PREVIEW / futures_30min / 2019-01-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-29.parquet
  size:    88 KB
  rows:    3,371

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
2019-01-29 00:00:00	ES	Futures	2861.69	2861.96	2860.33	2861.96	3280.0
2019-01-29 00:30:00	ES	Futures	2861.96	2867.39	2861.41	2865.76	6198.0
2019-01-29 01:00:00	ES	Futures	2865.76	2867.66	2865.22	2866.03	3278.0
2019-01-29 01:30:00	ES	Futures	2866.03	2866.3	2863.86	2863.86	3187.0
2019-01-29 02:00:00	ES	Futures	2864.13	2864.95	2861.96	2862.5	3343.0
2019-01-29 02:30:00	ES	Futures	2862.5	2863.86	2861.14	2862.5	3556.0
2019-01-29 03:00:00	ES	Futures	2862.5	2862.77	2859.51	2861.14	9880.0
2019-01-29 03:30:00	ES	Futures	2860.87	2865.49	2860.87	2865.22	8430.0
2019-01-29 04:00:00	ES	Futures	2864.95	2869.02	2864.67	2866.58	9640.0
2019-01-29 04:30:00	ES	Futures	2866.3	2868.2	2865.22	2867.66	6970.0
2019-01-29 05:00:00	ES	Futures	2867.39	2870.38	2866.03	2869.29	7644.0
2019-01-29 05:30:00	ES	Futures	2869.29	2870.92	2867.93	2868.48	5480.0
2019-01-29 06:00:00	ES	Futures	2868.48	2869.56	2865.22	2866.03	10846.0
2019-01-29 06:30:00	ES	Futures	2866.03	2870.65	2865.76	2870.65	9820.0
2019-01-29 07:00:00	ES	Futures	2870.38	2871.19	2868.48	2869.02	20933.0
2019-01-29 07:30:00	ES	Futures	2869.02	2874.18	2868.2	2872.82	22291.0
2019-01-29 08:00:00	ES	Futures	2872.82	2874.99	2871.74	2873.64	18340.0
2019-01-29 08:30:00	ES	Futures	2873.91	2875.54	2873.64	2874.99	8760.0
2019-01-29 09:00:00	ES	Futures	2875.27	2876.08	2870.92	2872.01	12362.0
2019-01-29 09:30:00	ES	Futures	2871.74	2877.98	2867.93	2874.99	121069.0
2019-01-29 10:00:00	ES	Futures	2874.99	2878.8	2866.03	2874.72	127619.0
2019-01-29 10:30:00	ES	Futures	2874.72	2875.81	2856.25	2858.97	133214.0
2019-01-29 11:00:00	ES	Futures	2858.97	2863.86	2856.8	2862.23	90271.0
2019-01-29 11:30:00	ES	Futures	2862.23	2867.39	2862.23	2866.03	62560.0
2019-01-29 12:00:00	ES	Futures	2866.3	2872.55	2864.4	2869.29	52168.0
2019-01-29 12:30:00	ES	Futures	2869.29	2870.65	2865.76	2867.39	35367.0
2019-01-29 13:00:00	ES	Futures	2867.39	2869.29	2864.95	2869.02	41891.0
2019-01-29 13:30:00	ES	Futures	2868.75	2872.55	2866.85	2871.46	35732.0
2019-01-29 14:00:00	ES	Futures	2871.46	2871.46	2865.22	2866.03	35727.0
2019-01-29 14:30:00	ES	Futures	2866.03	2867.93	2861.69	2862.23	47200.0
2019-01-29 15:00:00	ES	Futures	2862.23	2866.85	2860.87	2866.58	47500.0
2019-01-29 15:30:00	ES	Futures	2866.58	2868.48	2862.77	2866.58	92873.0
2019-01-29 16:00:00	ES	Futures	2866.58	2869.29	2863.86	2869.02	41425.0
2019-01-29 16:30:00	ES	Futures	2870.38	2877.17	2864.95	2875.81	20912.0
2019-01-29 18:00:00	ES	Futures	2877.17	2879.88	2873.91	2875.54	6787.0
2019-01-29 18:30:00	ES	Futures	2875.54	2875.81	2873.09	2873.09	2919.0
2019-01-29 19:00:00	ES	Futures	2873.09	2873.64	2869.29	2870.11	7973.0
2019-01-29 19:30:00	ES	Futures	2870.38	2872.28	2869.83	2871.46	4417.0
2019-01-29 20:00:00	ES	Futures	2871.74	2873.36	2866.03	2867.66	6311.0
2019-01-29 20:30:00	ES	Futures	2867.39	2871.46	2865.22	2870.38	10098.0
2019-01-29 21:00:00	ES	Futures	2870.65	2871.74	2868.48	2870.92	3679.0
2019-01-29 21:30:00	ES	Futures	2871.19	2871.19	2868.75	2870.38	1776.0
2019-01-29 22:00:00	ES	Futures	2870.38	2875.27	2870.11	2873.36	4201.0
2019-01-29 22:30:00	ES	Futures	2873.64	2873.91	2872.01	2873.64	2204.0
2019-01-29 23:00:00	ES	Futures	2873.64	2874.72	2872.55	2873.91	1979.0
2019-01-29 23:30:00	ES	Futures	2873.64	2873.91	2871.19	2872.01	2245.0
2019-01-29 00:00:00	NQ	Futures	7801.75	7802.33	7797.36	7802.04	1837.0
2019-01-29 00:30:00	NQ	Futures	7801.75	7821.03	7800.58	7815.77	3512.0
2019-01-29 01:00:00	NQ	Futures	7816.06	7821.91	7814.02	7819.28	1632.0
2019-01-29 01:30:00	NQ	Futures	7818.99	7819.86	7809.34	7809.93	1582.0

> showing 50 of 3,371 rows — these rows as CSV

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