PREVIEW / futures_30min / 2019-02-13

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-13.parquet
  size:    85 KB
  rows:    3,334

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
2019-02-13 00:00:00	ES	Futures	2990.96	2993.13	2990.69	2992.59	2476.0
2019-02-13 00:30:00	ES	Futures	2992.32	2992.86	2991.5	2992.32	1957.0
2019-02-13 01:00:00	ES	Futures	2992.32	2994.76	2991.78	2993.68	3712.0
2019-02-13 01:30:00	ES	Futures	2993.68	2995.03	2992.86	2992.86	3198.0
2019-02-13 02:00:00	ES	Futures	2993.13	2993.41	2991.5	2992.05	4870.0
2019-02-13 02:30:00	ES	Futures	2991.78	2992.05	2989.87	2990.96	4145.0
2019-02-13 03:00:00	ES	Futures	2990.69	2990.96	2988.52	2990.42	10010.0
2019-02-13 03:30:00	ES	Futures	2990.69	2991.23	2988.24	2988.24	7103.0
2019-02-13 04:00:00	ES	Futures	2988.24	2989.33	2986.34	2987.7	7682.0
2019-02-13 04:30:00	ES	Futures	2987.7	2987.7	2984.17	2985.53	6955.0
2019-02-13 05:00:00	ES	Futures	2985.53	2986.34	2984.17	2984.17	6244.0
2019-02-13 05:30:00	ES	Futures	2984.17	2987.16	2983.9	2986.89	4766.0
2019-02-13 06:00:00	ES	Futures	2986.62	2987.97	2984.99	2987.7	10122.0
2019-02-13 06:30:00	ES	Futures	2987.7	2989.87	2987.16	2989.6	11388.0
2019-02-13 07:00:00	ES	Futures	2989.6	2990.42	2988.52	2989.33	7845.0
2019-02-13 07:30:00	ES	Futures	2989.6	2990.69	2988.79	2989.06	7278.0
2019-02-13 08:00:00	ES	Futures	2989.06	2989.33	2987.97	2988.52	6043.0
2019-02-13 08:30:00	ES	Futures	2988.79	2992.32	2985.26	2991.5	21839.0
2019-02-13 09:00:00	ES	Futures	2991.78	2992.59	2988.79	2990.42	18997.0
2019-02-13 09:30:00	ES	Futures	2990.69	3000.47	2989.6	2995.85	177871.0
2019-02-13 10:00:00	ES	Futures	2995.85	2998.29	2991.23	2996.12	103927.0
2019-02-13 10:30:00	ES	Futures	2996.39	2999.38	2993.95	2996.66	91863.0
2019-02-13 11:00:00	ES	Futures	2996.66	2999.38	2989.87	2989.87	78281.0
2019-02-13 11:30:00	ES	Futures	2990.15	2990.69	2985.26	2990.42	87443.0
2019-02-13 12:00:00	ES	Futures	2990.42	2990.96	2985.8	2987.7	43681.0
2019-02-13 12:30:00	ES	Futures	2987.7	2989.6	2986.07	2988.52	35454.0
2019-02-13 13:00:00	ES	Futures	2988.52	2991.23	2987.7	2990.69	27600.0
2019-02-13 13:30:00	ES	Futures	2990.69	2990.96	2989.33	2989.87	17152.0
2019-02-13 14:00:00	ES	Futures	2989.87	2991.78	2989.6	2991.78	20785.0
2019-02-13 14:30:00	ES	Futures	2991.78	2995.58	2991.23	2994.76	41110.0
2019-02-13 15:00:00	ES	Futures	2994.49	2996.39	2993.13	2996.12	43935.0
2019-02-13 15:30:00	ES	Futures	2996.39	2998.02	2988.52	2989.6	139158.0
2019-02-13 16:00:00	ES	Futures	2989.6	2989.87	2986.34	2987.16	48485.0
2019-02-13 16:30:00	ES	Futures	2987.43	2989.06	2986.34	2986.62	7317.0
2019-02-13 18:00:00	ES	Futures	2986.62	2988.24	2984.17	2987.7	6267.0
2019-02-13 18:30:00	ES	Futures	2987.7	2988.24	2985.8	2987.97	2554.0
2019-02-13 19:00:00	ES	Futures	2987.97	2990.42	2982.54	2982.81	7989.0
2019-02-13 19:30:00	ES	Futures	2982.81	2985.8	2982.54	2984.17	4711.0
2019-02-13 20:00:00	ES	Futures	2984.17	2986.89	2983.08	2986.34	3812.0
2019-02-13 20:30:00	ES	Futures	2986.34	2989.87	2984.99	2986.62	5567.0
2019-02-13 21:00:00	ES	Futures	2986.89	2987.97	2985.53	2986.89	3856.0
2019-02-13 21:30:00	ES	Futures	2986.89	2988.52	2984.71	2985.26	2977.0
2019-02-13 22:00:00	ES	Futures	2984.99	2988.24	2984.99	2987.97	3057.0
2019-02-13 22:30:00	ES	Futures	2987.97	2993.41	2987.7	2992.86	6765.0
2019-02-13 23:00:00	ES	Futures	2993.13	2993.13	2989.87	2989.87	2717.0
2019-02-13 23:30:00	ES	Futures	2990.15	2990.96	2989.87	2990.42	1756.0
2019-02-13 00:00:00	NQ	Futures	8239.74	8248.5	8238.86	8245.0	1354.0
2019-02-13 00:30:00	NQ	Futures	8244.71	8247.34	8243.25	8246.17	766.0
2019-02-13 01:00:00	NQ	Futures	8246.17	8255.81	8245.0	8254.06	1804.0
2019-02-13 01:30:00	NQ	Futures	8254.06	8256.98	8249.38	8250.26	1226.0

> showing 50 of 3,334 rows — these rows as CSV

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