PREVIEW / futures_30min / 2019-01-31

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-01-31.parquet
  size:    92 KB
  rows:    3,389

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
2019-01-31 00:00:00	ES	Futures	2921.44	2921.44	2916.55	2916.55	4673.0
2019-01-31 00:30:00	ES	Futures	2916.55	2918.18	2916.55	2918.18	2962.0
2019-01-31 01:00:00	ES	Futures	2918.18	2918.99	2916.0	2917.09	2678.0
2019-01-31 01:30:00	ES	Futures	2916.82	2917.9	2916.0	2917.36	2471.0
2019-01-31 02:00:00	ES	Futures	2917.36	2919.53	2917.09	2918.99	3916.0
2019-01-31 02:30:00	ES	Futures	2919.26	2919.53	2917.36	2918.72	3377.0
2019-01-31 03:00:00	ES	Futures	2918.99	2922.52	2916.55	2921.98	13981.0
2019-01-31 03:30:00	ES	Futures	2921.71	2922.52	2918.72	2918.99	7649.0
2019-01-31 04:00:00	ES	Futures	2918.99	2920.08	2916.0	2916.0	12254.0
2019-01-31 04:30:00	ES	Futures	2916.0	2917.63	2915.19	2916.0	9185.0
2019-01-31 05:00:00	ES	Futures	2916.28	2916.55	2913.02	2913.02	8753.0
2019-01-31 05:30:00	ES	Futures	2913.02	2917.9	2912.74	2915.46	7911.0
2019-01-31 06:00:00	ES	Futures	2915.73	2917.63	2914.65	2917.09	4413.0
2019-01-31 06:30:00	ES	Futures	2917.09	2918.72	2916.0	2918.18	6585.0
2019-01-31 07:00:00	ES	Futures	2918.45	2918.72	2914.1	2916.55	11316.0
2019-01-31 07:30:00	ES	Futures	2916.55	2918.99	2913.56	2917.36	16951.0
2019-01-31 08:00:00	ES	Futures	2917.09	2918.18	2912.2	2913.29	14782.0
2019-01-31 08:30:00	ES	Futures	2913.29	2914.65	2910.3	2912.47	17499.0
2019-01-31 09:00:00	ES	Futures	2912.74	2913.56	2906.77	2910.3	29779.0
2019-01-31 09:30:00	ES	Futures	2910.3	2915.73	2907.58	2914.92	170967.0
2019-01-31 10:00:00	ES	Futures	2915.19	2927.68	2914.1	2927.14	157699.0
2019-01-31 10:30:00	ES	Futures	2927.14	2931.21	2923.61	2926.6	126162.0
2019-01-31 11:00:00	ES	Futures	2926.32	2931.76	2925.24	2930.67	95608.0
2019-01-31 11:30:00	ES	Futures	2930.94	2941.8	2929.31	2940.72	113968.0
2019-01-31 12:00:00	ES	Futures	2940.72	2941.8	2934.2	2934.47	90961.0
2019-01-31 12:30:00	ES	Futures	2934.2	2938.0	2929.31	2931.48	66999.0
2019-01-31 13:00:00	ES	Futures	2931.76	2934.74	2929.58	2930.67	56853.0
2019-01-31 13:30:00	ES	Futures	2930.94	2933.93	2928.22	2933.93	70566.0
2019-01-31 14:00:00	ES	Futures	2933.93	2936.1	2929.85	2931.48	66946.0
2019-01-31 14:30:00	ES	Futures	2931.48	2935.56	2929.04	2933.38	52986.0
2019-01-31 15:00:00	ES	Futures	2933.38	2933.66	2925.78	2929.85	90910.0
2019-01-31 15:30:00	ES	Futures	2930.13	2940.99	2928.77	2936.1	284522.0
2019-01-31 16:00:00	ES	Futures	2935.83	2942.89	2933.66	2940.45	111328.0
2019-01-31 16:30:00	ES	Futures	2939.63	2947.24	2939.63	2946.15	16259.0
2019-01-31 18:00:00	ES	Futures	2941.53	2942.89	2938.27	2938.54	9293.0
2019-01-31 18:30:00	ES	Futures	2938.54	2939.63	2936.37	2938.0	4419.0
2019-01-31 19:00:00	ES	Futures	2937.73	2944.25	2937.73	2942.35	7633.0
2019-01-31 19:30:00	ES	Futures	2942.62	2944.25	2940.17	2941.26	5555.0
2019-01-31 20:00:00	ES	Futures	2941.53	2945.88	2940.72	2941.53	6292.0
2019-01-31 20:30:00	ES	Futures	2941.26	2941.53	2934.47	2937.19	15348.0
2019-01-31 21:00:00	ES	Futures	2937.19	2938.82	2934.74	2936.64	6338.0
2019-01-31 21:30:00	ES	Futures	2936.64	2939.09	2935.29	2938.27	3846.0
2019-01-31 22:00:00	ES	Futures	2938.27	2940.45	2936.64	2939.63	3126.0
2019-01-31 22:30:00	ES	Futures	2939.63	2940.17	2937.73	2937.73	1929.0
2019-01-31 23:00:00	ES	Futures	2937.73	2939.09	2936.92	2938.82	1884.0
2019-01-31 23:30:00	ES	Futures	2938.82	2939.09	2936.92	2936.92	1102.0
2019-01-31 00:00:00	NQ	Futures	8032.28	8032.87	8019.72	8020.01	2323.0
2019-01-31 00:30:00	NQ	Futures	8020.01	8026.44	8020.01	8026.15	1587.0
2019-01-31 01:00:00	NQ	Futures	8026.44	8028.19	8018.55	8023.52	1413.0
2019-01-31 01:30:00	NQ	Futures	8023.81	8027.61	8021.18	8026.73	1099.0

> showing 50 of 3,389 rows — these rows as CSV

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