PREVIEW / futures_30min / 2019-02-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-20.parquet
  size:    86 KB
  rows:    3,302

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
2019-02-20 00:00:00	ES	Futures	3015.95	3017.03	3014.59	3015.13	2400.0
2019-02-20 00:30:00	ES	Futures	3014.86	3017.3	3014.86	3017.03	1542.0
2019-02-20 01:00:00	ES	Futures	3017.03	3019.21	3016.76	3018.66	3059.0
2019-02-20 01:30:00	ES	Futures	3018.66	3019.21	3017.3	3017.85	1798.0
2019-02-20 02:00:00	ES	Futures	3017.85	3020.56	3017.58	3017.85	4930.0
2019-02-20 02:30:00	ES	Futures	3017.85	3018.93	3015.95	3016.22	3096.0
2019-02-20 03:00:00	ES	Futures	3016.22	3020.84	3016.22	3019.48	10553.0
2019-02-20 03:30:00	ES	Futures	3019.75	3020.29	3017.3	3018.12	9314.0
2019-02-20 04:00:00	ES	Futures	3018.12	3020.02	3017.03	3017.58	9787.0
2019-02-20 04:30:00	ES	Futures	3017.58	3017.58	3012.69	3013.5	12835.0
2019-02-20 05:00:00	ES	Futures	3013.5	3017.03	3013.23	3015.13	6253.0
2019-02-20 05:30:00	ES	Futures	3015.13	3017.3	3014.32	3017.03	4260.0
2019-02-20 06:00:00	ES	Futures	3017.3	3017.3	3014.05	3015.68	3154.0
2019-02-20 06:30:00	ES	Futures	3015.4	3017.3	3014.32	3017.03	4705.0
2019-02-20 07:00:00	ES	Futures	3017.03	3018.12	3016.22	3017.3	5730.0
2019-02-20 07:30:00	ES	Futures	3017.3	3018.12	3016.49	3016.76	4875.0
2019-02-20 08:00:00	ES	Futures	3016.76	3017.58	3014.86	3015.95	8285.0
2019-02-20 08:30:00	ES	Futures	3015.68	3019.21	3015.68	3017.85	9132.0
2019-02-20 09:00:00	ES	Futures	3017.85	3021.11	3017.58	3019.48	14382.0
2019-02-20 09:30:00	ES	Futures	3019.48	3022.46	3017.58	3021.65	119344.0
2019-02-20 10:00:00	ES	Futures	3021.65	3023.82	3018.66	3023.55	63879.0
2019-02-20 10:30:00	ES	Futures	3023.55	3026.0	3022.74	3022.74	62762.0
2019-02-20 11:00:00	ES	Futures	3022.74	3024.09	3021.38	3023.55	54135.0
2019-02-20 11:30:00	ES	Futures	3023.55	3027.35	3022.74	3025.45	60456.0
2019-02-20 12:00:00	ES	Futures	3025.18	3025.72	3017.03	3017.3	64707.0
2019-02-20 12:30:00	ES	Futures	3017.3	3020.29	3015.4	3017.58	69395.0
2019-02-20 13:00:00	ES	Futures	3017.58	3025.18	3017.03	3024.64	46978.0
2019-02-20 13:30:00	ES	Futures	3024.91	3028.17	3023.28	3026.0	46456.0
2019-02-20 14:00:00	ES	Futures	3026.0	3031.7	3013.23	3019.75	184883.0
2019-02-20 14:30:00	ES	Futures	3019.75	3028.44	3019.48	3026.27	90205.0
2019-02-20 15:00:00	ES	Futures	3026.27	3027.9	3023.82	3024.91	49458.0
2019-02-20 15:30:00	ES	Futures	3025.18	3027.62	3022.74	3026.54	118064.0
2019-02-20 16:00:00	ES	Futures	3026.54	3028.44	3024.91	3027.62	34307.0
2019-02-20 16:30:00	ES	Futures	3027.9	3028.71	3027.08	3027.35	6091.0
2019-02-20 18:00:00	ES	Futures	3027.62	3027.62	3025.18	3025.45	3579.0
2019-02-20 18:30:00	ES	Futures	3025.72	3026.81	3025.45	3026.54	1563.0
2019-02-20 19:00:00	ES	Futures	3026.27	3028.17	3024.37	3024.91	4910.0
2019-02-20 19:30:00	ES	Futures	3025.18	3026.27	3024.37	3024.91	3440.0
2019-02-20 20:00:00	ES	Futures	3025.18	3025.45	3023.01	3023.55	5558.0
2019-02-20 20:30:00	ES	Futures	3023.28	3025.72	3021.65	3025.45	8172.0
2019-02-20 21:00:00	ES	Futures	3025.45	3026.81	3024.64	3026.54	3806.0
2019-02-20 21:30:00	ES	Futures	3026.81	3034.14	3025.72	3033.87	10546.0
2019-02-20 22:00:00	ES	Futures	3033.87	3035.23	3032.24	3033.6	7006.0
2019-02-20 22:30:00	ES	Futures	3033.6	3039.57	3033.33	3038.22	12019.0
2019-02-20 23:00:00	ES	Futures	3038.22	3038.22	3036.86	3037.13	3015.0
2019-02-20 23:30:00	ES	Futures	3037.13	3039.03	3036.59	3037.67	3413.0
2019-02-20 00:00:00	NQ	Futures	8259.61	8261.65	8255.23	8256.1	934.0
2019-02-20 00:30:00	NQ	Futures	8255.81	8261.95	8255.52	8261.36	976.0
2019-02-20 01:00:00	NQ	Futures	8261.07	8271.0	8259.9	8268.37	1508.0
2019-02-20 01:30:00	NQ	Futures	8268.08	8270.42	8262.82	8267.5	943.0

> showing 50 of 3,302 rows — these rows as CSV

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