PREVIEW / futures_30min / 2019-01-14

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-14.parquet
  size:    88 KB
  rows:    3,321

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
2019-01-14 00:00:00	ES	Futures	2797.86	2799.77	2797.59	2798.41	1789.0
2019-01-14 00:30:00	ES	Futures	2798.14	2798.14	2795.42	2796.23	2814.0
2019-01-14 01:00:00	ES	Futures	2796.51	2797.86	2793.79	2794.06	2664.0
2019-01-14 01:30:00	ES	Futures	2794.33	2795.96	2793.79	2795.69	1584.0
2019-01-14 02:00:00	ES	Futures	2795.69	2797.59	2795.15	2796.51	5844.0
2019-01-14 02:30:00	ES	Futures	2796.23	2797.59	2794.06	2794.61	6871.0
2019-01-14 03:00:00	ES	Futures	2794.61	2798.68	2792.7	2797.86	8820.0
2019-01-14 03:30:00	ES	Futures	2797.86	2800.85	2796.51	2797.05	7451.0
2019-01-14 04:00:00	ES	Futures	2797.32	2800.58	2796.51	2799.22	6562.0
2019-01-14 04:30:00	ES	Futures	2799.49	2799.49	2794.61	2795.15	6091.0
2019-01-14 05:00:00	ES	Futures	2794.88	2795.69	2788.9	2793.25	16625.0
2019-01-14 05:30:00	ES	Futures	2793.25	2793.25	2790.26	2792.16	5735.0
2019-01-14 06:00:00	ES	Futures	2792.16	2793.52	2790.26	2792.7	8409.0
2019-01-14 06:30:00	ES	Futures	2792.43	2795.96	2792.16	2795.96	8876.0
2019-01-14 07:00:00	ES	Futures	2795.96	2797.32	2794.06	2797.32	8142.0
2019-01-14 07:30:00	ES	Futures	2797.32	2799.77	2795.15	2795.15	12756.0
2019-01-14 08:00:00	ES	Futures	2795.42	2798.14	2794.61	2795.15	12609.0
2019-01-14 08:30:00	ES	Futures	2795.15	2800.04	2794.61	2798.41	19358.0
2019-01-14 09:00:00	ES	Futures	2798.41	2798.41	2796.51	2797.59	14360.0
2019-01-14 09:30:00	ES	Futures	2797.86	2804.93	2792.7	2800.85	148996.0
2019-01-14 10:00:00	ES	Futures	2801.12	2808.46	2799.22	2804.93	103012.0
2019-01-14 10:30:00	ES	Futures	2804.93	2811.44	2803.57	2808.46	96229.0
2019-01-14 11:00:00	ES	Futures	2808.46	2810.09	2800.85	2803.57	71580.0
2019-01-14 11:30:00	ES	Futures	2803.57	2809.54	2802.21	2805.74	60988.0
2019-01-14 12:00:00	ES	Futures	2805.74	2811.72	2803.84	2810.09	45120.0
2019-01-14 12:30:00	ES	Futures	2809.81	2810.63	2807.64	2808.46	31223.0
2019-01-14 13:00:00	ES	Futures	2808.18	2812.53	2806.55	2810.36	37741.0
2019-01-14 13:30:00	ES	Futures	2810.36	2813.34	2809.27	2809.81	27412.0
2019-01-14 14:00:00	ES	Futures	2809.81	2811.17	2804.38	2806.01	43693.0
2019-01-14 14:30:00	ES	Futures	2805.74	2812.53	2805.74	2811.72	34254.0
2019-01-14 15:00:00	ES	Futures	2811.72	2813.07	2808.46	2809.0	43208.0
2019-01-14 15:30:00	ES	Futures	2809.0	2811.17	2802.75	2804.11	114675.0
2019-01-14 16:00:00	ES	Futures	2804.11	2804.93	2799.49	2803.57	79317.0
2019-01-14 16:30:00	ES	Futures	2804.11	2805.74	2803.3	2804.38	4826.0
2019-01-14 18:00:00	ES	Futures	2804.38	2806.28	2802.75	2803.02	3845.0
2019-01-14 18:30:00	ES	Futures	2803.3	2806.55	2803.02	2806.01	2095.0
2019-01-14 19:00:00	ES	Futures	2806.28	2811.99	2806.01	2811.17	7114.0
2019-01-14 19:30:00	ES	Futures	2811.17	2812.53	2810.09	2810.9	5158.0
2019-01-14 20:00:00	ES	Futures	2810.9	2819.32	2810.36	2816.6	13350.0
2019-01-14 20:30:00	ES	Futures	2816.88	2820.68	2815.79	2817.69	7884.0
2019-01-14 21:00:00	ES	Futures	2817.42	2821.76	2817.42	2819.32	7427.0
2019-01-14 21:30:00	ES	Futures	2819.32	2820.68	2817.42	2818.5	4563.0
2019-01-14 22:00:00	ES	Futures	2818.23	2822.31	2818.23	2820.13	7418.0
2019-01-14 22:30:00	ES	Futures	2820.41	2821.49	2818.5	2820.41	5293.0
2019-01-14 23:00:00	ES	Futures	2820.68	2821.76	2819.86	2820.41	2581.0
2019-01-14 23:30:00	ES	Futures	2820.68	2821.22	2820.13	2820.13	1648.0
2019-01-14 00:00:00	NQ	Futures	7655.94	7660.91	7654.48	7657.41	837.0
2019-01-14 00:30:00	NQ	Futures	7657.11	7657.11	7646.01	7648.93	1351.0
2019-01-14 01:00:00	NQ	Futures	7648.06	7653.9	7636.37	7639.29	1996.0
2019-01-14 01:30:00	NQ	Futures	7639.29	7647.18	7638.12	7645.72	994.0

> showing 50 of 3,321 rows — these rows as CSV

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