PREVIEW / futures_30min / 2019-02-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-21.parquet
  size:    85 KB
  rows:    3,315

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
2019-02-21 00:00:00	ES	Futures	3037.67	3038.76	3035.77	3036.04	3725.0
2019-02-21 00:30:00	ES	Futures	3036.32	3038.76	3034.41	3034.41	7478.0
2019-02-21 01:00:00	ES	Futures	3034.69	3034.69	3032.24	3033.33	6682.0
2019-02-21 01:30:00	ES	Futures	3033.33	3033.87	3031.97	3033.6	3023.0
2019-02-21 02:00:00	ES	Futures	3033.6	3034.96	3030.88	3034.14	6329.0
2019-02-21 02:30:00	ES	Futures	3034.14	3034.69	3031.7	3031.7	5055.0
2019-02-21 03:00:00	ES	Futures	3031.97	3033.87	3031.16	3032.78	11113.0
2019-02-21 03:30:00	ES	Futures	3033.06	3033.06	3030.07	3030.88	8080.0
2019-02-21 04:00:00	ES	Futures	3030.88	3031.16	3028.17	3030.88	8242.0
2019-02-21 04:30:00	ES	Futures	3030.88	3031.16	3028.71	3029.8	5187.0
2019-02-21 05:00:00	ES	Futures	3030.07	3031.7	3028.98	3029.25	6186.0
2019-02-21 05:30:00	ES	Futures	3029.25	3030.61	3028.44	3030.61	5808.0
2019-02-21 06:00:00	ES	Futures	3030.34	3031.97	3029.8	3031.16	5948.0
2019-02-21 06:30:00	ES	Futures	3030.88	3031.43	3027.9	3028.98	7098.0
2019-02-21 07:00:00	ES	Futures	3028.98	3030.34	3023.28	3024.91	15120.0
2019-02-21 07:30:00	ES	Futures	3024.64	3024.64	3020.02	3023.01	23597.0
2019-02-21 08:00:00	ES	Futures	3023.01	3024.91	3021.65	3023.01	12056.0
2019-02-21 08:30:00	ES	Futures	3022.74	3023.82	3018.12	3021.92	26014.0
2019-02-21 09:00:00	ES	Futures	3021.92	3023.28	3017.03	3017.85	24299.0
2019-02-21 09:30:00	ES	Futures	3017.58	3020.56	3009.16	3012.96	218365.0
2019-02-21 10:00:00	ES	Futures	3013.23	3015.4	3008.07	3009.7	155865.0
2019-02-21 10:30:00	ES	Futures	3009.97	3014.86	3009.43	3011.6	84578.0
2019-02-21 11:00:00	ES	Futures	3011.6	3017.3	3009.7	3012.14	72834.0
2019-02-21 11:30:00	ES	Futures	3011.87	3020.02	3011.06	3017.58	66193.0
2019-02-21 12:00:00	ES	Futures	3017.85	3019.75	3015.95	3017.85	43449.0
2019-02-21 12:30:00	ES	Futures	3018.12	3021.11	3017.85	3021.11	38499.0
2019-02-21 13:00:00	ES	Futures	3021.11	3021.92	3017.3	3018.12	32257.0
2019-02-21 13:30:00	ES	Futures	3017.85	3018.39	3016.22	3018.12	22342.0
2019-02-21 14:00:00	ES	Futures	3018.12	3018.66	3008.61	3011.33	57806.0
2019-02-21 14:30:00	ES	Futures	3011.06	3011.87	3002.91	3005.9	82228.0
2019-02-21 15:00:00	ES	Futures	3005.63	3009.43	3004.54	3006.71	53178.0
2019-02-21 15:30:00	ES	Futures	3006.71	3015.4	3002.91	3014.86	139463.0
2019-02-21 16:00:00	ES	Futures	3014.86	3016.22	3013.23	3013.77	49073.0
2019-02-21 16:30:00	ES	Futures	3014.32	3014.86	3012.96	3013.5	4548.0
2019-02-21 18:00:00	ES	Futures	3012.96	3013.23	3010.79	3011.33	5307.0
2019-02-21 18:30:00	ES	Futures	3011.33	3014.32	3011.06	3014.05	2365.0
2019-02-21 19:00:00	ES	Futures	3014.05	3014.32	3011.33	3013.23	4322.0
2019-02-21 19:30:00	ES	Futures	3013.5	3014.86	3012.69	3014.86	3035.0
2019-02-21 20:00:00	ES	Futures	3014.59	3015.68	3010.79	3012.42	4514.0
2019-02-21 20:30:00	ES	Futures	3012.42	3014.05	3009.7	3011.06	5244.0
2019-02-21 21:00:00	ES	Futures	3011.06	3012.42	3010.51	3011.33	3093.0
2019-02-21 21:30:00	ES	Futures	3011.6	3013.23	3010.79	3011.33	2803.0
2019-02-21 22:00:00	ES	Futures	3011.33	3013.23	3010.24	3012.42	3848.0
2019-02-21 22:30:00	ES	Futures	3012.14	3012.69	3011.33	3011.87	1728.0
2019-02-21 23:00:00	ES	Futures	3011.87	3012.96	3011.6	3011.87	2077.0
2019-02-21 23:30:00	ES	Futures	3011.87	3011.87	3010.79	3011.33	2252.0
2019-02-21 00:00:00	NQ	Futures	8302.56	8306.36	8296.13	8297.59	1553.0
2019-02-21 00:30:00	NQ	Futures	8297.88	8307.53	8293.79	8294.09	2696.0
2019-02-21 01:00:00	NQ	Futures	8294.38	8295.26	8285.32	8290.0	2113.0
2019-02-21 01:30:00	NQ	Futures	8289.7	8291.16	8284.44	8291.16	1068.0

> showing 50 of 3,315 rows — these rows as CSV

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