PREVIEW / futures_30min / 2019-02-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-08.parquet
  size:    72 KB
  rows:    2,671

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
2019-02-08 00:00:00	ES	Futures	2924.69	2924.69	2922.79	2924.42	2730.0
2019-02-08 00:30:00	ES	Futures	2924.42	2926.32	2924.15	2926.05	1944.0
2019-02-08 01:00:00	ES	Futures	2925.78	2926.32	2924.15	2925.24	1789.0
2019-02-08 01:30:00	ES	Futures	2924.97	2926.6	2924.97	2926.32	1272.0
2019-02-08 02:00:00	ES	Futures	2926.32	2928.77	2925.24	2926.32	7302.0
2019-02-08 02:30:00	ES	Futures	2926.05	2926.32	2924.15	2925.24	4462.0
2019-02-08 03:00:00	ES	Futures	2925.24	2927.41	2924.15	2926.6	13432.0
2019-02-08 03:30:00	ES	Futures	2926.6	2930.13	2926.32	2930.13	10697.0
2019-02-08 04:00:00	ES	Futures	2930.13	2932.3	2929.58	2929.85	9467.0
2019-02-08 04:30:00	ES	Futures	2929.58	2930.13	2927.14	2928.22	5846.0
2019-02-08 05:00:00	ES	Futures	2928.5	2929.31	2926.32	2929.04	6441.0
2019-02-08 05:30:00	ES	Futures	2929.04	2929.04	2924.69	2927.41	10382.0
2019-02-08 06:00:00	ES	Futures	2927.68	2928.77	2925.78	2926.32	5507.0
2019-02-08 06:30:00	ES	Futures	2926.6	2926.6	2919.53	2920.89	15856.0
2019-02-08 07:00:00	ES	Futures	2920.62	2921.71	2918.99	2921.44	16937.0
2019-02-08 07:30:00	ES	Futures	2921.16	2922.25	2918.99	2920.08	15186.0
2019-02-08 08:00:00	ES	Futures	2919.81	2924.97	2919.81	2923.88	18019.0
2019-02-08 08:30:00	ES	Futures	2924.15	2925.78	2921.71	2922.25	16830.0
2019-02-08 09:00:00	ES	Futures	2922.52	2924.97	2920.89	2922.25	17960.0
2019-02-08 09:30:00	ES	Futures	2922.25	2929.85	2919.53	2921.16	184583.0
2019-02-08 10:00:00	ES	Futures	2920.89	2924.42	2914.92	2920.08	164566.0
2019-02-08 10:30:00	ES	Futures	2919.81	2926.6	2916.28	2917.9	106455.0
2019-02-08 11:00:00	ES	Futures	2917.63	2920.08	2913.29	2917.09	109954.0
2019-02-08 11:30:00	ES	Futures	2917.09	2921.44	2912.2	2920.62	106319.0
2019-02-08 12:00:00	ES	Futures	2920.62	2922.79	2916.55	2920.89	66501.0
2019-02-08 12:30:00	ES	Futures	2920.62	2925.24	2920.62	2923.34	47763.0
2019-02-08 13:00:00	ES	Futures	2923.34	2927.95	2923.06	2924.69	53105.0
2019-02-08 13:30:00	ES	Futures	2924.69	2928.77	2923.61	2927.95	40577.0
2019-02-08 14:00:00	ES	Futures	2928.22	2932.57	2926.32	2932.57	58840.0
2019-02-08 14:30:00	ES	Futures	2932.57	2934.74	2931.21	2931.21	54611.0
2019-02-08 15:00:00	ES	Futures	2931.48	2935.56	2929.31	2933.38	54696.0
2019-02-08 15:30:00	ES	Futures	2933.66	2941.53	2930.4	2941.26	141230.0
2019-02-08 16:00:00	ES	Futures	2941.26	2942.62	2938.27	2939.63	69388.0
2019-02-08 16:30:00	ES	Futures	2939.63	2942.89	2939.36	2941.8	10577.0
2019-02-08 00:00:00	NQ	Futures	8026.73	8026.73	8020.31	8024.98	1049.0
2019-02-08 00:30:00	NQ	Futures	8024.98	8030.24	8024.69	8028.49	1166.0
2019-02-08 01:00:00	NQ	Futures	8028.19	8029.95	8024.4	8028.78	949.0
2019-02-08 01:30:00	NQ	Futures	8029.07	8033.75	8027.61	8032.87	757.0
2019-02-08 02:00:00	NQ	Futures	8032.58	8039.59	8030.53	8033.45	2843.0
2019-02-08 02:30:00	NQ	Futures	8033.45	8034.33	8023.52	8026.15	2022.0
2019-02-08 03:00:00	NQ	Futures	8025.86	8030.53	8020.89	8027.9	4790.0
2019-02-08 03:30:00	NQ	Futures	8027.61	8038.13	8026.44	8037.54	2431.0
2019-02-08 04:00:00	NQ	Futures	8037.25	8045.73	8035.79	8037.54	2333.0
2019-02-08 04:30:00	NQ	Futures	8037.25	8039.01	8028.49	8032.58	2052.0
2019-02-08 05:00:00	NQ	Futures	8032.87	8035.5	8026.73	8034.33	1822.0
2019-02-08 05:30:00	NQ	Futures	8034.62	8035.5	8022.06	8031.99	3673.0
2019-02-08 06:00:00	NQ	Futures	8032.28	8036.38	8027.03	8028.49	1790.0
2019-02-08 06:30:00	NQ	Futures	8028.78	8029.07	8001.6	8006.28	5475.0
2019-02-08 07:00:00	NQ	Futures	8006.28	8008.33	7999.27	8006.57	6066.0
2019-02-08 07:30:00	NQ	Futures	8006.86	8011.25	7997.81	8000.44	4994.0

> showing 50 of 2,671 rows — these rows as CSV

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