PREVIEW / futures_30min / 2019-02-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-27.parquet
  size:    85 KB
  rows:    3,272

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
2019-02-27 00:00:00	ES	Futures	3031.7	3034.41	3031.16	3033.87	5554.0
2019-02-27 00:30:00	ES	Futures	3033.87	3034.14	3032.24	3032.78	3819.0
2019-02-27 01:00:00	ES	Futures	3032.78	3033.06	3028.44	3029.25	4677.0
2019-02-27 01:30:00	ES	Futures	3028.98	3029.25	3023.82	3026.0	8293.0
2019-02-27 02:00:00	ES	Futures	3026.0	3027.08	3023.01	3025.18	6668.0
2019-02-27 02:30:00	ES	Futures	3025.18	3027.08	3025.18	3026.0	4501.0
2019-02-27 03:00:00	ES	Futures	3026.27	3027.9	3024.91	3024.91	8819.0
2019-02-27 03:30:00	ES	Futures	3024.91	3026.54	3020.56	3021.11	9411.0
2019-02-27 04:00:00	ES	Futures	3021.38	3023.82	3020.84	3023.55	5545.0
2019-02-27 04:30:00	ES	Futures	3023.55	3024.09	3021.38	3023.55	6794.0
2019-02-27 05:00:00	ES	Futures	3023.55	3024.09	3022.19	3024.09	4756.0
2019-02-27 05:30:00	ES	Futures	3024.09	3026.54	3023.28	3025.72	5408.0
2019-02-27 06:00:00	ES	Futures	3025.72	3026.27	3024.91	3024.91	3256.0
2019-02-27 06:30:00	ES	Futures	3024.91	3026.54	3024.64	3025.18	3709.0
2019-02-27 07:00:00	ES	Futures	3025.45	3027.9	3024.91	3026.81	5233.0
2019-02-27 07:30:00	ES	Futures	3027.08	3028.17	3026.54	3026.54	4966.0
2019-02-27 08:00:00	ES	Futures	3026.54	3027.35	3024.09	3026.54	9726.0
2019-02-27 08:30:00	ES	Futures	3026.54	3028.44	3025.45	3025.45	12016.0
2019-02-27 09:00:00	ES	Futures	3025.72	3028.17	3025.18	3026.0	17033.0
2019-02-27 09:30:00	ES	Futures	3026.0	3033.6	3026.0	3028.44	121732.0
2019-02-27 10:00:00	ES	Futures	3028.17	3029.8	3014.59	3018.39	203400.0
2019-02-27 10:30:00	ES	Futures	3018.39	3023.82	3016.49	3021.38	97653.0
2019-02-27 11:00:00	ES	Futures	3021.11	3027.35	3020.02	3025.72	84208.0
2019-02-27 11:30:00	ES	Futures	3025.72	3028.98	3024.64	3027.35	52527.0
2019-02-27 12:00:00	ES	Futures	3027.62	3031.16	3027.08	3029.8	39170.0
2019-02-27 12:30:00	ES	Futures	3030.07	3031.97	3029.25	3029.8	28323.0
2019-02-27 13:00:00	ES	Futures	3029.8	3036.32	3029.8	3034.41	50606.0
2019-02-27 13:30:00	ES	Futures	3034.41	3034.96	3031.16	3033.06	30176.0
2019-02-27 14:00:00	ES	Futures	3033.33	3035.77	3031.7	3033.87	31116.0
2019-02-27 14:30:00	ES	Futures	3033.87	3037.67	3032.78	3034.41	37827.0
2019-02-27 15:00:00	ES	Futures	3034.41	3037.13	3031.97	3032.24	38749.0
2019-02-27 15:30:00	ES	Futures	3032.24	3034.96	3030.07	3033.87	89284.0
2019-02-27 16:00:00	ES	Futures	3033.87	3036.86	3032.78	3036.32	43719.0
2019-02-27 16:30:00	ES	Futures	3036.32	3038.76	3036.04	3037.94	8347.0
2019-02-27 18:00:00	ES	Futures	3036.59	3037.13	3035.23	3036.04	5073.0
2019-02-27 18:30:00	ES	Futures	3036.04	3036.32	3034.96	3036.04	1811.0
2019-02-27 19:00:00	ES	Futures	3036.04	3036.04	3032.24	3033.6	5786.0
2019-02-27 19:30:00	ES	Futures	3033.33	3034.41	3031.7	3031.97	3703.0
2019-02-27 20:00:00	ES	Futures	3031.97	3034.14	3030.88	3032.24	5762.0
2019-02-27 20:30:00	ES	Futures	3032.24	3034.96	3032.24	3034.69	3509.0
2019-02-27 21:00:00	ES	Futures	3034.96	3035.77	3033.33	3035.5	2906.0
2019-02-27 21:30:00	ES	Futures	3035.5	3035.5	3033.33	3033.6	3617.0
2019-02-27 22:00:00	ES	Futures	3033.87	3034.14	3032.24	3032.78	2142.0
2019-02-27 22:30:00	ES	Futures	3033.06	3033.6	3032.51	3033.6	859.0
2019-02-27 23:00:00	ES	Futures	3033.6	3033.87	3031.97	3032.24	1872.0
2019-02-27 23:30:00	ES	Futures	3032.24	3032.78	3031.97	3032.24	699.0
2019-02-27 00:00:00	NQ	Futures	8320.38	8327.69	8317.46	8327.1	1640.0
2019-02-27 00:30:00	NQ	Futures	8326.81	8327.69	8320.38	8322.14	1456.0
2019-02-27 01:00:00	NQ	Futures	8322.14	8323.01	8306.94	8310.74	1823.0
2019-02-27 01:30:00	NQ	Futures	8310.45	8310.74	8293.5	8300.22	2706.0

> showing 50 of 3,272 rows — these rows as CSV

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