PREVIEW / futures_30min / 2019-01-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-16.parquet
  size:    89 KB
  rows:    3,342

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
2019-01-16 00:00:00	ES	Futures	2837.24	2838.6	2836.7	2838.33	2517.0
2019-01-16 00:30:00	ES	Futures	2838.06	2839.15	2835.61	2838.33	3884.0
2019-01-16 01:00:00	ES	Futures	2838.33	2838.6	2836.43	2838.06	2025.0
2019-01-16 01:30:00	ES	Futures	2838.06	2838.33	2836.16	2837.79	2032.0
2019-01-16 02:00:00	ES	Futures	2837.52	2842.95	2837.52	2839.96	8948.0
2019-01-16 02:30:00	ES	Futures	2839.96	2841.59	2838.33	2840.23	4125.0
2019-01-16 03:00:00	ES	Futures	2839.96	2841.59	2837.52	2840.23	8418.0
2019-01-16 03:30:00	ES	Futures	2840.23	2841.32	2838.33	2839.69	5900.0
2019-01-16 04:00:00	ES	Futures	2839.96	2841.05	2835.34	2836.97	7285.0
2019-01-16 04:30:00	ES	Futures	2836.97	2837.79	2834.8	2836.97	5552.0
2019-01-16 05:00:00	ES	Futures	2836.7	2839.69	2835.61	2837.79	4754.0
2019-01-16 05:30:00	ES	Futures	2837.52	2837.79	2834.53	2835.07	5228.0
2019-01-16 06:00:00	ES	Futures	2835.07	2835.34	2832.63	2834.53	6885.0
2019-01-16 06:30:00	ES	Futures	2834.26	2835.61	2832.9	2835.61	5550.0
2019-01-16 07:00:00	ES	Futures	2835.89	2836.43	2832.08	2833.98	9148.0
2019-01-16 07:30:00	ES	Futures	2833.98	2838.6	2833.71	2837.24	14517.0
2019-01-16 08:00:00	ES	Futures	2837.24	2838.87	2835.89	2836.43	7995.0
2019-01-16 08:30:00	ES	Futures	2836.16	2839.42	2835.89	2838.33	9202.0
2019-01-16 09:00:00	ES	Futures	2838.33	2842.13	2838.06	2840.23	23573.0
2019-01-16 09:30:00	ES	Futures	2840.5	2850.55	2838.33	2847.29	172909.0
2019-01-16 10:00:00	ES	Futures	2847.02	2850.55	2846.21	2846.75	90085.0
2019-01-16 10:30:00	ES	Futures	2846.75	2847.84	2838.06	2844.85	92261.0
2019-01-16 11:00:00	ES	Futures	2844.85	2848.11	2838.87	2847.56	86031.0
2019-01-16 11:30:00	ES	Futures	2847.56	2849.47	2840.5	2842.68	68494.0
2019-01-16 12:00:00	ES	Futures	2842.95	2846.21	2839.69	2845.66	68811.0
2019-01-16 12:30:00	ES	Futures	2845.66	2847.84	2841.86	2846.48	38201.0
2019-01-16 13:00:00	ES	Futures	2846.75	2847.02	2843.49	2845.93	28082.0
2019-01-16 13:30:00	ES	Futures	2845.66	2848.38	2845.12	2847.02	29995.0
2019-01-16 14:00:00	ES	Futures	2847.02	2851.09	2847.02	2850.28	41688.0
2019-01-16 14:30:00	ES	Futures	2850.01	2853.0	2847.02	2847.84	62999.0
2019-01-16 15:00:00	ES	Futures	2848.11	2851.91	2847.29	2850.82	42746.0
2019-01-16 15:30:00	ES	Futures	2850.82	2850.82	2841.05	2842.4	182643.0
2019-01-16 16:00:00	ES	Futures	2842.13	2842.95	2838.06	2839.15	58411.0
2019-01-16 16:30:00	ES	Futures	2839.42	2841.59	2839.15	2840.77	5690.0
2019-01-16 18:00:00	ES	Futures	2840.23	2841.05	2838.06	2839.96	4845.0
2019-01-16 18:30:00	ES	Futures	2840.23	2841.86	2836.97	2837.24	4425.0
2019-01-16 19:00:00	ES	Futures	2836.97	2838.33	2834.26	2836.43	7330.0
2019-01-16 19:30:00	ES	Futures	2836.7	2838.06	2834.26	2836.97	3795.0
2019-01-16 20:00:00	ES	Futures	2836.97	2839.96	2835.89	2836.16	7162.0
2019-01-16 20:30:00	ES	Futures	2836.16	2836.16	2829.1	2830.73	14319.0
2019-01-16 21:00:00	ES	Futures	2831.0	2832.36	2828.01	2832.08	10012.0
2019-01-16 21:30:00	ES	Futures	2832.08	2833.98	2830.18	2833.44	7427.0
2019-01-16 22:00:00	ES	Futures	2833.44	2834.26	2831.27	2832.63	6413.0
2019-01-16 22:30:00	ES	Futures	2832.9	2833.17	2830.73	2832.9	2282.0
2019-01-16 23:00:00	ES	Futures	2832.9	2833.44	2831.0	2831.27	3070.0
2019-01-16 23:30:00	ES	Futures	2831.0	2832.36	2831.0	2831.0	1417.0
2019-01-16 00:00:00	NQ	Futures	7816.06	7820.16	7814.02	7816.36	1172.0
2019-01-16 00:30:00	NQ	Futures	7816.94	7820.45	7806.71	7817.53	1948.0
2019-01-16 01:00:00	NQ	Futures	7817.53	7818.69	7811.68	7816.36	944.0
2019-01-16 01:30:00	NQ	Futures	7816.06	7816.06	7807.59	7811.39	1210.0

> showing 50 of 3,342 rows — these rows as CSV

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