PREVIEW / futures_30min / 2019-01-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-22.parquet
  size:    88 KB
  rows:    3,346

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
2019-01-22 00:00:00	ES	Futures	2882.33	2882.6	2880.43	2881.51	2688.0
2019-01-22 00:30:00	ES	Futures	2881.51	2881.51	2879.88	2880.97	3122.0
2019-01-22 01:00:00	ES	Futures	2880.97	2880.97	2878.8	2879.34	2587.0
2019-01-22 01:30:00	ES	Futures	2879.34	2880.43	2878.52	2880.15	1508.0
2019-01-22 02:00:00	ES	Futures	2879.88	2882.87	2878.25	2882.87	6245.0
2019-01-22 02:30:00	ES	Futures	2882.6	2883.14	2880.97	2881.24	3500.0
2019-01-22 03:00:00	ES	Futures	2881.24	2884.77	2879.88	2883.14	7742.0
2019-01-22 03:30:00	ES	Futures	2883.14	2885.59	2883.14	2884.23	5624.0
2019-01-22 04:00:00	ES	Futures	2884.23	2886.94	2884.23	2885.59	5554.0
2019-01-22 04:30:00	ES	Futures	2885.59	2887.76	2884.23	2884.77	4905.0
2019-01-22 05:00:00	ES	Futures	2885.04	2886.13	2882.87	2883.41	3170.0
2019-01-22 05:30:00	ES	Futures	2883.41	2883.96	2881.24	2881.24	4137.0
2019-01-22 06:00:00	ES	Futures	2881.51	2881.51	2877.71	2878.52	6718.0
2019-01-22 06:30:00	ES	Futures	2878.8	2881.51	2877.71	2881.24	5567.0
2019-01-22 07:00:00	ES	Futures	2881.51	2885.59	2881.24	2885.04	12082.0
2019-01-22 07:30:00	ES	Futures	2885.31	2886.4	2883.68	2883.68	9968.0
2019-01-22 08:00:00	ES	Futures	2883.68	2885.86	2883.14	2883.96	10141.0
2019-01-22 08:30:00	ES	Futures	2883.96	2884.23	2880.7	2882.6	13147.0
2019-01-22 09:00:00	ES	Futures	2882.6	2885.04	2881.51	2883.41	17921.0
2019-01-22 09:30:00	ES	Futures	2883.41	2885.86	2874.99	2878.8	178822.0
2019-01-22 10:00:00	ES	Futures	2878.8	2879.07	2869.29	2875.54	140292.0
2019-01-22 10:30:00	ES	Futures	2875.81	2879.07	2871.74	2872.01	82600.0
2019-01-22 11:00:00	ES	Futures	2872.01	2876.62	2870.11	2873.91	68407.0
2019-01-22 11:30:00	ES	Futures	2873.91	2876.35	2861.96	2862.5	101456.0
2019-01-22 12:00:00	ES	Futures	2862.5	2866.85	2860.06	2862.5	85309.0
2019-01-22 12:30:00	ES	Futures	2862.5	2865.76	2860.87	2862.77	37897.0
2019-01-22 13:00:00	ES	Futures	2862.77	2862.77	2849.74	2854.9	127195.0
2019-01-22 13:30:00	ES	Futures	2855.17	2859.79	2853.54	2858.16	64322.0
2019-01-22 14:00:00	ES	Futures	2858.16	2858.7	2850.82	2851.37	68778.0
2019-01-22 14:30:00	ES	Futures	2851.09	2853.27	2844.03	2849.19	91120.0
2019-01-22 15:00:00	ES	Futures	2849.19	2853.54	2842.4	2852.45	98816.0
2019-01-22 15:30:00	ES	Futures	2852.45	2863.59	2844.03	2863.59	248536.0
2019-01-22 16:00:00	ES	Futures	2863.59	2866.3	2857.88	2859.24	108186.0
2019-01-22 16:30:00	ES	Futures	2860.6	2861.14	2857.88	2859.79	8098.0
2019-01-22 18:00:00	ES	Futures	2857.88	2859.51	2854.35	2855.44	6649.0
2019-01-22 18:30:00	ES	Futures	2855.44	2860.06	2854.35	2857.88	4982.0
2019-01-22 19:00:00	ES	Futures	2857.88	2861.96	2856.8	2860.87	6664.0
2019-01-22 19:30:00	ES	Futures	2860.87	2862.23	2858.7	2859.51	2918.0
2019-01-22 20:00:00	ES	Futures	2859.79	2863.04	2857.88	2861.41	3570.0
2019-01-22 20:30:00	ES	Futures	2861.41	2870.11	2861.41	2869.02	10506.0
2019-01-22 21:00:00	ES	Futures	2869.02	2869.29	2865.49	2867.12	5411.0
2019-01-22 21:30:00	ES	Futures	2867.12	2867.93	2866.03	2866.58	2828.0
2019-01-22 22:00:00	ES	Futures	2866.3	2868.2	2866.03	2866.85	2947.0
2019-01-22 22:30:00	ES	Futures	2866.85	2867.12	2865.22	2865.76	3526.0
2019-01-22 23:00:00	ES	Futures	2865.76	2866.03	2863.86	2864.13	3189.0
2019-01-22 23:30:00	ES	Futures	2864.4	2865.49	2862.77	2865.22	2752.0
2019-01-22 00:00:00	NQ	Futures	7870.41	7870.7	7861.94	7868.95	2618.0
2019-01-22 00:30:00	NQ	Futures	7868.66	7868.95	7857.26	7864.28	1580.0
2019-01-22 01:00:00	NQ	Futures	7864.28	7864.86	7855.51	7860.19	1489.0
2019-01-22 01:30:00	NQ	Futures	7860.19	7861.35	7856.09	7860.19	1145.0

> showing 50 of 3,346 rows — these rows as CSV

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