PREVIEW / futures_30min / 2019-02-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-22.parquet
  size:    71 KB
  rows:    2,622

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
2019-02-22 00:00:00	ES	Futures	3011.6	3011.87	3009.97	3009.97	2568.0
2019-02-22 00:30:00	ES	Futures	3010.24	3015.13	3010.24	3014.32	3616.0
2019-02-22 01:00:00	ES	Futures	3014.32	3014.86	3013.23	3014.59	3147.0
2019-02-22 01:30:00	ES	Futures	3014.86	3016.49	3014.32	3016.22	2977.0
2019-02-22 02:00:00	ES	Futures	3016.22	3017.03	3013.23	3014.59	4661.0
2019-02-22 02:30:00	ES	Futures	3014.86	3016.76	3014.32	3015.95	2501.0
2019-02-22 03:00:00	ES	Futures	3015.95	3018.12	3015.13	3016.49	8572.0
2019-02-22 03:30:00	ES	Futures	3016.49	3023.01	3016.49	3022.19	11460.0
2019-02-22 04:00:00	ES	Futures	3022.19	3024.64	3020.29	3021.65	7920.0
2019-02-22 04:30:00	ES	Futures	3021.65	3024.09	3020.84	3022.46	7975.0
2019-02-22 05:00:00	ES	Futures	3022.46	3024.09	3021.38	3022.74	5633.0
2019-02-22 05:30:00	ES	Futures	3022.74	3026.81	3022.74	3025.18	7625.0
2019-02-22 06:00:00	ES	Futures	3025.18	3026.54	3024.37	3024.91	5093.0
2019-02-22 06:30:00	ES	Futures	3025.18	3028.44	3024.64	3027.08	9238.0
2019-02-22 07:00:00	ES	Futures	3027.08	3027.62	3025.18	3025.18	6772.0
2019-02-22 07:30:00	ES	Futures	3025.18	3026.27	3024.91	3025.45	6412.0
2019-02-22 08:00:00	ES	Futures	3025.72	3026.54	3024.37	3024.64	8208.0
2019-02-22 08:30:00	ES	Futures	3024.64	3025.18	3020.56	3021.38	20186.0
2019-02-22 09:00:00	ES	Futures	3021.38	3024.37	3021.11	3021.92	16916.0
2019-02-22 09:30:00	ES	Futures	3021.92	3026.0	3018.66	3026.0	123132.0
2019-02-22 10:00:00	ES	Futures	3025.72	3027.9	3023.82	3025.45	101565.0
2019-02-22 10:30:00	ES	Futures	3025.45	3030.07	3023.55	3028.98	85543.0
2019-02-22 11:00:00	ES	Futures	3028.98	3034.41	3027.35	3033.33	73176.0
2019-02-22 11:30:00	ES	Futures	3033.33	3034.96	3030.88	3033.06	51962.0
2019-02-22 12:00:00	ES	Futures	3032.78	3035.77	3030.88	3031.7	39971.0
2019-02-22 12:30:00	ES	Futures	3031.7	3032.24	3030.07	3031.7	30524.0
2019-02-22 13:00:00	ES	Futures	3031.7	3031.97	3027.62	3030.34	37085.0
2019-02-22 13:30:00	ES	Futures	3030.34	3031.7	3028.98	3030.61	28421.0
2019-02-22 14:00:00	ES	Futures	3030.88	3033.33	3028.71	3028.98	27708.0
2019-02-22 14:30:00	ES	Futures	3028.98	3030.07	3021.38	3023.28	109217.0
2019-02-22 15:00:00	ES	Futures	3023.01	3031.43	3022.19	3030.61	51277.0
2019-02-22 15:30:00	ES	Futures	3030.61	3034.14	3027.08	3033.33	140994.0
2019-02-22 16:00:00	ES	Futures	3033.06	3033.87	3030.34	3032.51	46406.0
2019-02-22 16:30:00	ES	Futures	3032.51	3036.86	3032.51	3036.59	7613.0
2019-02-22 00:00:00	NQ	Futures	8211.69	8212.86	8208.77	8209.06	893.0
2019-02-22 00:30:00	NQ	Futures	8209.06	8225.71	8209.06	8223.38	2234.0
2019-02-22 01:00:00	NQ	Futures	8223.08	8226.59	8219.58	8226.59	1601.0
2019-02-22 01:30:00	NQ	Futures	8226.59	8233.02	8224.84	8230.97	1459.0
2019-02-22 02:00:00	NQ	Futures	8231.27	8233.02	8219.87	8224.55	2656.0
2019-02-22 02:30:00	NQ	Futures	8224.55	8232.43	8223.96	8228.93	1110.0
2019-02-22 03:00:00	NQ	Futures	8228.93	8240.62	8228.93	8235.06	2611.0
2019-02-22 03:30:00	NQ	Futures	8235.36	8254.35	8233.9	8250.55	3491.0
2019-02-22 04:00:00	NQ	Futures	8250.84	8258.15	8245.88	8249.67	2395.0
2019-02-22 04:30:00	NQ	Futures	8249.38	8257.56	8247.92	8252.01	2058.0
2019-02-22 05:00:00	NQ	Futures	8252.01	8256.69	8247.92	8253.47	1510.0
2019-02-22 05:30:00	NQ	Futures	8252.89	8268.37	8252.01	8263.7	2958.0
2019-02-22 06:00:00	NQ	Futures	8263.7	8266.91	8260.78	8262.24	1559.0
2019-02-22 06:30:00	NQ	Futures	8261.95	8272.17	8261.36	8270.42	2325.0
2019-02-22 07:00:00	NQ	Futures	8270.13	8273.63	8265.74	8266.62	5424.0
2019-02-22 07:30:00	NQ	Futures	8266.33	8268.96	8261.36	8262.53	2778.0

> showing 50 of 2,622 rows — these rows as CSV

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