PREVIEW / futures_30min / 2019-01-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-21.parquet
  size:    63 KB
  rows:    2,491

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
2019-01-21 00:00:00	ES	Futures	2896.45	2897.26	2893.19	2893.46	2981.0
2019-01-21 00:30:00	ES	Futures	2893.46	2894.82	2892.38	2894.82	2236.0
2019-01-21 01:00:00	ES	Futures	2894.55	2895.63	2894.01	2894.82	1437.0
2019-01-21 01:30:00	ES	Futures	2894.82	2895.63	2894.55	2895.36	817.0
2019-01-21 02:00:00	ES	Futures	2895.09	2895.91	2894.01	2894.55	2962.0
2019-01-21 02:30:00	ES	Futures	2894.82	2895.09	2893.73	2894.82	2508.0
2019-01-21 03:00:00	ES	Futures	2894.82	2895.63	2892.1	2893.46	6183.0
2019-01-21 03:30:00	ES	Futures	2893.46	2893.73	2891.02	2891.29	3745.0
2019-01-21 04:00:00	ES	Futures	2891.29	2891.83	2887.22	2889.12	6455.0
2019-01-21 04:30:00	ES	Futures	2889.12	2889.66	2887.49	2888.03	2992.0
2019-01-21 05:00:00	ES	Futures	2888.3	2890.75	2886.67	2889.66	3894.0
2019-01-21 05:30:00	ES	Futures	2889.39	2892.38	2888.85	2891.29	3579.0
2019-01-21 06:00:00	ES	Futures	2891.29	2891.29	2889.93	2889.93	2078.0
2019-01-21 06:30:00	ES	Futures	2889.93	2891.56	2888.03	2891.29	3379.0
2019-01-21 07:00:00	ES	Futures	2891.29	2894.01	2891.29	2892.65	3535.0
2019-01-21 07:30:00	ES	Futures	2892.92	2893.73	2890.75	2892.38	4020.0
2019-01-21 08:00:00	ES	Futures	2892.38	2892.92	2891.29	2892.38	3767.0
2019-01-21 08:30:00	ES	Futures	2892.1	2894.01	2891.02	2893.46	3917.0
2019-01-21 09:00:00	ES	Futures	2893.46	2893.73	2891.56	2892.38	2823.0
2019-01-21 09:30:00	ES	Futures	2892.65	2892.92	2885.04	2888.3	19421.0
2019-01-21 10:00:00	ES	Futures	2888.3	2890.75	2888.03	2890.47	6208.0
2019-01-21 10:30:00	ES	Futures	2890.47	2890.75	2888.03	2888.85	7011.0
2019-01-21 11:00:00	ES	Futures	2889.12	2890.75	2889.12	2890.2	6313.0
2019-01-21 11:30:00	ES	Futures	2890.2	2892.65	2889.93	2892.38	5372.0
2019-01-21 12:00:00	ES	Futures	2892.65	2892.92	2891.56	2892.38	2996.0
2019-01-21 12:30:00	ES	Futures	2892.38	2894.82	2892.38	2893.19	3952.0
2019-01-21 18:00:00	ES	Futures	2888.3	2893.73	2888.3	2891.56	5349.0
2019-01-21 18:30:00	ES	Futures	2891.83	2894.01	2891.83	2893.19	2057.0
2019-01-21 19:00:00	ES	Futures	2893.19	2896.45	2889.93	2890.2	4762.0
2019-01-21 19:30:00	ES	Futures	2890.2	2890.47	2886.13	2887.22	5022.0
2019-01-21 20:00:00	ES	Futures	2887.22	2890.75	2886.67	2889.12	3839.0
2019-01-21 20:30:00	ES	Futures	2889.12	2889.93	2885.04	2885.59	4323.0
2019-01-21 21:00:00	ES	Futures	2885.86	2887.22	2885.31	2886.13	3042.0
2019-01-21 21:30:00	ES	Futures	2886.13	2886.67	2882.6	2884.23	6301.0
2019-01-21 22:00:00	ES	Futures	2884.23	2885.31	2883.68	2884.23	2471.0
2019-01-21 22:30:00	ES	Futures	2883.96	2883.96	2880.43	2881.51	4620.0
2019-01-21 23:00:00	ES	Futures	2881.51	2882.6	2880.97	2881.78	2465.0
2019-01-21 23:30:00	ES	Futures	2881.78	2883.41	2881.51	2882.6	1722.0
2019-01-21 00:00:00	NQ	Futures	7916.87	7919.21	7906.94	7908.98	1201.0
2019-01-21 00:30:00	NQ	Futures	7908.69	7911.03	7903.72	7910.44	971.0
2019-01-21 01:00:00	NQ	Futures	7910.15	7913.07	7907.23	7910.15	610.0
2019-01-21 01:30:00	NQ	Futures	7910.15	7913.95	7908.69	7913.07	551.0
2019-01-21 02:00:00	NQ	Futures	7913.36	7915.41	7906.64	7912.19	1374.0
2019-01-21 02:30:00	NQ	Futures	7911.9	7913.66	7907.23	7911.9	917.0
2019-01-21 03:00:00	NQ	Futures	7912.49	7914.24	7903.14	7909.27	2056.0
2019-01-21 03:30:00	NQ	Futures	7908.98	7909.27	7898.46	7900.51	1937.0
2019-01-21 04:00:00	NQ	Futures	7900.51	7901.09	7885.31	7894.08	2943.0
2019-01-21 04:30:00	NQ	Futures	7893.49	7895.25	7889.99	7891.45	1053.0
2019-01-21 05:00:00	NQ	Futures	7892.62	7902.55	7888.53	7898.46	1455.0
2019-01-21 05:30:00	NQ	Futures	7898.46	7906.64	7896.42	7903.14	1296.0

> showing 50 of 2,491 rows — these rows as CSV

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