PREVIEW / futures_30min / 2019-02-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-01.parquet
  size:    75 KB
  rows:    2,734

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
2019-02-01 00:00:00	ES	Futures	2936.92	2937.73	2935.29	2937.46	2727.0
2019-02-01 00:30:00	ES	Futures	2937.73	2937.73	2934.2	2935.29	3757.0
2019-02-01 01:00:00	ES	Futures	2935.56	2936.37	2934.2	2936.1	2504.0
2019-02-01 01:30:00	ES	Futures	2935.83	2939.9	2935.56	2939.63	2647.0
2019-02-01 02:00:00	ES	Futures	2939.63	2941.8	2939.36	2940.72	4537.0
2019-02-01 02:30:00	ES	Futures	2940.45	2942.08	2939.36	2940.72	3953.0
2019-02-01 03:00:00	ES	Futures	2940.72	2941.53	2938.27	2939.9	9241.0
2019-02-01 03:30:00	ES	Futures	2939.63	2940.99	2936.92	2937.46	9034.0
2019-02-01 04:00:00	ES	Futures	2937.46	2939.9	2936.37	2938.54	7658.0
2019-02-01 04:30:00	ES	Futures	2938.54	2939.63	2936.37	2937.73	5708.0
2019-02-01 05:00:00	ES	Futures	2937.73	2938.54	2936.64	2938.54	3839.0
2019-02-01 05:30:00	ES	Futures	2938.54	2939.09	2935.01	2936.64	6062.0
2019-02-01 06:00:00	ES	Futures	2936.64	2938.27	2936.37	2936.37	3943.0
2019-02-01 06:30:00	ES	Futures	2936.37	2936.92	2934.47	2935.56	6529.0
2019-02-01 07:00:00	ES	Futures	2935.83	2936.37	2933.66	2935.01	6542.0
2019-02-01 07:30:00	ES	Futures	2935.01	2935.56	2931.21	2931.48	9601.0
2019-02-01 08:00:00	ES	Futures	2931.48	2933.38	2929.04	2931.48	14544.0
2019-02-01 08:30:00	ES	Futures	2931.21	2943.16	2931.21	2941.26	54645.0
2019-02-01 09:00:00	ES	Futures	2941.26	2942.08	2936.92	2938.54	25408.0
2019-02-01 09:30:00	ES	Futures	2938.54	2942.62	2932.03	2932.03	177329.0
2019-02-01 10:00:00	ES	Futures	2932.3	2950.49	2932.3	2947.78	188583.0
2019-02-01 10:30:00	ES	Futures	2948.05	2949.41	2938.54	2938.54	119120.0
2019-02-01 11:00:00	ES	Futures	2938.82	2945.33	2934.74	2943.16	94258.0
2019-02-01 11:30:00	ES	Futures	2943.43	2948.32	2941.8	2947.78	53768.0
2019-02-01 12:00:00	ES	Futures	2948.05	2948.32	2938.0	2940.17	53364.0
2019-02-01 12:30:00	ES	Futures	2940.45	2941.8	2937.19	2940.72	44858.0
2019-02-01 13:00:00	ES	Futures	2940.72	2942.35	2936.37	2939.36	42399.0
2019-02-01 13:30:00	ES	Futures	2939.36	2940.99	2935.01	2938.54	30298.0
2019-02-01 14:00:00	ES	Futures	2938.54	2939.09	2930.94	2932.84	57860.0
2019-02-01 14:30:00	ES	Futures	2933.11	2935.83	2929.31	2931.21	47697.0
2019-02-01 15:00:00	ES	Futures	2930.94	2933.66	2928.22	2933.66	73495.0
2019-02-01 15:30:00	ES	Futures	2933.66	2939.63	2933.38	2938.0	114146.0
2019-02-01 16:00:00	ES	Futures	2938.0	2938.82	2936.92	2938.27	53660.0
2019-02-01 16:30:00	ES	Futures	2938.0	2939.63	2937.19	2938.0	6265.0
2019-02-01 00:00:00	NQ	Futures	8044.56	8051.86	8039.88	8051.86	1420.0
2019-02-01 00:30:00	NQ	Futures	8051.86	8053.32	8033.45	8042.51	2149.0
2019-02-01 01:00:00	NQ	Futures	8043.39	8049.82	8039.3	8046.6	1280.0
2019-02-01 01:30:00	NQ	Futures	8046.89	8057.41	8045.73	8056.54	972.0
2019-02-01 02:00:00	NQ	Futures	8056.54	8065.3	8055.37	8062.67	2083.0
2019-02-01 02:30:00	NQ	Futures	8062.67	8068.22	8059.17	8062.67	1471.0
2019-02-01 03:00:00	NQ	Futures	8062.67	8067.93	8055.37	8063.26	3054.0
2019-02-01 03:30:00	NQ	Futures	8063.26	8066.18	8050.69	8052.45	2433.0
2019-02-01 04:00:00	NQ	Futures	8052.45	8057.12	8049.82	8051.86	2619.0
2019-02-01 04:30:00	NQ	Futures	8051.28	8055.66	8044.26	8048.94	2329.0
2019-02-01 05:00:00	NQ	Futures	8049.23	8054.49	8046.02	8053.91	1242.0
2019-02-01 05:30:00	NQ	Futures	8053.61	8055.95	8042.22	8046.89	1845.0
2019-02-01 06:00:00	NQ	Futures	8046.89	8052.74	8044.85	8045.14	1507.0
2019-02-01 06:30:00	NQ	Futures	8045.73	8046.02	8039.01	8042.8	2783.0
2019-02-01 07:00:00	NQ	Futures	8042.8	8044.85	8036.67	8044.26	3527.0
2019-02-01 07:30:00	NQ	Futures	8044.56	8048.65	8031.12	8031.12	3387.0

> showing 50 of 2,734 rows — these rows as CSV

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