PREVIEW / futures_30min / 2019-02-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-02-28.parquet
  size:    88 KB
  rows:    3,289

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
2019-02-28 00:00:00	ES	Futures	3032.24	3033.06	3031.7	3031.97	4053.0
2019-02-28 00:30:00	ES	Futures	3031.97	3031.97	3027.08	3027.08	6023.0
2019-02-28 01:00:00	ES	Futures	3027.08	3029.25	3024.09	3025.45	7058.0
2019-02-28 01:30:00	ES	Futures	3025.45	3026.54	3024.37	3025.45	3894.0
2019-02-28 02:00:00	ES	Futures	3025.45	3027.08	3021.92	3024.09	10977.0
2019-02-28 02:30:00	ES	Futures	3024.37	3024.91	3022.74	3023.01	4631.0
2019-02-28 03:00:00	ES	Futures	3023.01	3025.72	3021.92	3025.18	10597.0
2019-02-28 03:30:00	ES	Futures	3024.91	3027.62	3024.91	3027.08	7230.0
2019-02-28 04:00:00	ES	Futures	3027.35	3028.71	3026.81	3027.9	5408.0
2019-02-28 04:30:00	ES	Futures	3027.62	3028.98	3026.54	3028.17	4901.0
2019-02-28 05:00:00	ES	Futures	3028.17	3028.17	3026.0	3027.35	5952.0
2019-02-28 05:30:00	ES	Futures	3027.35	3028.44	3027.35	3027.35	3329.0
2019-02-28 06:00:00	ES	Futures	3027.35	3029.53	3026.27	3028.44	5620.0
2019-02-28 06:30:00	ES	Futures	3028.44	3028.98	3027.08	3028.71	7040.0
2019-02-28 07:00:00	ES	Futures	3028.98	3030.07	3027.35	3029.25	7908.0
2019-02-28 07:30:00	ES	Futures	3029.25	3032.24	3028.17	3030.88	11510.0
2019-02-28 08:00:00	ES	Futures	3030.88	3031.43	3027.9	3029.53	8518.0
2019-02-28 08:30:00	ES	Futures	3029.53	3033.6	3029.25	3031.16	21498.0
2019-02-28 09:00:00	ES	Futures	3031.16	3031.7	3029.25	3030.07	14017.0
2019-02-28 09:30:00	ES	Futures	3030.07	3034.41	3027.35	3031.43	123027.0
2019-02-28 10:00:00	ES	Futures	3031.43	3031.43	3024.64	3027.62	124280.0
2019-02-28 10:30:00	ES	Futures	3027.62	3031.43	3023.82	3027.35	93123.0
2019-02-28 11:00:00	ES	Futures	3027.08	3031.43	3024.09	3029.53	62511.0
2019-02-28 11:30:00	ES	Futures	3029.53	3033.6	3028.98	3031.16	56289.0
2019-02-28 12:00:00	ES	Futures	3031.43	3035.5	3030.34	3034.41	40835.0
2019-02-28 12:30:00	ES	Futures	3034.41	3034.96	3032.24	3034.96	30323.0
2019-02-28 13:00:00	ES	Futures	3034.96	3035.23	3031.16	3031.7	28041.0
2019-02-28 13:30:00	ES	Futures	3031.7	3034.14	3030.61	3031.97	28025.0
2019-02-28 14:00:00	ES	Futures	3032.24	3033.6	3029.8	3032.51	41410.0
2019-02-28 14:30:00	ES	Futures	3032.51	3032.51	3026.81	3028.71	44866.0
2019-02-28 15:00:00	ES	Futures	3028.71	3030.34	3027.08	3029.53	52205.0
2019-02-28 15:30:00	ES	Futures	3029.8	3032.78	3023.01	3025.45	259276.0
2019-02-28 16:00:00	ES	Futures	3025.45	3030.61	3024.91	3029.8	100955.0
2019-02-28 16:30:00	ES	Futures	3029.53	3030.34	3027.35	3027.62	8168.0
2019-02-28 18:00:00	ES	Futures	3025.72	3027.08	3023.28	3024.91	5361.0
2019-02-28 18:30:00	ES	Futures	3024.91	3026.81	3024.91	3025.72	2097.0
2019-02-28 19:00:00	ES	Futures	3025.72	3028.17	3025.45	3027.35	3716.0
2019-02-28 19:30:00	ES	Futures	3027.35	3028.98	3027.08	3028.17	1884.0
2019-02-28 20:00:00	ES	Futures	3028.17	3033.06	3028.17	3031.16	5973.0
2019-02-28 20:30:00	ES	Futures	3031.16	3036.86	3030.07	3033.06	11701.0
2019-02-28 21:00:00	ES	Futures	3033.33	3033.87	3032.24	3032.78	3553.0
2019-02-28 21:30:00	ES	Futures	3033.06	3036.04	3033.06	3036.04	4104.0
2019-02-28 22:00:00	ES	Futures	3035.77	3040.12	3035.5	3038.49	8183.0
2019-02-28 22:30:00	ES	Futures	3038.22	3039.3	3037.67	3038.22	2006.0
2019-02-28 23:00:00	ES	Futures	3038.22	3038.49	3037.13	3037.4	2110.0
2019-02-28 23:30:00	ES	Futures	3037.4	3038.22	3036.32	3036.86	2073.0
2019-02-28 00:00:00	NQ	Futures	8308.99	8313.08	8307.53	8308.99	826.0
2019-02-28 00:30:00	NQ	Futures	8309.28	8309.28	8294.09	8294.38	2124.0
2019-02-28 01:00:00	NQ	Futures	8294.38	8298.76	8284.44	8289.41	2608.0
2019-02-28 01:30:00	NQ	Futures	8288.83	8291.16	8285.03	8287.37	1337.0

> showing 50 of 3,289 rows — these rows as CSV

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