PREVIEW / futures_30min / 2019-02-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-12.parquet
  size:    84 KB
  rows:    3,320

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
2019-02-12 00:00:00	ES	Futures	2957.28	2957.28	2955.38	2955.65	2238.0
2019-02-12 00:30:00	ES	Futures	2955.65	2956.47	2955.11	2955.93	2270.0
2019-02-12 01:00:00	ES	Futures	2955.93	2958.37	2955.65	2956.74	3399.0
2019-02-12 01:30:00	ES	Futures	2956.74	2958.1	2956.2	2957.28	2240.0
2019-02-12 02:00:00	ES	Futures	2957.28	2958.1	2956.2	2957.01	3815.0
2019-02-12 02:30:00	ES	Futures	2957.01	2960.54	2956.74	2959.73	6674.0
2019-02-12 03:00:00	ES	Futures	2959.73	2962.17	2958.1	2958.37	14263.0
2019-02-12 03:30:00	ES	Futures	2958.37	2960.27	2957.83	2960.27	6106.0
2019-02-12 04:00:00	ES	Futures	2960.27	2961.36	2957.56	2958.1	7712.0
2019-02-12 04:30:00	ES	Futures	2958.1	2959.46	2957.28	2958.37	5205.0
2019-02-12 05:00:00	ES	Futures	2958.64	2961.63	2958.1	2960.81	5720.0
2019-02-12 05:30:00	ES	Futures	2960.81	2962.72	2959.19	2961.63	6307.0
2019-02-12 06:00:00	ES	Futures	2961.9	2962.99	2960.81	2962.72	5375.0
2019-02-12 06:30:00	ES	Futures	2962.72	2963.8	2961.63	2963.8	6354.0
2019-02-12 07:00:00	ES	Futures	2963.8	2964.89	2962.72	2963.8	8719.0
2019-02-12 07:30:00	ES	Futures	2964.07	2965.98	2962.17	2962.44	13669.0
2019-02-12 08:00:00	ES	Futures	2962.44	2963.8	2961.9	2962.72	11427.0
2019-02-12 08:30:00	ES	Futures	2962.99	2964.07	2961.36	2961.36	13340.0
2019-02-12 09:00:00	ES	Futures	2961.63	2964.35	2961.36	2962.17	16912.0
2019-02-12 09:30:00	ES	Futures	2962.17	2970.05	2961.36	2968.69	161509.0
2019-02-12 10:00:00	ES	Futures	2968.69	2971.68	2967.06	2968.69	113009.0
2019-02-12 10:30:00	ES	Futures	2968.69	2975.48	2965.43	2974.67	93714.0
2019-02-12 11:00:00	ES	Futures	2974.39	2979.01	2974.39	2978.2	100643.0
2019-02-12 11:30:00	ES	Futures	2978.2	2980.91	2976.02	2980.37	56021.0
2019-02-12 12:00:00	ES	Futures	2980.37	2981.73	2975.21	2977.38	72470.0
2019-02-12 12:30:00	ES	Futures	2977.11	2980.1	2975.75	2978.2	38069.0
2019-02-12 13:00:00	ES	Futures	2978.2	2981.73	2977.38	2981.46	34511.0
2019-02-12 13:30:00	ES	Futures	2981.46	2985.26	2981.18	2984.71	54762.0
2019-02-12 14:00:00	ES	Futures	2984.99	2985.26	2982.0	2983.36	41553.0
2019-02-12 14:30:00	ES	Futures	2983.36	2984.17	2980.91	2981.46	44695.0
2019-02-12 15:00:00	ES	Futures	2981.18	2984.44	2980.37	2983.9	52676.0
2019-02-12 15:30:00	ES	Futures	2983.63	2983.9	2978.2	2980.91	119701.0
2019-02-12 16:00:00	ES	Futures	2980.91	2982.54	2978.74	2982.27	60397.0
2019-02-12 16:30:00	ES	Futures	2982.27	2983.63	2980.64	2981.73	7460.0
2019-02-12 18:00:00	ES	Futures	2980.37	2982.54	2979.55	2982.54	4729.0
2019-02-12 18:30:00	ES	Futures	2982.54	2984.71	2982.27	2984.17	3415.0
2019-02-12 19:00:00	ES	Futures	2984.17	2993.68	2983.08	2988.24	20446.0
2019-02-12 19:30:00	ES	Futures	2988.24	2990.15	2987.7	2987.97	4118.0
2019-02-12 20:00:00	ES	Futures	2987.7	2992.32	2987.7	2989.6	9298.0
2019-02-12 20:30:00	ES	Futures	2989.6	2992.59	2988.79	2991.5	6975.0
2019-02-12 21:00:00	ES	Futures	2991.23	2992.59	2989.6	2991.23	4740.0
2019-02-12 21:30:00	ES	Futures	2990.96	2991.5	2989.6	2989.87	2195.0
2019-02-12 22:00:00	ES	Futures	2989.87	2992.86	2989.87	2991.78	3150.0
2019-02-12 22:30:00	ES	Futures	2992.05	2992.32	2990.96	2991.78	2779.0
2019-02-12 23:00:00	ES	Futures	2992.05	2992.32	2990.69	2991.23	1506.0
2019-02-12 23:30:00	ES	Futures	2991.23	2991.5	2990.42	2990.96	1552.0
2019-02-12 00:00:00	NQ	Futures	8129.29	8129.29	8125.2	8126.95	921.0
2019-02-12 00:30:00	NQ	Futures	8127.25	8129.58	8124.03	8127.83	1062.0
2019-02-12 01:00:00	NQ	Futures	8127.54	8137.47	8126.66	8133.09	1468.0
2019-02-12 01:30:00	NQ	Futures	8132.8	8135.43	8131.34	8133.38	860.0

> showing 50 of 3,320 rows — these rows as CSV

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