2813.34	5938.0
2019-01-11 07:00:00	ES	Futures	2813.07	2813.34	2809.81	2812.26	9086.0
2019-01-11 07:30:00	ES	Futures	2812.26	2814.43	2810.63	2810.9	5964.0
2019-01-11 08:00:00	ES	Futures	2810.63	2811.17	2806.55	2809.54	13834.0
2019-01-11 08:30:00	ES	Futures	2809.27	2811.99	2805.47	2808.73	24079.0
2019-01-11 09:00:00	ES	Futures	2808.46	2810.36	2805.2	2806.83	21836.0
2019-01-11 09:30:00	ES	Futures	2806.83	2808.73	2799.49	2804.93	141933.0
2019-01-11 10:00:00	ES	Futures	2804.93	2810.9	2801.39	2801.39	97431.0
2019-01-11 10:30:00	ES	Futures	2801.67	2812.26	2800.04	2811.99	89444.0
2019-01-11 11:00:00	ES	Futures	2811.72	2813.07	2805.47	2810.09	79925.0
2019-01-11 11:30:00	ES	Futures	2810.36	2815.52	2809.27	2814.7	58798.0
2019-01-11 12:00:00	ES	Futures	2814.97	2817.15	2812.8	2815.25	50131.0
2019-01-11 12:30:00	ES	Futures	2815.25	2820.13	2814.7	2818.5	48159.0
2019-01-11 13:00:00	ES	Futures	2818.5	2818.5	2808.73	2811.72	52325.0
2019-01-11 13:30:00	ES	Futures	2811.44	2815.79	2810.36	2813.62	34740.0
2019-01-11 14:00:00	ES	Futures	2813.62	2817.15	2811.44	2816.06	41097.0
2019-01-11 14:30:00	ES	Futures	2816.33	2817.69	2812.53	2813.07	40383.0
2019-01-11 15:00:00	ES	Futures	2813.34	2817.42	2812.53	2813.07	39338.0
2019-01-11 15:30:00	ES	Futures	2813.34	2820.95	2813.07	2820.41	114400.0
2019-01-11 16:00:00	ES	Futures	2820.41	2820.95	2818.5	2819.05	46950.0
2019-01-11 16:30:00	ES	Futures	2819.05	2820.13	2818.5	2819.59	5467.0
2019-01-11 00:00:00	NQ	Futures	7730.45	7733.67	7728.12	7731.91	1133.0
2019-01-11 00:30:00	NQ	Futures	7731.62	7733.38	7727.82	7730.45	736.0
2019-01-11 01:00:00	NQ	Futures	7731.04	7734.54	7729.58	7732.79	744.0
2019-01-11 01:30:00	NQ	Futures	7732.79	7738.63	7731.62	7738.34	931.0
2019-01-11 02:00:00	NQ	Futures	7738.05	7745.94	7733.08	7735.13	2111.0
2019-01-11 02:30:00	NQ	Futures	7735.42	7740.39	7731.91	7740.1	1219.0
2019-01-11 03:00:00	NQ	Futures	7739.22	7741.56	7726.95	7738.93	3311.0
2019-01-11 03:30:00	NQ	Futures	7738.63	7751.78	7735.71	7745.65	2792.0
2019-01-11 04:00:00	NQ	Futures	7745.94	7749.15	7742.73	7748.57	1756.0
2019-01-11 04:30:00	NQ	Futures	7747.98	7748.86	7735.13	7740.1	2318.0
2019-01-11 05:00:00	NQ	Futures	7740.39	7742.73	7731.33	7733.96	2199.0
2019-01-11 05:30:00	NQ	Futures	7734.25	7739.8	7721.1	7731.91	4098.0
2019-01-11 06:00:00	NQ	Futures	7731.91	7735.71	7722.27	7724.03	2140.0
2019-01-11 06:30:00	NQ	Futures	7724.32	7729.87	7717.89	7723.44	2024.0
2019-01-11 07:00:00	NQ	Futures	7723.73	7724.9	7712.63	7721.1	3409.0
2019-01-11 07:30:00	NQ	Futures	7721.1	7727.24	7712.63	7712.63	2268.0

> showing 50 of 2,614 rows — these rows as CSV

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