PREVIEW / futures_30min / 2019-02-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-19.parquet
  size:    90 KB
  rows:    3,341

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
2019-02-19 00:00:00	ES	Futures	3016.22	3016.49	3014.32	3015.13	2882.0
2019-02-19 00:30:00	ES	Futures	3015.13	3015.68	3014.59	3015.68	1439.0
2019-02-19 01:00:00	ES	Futures	3015.68	3016.22	3014.59	3016.22	1176.0
2019-02-19 01:30:00	ES	Futures	3015.95	3016.22	3015.4	3015.95	880.0
2019-02-19 02:00:00	ES	Futures	3016.22	3016.22	3014.59	3015.95	2496.0
2019-02-19 02:30:00	ES	Futures	3015.95	3016.76	3014.59	3015.13	2188.0
2019-02-19 03:00:00	ES	Futures	3015.13	3017.03	3014.05	3015.95	8253.0
2019-02-19 03:30:00	ES	Futures	3015.95	3016.76	3013.77	3016.49	10207.0
2019-02-19 04:00:00	ES	Futures	3016.76	3017.85	3010.24	3011.33	19210.0
2019-02-19 04:30:00	ES	Futures	3011.33	3012.42	3010.51	3011.87	5902.0
2019-02-19 05:00:00	ES	Futures	3011.87	3012.42	3010.79	3011.33	6639.0
2019-02-19 05:30:00	ES	Futures	3011.6	3013.5	3011.33	3012.42	6188.0
2019-02-19 06:00:00	ES	Futures	3012.42	3012.96	3006.71	3007.26	13123.0
2019-02-19 06:30:00	ES	Futures	3006.98	3008.34	3005.9	3006.98	12225.0
2019-02-19 07:00:00	ES	Futures	3007.26	3008.61	3005.63	3006.71	8572.0
2019-02-19 07:30:00	ES	Futures	3006.71	3010.51	3006.71	3008.61	12146.0
2019-02-19 08:00:00	ES	Futures	3008.61	3010.24	3006.71	3008.34	15853.0
2019-02-19 08:30:00	ES	Futures	3008.07	3008.61	3005.9	3007.53	10387.0
2019-02-19 09:00:00	ES	Futures	3007.53	3008.34	3004.81	3004.81	18813.0
2019-02-19 09:30:00	ES	Futures	3005.08	3014.86	3004.81	3014.05	146711.0
2019-02-19 10:00:00	ES	Futures	3014.32	3017.3	3013.23	3016.49	74480.0
2019-02-19 10:30:00	ES	Futures	3016.22	3016.76	3011.06	3012.69	69031.0
2019-02-19 11:00:00	ES	Futures	3012.69	3017.03	3012.69	3014.05	56417.0
2019-02-19 11:30:00	ES	Futures	3014.05	3024.37	3013.77	3023.82	81203.0
2019-02-19 12:00:00	ES	Futures	3024.09	3024.37	3021.11	3022.19	35269.0
2019-02-19 12:30:00	ES	Futures	3022.19	3022.74	3020.29	3021.65	29752.0
2019-02-19 13:00:00	ES	Futures	3021.38	3021.92	3019.21	3020.56	21529.0
2019-02-19 13:30:00	ES	Futures	3020.29	3021.11	3018.66	3021.11	25178.0
2019-02-19 14:00:00	ES	Futures	3020.84	3024.37	3020.56	3023.82	27034.0
2019-02-19 14:30:00	ES	Futures	3023.82	3028.17	3023.82	3027.35	54076.0
2019-02-19 15:00:00	ES	Futures	3027.35	3027.9	3023.55	3024.37	41646.0
2019-02-19 15:30:00	ES	Futures	3024.09	3026.81	3018.66	3020.29	117226.0
2019-02-19 16:00:00	ES	Futures	3020.29	3020.84	3015.68	3018.39	43107.0
2019-02-19 16:30:00	ES	Futures	3018.12	3018.93	3017.58	3017.58	5647.0
2019-02-19 18:00:00	ES	Futures	3017.58	3018.93	3015.68	3018.39	5038.0
2019-02-19 18:30:00	ES	Futures	3018.39	3019.21	3017.85	3018.39	1995.0
2019-02-19 19:00:00	ES	Futures	3018.66	3019.21	3017.3	3017.85	3860.0
2019-02-19 19:30:00	ES	Futures	3017.85	3018.93	3016.49	3018.66	4500.0
2019-02-19 20:00:00	ES	Futures	3018.66	3020.02	3017.58	3019.21	3835.0
2019-02-19 20:30:00	ES	Futures	3019.21	3022.46	3018.93	3021.38	6734.0
2019-02-19 21:00:00	ES	Futures	3021.38	3021.65	3019.75	3020.84	4829.0
2019-02-19 21:30:00	ES	Futures	3020.84	3020.84	3019.21	3019.48	2509.0
2019-02-19 22:00:00	ES	Futures	3019.48	3020.02	3018.39	3018.66	2407.0
2019-02-19 22:30:00	ES	Futures	3018.66	3018.93	3013.77	3015.4	6276.0
2019-02-19 23:00:00	ES	Futures	3015.4	3016.22	3014.86	3015.95	1885.0
2019-02-19 23:30:00	ES	Futures	3015.95	3016.49	3015.4	3015.68	1503.0
2019-02-19 00:00:00	NQ	Futures	8271.0	8271.3	8260.78	8264.28	1646.0
2019-02-19 00:30:00	NQ	Futures	8264.28	8266.33	8262.53	8265.74	739.0
2019-02-19 01:00:00	NQ	Futures	8265.45	8266.62	8261.07	8266.62	671.0
2019-02-19 01:30:00	NQ	Futures	8266.33	8267.21	8263.7	8266.62	474.0

> showing 50 of 3,341 rows — these rows as CSV

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