PREVIEW / futures_30min / 2019-01-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-18.parquet
  size:    76 KB
  rows:    2,692

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
2019-01-18 00:00:00	ES	Futures	2869.29	2869.83	2868.75	2869.02	1451.0
2019-01-18 00:30:00	ES	Futures	2869.02	2870.11	2868.2	2869.56	2052.0
2019-01-18 01:00:00	ES	Futures	2869.83	2870.92	2869.29	2869.83	2028.0
2019-01-18 01:30:00	ES	Futures	2869.56	2870.92	2869.29	2870.11	1676.0
2019-01-18 02:00:00	ES	Futures	2870.38	2870.92	2867.66	2868.75	4318.0
2019-01-18 02:30:00	ES	Futures	2868.75	2870.11	2866.58	2868.2	5487.0
2019-01-18 03:00:00	ES	Futures	2867.93	2872.01	2866.85	2870.92	11030.0
2019-01-18 03:30:00	ES	Futures	2870.92	2871.46	2867.93	2869.83	6796.0
2019-01-18 04:00:00	ES	Futures	2869.83	2872.82	2869.02	2872.01	6017.0
2019-01-18 04:30:00	ES	Futures	2871.74	2873.09	2870.38	2871.74	6480.0
2019-01-18 05:00:00	ES	Futures	2871.46	2872.82	2867.93	2869.56	6893.0
2019-01-18 05:30:00	ES	Futures	2869.56	2870.92	2867.12	2869.83	9981.0
2019-01-18 06:00:00	ES	Futures	2869.83	2872.55	2869.02	2872.01	7103.0
2019-01-18 06:30:00	ES	Futures	2872.01	2877.17	2872.01	2876.08	13301.0
2019-01-18 07:00:00	ES	Futures	2876.35	2877.98	2874.18	2875.27	16359.0
2019-01-18 07:30:00	ES	Futures	2875.27	2876.62	2874.18	2875.81	12417.0
2019-01-18 08:00:00	ES	Futures	2876.08	2876.35	2873.91	2874.72	11882.0
2019-01-18 08:30:00	ES	Futures	2874.99	2878.52	2873.36	2877.71	21406.0
2019-01-18 09:00:00	ES	Futures	2877.44	2887.22	2876.08	2885.04	69118.0
2019-01-18 09:30:00	ES	Futures	2885.31	2887.22	2876.62	2880.43	207991.0
2019-01-18 10:00:00	ES	Futures	2880.15	2890.75	2875.54	2882.87	175774.0
2019-01-18 10:30:00	ES	Futures	2882.87	2893.73	2882.33	2892.38	124901.0
2019-01-18 11:00:00	ES	Futures	2892.38	2900.25	2891.29	2898.89	104832.0
2019-01-18 11:30:00	ES	Futures	2898.89	2901.88	2896.18	2901.88	80959.0
2019-01-18 12:00:00	ES	Futures	2902.15	2907.04	2898.62	2905.14	116561.0
2019-01-18 12:30:00	ES	Futures	2905.41	2907.58	2901.07	2904.33	72066.0
2019-01-18 13:00:00	ES	Futures	2904.6	2906.5	2898.08	2899.17	57972.0
2019-01-18 13:30:00	ES	Futures	2899.44	2902.15	2896.18	2901.88	54335.0
2019-01-18 14:00:00	ES	Futures	2901.61	2902.15	2895.09	2896.18	54259.0
2019-01-18 14:30:00	ES	Futures	2896.45	2898.62	2891.83	2897.26	57118.0
2019-01-18 15:00:00	ES	Futures	2896.99	2898.89	2893.73	2896.45	59697.0
2019-01-18 15:30:00	ES	Futures	2896.45	2902.97	2893.46	2901.07	154649.0
2019-01-18 16:00:00	ES	Futures	2901.07	2903.24	2899.44	2902.15	72517.0
2019-01-18 16:30:00	ES	Futures	2902.15	2908.94	2901.61	2908.13	10911.0
2019-01-18 00:00:00	NQ	Futures	7871.0	7875.67	7869.83	7872.46	874.0
2019-01-18 00:30:00	NQ	Futures	7871.87	7876.84	7870.7	7876.26	874.0
2019-01-18 01:00:00	NQ	Futures	7876.55	7879.76	7872.75	7873.92	1098.0
2019-01-18 01:30:00	NQ	Futures	7873.92	7879.18	7870.7	7877.13	1104.0
2019-01-18 02:00:00	NQ	Futures	7877.42	7878.59	7867.2	7871.0	1860.0
2019-01-18 02:30:00	NQ	Futures	7871.0	7875.96	7863.69	7869.24	1978.0
2019-01-18 03:00:00	NQ	Futures	7868.95	7879.47	7864.28	7875.67	3502.0
2019-01-18 03:30:00	NQ	Futures	7875.96	7877.13	7866.32	7873.04	2249.0
2019-01-18 04:00:00	NQ	Futures	7873.04	7886.48	7871.58	7883.85	2262.0
2019-01-18 04:30:00	NQ	Futures	7883.85	7891.16	7880.93	7885.61	2000.0
2019-01-18 05:00:00	NQ	Futures	7885.31	7889.11	7871.58	7875.38	2530.0
2019-01-18 05:30:00	NQ	Futures	7875.09	7876.84	7867.78	7874.5	2870.0
2019-01-18 06:00:00	NQ	Futures	7874.5	7880.93	7870.41	7877.72	3068.0
2019-01-18 06:30:00	NQ	Futures	7877.13	7894.08	7877.13	7890.87	3916.0
2019-01-18 07:00:00	NQ	Futures	7890.87	7898.17	7884.73	7888.82	4087.0
2019-01-18 07:30:00	NQ	Futures	7889.11	7895.54	7886.77	7892.33	2507.0

> showing 50 of 2,692 rows — these rows as CSV

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