PREVIEW / futures_30min / 2019-01-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-25.parquet
  size:    76 KB
  rows:    2,716

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
2019-01-25 00:00:00	ES	Futures	2877.98	2879.88	2876.9	2879.34	2977.0
2019-01-25 00:30:00	ES	Futures	2879.34	2879.88	2877.71	2877.71	1661.0
2019-01-25 01:00:00	ES	Futures	2877.71	2879.07	2877.17	2877.17	2191.0
2019-01-25 01:30:00	ES	Futures	2877.17	2878.25	2874.99	2876.62	2964.0
2019-01-25 02:00:00	ES	Futures	2876.9	2879.34	2875.81	2877.17	3871.0
2019-01-25 02:30:00	ES	Futures	2877.17	2878.25	2875.54	2878.25	3350.0
2019-01-25 03:00:00	ES	Futures	2877.98	2880.43	2873.09	2880.15	12533.0
2019-01-25 03:30:00	ES	Futures	2880.15	2882.06	2876.08	2880.7	10920.0
2019-01-25 04:00:00	ES	Futures	2880.7	2881.78	2877.98	2879.61	8217.0
2019-01-25 04:30:00	ES	Futures	2879.61	2880.43	2875.54	2876.08	5332.0
2019-01-25 05:00:00	ES	Futures	2876.08	2879.88	2875.54	2879.61	4600.0
2019-01-25 05:30:00	ES	Futures	2879.61	2883.68	2879.34	2882.06	9032.0
2019-01-25 06:00:00	ES	Futures	2882.33	2885.59	2881.78	2884.23	9588.0
2019-01-25 06:30:00	ES	Futures	2884.23	2885.04	2881.51	2882.33	11294.0
2019-01-25 07:00:00	ES	Futures	2882.33	2882.6	2879.34	2881.24	12009.0
2019-01-25 07:30:00	ES	Futures	2881.24	2882.33	2879.07	2882.33	8811.0
2019-01-25 08:00:00	ES	Futures	2882.33	2885.31	2881.78	2883.68	10883.0
2019-01-25 08:30:00	ES	Futures	2883.96	2891.29	2883.41	2888.57	28789.0
2019-01-25 09:00:00	ES	Futures	2888.85	2891.83	2887.76	2891.02	22995.0
2019-01-25 09:30:00	ES	Futures	2891.02	2893.46	2885.86	2892.1	141224.0
2019-01-25 10:00:00	ES	Futures	2891.83	2898.62	2891.83	2896.72	109888.0
2019-01-25 10:30:00	ES	Futures	2896.72	2902.15	2892.1	2899.71	103636.0
2019-01-25 11:00:00	ES	Futures	2899.44	2901.07	2893.19	2894.82	63461.0
2019-01-25 11:30:00	ES	Futures	2895.09	2899.44	2894.82	2898.62	55398.0
2019-01-25 12:00:00	ES	Futures	2898.62	2903.24	2895.63	2901.34	60120.0
2019-01-25 12:30:00	ES	Futures	2901.34	2902.42	2889.93	2895.09	91093.0
2019-01-25 13:00:00	ES	Futures	2895.09	2898.35	2892.65	2897.54	38310.0
2019-01-25 13:30:00	ES	Futures	2897.54	2898.35	2894.01	2897.54	36297.0
2019-01-25 14:00:00	ES	Futures	2897.54	2899.17	2889.66	2891.56	55237.0
2019-01-25 14:30:00	ES	Futures	2891.29	2896.99	2889.93	2895.09	53671.0
2019-01-25 15:00:00	ES	Futures	2895.09	2896.18	2890.2	2891.29	44123.0
2019-01-25 15:30:00	ES	Futures	2891.56	2894.55	2886.94	2893.19	176366.0
2019-01-25 16:00:00	ES	Futures	2893.19	2894.01	2889.93	2893.19	61863.0
2019-01-25 16:30:00	ES	Futures	2893.46	2896.18	2893.46	2895.63	5002.0
2019-01-25 00:00:00	NQ	Futures	7867.49	7876.26	7861.65	7873.63	2969.0
2019-01-25 00:30:00	NQ	Futures	7873.33	7873.92	7867.49	7867.78	867.0
2019-01-25 01:00:00	NQ	Futures	7867.49	7871.58	7862.23	7866.32	1013.0
2019-01-25 01:30:00	NQ	Futures	7866.32	7868.66	7859.89	7863.4	1191.0
2019-01-25 02:00:00	NQ	Futures	7863.4	7870.41	7860.77	7864.28	1870.0
2019-01-25 02:30:00	NQ	Futures	7864.28	7866.91	7857.85	7866.32	2100.0
2019-01-25 03:00:00	NQ	Futures	7866.03	7870.41	7848.79	7869.54	4740.0
2019-01-25 03:30:00	NQ	Futures	7869.54	7882.39	7856.97	7877.13	5122.0
2019-01-25 04:00:00	NQ	Futures	7876.55	7879.18	7869.83	7874.79	3812.0
2019-01-25 04:30:00	NQ	Futures	7874.5	7877.42	7861.94	7863.69	2616.0
2019-01-25 05:00:00	NQ	Futures	7863.98	7873.92	7860.48	7873.33	1980.0
2019-01-25 05:30:00	NQ	Futures	7873.04	7882.98	7872.75	7878.89	3371.0
2019-01-25 06:00:00	NQ	Futures	7878.89	7889.7	7877.72	7884.44	3156.0
2019-01-25 06:30:00	NQ	Futures	7885.02	7886.77	7875.09	7877.42	3268.0
2019-01-25 07:00:00	NQ	Futures	7877.42	7880.64	7868.95	7875.67	3512.0
2019-01-25 07:30:00	NQ	Futures	7875.09	7880.35	7868.37	7880.05	2740.0

> showing 50 of 2,716 rows — these rows as CSV

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