PREVIEW / futures_30min / 2019-01-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-23.parquet
  size:    88 KB
  rows:    3,326

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
2019-01-23 00:00:00	ES	Futures	2865.49	2865.49	2863.32	2864.13	1928.0
2019-01-23 00:30:00	ES	Futures	2864.4	2864.4	2862.5	2863.04	2916.0
2019-01-23 01:00:00	ES	Futures	2863.32	2865.49	2863.04	2865.22	1720.0
2019-01-23 01:30:00	ES	Futures	2865.22	2865.76	2863.86	2863.86	1486.0
2019-01-23 02:00:00	ES	Futures	2863.86	2864.4	2858.7	2859.51	6262.0
2019-01-23 02:30:00	ES	Futures	2859.51	2861.69	2858.43	2858.7	4864.0
2019-01-23 03:00:00	ES	Futures	2858.97	2860.33	2854.35	2857.07	13953.0
2019-01-23 03:30:00	ES	Futures	2856.8	2860.33	2855.71	2858.7	7713.0
2019-01-23 04:00:00	ES	Futures	2858.7	2863.86	2858.43	2863.32	7250.0
2019-01-23 04:30:00	ES	Futures	2863.32	2867.12	2862.23	2866.58	7362.0
2019-01-23 05:00:00	ES	Futures	2866.85	2868.48	2865.49	2867.12	6879.0
2019-01-23 05:30:00	ES	Futures	2867.12	2869.56	2865.76	2866.58	7324.0
2019-01-23 06:00:00	ES	Futures	2866.58	2867.66	2864.4	2865.76	5637.0
2019-01-23 06:30:00	ES	Futures	2865.49	2870.11	2865.22	2868.75	7814.0
2019-01-23 07:00:00	ES	Futures	2869.02	2875.54	2867.93	2875.27	20361.0
2019-01-23 07:30:00	ES	Futures	2875.27	2876.35	2872.55	2873.64	14143.0
2019-01-23 08:00:00	ES	Futures	2873.64	2875.81	2870.92	2871.46	12899.0
2019-01-23 08:30:00	ES	Futures	2871.19	2872.82	2868.75	2872.01	13610.0
2019-01-23 09:00:00	ES	Futures	2872.28	2875.54	2871.19	2874.45	20304.0
2019-01-23 09:30:00	ES	Futures	2874.72	2881.78	2873.36	2879.34	151041.0
2019-01-23 10:00:00	ES	Futures	2879.61	2882.87	2868.48	2869.56	107622.0
2019-01-23 10:30:00	ES	Futures	2869.56	2871.19	2859.79	2861.96	123584.0
2019-01-23 11:00:00	ES	Futures	2861.96	2866.58	2852.72	2857.34	114158.0
2019-01-23 11:30:00	ES	Futures	2857.34	2859.51	2841.86	2844.85	116962.0
2019-01-23 12:00:00	ES	Futures	2844.85	2848.38	2838.06	2846.75	107842.0
2019-01-23 12:30:00	ES	Futures	2846.75	2854.9	2845.66	2853.81	66010.0
2019-01-23 13:00:00	ES	Futures	2853.81	2857.34	2847.29	2853.27	70967.0
2019-01-23 13:30:00	ES	Futures	2853.54	2859.24	2853.27	2857.34	70682.0
2019-01-23 14:00:00	ES	Futures	2857.34	2863.04	2855.17	2860.6	70388.0
2019-01-23 14:30:00	ES	Futures	2860.87	2861.14	2851.64	2855.71	84520.0
2019-01-23 15:00:00	ES	Futures	2855.71	2867.39	2855.44	2866.03	88752.0
2019-01-23 15:30:00	ES	Futures	2866.03	2867.93	2861.41	2867.12	101121.0
2019-01-23 16:00:00	ES	Futures	2867.12	2868.2	2863.32	2866.03	48151.0
2019-01-23 16:30:00	ES	Futures	2865.49	2867.66	2864.95	2865.49	5781.0
2019-01-23 18:00:00	ES	Futures	2862.5	2866.3	2862.5	2864.13	4876.0
2019-01-23 18:30:00	ES	Futures	2864.13	2864.95	2859.24	2860.6	3823.0
2019-01-23 19:00:00	ES	Futures	2860.6	2863.86	2858.16	2861.41	6339.0
2019-01-23 19:30:00	ES	Futures	2861.41	2865.76	2861.41	2863.86	3508.0
2019-01-23 20:00:00	ES	Futures	2863.59	2873.09	2863.59	2868.75	9666.0
2019-01-23 20:30:00	ES	Futures	2869.02	2870.65	2861.96	2863.32	7212.0
2019-01-23 21:00:00	ES	Futures	2863.32	2863.59	2860.33	2863.32	6189.0
2019-01-23 21:30:00	ES	Futures	2863.32	2865.49	2858.7	2864.95	5977.0
2019-01-23 22:00:00	ES	Futures	2864.67	2867.39	2864.13	2864.4	3543.0
2019-01-23 22:30:00	ES	Futures	2864.4	2865.76	2863.59	2864.13	2093.0
2019-01-23 23:00:00	ES	Futures	2864.4	2865.76	2861.96	2864.95	2522.0
2019-01-23 23:30:00	ES	Futures	2864.67	2865.49	2864.13	2864.95	1200.0
2019-01-23 00:00:00	NQ	Futures	7801.16	7801.16	7792.98	7794.44	1003.0
2019-01-23 00:30:00	NQ	Futures	7794.73	7796.2	7787.72	7790.94	1313.0
2019-01-23 01:00:00	NQ	Futures	7791.23	7798.53	7790.35	7797.95	740.0
2019-01-23 01:30:00	NQ	Futures	7797.66	7799.12	7790.94	7791.81	792.0

> showing 50 of 3,326 rows — these rows as CSV

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