PREVIEW / futures_30min / 2019-02-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-11.parquet
  size:    88 KB
  rows:    3,309

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
2019-02-11 00:00:00	ES	Futures	2938.27	2938.82	2936.64	2937.19	1859.0
2019-02-11 00:30:00	ES	Futures	2937.19	2937.46	2935.01	2937.46	2062.0
2019-02-11 01:00:00	ES	Futures	2937.46	2938.27	2936.64	2938.27	1049.0
2019-02-11 01:30:00	ES	Futures	2938.27	2939.9	2938.0	2939.63	1825.0
2019-02-11 02:00:00	ES	Futures	2939.63	2939.63	2937.19	2937.73	2672.0
2019-02-11 02:30:00	ES	Futures	2937.46	2939.9	2937.19	2939.36	2630.0
2019-02-11 03:00:00	ES	Futures	2939.63	2942.62	2937.46	2942.62	11468.0
2019-02-11 03:30:00	ES	Futures	2942.62	2951.85	2942.62	2951.31	15680.0
2019-02-11 04:00:00	ES	Futures	2951.04	2956.47	2950.49	2951.58	14886.0
2019-02-11 04:30:00	ES	Futures	2951.31	2954.03	2949.41	2952.94	6669.0
2019-02-11 05:00:00	ES	Futures	2952.94	2953.48	2949.95	2951.58	7208.0
2019-02-11 05:30:00	ES	Futures	2951.85	2952.4	2949.95	2950.22	6252.0
2019-02-11 06:00:00	ES	Futures	2950.49	2951.31	2946.96	2947.78	8145.0
2019-02-11 06:30:00	ES	Futures	2947.78	2948.32	2945.88	2947.24	5681.0
2019-02-11 07:00:00	ES	Futures	2947.24	2949.41	2945.88	2948.32	9561.0
2019-02-11 07:30:00	ES	Futures	2948.05	2951.58	2947.24	2950.77	5872.0
2019-02-11 08:00:00	ES	Futures	2951.04	2955.93	2949.95	2951.04	18832.0
2019-02-11 08:30:00	ES	Futures	2951.04	2951.58	2948.59	2950.49	9755.0
2019-02-11 09:00:00	ES	Futures	2950.22	2951.31	2947.51	2948.87	13528.0
2019-02-11 09:30:00	ES	Futures	2948.87	2952.12	2942.08	2944.25	149873.0
2019-02-11 10:00:00	ES	Futures	2944.25	2948.32	2940.45	2942.35	101961.0
2019-02-11 10:30:00	ES	Futures	2942.35	2946.42	2939.36	2942.89	85610.0
2019-02-11 11:00:00	ES	Futures	2942.89	2945.06	2937.19	2942.08	72520.0
2019-02-11 11:30:00	ES	Futures	2942.08	2943.16	2938.82	2941.26	52212.0
2019-02-11 12:00:00	ES	Futures	2941.53	2945.88	2940.72	2944.52	44690.0
2019-02-11 12:30:00	ES	Futures	2944.52	2946.15	2942.35	2944.52	33030.0
2019-02-11 13:00:00	ES	Futures	2944.52	2945.88	2940.72	2940.99	30144.0
2019-02-11 13:30:00	ES	Futures	2940.99	2942.08	2938.0	2940.99	38967.0
2019-02-11 14:00:00	ES	Futures	2940.72	2942.35	2938.54	2939.9	43795.0
2019-02-11 14:30:00	ES	Futures	2939.9	2942.08	2936.1	2939.09	44772.0
2019-02-11 15:00:00	ES	Futures	2939.09	2943.43	2938.82	2943.16	44134.0
2019-02-11 15:30:00	ES	Futures	2943.43	2945.33	2939.09	2942.62	107519.0
2019-02-11 16:00:00	ES	Futures	2942.62	2943.98	2939.9	2942.35	43547.0
2019-02-11 16:30:00	ES	Futures	2942.62	2943.16	2940.99	2941.53	4394.0
2019-02-11 18:00:00	ES	Futures	2940.72	2941.53	2939.09	2940.45	2702.0
2019-02-11 18:30:00	ES	Futures	2940.45	2943.16	2940.17	2942.62	1992.0
2019-02-11 19:00:00	ES	Futures	2942.62	2946.69	2942.08	2946.15	5809.0
2019-02-11 19:30:00	ES	Futures	2946.15	2950.49	2946.15	2948.32	8168.0
2019-02-11 20:00:00	ES	Futures	2948.05	2949.41	2945.61	2949.14	4946.0
2019-02-11 20:30:00	ES	Futures	2949.14	2953.75	2948.05	2953.75	13862.0
2019-02-11 21:00:00	ES	Futures	2953.75	2953.75	2951.31	2952.12	4891.0
2019-02-11 21:30:00	ES	Futures	2952.4	2958.91	2951.31	2957.28	9887.0
2019-02-11 22:00:00	ES	Futures	2957.56	2958.64	2956.2	2957.56	3486.0
2019-02-11 22:30:00	ES	Futures	2957.56	2959.46	2957.56	2959.19	4007.0
2019-02-11 23:00:00	ES	Futures	2959.19	2959.46	2957.01	2957.28	3218.0
2019-02-11 23:30:00	ES	Futures	2957.28	2958.37	2956.47	2957.01	2415.0
2019-02-11 00:00:00	NQ	Futures	8072.02	8075.24	8067.35	8069.1	806.0
2019-02-11 00:30:00	NQ	Futures	8068.81	8069.98	8060.04	8069.98	1119.0
2019-02-11 01:00:00	NQ	Futures	8069.98	8073.48	8067.64	8072.02	697.0
2019-02-11 01:30:00	NQ	Futures	8072.61	8079.04	8071.73	8077.87	924.0

> showing 50 of 3,309 rows — these rows as CSV

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