PREVIEW / futures_30min / 2019-02-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-05.parquet
  size:    83 KB
  rows:    3,275

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
2019-02-05 00:00:00	ES	Futures	2953.48	2953.75	2951.85	2952.12	1386.0
2019-02-05 00:30:00	ES	Futures	2952.12	2952.67	2951.58	2952.12	1391.0
2019-02-05 01:00:00	ES	Futures	2952.4	2953.75	2951.58	2953.48	1622.0
2019-02-05 01:30:00	ES	Futures	2953.48	2954.03	2952.67	2952.94	1149.0
2019-02-05 02:00:00	ES	Futures	2952.94	2953.75	2952.67	2953.48	2213.0
2019-02-05 02:30:00	ES	Futures	2953.48	2954.84	2952.94	2953.48	2556.0
2019-02-05 03:00:00	ES	Futures	2953.48	2955.65	2951.85	2953.75	8921.0
2019-02-05 03:30:00	ES	Futures	2953.75	2956.74	2953.75	2955.65	8775.0
2019-02-05 04:00:00	ES	Futures	2955.93	2959.46	2955.65	2958.37	9783.0
2019-02-05 04:30:00	ES	Futures	2958.37	2960.54	2958.1	2959.46	7172.0
2019-02-05 05:00:00	ES	Futures	2959.46	2962.17	2958.37	2960.27	8730.0
2019-02-05 05:30:00	ES	Futures	2960.27	2961.09	2959.46	2960.27	4686.0
2019-02-05 06:00:00	ES	Futures	2960.27	2963.26	2960.27	2962.44	8620.0
2019-02-05 06:30:00	ES	Futures	2962.44	2963.8	2960.81	2961.9	6800.0
2019-02-05 07:00:00	ES	Futures	2961.9	2963.8	2960.0	2961.63	9307.0
2019-02-05 07:30:00	ES	Futures	2961.9	2963.53	2961.09	2961.63	8532.0
2019-02-05 08:00:00	ES	Futures	2961.9	2963.8	2961.36	2961.63	11323.0
2019-02-05 08:30:00	ES	Futures	2961.36	2963.26	2961.09	2962.44	12035.0
2019-02-05 09:00:00	ES	Futures	2962.72	2963.8	2961.36	2963.53	13318.0
2019-02-05 09:30:00	ES	Futures	2963.53	2968.15	2962.17	2967.06	177576.0
2019-02-05 10:00:00	ES	Futures	2967.06	2969.51	2963.8	2967.88	106667.0
2019-02-05 10:30:00	ES	Futures	2967.88	2972.49	2967.6	2972.22	81817.0
2019-02-05 11:00:00	ES	Futures	2972.22	2973.31	2964.89	2965.98	72471.0
2019-02-05 11:30:00	ES	Futures	2966.25	2970.05	2965.16	2968.69	64344.0
2019-02-05 12:00:00	ES	Futures	2968.96	2969.51	2961.9	2964.07	63968.0
2019-02-05 12:30:00	ES	Futures	2963.8	2965.16	2958.1	2959.46	56692.0
2019-02-05 13:00:00	ES	Futures	2959.46	2962.44	2957.28	2962.44	51424.0
2019-02-05 13:30:00	ES	Futures	2962.17	2963.8	2960.27	2963.26	38994.0
2019-02-05 14:00:00	ES	Futures	2963.26	2970.59	2962.99	2968.42	62937.0
2019-02-05 14:30:00	ES	Futures	2968.42	2970.59	2966.52	2970.05	50149.0
2019-02-05 15:00:00	ES	Futures	2970.32	2972.49	2968.42	2971.95	43070.0
2019-02-05 15:30:00	ES	Futures	2972.22	2974.12	2968.69	2971.14	112561.0
2019-02-05 16:00:00	ES	Futures	2971.14	2971.68	2965.98	2967.06	48954.0
2019-02-05 16:30:00	ES	Futures	2967.06	2968.96	2966.79	2966.79	4393.0
2019-02-05 18:00:00	ES	Futures	2966.52	2968.42	2965.98	2967.6	3189.0
2019-02-05 18:30:00	ES	Futures	2967.6	2968.42	2967.33	2967.33	1695.0
2019-02-05 19:00:00	ES	Futures	2967.33	2968.15	2965.98	2967.06	3530.0
2019-02-05 19:30:00	ES	Futures	2967.33	2969.51	2967.33	2967.6	3702.0
2019-02-05 20:00:00	ES	Futures	2967.6	2969.78	2966.52	2968.42	3050.0
2019-02-05 20:30:00	ES	Futures	2968.42	2970.59	2965.43	2970.32	6125.0
2019-02-05 21:00:00	ES	Futures	2970.05	2971.14	2968.69	2968.96	4448.0
2019-02-05 21:30:00	ES	Futures	2969.23	2970.05	2968.96	2968.96	1629.0
2019-02-05 22:00:00	ES	Futures	2968.69	2970.05	2968.42	2969.78	1307.0
2019-02-05 22:30:00	ES	Futures	2969.51	2969.78	2968.15	2968.96	1707.0
2019-02-05 23:00:00	ES	Futures	2968.96	2968.96	2966.52	2968.42	2687.0
2019-02-05 23:30:00	ES	Futures	2968.69	2968.96	2967.88	2968.42	1387.0
2019-02-05 00:00:00	NQ	Futures	8108.55	8109.42	8101.24	8103.87	619.0
2019-02-05 00:30:00	NQ	Futures	8103.58	8106.21	8100.36	8103.87	737.0
2019-02-05 01:00:00	NQ	Futures	8104.16	8105.92	8101.83	8104.75	582.0
2019-02-05 01:30:00	NQ	Futures	8104.75	8107.96	8103.29	8103.29	586.0

> showing 50 of 3,275 rows — these rows as CSV

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