PREVIEW / futures_30min / 2019-01-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-17.parquet
  size:    90 KB
  rows:    3,298

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
2019-01-17 00:00:00	ES	Futures	2831.0	2831.54	2828.55	2829.91	3225.0
2019-01-17 00:30:00	ES	Futures	2829.91	2831.54	2828.55	2829.64	3787.0
2019-01-17 01:00:00	ES	Futures	2829.37	2831.0	2828.28	2829.64	2822.0
2019-01-17 01:30:00	ES	Futures	2829.37	2830.45	2825.29	2826.38	6017.0
2019-01-17 02:00:00	ES	Futures	2826.38	2829.91	2825.57	2826.38	8269.0
2019-01-17 02:30:00	ES	Futures	2826.11	2827.47	2822.58	2824.21	9309.0
2019-01-17 03:00:00	ES	Futures	2823.94	2826.11	2820.68	2823.12	13658.0
2019-01-17 03:30:00	ES	Futures	2823.12	2829.1	2822.85	2828.28	10024.0
2019-01-17 04:00:00	ES	Futures	2828.28	2830.18	2826.92	2828.55	6481.0
2019-01-17 04:30:00	ES	Futures	2828.55	2828.82	2822.85	2825.57	9985.0
2019-01-17 05:00:00	ES	Futures	2825.57	2830.45	2825.57	2829.91	6638.0
2019-01-17 05:30:00	ES	Futures	2829.91	2831.27	2827.74	2830.73	5084.0
2019-01-17 06:00:00	ES	Futures	2830.45	2831.54	2829.37	2830.45	4128.0
2019-01-17 06:30:00	ES	Futures	2830.45	2832.36	2828.01	2830.18	5580.0
2019-01-17 07:00:00	ES	Futures	2830.18	2830.73	2824.75	2826.92	12754.0
2019-01-17 07:30:00	ES	Futures	2826.65	2829.37	2826.38	2827.2	7085.0
2019-01-17 08:00:00	ES	Futures	2827.2	2829.91	2826.92	2829.1	9138.0
2019-01-17 08:30:00	ES	Futures	2829.1	2834.26	2829.1	2831.54	21839.0
2019-01-17 09:00:00	ES	Futures	2831.81	2832.63	2829.64	2831.0	13157.0
2019-01-17 09:30:00	ES	Futures	2830.73	2843.76	2830.45	2842.13	154937.0
2019-01-17 10:00:00	ES	Futures	2842.4	2844.85	2836.7	2843.22	88311.0
2019-01-17 10:30:00	ES	Futures	2843.22	2844.31	2839.15	2843.22	66082.0
2019-01-17 11:00:00	ES	Futures	2843.22	2847.84	2842.68	2847.02	69712.0
2019-01-17 11:30:00	ES	Futures	2847.02	2849.47	2845.39	2847.29	51900.0
2019-01-17 12:00:00	ES	Futures	2847.56	2849.47	2845.66	2848.11	37785.0
2019-01-17 12:30:00	ES	Futures	2848.38	2849.47	2843.76	2844.85	31731.0
2019-01-17 13:00:00	ES	Futures	2845.12	2852.45	2844.85	2851.09	42020.0
2019-01-17 13:30:00	ES	Futures	2851.37	2852.18	2847.84	2851.37	33546.0
2019-01-17 14:00:00	ES	Futures	2851.37	2851.64	2847.56	2848.65	34276.0
2019-01-17 14:30:00	ES	Futures	2848.65	2873.91	2847.29	2859.51	289886.0
2019-01-17 15:00:00	ES	Futures	2859.79	2860.87	2851.91	2860.33	128544.0
2019-01-17 15:30:00	ES	Futures	2860.33	2864.67	2856.8	2863.59	136768.0
2019-01-17 16:00:00	ES	Futures	2863.32	2866.85	2859.79	2863.32	70359.0
2019-01-17 16:30:00	ES	Futures	2861.41	2867.66	2861.41	2866.03	10762.0
2019-01-17 18:00:00	ES	Futures	2864.4	2864.95	2861.41	2861.41	5150.0
2019-01-17 18:30:00	ES	Futures	2861.41	2861.96	2860.06	2861.14	3678.0
2019-01-17 19:00:00	ES	Futures	2861.14	2869.83	2860.06	2868.75	9083.0
2019-01-17 19:30:00	ES	Futures	2869.02	2872.28	2865.76	2867.12	11137.0
2019-01-17 20:00:00	ES	Futures	2867.12	2872.28	2866.85	2871.19	7453.0
2019-01-17 20:30:00	ES	Futures	2871.19	2873.09	2869.56	2871.19	7335.0
2019-01-17 21:00:00	ES	Futures	2871.46	2873.09	2870.11	2870.92	3576.0
2019-01-17 21:30:00	ES	Futures	2871.19	2871.74	2869.56	2871.46	3899.0
2019-01-17 22:00:00	ES	Futures	2871.46	2872.28	2870.38	2871.19	2124.0
2019-01-17 22:30:00	ES	Futures	2871.19	2872.01	2870.11	2870.38	2543.0
2019-01-17 23:00:00	ES	Futures	2870.38	2870.38	2868.48	2869.29	3243.0
2019-01-17 23:30:00	ES	Futures	2869.56	2870.11	2868.48	2869.02	1073.0
2019-01-17 00:00:00	NQ	Futures	7773.41	7775.74	7766.1	7771.36	1420.0
2019-01-17 00:30:00	NQ	Futures	7771.07	7776.91	7767.27	7771.36	1313.0
2019-01-17 01:00:00	NQ	Futures	7771.65	7776.91	7762.89	7768.15	1483.0
2019-01-17 01:30:00	NQ	Futures	7767.85	7769.9	7746.23	7747.69	3038.0

> showing 50 of 3,298 rows — these rows as CSV

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