PREVIEW / futures_30min / 2019-02-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-06.parquet
  size:    82 KB
  rows:    3,299

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
2019-02-06 00:00:00	ES	Futures	2968.42	2969.23	2967.33	2968.69	2492.0
2019-02-06 00:30:00	ES	Futures	2968.69	2968.96	2967.6	2968.15	1043.0
2019-02-06 01:00:00	ES	Futures	2967.88	2968.69	2967.33	2967.6	1392.0
2019-02-06 01:30:00	ES	Futures	2967.6	2969.51	2967.33	2968.15	1068.0
2019-02-06 02:00:00	ES	Futures	2968.15	2968.69	2964.07	2964.89	6037.0
2019-02-06 02:30:00	ES	Futures	2964.89	2965.16	2961.9	2962.44	4671.0
2019-02-06 03:00:00	ES	Futures	2962.44	2964.07	2961.63	2963.26	9757.0
2019-02-06 03:30:00	ES	Futures	2962.99	2963.26	2960.81	2961.63	6204.0
2019-02-06 04:00:00	ES	Futures	2961.63	2962.44	2960.0	2960.27	6868.0
2019-02-06 04:30:00	ES	Futures	2960.27	2962.17	2959.73	2961.9	5821.0
2019-02-06 05:00:00	ES	Futures	2961.9	2962.99	2960.81	2962.17	5106.0
2019-02-06 05:30:00	ES	Futures	2962.17	2962.99	2960.81	2962.72	4282.0
2019-02-06 06:00:00	ES	Futures	2962.72	2965.7	2962.44	2964.07	7624.0
2019-02-06 06:30:00	ES	Futures	2964.07	2965.16	2962.99	2963.53	4711.0
2019-02-06 07:00:00	ES	Futures	2963.53	2966.52	2963.26	2965.43	4968.0
2019-02-06 07:30:00	ES	Futures	2965.7	2966.25	2963.53	2964.07	7092.0
2019-02-06 08:00:00	ES	Futures	2964.07	2967.6	2964.07	2966.79	12238.0
2019-02-06 08:30:00	ES	Futures	2966.79	2969.23	2966.79	2968.15	11764.0
2019-02-06 09:00:00	ES	Futures	2967.88	2968.42	2965.98	2967.06	15359.0
2019-02-06 09:30:00	ES	Futures	2967.06	2972.76	2965.16	2967.06	171065.0
2019-02-06 10:00:00	ES	Futures	2966.79	2967.06	2957.28	2961.09	143765.0
2019-02-06 10:30:00	ES	Futures	2961.36	2971.14	2960.81	2969.78	107613.0
2019-02-06 11:00:00	ES	Futures	2969.78	2971.68	2961.9	2965.98	85761.0
2019-02-06 11:30:00	ES	Futures	2966.25	2969.23	2963.8	2965.43	63971.0
2019-02-06 12:00:00	ES	Futures	2965.7	2966.79	2962.17	2965.16	46006.0
2019-02-06 12:30:00	ES	Futures	2965.43	2967.6	2964.07	2966.25	35047.0
2019-02-06 13:00:00	ES	Futures	2966.25	2969.23	2965.98	2968.15	30121.0
2019-02-06 13:30:00	ES	Futures	2968.15	2969.78	2966.52	2966.52	42462.0
2019-02-06 14:00:00	ES	Futures	2966.52	2966.79	2961.36	2963.8	50361.0
2019-02-06 14:30:00	ES	Futures	2963.8	2964.89	2960.54	2964.89	35877.0
2019-02-06 15:00:00	ES	Futures	2964.89	2967.06	2963.53	2966.25	37569.0
2019-02-06 15:30:00	ES	Futures	2965.98	2967.88	2964.07	2966.79	97207.0
2019-02-06 16:00:00	ES	Futures	2966.79	2968.42	2964.62	2965.43	38405.0
2019-02-06 16:30:00	ES	Futures	2965.43	2965.7	2962.99	2963.26	4728.0
2019-02-06 18:00:00	ES	Futures	2962.44	2964.35	2961.9	2963.26	3760.0
2019-02-06 18:30:00	ES	Futures	2963.53	2964.89	2962.99	2964.07	1113.0
2019-02-06 19:00:00	ES	Futures	2964.35	2964.89	2960.81	2962.99	4332.0
2019-02-06 19:30:00	ES	Futures	2962.99	2964.07	2960.81	2962.17	3124.0
2019-02-06 20:00:00	ES	Futures	2962.17	2962.17	2957.56	2958.64	6327.0
2019-02-06 20:30:00	ES	Futures	2958.64	2960.81	2957.28	2960.0	3465.0
2019-02-06 21:00:00	ES	Futures	2960.0	2961.09	2958.91	2960.54	2595.0
2019-02-06 21:30:00	ES	Futures	2960.54	2961.36	2960.0	2960.0	1399.0
2019-02-06 22:00:00	ES	Futures	2960.27	2960.81	2959.46	2960.27	978.0
2019-02-06 22:30:00	ES	Futures	2960.27	2960.27	2958.91	2959.46	1811.0
2019-02-06 23:00:00	ES	Futures	2959.46	2960.81	2958.91	2960.27	1285.0
2019-02-06 23:30:00	ES	Futures	2960.27	2960.27	2958.1	2958.64	1128.0
2019-02-06 00:00:00	NQ	Futures	8200.29	8201.46	8195.91	8200.59	690.0
2019-02-06 00:30:00	NQ	Futures	8200.59	8201.17	8195.33	8195.91	686.0
2019-02-06 01:00:00	NQ	Futures	8195.91	8197.37	8193.57	8195.03	713.0
2019-02-06 01:30:00	NQ	Futures	8195.33	8199.71	8194.16	8198.54	549.0

> showing 50 of 3,299 rows — these rows as CSV

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