PREVIEW / futures_30min / 2019-01-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-15.parquet
  size:    90 KB
  rows:    3,332

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
2019-01-15 00:00:00	ES	Futures	2820.13	2820.68	2819.32	2820.41	2288.0
2019-01-15 00:30:00	ES	Futures	2820.41	2824.75	2819.05	2821.76	5787.0
2019-01-15 01:00:00	ES	Futures	2821.49	2823.66	2821.22	2822.58	3451.0
2019-01-15 01:30:00	ES	Futures	2822.58	2822.85	2820.41	2820.68	2094.0
2019-01-15 02:00:00	ES	Futures	2820.95	2822.31	2819.32	2819.59	3459.0
2019-01-15 02:30:00	ES	Futures	2819.86	2820.13	2816.88	2818.23	4872.0
2019-01-15 03:00:00	ES	Futures	2818.23	2821.49	2816.33	2816.6	10827.0
2019-01-15 03:30:00	ES	Futures	2816.6	2816.88	2814.16	2814.97	8174.0
2019-01-15 04:00:00	ES	Futures	2814.97	2815.25	2810.09	2812.8	13098.0
2019-01-15 04:30:00	ES	Futures	2812.8	2813.62	2808.18	2809.0	7750.0
2019-01-15 05:00:00	ES	Futures	2809.27	2812.26	2808.73	2810.09	6082.0
2019-01-15 05:30:00	ES	Futures	2810.09	2813.34	2807.91	2811.99	7121.0
2019-01-15 06:00:00	ES	Futures	2812.26	2814.43	2810.9	2812.53	7766.0
2019-01-15 06:30:00	ES	Futures	2812.26	2815.52	2804.38	2806.01	17969.0
2019-01-15 07:00:00	ES	Futures	2806.01	2809.0	2804.11	2807.1	15173.0
2019-01-15 07:30:00	ES	Futures	2807.1	2807.37	2804.38	2806.55	8774.0
2019-01-15 08:00:00	ES	Futures	2806.55	2809.54	2804.65	2805.2	11762.0
2019-01-15 08:30:00	ES	Futures	2805.2	2807.1	2803.02	2806.01	17897.0
2019-01-15 09:00:00	ES	Futures	2806.28	2809.0	2805.2	2807.91	20263.0
2019-01-15 09:30:00	ES	Futures	2807.91	2825.29	2807.37	2822.04	175297.0
2019-01-15 10:00:00	ES	Futures	2822.31	2832.08	2816.6	2820.13	217515.0
2019-01-15 10:30:00	ES	Futures	2820.41	2827.74	2817.15	2826.65	128753.0
2019-01-15 11:00:00	ES	Futures	2826.38	2829.91	2822.04	2824.48	73939.0
2019-01-15 11:30:00	ES	Futures	2824.75	2835.07	2822.85	2833.44	72810.0
2019-01-15 12:00:00	ES	Futures	2833.44	2839.42	2832.9	2836.16	72629.0
2019-01-15 12:30:00	ES	Futures	2836.43	2836.97	2830.73	2832.9	46474.0
2019-01-15 13:00:00	ES	Futures	2832.9	2833.71	2830.18	2832.63	33486.0
2019-01-15 13:30:00	ES	Futures	2832.63	2835.07	2831.54	2833.17	24903.0
2019-01-15 14:00:00	ES	Futures	2833.17	2836.97	2821.49	2822.04	63564.0
2019-01-15 14:30:00	ES	Futures	2822.04	2829.1	2817.96	2828.55	91573.0
2019-01-15 15:00:00	ES	Futures	2828.28	2834.26	2827.2	2831.54	56286.0
2019-01-15 15:30:00	ES	Futures	2831.81	2838.06	2829.64	2835.89	115154.0
2019-01-15 16:00:00	ES	Futures	2835.89	2835.89	2829.1	2829.37	65736.0
2019-01-15 16:30:00	ES	Futures	2829.91	2831.81	2828.82	2830.73	5754.0
2019-01-15 18:00:00	ES	Futures	2830.73	2836.16	2829.91	2833.71	5336.0
2019-01-15 18:30:00	ES	Futures	2833.71	2836.7	2833.17	2836.43	2706.0
2019-01-15 19:00:00	ES	Futures	2836.43	2836.7	2830.18	2831.81	6591.0
2019-01-15 19:30:00	ES	Futures	2832.08	2836.16	2831.0	2832.36	7709.0
2019-01-15 20:00:00	ES	Futures	2832.63	2834.8	2831.27	2831.54	8914.0
2019-01-15 20:30:00	ES	Futures	2831.81	2832.9	2827.2	2832.08	10759.0
2019-01-15 21:00:00	ES	Futures	2832.36	2835.34	2830.18	2834.8	4862.0
2019-01-15 21:30:00	ES	Futures	2835.07	2835.89	2833.17	2835.61	3512.0
2019-01-15 22:00:00	ES	Futures	2835.34	2837.79	2834.53	2836.7	4747.0
2019-01-15 22:30:00	ES	Futures	2836.7	2837.24	2834.53	2835.34	2845.0
2019-01-15 23:00:00	ES	Futures	2835.34	2838.06	2835.07	2837.52	2927.0
2019-01-15 23:30:00	ES	Futures	2837.79	2838.33	2836.7	2837.24	1851.0
2019-01-15 00:00:00	NQ	Futures	7705.91	7706.2	7700.65	7704.74	1420.0
2019-01-15 00:30:00	NQ	Futures	7704.45	7720.81	7701.23	7712.34	2399.0
2019-01-15 01:00:00	NQ	Futures	7711.46	7721.69	7710.0	7718.77	2133.0
2019-01-15 01:30:00	NQ	Futures	7718.47	7718.47	7711.17	7712.05	833.0

> showing 50 of 3,332 rows — these rows as CSV

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