PREVIEW / futures_30min / 2019-02-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-04.parquet
  size:    83 KB
  rows:    3,296

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
2019-02-04 00:00:00	ES	Futures	2938.54	2939.09	2936.64	2938.54	1999.0
2019-02-04 00:30:00	ES	Futures	2938.54	2938.82	2936.92	2938.0	1541.0
2019-02-04 01:00:00	ES	Futures	2938.0	2938.82	2936.92	2938.0	1508.0
2019-02-04 01:30:00	ES	Futures	2938.0	2939.09	2937.46	2938.27	1198.0
2019-02-04 02:00:00	ES	Futures	2938.54	2938.82	2934.74	2936.64	3708.0
2019-02-04 02:30:00	ES	Futures	2936.64	2937.73	2935.01	2936.1	2288.0
2019-02-04 03:00:00	ES	Futures	2936.1	2939.36	2933.93	2937.19	9984.0
2019-02-04 03:30:00	ES	Futures	2937.19	2938.0	2933.66	2935.29	5754.0
2019-02-04 04:00:00	ES	Futures	2935.01	2940.17	2935.01	2939.36	5478.0
2019-02-04 04:30:00	ES	Futures	2939.36	2941.26	2938.27	2940.17	3716.0
2019-02-04 05:00:00	ES	Futures	2939.9	2940.99	2938.54	2939.09	3559.0
2019-02-04 05:30:00	ES	Futures	2939.09	2942.89	2938.82	2939.09	6383.0
2019-02-04 06:00:00	ES	Futures	2939.09	2940.72	2938.0	2938.82	3613.0
2019-02-04 06:30:00	ES	Futures	2938.82	2939.36	2937.46	2938.27	3591.0
2019-02-04 07:00:00	ES	Futures	2938.0	2941.53	2937.73	2940.99	6075.0
2019-02-04 07:30:00	ES	Futures	2940.99	2941.53	2939.36	2940.99	4469.0
2019-02-04 08:00:00	ES	Futures	2940.72	2941.26	2936.92	2937.46	9491.0
2019-02-04 08:30:00	ES	Futures	2937.19	2937.46	2935.29	2936.92	10113.0
2019-02-04 09:00:00	ES	Futures	2937.19	2938.27	2936.1	2938.27	11937.0
2019-02-04 09:30:00	ES	Futures	2938.27	2940.45	2932.57	2936.92	131005.0
2019-02-04 10:00:00	ES	Futures	2936.64	2938.0	2929.85	2933.11	138079.0
2019-02-04 10:30:00	ES	Futures	2933.11	2939.63	2932.84	2938.54	65476.0
2019-02-04 11:00:00	ES	Futures	2938.54	2943.71	2938.27	2943.71	60256.0
2019-02-04 11:30:00	ES	Futures	2943.71	2947.24	2942.35	2946.42	54933.0
2019-02-04 12:00:00	ES	Futures	2946.69	2948.05	2945.61	2946.15	29096.0
2019-02-04 12:30:00	ES	Futures	2946.15	2947.78	2945.06	2946.96	30399.0
2019-02-04 13:00:00	ES	Futures	2946.96	2949.14	2946.42	2947.24	26043.0
2019-02-04 13:30:00	ES	Futures	2947.51	2952.4	2946.96	2951.85	34823.0
2019-02-04 14:00:00	ES	Futures	2952.12	2953.75	2951.58	2952.4	37758.0
2019-02-04 14:30:00	ES	Futures	2952.4	2952.94	2949.95	2952.12	34196.0
2019-02-04 15:00:00	ES	Futures	2952.12	2953.48	2950.22	2951.58	36226.0
2019-02-04 15:30:00	ES	Futures	2951.85	2959.19	2949.95	2958.91	106841.0
2019-02-04 16:00:00	ES	Futures	2958.91	2960.27	2955.38	2955.93	67715.0
2019-02-04 16:30:00	ES	Futures	2956.2	2957.83	2955.38	2955.93	7570.0
2019-02-04 18:00:00	ES	Futures	2954.3	2957.01	2954.03	2956.2	5515.0
2019-02-04 18:30:00	ES	Futures	2956.2	2956.2	2953.21	2954.3	3828.0
2019-02-04 19:00:00	ES	Futures	2954.57	2957.01	2953.75	2957.01	3895.0
2019-02-04 19:30:00	ES	Futures	2957.01	2957.01	2950.77	2951.85	6990.0
2019-02-04 20:00:00	ES	Futures	2951.85	2952.94	2951.31	2952.67	2303.0
2019-02-04 20:30:00	ES	Futures	2952.4	2953.21	2951.85	2952.94	1333.0
2019-02-04 21:00:00	ES	Futures	2952.94	2954.03	2952.12	2952.94	1825.0
2019-02-04 21:30:00	ES	Futures	2952.94	2953.75	2952.67	2953.75	783.0
2019-02-04 22:00:00	ES	Futures	2953.75	2953.75	2951.58	2951.85	1523.0
2019-02-04 22:30:00	ES	Futures	2952.12	2953.75	2952.12	2952.67	2246.0
2019-02-04 23:00:00	ES	Futures	2952.67	2953.48	2952.67	2953.21	1201.0
2019-02-04 23:30:00	ES	Futures	2952.94	2954.57	2952.67	2953.75	2207.0
2019-02-04 00:00:00	NQ	Futures	8046.02	8046.6	8038.42	8046.02	972.0
2019-02-04 00:30:00	NQ	Futures	8046.02	8046.6	8036.96	8041.63	943.0
2019-02-04 01:00:00	NQ	Futures	8041.93	8045.73	8038.13	8042.8	683.0
2019-02-04 01:30:00	NQ	Futures	8042.51	8047.48	8040.76	8045.14	678.0

> showing 50 of 3,296 rows — these rows as CSV

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