PREVIEW / futures_30min / 2019-01-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-24.parquet
  size:    90 KB
  rows:    3,347

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
2019-01-24 00:00:00	ES	Futures	2864.95	2866.58	2864.13	2865.49	2927.0
2019-01-24 00:30:00	ES	Futures	2865.49	2867.12	2863.59	2866.85	2500.0
2019-01-24 01:00:00	ES	Futures	2866.58	2866.85	2864.95	2866.03	1451.0
2019-01-24 01:30:00	ES	Futures	2866.03	2866.3	2864.13	2864.4	1210.0
2019-01-24 02:00:00	ES	Futures	2864.4	2865.22	2861.96	2863.86	4009.0
2019-01-24 02:30:00	ES	Futures	2863.59	2866.3	2863.32	2864.95	4374.0
2019-01-24 03:00:00	ES	Futures	2864.67	2865.49	2860.06	2861.41	10391.0
2019-01-24 03:30:00	ES	Futures	2861.14	2868.75	2860.06	2867.39	7885.0
2019-01-24 04:00:00	ES	Futures	2867.39	2871.19	2865.49	2869.56	8385.0
2019-01-24 04:30:00	ES	Futures	2869.56	2872.55	2869.29	2872.01	5983.0
2019-01-24 05:00:00	ES	Futures	2871.74	2872.55	2869.29	2871.46	5759.0
2019-01-24 05:30:00	ES	Futures	2871.19	2871.74	2868.2	2869.56	8272.0
2019-01-24 06:00:00	ES	Futures	2869.56	2873.91	2868.48	2869.29	12991.0
2019-01-24 06:30:00	ES	Futures	2869.29	2870.65	2867.93	2869.02	3726.0
2019-01-24 07:00:00	ES	Futures	2869.02	2873.36	2869.02	2872.01	6560.0
2019-01-24 07:30:00	ES	Futures	2872.28	2872.28	2868.75	2869.56	6248.0
2019-01-24 08:00:00	ES	Futures	2869.56	2873.09	2869.02	2871.74	10095.0
2019-01-24 08:30:00	ES	Futures	2871.74	2873.36	2860.6	2862.5	66195.0
2019-01-24 09:00:00	ES	Futures	2862.5	2869.02	2862.23	2865.22	24646.0
2019-01-24 09:30:00	ES	Futures	2865.22	2869.02	2857.07	2862.23	157782.0
2019-01-24 10:00:00	ES	Futures	2861.96	2876.08	2859.24	2874.72	111204.0
2019-01-24 10:30:00	ES	Futures	2874.72	2875.54	2864.4	2867.66	77109.0
2019-01-24 11:00:00	ES	Futures	2867.39	2869.56	2859.51	2864.67	78601.0
2019-01-24 11:30:00	ES	Futures	2864.4	2873.64	2861.41	2871.74	85547.0
2019-01-24 12:00:00	ES	Futures	2871.74	2872.01	2865.49	2865.76	39795.0
2019-01-24 12:30:00	ES	Futures	2865.76	2867.66	2858.7	2861.14	40521.0
2019-01-24 13:00:00	ES	Futures	2861.14	2862.23	2852.72	2855.98	60824.0
2019-01-24 13:30:00	ES	Futures	2855.98	2861.14	2853.81	2860.06	52928.0
2019-01-24 14:00:00	ES	Futures	2860.06	2863.32	2856.8	2861.69	49312.0
2019-01-24 14:30:00	ES	Futures	2861.96	2866.03	2859.51	2864.4	49846.0
2019-01-24 15:00:00	ES	Futures	2864.13	2870.38	2863.04	2867.39	44226.0
2019-01-24 15:30:00	ES	Futures	2867.39	2870.92	2864.67	2869.56	84529.0
2019-01-24 16:00:00	ES	Futures	2869.56	2869.83	2860.87	2861.69	55251.0
2019-01-24 16:30:00	ES	Futures	2862.23	2865.22	2861.69	2864.67	6373.0
2019-01-24 18:00:00	ES	Futures	2863.86	2864.95	2861.96	2862.77	2599.0
2019-01-24 18:30:00	ES	Futures	2862.77	2866.03	2862.23	2866.03	3046.0
2019-01-24 19:00:00	ES	Futures	2866.03	2869.29	2864.95	2866.3	6244.0
2019-01-24 19:30:00	ES	Futures	2866.3	2867.66	2865.76	2867.39	3088.0
2019-01-24 20:00:00	ES	Futures	2867.39	2867.66	2863.59	2864.4	4222.0
2019-01-24 20:30:00	ES	Futures	2864.4	2870.38	2863.59	2867.12	7330.0
2019-01-24 21:00:00	ES	Futures	2866.85	2872.28	2866.85	2871.19	5811.0
2019-01-24 21:30:00	ES	Futures	2871.19	2872.82	2870.38	2870.92	3824.0
2019-01-24 22:00:00	ES	Futures	2870.92	2874.18	2870.38	2872.82	3865.0
2019-01-24 22:30:00	ES	Futures	2872.82	2880.7	2872.55	2878.8	12535.0
2019-01-24 23:00:00	ES	Futures	2879.07	2880.15	2877.98	2879.34	3204.0
2019-01-24 23:30:00	ES	Futures	2879.34	2879.88	2876.62	2877.98	2748.0
2019-01-24 00:00:00	NQ	Futures	7798.53	7804.08	7797.36	7800.58	1219.0
2019-01-24 00:30:00	NQ	Futures	7800.29	7808.76	7793.57	7807.59	1773.0
2019-01-24 01:00:00	NQ	Futures	7807.3	7807.88	7802.33	7805.84	888.0
2019-01-24 01:30:00	NQ	Futures	7805.55	7806.42	7798.24	7799.7	806.0

> showing 50 of 3,347 rows — these rows as CSV

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