PREVIEW / futures_30min / 2019-01-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-28.parquet
  size:    88 KB
  rows:    3,364

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
2019-01-28 00:00:00	ES	Futures	2888.57	2888.85	2886.94	2887.22	1948.0
2019-01-28 00:30:00	ES	Futures	2886.94	2887.22	2881.78	2882.87	5823.0
2019-01-28 01:00:00	ES	Futures	2882.6	2883.68	2880.97	2881.78	3333.0
2019-01-28 01:30:00	ES	Futures	2881.78	2882.6	2880.15	2880.97	2322.0
2019-01-28 02:00:00	ES	Futures	2880.7	2883.41	2880.7	2882.87	2529.0
2019-01-28 02:30:00	ES	Futures	2882.6	2883.41	2881.51	2883.14	3038.0
2019-01-28 03:00:00	ES	Futures	2882.87	2883.68	2877.44	2877.44	11333.0
2019-01-28 03:30:00	ES	Futures	2877.44	2878.8	2876.35	2878.25	7993.0
2019-01-28 04:00:00	ES	Futures	2877.98	2879.88	2877.44	2878.52	5825.0
2019-01-28 04:30:00	ES	Futures	2878.52	2881.51	2878.25	2880.7	4810.0
2019-01-28 05:00:00	ES	Futures	2880.7	2882.06	2879.61	2880.7	3980.0
2019-01-28 05:30:00	ES	Futures	2880.97	2881.78	2878.25	2879.34	5979.0
2019-01-28 06:00:00	ES	Futures	2879.34	2882.06	2878.25	2881.24	4636.0
2019-01-28 06:30:00	ES	Futures	2881.24	2882.06	2879.07	2880.15	4942.0
2019-01-28 07:00:00	ES	Futures	2879.88	2883.41	2879.88	2881.78	6210.0
2019-01-28 07:30:00	ES	Futures	2881.51	2882.06	2877.17	2878.52	16900.0
2019-01-28 08:00:00	ES	Futures	2878.8	2880.15	2874.72	2876.35	10927.0
2019-01-28 08:30:00	ES	Futures	2876.35	2877.17	2874.45	2876.62	13695.0
2019-01-28 09:00:00	ES	Futures	2876.62	2876.9	2864.13	2866.3	56661.0
2019-01-28 09:30:00	ES	Futures	2866.3	2866.85	2854.63	2858.97	200693.0
2019-01-28 10:00:00	ES	Futures	2858.7	2865.49	2853.27	2864.67	126831.0
2019-01-28 10:30:00	ES	Futures	2864.4	2867.66	2858.43	2858.43	91901.0
2019-01-28 11:00:00	ES	Futures	2858.43	2864.13	2854.9	2861.96	86623.0
2019-01-28 11:30:00	ES	Futures	2862.23	2864.13	2850.55	2851.09	96450.0
2019-01-28 12:00:00	ES	Futures	2851.09	2858.97	2848.65	2857.88	73702.0
2019-01-28 12:30:00	ES	Futures	2858.16	2860.33	2855.17	2855.71	40604.0
2019-01-28 13:00:00	ES	Futures	2855.71	2863.86	2854.08	2860.33	59278.0
2019-01-28 13:30:00	ES	Futures	2860.33	2867.39	2860.33	2864.67	50449.0
2019-01-28 14:00:00	ES	Futures	2864.67	2866.3	2859.79	2861.41	42677.0
2019-01-28 14:30:00	ES	Futures	2861.14	2870.11	2861.14	2867.66	56717.0
2019-01-28 15:00:00	ES	Futures	2867.39	2870.92	2863.86	2867.66	67883.0
2019-01-28 15:30:00	ES	Futures	2867.93	2871.46	2863.04	2870.92	98688.0
2019-01-28 16:00:00	ES	Futures	2870.65	2871.46	2869.02	2870.11	47500.0
2019-01-28 16:30:00	ES	Futures	2870.38	2870.38	2867.93	2868.75	4956.0
2019-01-28 18:00:00	ES	Futures	2868.2	2869.02	2863.59	2864.4	5005.0
2019-01-28 18:30:00	ES	Futures	2864.4	2865.22	2863.04	2863.04	2304.0
2019-01-28 19:00:00	ES	Futures	2863.04	2863.86	2859.24	2860.6	7437.0
2019-01-28 19:30:00	ES	Futures	2860.6	2860.6	2856.53	2856.53	6666.0
2019-01-28 20:00:00	ES	Futures	2856.53	2859.79	2855.71	2859.24	6515.0
2019-01-28 20:30:00	ES	Futures	2859.24	2860.87	2855.44	2859.24	8154.0
2019-01-28 21:00:00	ES	Futures	2859.24	2860.06	2857.34	2858.43	4126.0
2019-01-28 21:30:00	ES	Futures	2858.16	2859.24	2856.8	2858.16	2585.0
2019-01-28 22:00:00	ES	Futures	2858.16	2860.6	2858.16	2860.33	2950.0
2019-01-28 22:30:00	ES	Futures	2860.33	2861.41	2858.7	2860.06	3623.0
2019-01-28 23:00:00	ES	Futures	2860.06	2860.87	2859.24	2860.33	1764.0
2019-01-28 23:30:00	ES	Futures	2860.6	2862.23	2860.33	2861.69	3734.0
2019-01-28 00:00:00	NQ	Futures	7918.92	7919.21	7911.9	7912.49	901.0
2019-01-28 00:30:00	NQ	Futures	7912.49	7912.78	7896.12	7899.63	2769.0
2019-01-28 01:00:00	NQ	Futures	7899.34	7904.31	7895.25	7899.05	1959.0
2019-01-28 01:30:00	NQ	Futures	7899.34	7901.97	7894.96	7898.17	1165.0

> showing 50 of 3,364 rows — these rows as CSV

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