PREVIEW / futures_30min / 2019-02-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-15.parquet
  size:    76 KB
  rows:    2,681

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
2019-02-15 00:00:00	ES	Futures	2969.51	2969.78	2967.06	2967.6	3607.0
2019-02-15 00:30:00	ES	Futures	2967.6	2970.05	2967.6	2969.23	3275.0
2019-02-15 01:00:00	ES	Futures	2969.23	2970.59	2968.42	2969.23	2370.0
2019-02-15 01:30:00	ES	Futures	2969.23	2969.51	2967.33	2968.42	1871.0
2019-02-15 02:00:00	ES	Futures	2968.15	2970.05	2966.25	2967.06	5706.0
2019-02-15 02:30:00	ES	Futures	2966.79	2967.06	2964.62	2966.25	6716.0
2019-02-15 03:00:00	ES	Futures	2966.25	2969.51	2966.25	2968.69	9156.0
2019-02-15 03:30:00	ES	Futures	2968.42	2972.49	2968.42	2970.32	14145.0
2019-02-15 04:00:00	ES	Futures	2970.05	2974.12	2970.05	2973.04	8351.0
2019-02-15 04:30:00	ES	Futures	2973.04	2977.11	2972.76	2976.57	8482.0
2019-02-15 05:00:00	ES	Futures	2976.57	2978.47	2973.58	2974.94	11020.0
2019-02-15 05:30:00	ES	Futures	2974.94	2984.44	2974.94	2982.0	17368.0
2019-02-15 06:00:00	ES	Futures	2981.73	2986.62	2981.73	2986.07	12214.0
2019-02-15 06:30:00	ES	Futures	2986.07	2986.34	2981.73	2982.0	7860.0
2019-02-15 07:00:00	ES	Futures	2981.73	2984.71	2981.73	2982.54	8710.0
2019-02-15 07:30:00	ES	Futures	2982.81	2989.6	2982.54	2989.33	18101.0
2019-02-15 08:00:00	ES	Futures	2989.06	2990.42	2985.26	2988.79	15985.0
2019-02-15 08:30:00	ES	Futures	2988.52	2994.76	2987.43	2992.59	30836.0
2019-02-15 09:00:00	ES	Futures	2992.59	3008.07	2992.05	3004.0	67455.0
2019-02-15 09:30:00	ES	Futures	3003.73	3010.51	3001.82	3006.17	257898.0
2019-02-15 10:00:00	ES	Futures	3006.17	3010.79	3002.1	3008.61	159086.0
2019-02-15 10:30:00	ES	Futures	3008.61	3012.42	3004.54	3005.63	122819.0
2019-02-15 11:00:00	ES	Futures	3005.63	3010.24	3001.55	3007.26	97785.0
2019-02-15 11:30:00	ES	Futures	3006.98	3008.61	3003.73	3007.8	58010.0
2019-02-15 12:00:00	ES	Futures	3007.8	3009.97	3005.63	3008.07	52085.0
2019-02-15 12:30:00	ES	Futures	3008.07	3009.7	3006.17	3006.71	29054.0
2019-02-15 13:00:00	ES	Futures	3006.71	3008.07	3002.91	3003.18	32809.0
2019-02-15 13:30:00	ES	Futures	3002.91	3007.26	3002.91	3005.35	22997.0
2019-02-15 14:00:00	ES	Futures	3005.08	3008.07	3005.08	3006.44	25270.0
2019-02-15 14:30:00	ES	Futures	3006.71	3011.33	3006.17	3010.24	32245.0
2019-02-15 15:00:00	ES	Futures	3010.51	3010.51	3005.35	3006.98	36019.0
2019-02-15 15:30:00	ES	Futures	3007.26	3015.4	3006.44	3015.4	136718.0
2019-02-15 16:00:00	ES	Futures	3015.4	3017.3	3014.32	3016.76	63180.0
2019-02-15 16:30:00	ES	Futures	3016.76	3018.39	3016.49	3017.58	10098.0
2019-02-15 00:00:00	NQ	Futures	8170.78	8171.37	8158.8	8160.56	1364.0
2019-02-15 00:30:00	NQ	Futures	8160.56	8170.2	8160.26	8165.52	1390.0
2019-02-15 01:00:00	NQ	Futures	8165.82	8169.91	8161.14	8165.52	1205.0
2019-02-15 01:30:00	NQ	Futures	8164.65	8165.52	8157.34	8162.02	1026.0
2019-02-15 02:00:00	NQ	Futures	8162.31	8168.74	8155.88	8160.56	2566.0
2019-02-15 02:30:00	NQ	Futures	8160.56	8160.85	8152.37	8158.8	2080.0
2019-02-15 03:00:00	NQ	Futures	8158.8	8169.61	8158.51	8167.86	2799.0
2019-02-15 03:30:00	NQ	Futures	8167.57	8183.05	8167.57	8175.75	3655.0
2019-02-15 04:00:00	NQ	Futures	8176.04	8185.39	8175.46	8181.01	2586.0
2019-02-15 04:30:00	NQ	Futures	8181.3	8192.4	8181.01	8190.94	2801.0
2019-02-15 05:00:00	NQ	Futures	8190.36	8198.25	8183.64	8188.02	3037.0
2019-02-15 05:30:00	NQ	Futures	8188.02	8214.03	8186.85	8208.77	4704.0
2019-02-15 06:00:00	NQ	Futures	8208.47	8223.08	8208.18	8220.45	5105.0
2019-02-15 06:30:00	NQ	Futures	8219.87	8222.5	8207.6	8208.47	3013.0
2019-02-15 07:00:00	NQ	Futures	8208.18	8215.49	8206.14	8209.64	6769.0
2019-02-15 07:30:00	NQ	Futures	8209.94	8232.14	8208.47	8230.39	7139.0

> showing 50 of 2,681 rows — these rows as CSV

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