PREVIEW / futures_30min / 2019-03-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-05.parquet
  size:    83 KB
  rows:    3,240

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
2019-03-05 00:00:00	ES	Futures	3031.16	3031.97	3030.07	3031.97	1942.0
2019-03-05 00:30:00	ES	Futures	3031.97	3032.51	3030.88	3032.24	2489.0
2019-03-05 01:00:00	ES	Futures	3032.24	3034.96	3032.24	3034.14	3404.0
2019-03-05 01:30:00	ES	Futures	3034.14	3034.41	3033.06	3033.87	1905.0
2019-03-05 02:00:00	ES	Futures	3034.14	3036.04	3033.33	3033.6	2955.0
2019-03-05 02:30:00	ES	Futures	3033.6	3035.23	3032.51	3034.96	3406.0
2019-03-05 03:00:00	ES	Futures	3034.96	3036.04	3033.33	3035.5	8616.0
2019-03-05 03:30:00	ES	Futures	3035.23	3040.12	3035.23	3039.03	8721.0
2019-03-05 04:00:00	ES	Futures	3039.3	3040.39	3037.94	3040.12	5019.0
2019-03-05 04:30:00	ES	Futures	3040.39	3040.66	3037.94	3039.3	6830.0
2019-03-05 05:00:00	ES	Futures	3039.3	3039.85	3036.04	3037.4	7126.0
2019-03-05 05:30:00	ES	Futures	3037.4	3038.22	3035.77	3037.13	4982.0
2019-03-05 06:00:00	ES	Futures	3037.13	3037.4	3034.96	3036.04	6871.0
2019-03-05 06:30:00	ES	Futures	3036.32	3037.67	3035.77	3037.67	4715.0
2019-03-05 07:00:00	ES	Futures	3037.4	3037.94	3033.06	3034.96	9912.0
2019-03-05 07:30:00	ES	Futures	3034.96	3035.23	3031.7	3032.78	12047.0
2019-03-05 08:00:00	ES	Futures	3033.06	3036.59	3032.78	3036.04	10414.0
2019-03-05 08:30:00	ES	Futures	3036.04	3037.94	3033.87	3033.87	9457.0
2019-03-05 09:00:00	ES	Futures	3034.14	3036.59	3033.06	3036.04	14460.0
2019-03-05 09:30:00	ES	Futures	3036.04	3036.32	3023.55	3027.08	153441.0
2019-03-05 10:00:00	ES	Futures	3027.08	3034.69	3024.91	3027.9	152526.0
2019-03-05 10:30:00	ES	Futures	3027.62	3032.78	3025.72	3028.44	75674.0
2019-03-05 11:00:00	ES	Futures	3028.44	3034.69	3026.54	3033.06	81485.0
2019-03-05 11:30:00	ES	Futures	3033.33	3037.4	3031.16	3033.06	67612.0
2019-03-05 12:00:00	ES	Futures	3032.78	3034.41	3030.61	3031.97	35677.0
2019-03-05 12:30:00	ES	Futures	3031.97	3033.6	3030.61	3033.6	30648.0
2019-03-05 13:00:00	ES	Futures	3033.6	3036.59	3029.25	3029.53	37703.0
2019-03-05 13:30:00	ES	Futures	3029.53	3032.24	3028.44	3031.43	42402.0
2019-03-05 14:00:00	ES	Futures	3031.43	3034.96	3031.16	3034.69	29695.0
2019-03-05 14:30:00	ES	Futures	3034.69	3037.4	3032.78	3036.86	32686.0
2019-03-05 15:00:00	ES	Futures	3036.86	3037.4	3032.78	3033.33	53275.0
2019-03-05 15:30:00	ES	Futures	3033.6	3038.22	3030.61	3030.88	131938.0
2019-03-05 16:00:00	ES	Futures	3030.88	3033.06	3029.8	3032.51	36784.0
2019-03-05 16:30:00	ES	Futures	3032.24	3032.51	3028.98	3029.53	5638.0
2019-03-05 18:00:00	ES	Futures	3027.08	3028.71	3024.91	3028.17	6165.0
2019-03-05 18:30:00	ES	Futures	3028.17	3029.25	3026.27	3027.08	2679.0
2019-03-05 19:00:00	ES	Futures	3027.08	3027.35	3024.91	3026.54	4931.0
2019-03-05 19:30:00	ES	Futures	3026.81	3026.81	3024.37	3026.27	3609.0
2019-03-05 20:00:00	ES	Futures	3026.27	3026.54	3023.82	3023.82	3097.0
2019-03-05 20:30:00	ES	Futures	3023.82	3027.62	3022.46	3024.91	7206.0
2019-03-05 21:00:00	ES	Futures	3024.91	3026.54	3024.64	3026.54	4903.0
2019-03-05 21:30:00	ES	Futures	3026.54	3028.71	3024.37	3025.18	4982.0
2019-03-05 22:00:00	ES	Futures	3025.18	3026.0	3024.09	3025.72	3309.0
2019-03-05 22:30:00	ES	Futures	3025.72	3026.27	3022.74	3023.01	2920.0
2019-03-05 23:00:00	ES	Futures	3023.01	3023.82	3021.65	3023.01	3879.0
2019-03-05 23:30:00	ES	Futures	3023.28	3024.09	3022.74	3023.55	1793.0
2019-03-05 00:00:00	NQ	Futures	8349.89	8352.52	8346.1	8352.23	828.0
2019-03-05 00:30:00	NQ	Futures	8352.23	8353.99	8347.56	8352.52	842.0
2019-03-05 01:00:00	NQ	Futures	8352.82	8361.29	8352.23	8358.95	1076.0
2019-03-05 01:30:00	NQ	Futures	8359.24	8360.12	8356.61	8358.08	694.0

> showing 50 of 3,240 rows — these rows as CSV

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