PREVIEW / futures_30min / 2019-03-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-04.parquet
  size:    85 KB
  rows:    3,258

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
2019-03-04 00:00:00	ES	Futures	3060.49	3061.3	3058.59	3059.94	2857.0
2019-03-04 00:30:00	ES	Futures	3059.67	3059.67	3058.59	3059.13	1516.0
2019-03-04 01:00:00	ES	Futures	3059.13	3059.4	3056.96	3058.31	3176.0
2019-03-04 01:30:00	ES	Futures	3058.04	3060.21	3057.23	3059.67	4104.0
2019-03-04 02:00:00	ES	Futures	3059.94	3059.94	3056.96	3057.5	4196.0
2019-03-04 02:30:00	ES	Futures	3057.77	3057.77	3056.14	3057.5	3625.0
2019-03-04 03:00:00	ES	Futures	3057.5	3058.31	3054.24	3056.41	9175.0
2019-03-04 03:30:00	ES	Futures	3056.68	3058.86	3055.33	3058.59	6511.0
2019-03-04 04:00:00	ES	Futures	3058.31	3058.86	3056.41	3056.41	4804.0
2019-03-04 04:30:00	ES	Futures	3056.41	3056.96	3052.88	3052.88	12963.0
2019-03-04 05:00:00	ES	Futures	3052.88	3055.33	3052.07	3054.51	5250.0
2019-03-04 05:30:00	ES	Futures	3054.24	3055.6	3053.15	3053.7	3590.0
2019-03-04 06:00:00	ES	Futures	3053.7	3055.33	3052.61	3054.78	3665.0
2019-03-04 06:30:00	ES	Futures	3055.05	3055.87	3054.24	3055.33	4050.0
2019-03-04 07:00:00	ES	Futures	3055.05	3056.68	3055.05	3056.41	3378.0
2019-03-04 07:30:00	ES	Futures	3056.41	3056.68	3055.33	3055.87	4788.0
2019-03-04 08:00:00	ES	Futures	3055.87	3058.04	3055.33	3057.5	10745.0
2019-03-04 08:30:00	ES	Futures	3057.5	3058.59	3056.96	3057.77	6545.0
2019-03-04 09:00:00	ES	Futures	3058.04	3059.13	3056.96	3058.59	11450.0
2019-03-04 09:30:00	ES	Futures	3058.59	3061.3	3054.24	3058.59	145300.0
2019-03-04 10:00:00	ES	Futures	3058.31	3059.4	3051.52	3057.77	97861.0
2019-03-04 10:30:00	ES	Futures	3057.77	3058.59	3047.99	3048.27	103792.0
2019-03-04 11:00:00	ES	Futures	3048.27	3049.35	3035.77	3036.32	140460.0
2019-03-04 11:30:00	ES	Futures	3036.04	3037.13	3015.13	3018.66	213406.0
2019-03-04 12:00:00	ES	Futures	3018.66	3023.82	3008.61	3015.68	169598.0
2019-03-04 12:30:00	ES	Futures	3015.68	3018.39	3006.98	3012.42	124288.0
2019-03-04 13:00:00	ES	Futures	3012.42	3019.48	3006.44	3018.66	97695.0
2019-03-04 13:30:00	ES	Futures	3018.66	3025.18	3016.76	3024.37	62452.0
2019-03-04 14:00:00	ES	Futures	3024.37	3029.53	3021.38	3028.71	63213.0
2019-03-04 14:30:00	ES	Futures	3028.71	3030.61	3026.0	3026.81	58815.0
2019-03-04 15:00:00	ES	Futures	3026.54	3029.53	3023.28	3027.08	60069.0
2019-03-04 15:30:00	ES	Futures	3027.08	3035.77	3025.72	3034.41	166005.0
2019-03-04 16:00:00	ES	Futures	3034.69	3034.96	3031.97	3032.51	46050.0
2019-03-04 16:30:00	ES	Futures	3032.78	3033.06	3031.7	3032.24	4925.0
2019-03-04 18:00:00	ES	Futures	3031.43	3031.97	3028.44	3029.8	4455.0
2019-03-04 18:30:00	ES	Futures	3030.07	3031.7	3028.98	3031.7	2497.0
2019-03-04 19:00:00	ES	Futures	3031.97	3033.33	3028.71	3031.97	6314.0
2019-03-04 19:30:00	ES	Futures	3031.97	3033.6	3030.61	3030.61	3426.0
2019-03-04 20:00:00	ES	Futures	3030.88	3032.78	3029.25	3030.07	6390.0
2019-03-04 20:30:00	ES	Futures	3030.07	3030.88	3025.72	3026.27	9979.0
2019-03-04 21:00:00	ES	Futures	3026.27	3028.71	3026.27	3028.44	4083.0
2019-03-04 21:30:00	ES	Futures	3028.44	3031.7	3027.62	3031.16	5293.0
2019-03-04 22:00:00	ES	Futures	3031.16	3034.14	3029.25	3030.61	6902.0
2019-03-04 22:30:00	ES	Futures	3030.34	3033.6	3029.53	3031.97	4285.0
2019-03-04 23:00:00	ES	Futures	3031.97	3032.51	3030.88	3031.43	1282.0
2019-03-04 23:30:00	ES	Futures	3031.43	3031.97	3030.61	3031.16	2238.0
2019-03-04 00:00:00	NQ	Futures	8417.97	8421.48	8411.55	8414.18	1543.0
2019-03-04 00:30:00	NQ	Futures	8413.88	8414.76	8409.79	8413.3	688.0
2019-03-04 01:00:00	NQ	Futures	8413.3	8413.59	8407.46	8411.55	1153.0
2019-03-04 01:30:00	NQ	Futures	8411.25	8415.35	8408.92	8413.3	1134.0

> showing 50 of 3,258 rows — these rows as CSV

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