PREVIEW / futures_30min / 2019-03-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-06.parquet
  size:    81 KB
  rows:    3,249

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
2019-03-06 00:00:00	ES	Futures	3023.82	3026.27	3023.55	3026.27	2919.0
2019-03-06 00:30:00	ES	Futures	3026.0	3026.27	3024.09	3024.64	3239.0
2019-03-06 01:00:00	ES	Futures	3024.91	3024.91	3023.28	3024.37	2909.0
2019-03-06 01:30:00	ES	Futures	3024.37	3027.62	3024.37	3026.81	3698.0
2019-03-06 02:00:00	ES	Futures	3027.08	3027.62	3025.72	3026.54	3480.0
2019-03-06 02:30:00	ES	Futures	3026.54	3027.62	3025.18	3026.81	2709.0
2019-03-06 03:00:00	ES	Futures	3026.81	3029.8	3025.72	3026.54	8364.0
2019-03-06 03:30:00	ES	Futures	3026.54	3028.17	3025.72	3026.54	6172.0
2019-03-06 04:00:00	ES	Futures	3026.54	3028.71	3025.72	3028.17	11324.0
2019-03-06 04:30:00	ES	Futures	3028.17	3028.98	3026.81	3027.08	7060.0
2019-03-06 05:00:00	ES	Futures	3026.81	3027.9	3026.0	3027.9	6057.0
2019-03-06 05:30:00	ES	Futures	3027.9	3028.17	3027.08	3027.62	3094.0
2019-03-06 06:00:00	ES	Futures	3027.62	3029.53	3027.35	3028.71	3044.0
2019-03-06 06:30:00	ES	Futures	3028.44	3029.25	3027.9	3029.25	2320.0
2019-03-06 07:00:00	ES	Futures	3029.53	3029.53	3026.81	3026.81	4506.0
2019-03-06 07:30:00	ES	Futures	3026.81	3027.62	3025.72	3026.27	4877.0
2019-03-06 08:00:00	ES	Futures	3026.27	3027.08	3025.18	3025.45	5601.0
2019-03-06 08:30:00	ES	Futures	3025.45	3030.88	3024.64	3029.8	20922.0
2019-03-06 09:00:00	ES	Futures	3029.8	3033.87	3029.53	3031.43	19903.0
2019-03-06 09:30:00	ES	Futures	3031.43	3031.7	3021.38	3024.91	140400.0
2019-03-06 10:00:00	ES	Futures	3024.91	3027.08	3018.66	3019.21	125593.0
2019-03-06 10:30:00	ES	Futures	3019.21	3022.19	3015.13	3020.29	112971.0
2019-03-06 11:00:00	ES	Futures	3020.29	3024.64	3017.85	3019.48	86740.0
2019-03-06 11:30:00	ES	Futures	3019.21	3020.84	3011.6	3014.59	81792.0
2019-03-06 12:00:00	ES	Futures	3014.32	3020.29	3011.33	3012.69	69328.0
2019-03-06 12:30:00	ES	Futures	3012.42	3016.76	3010.24	3010.79	73929.0
2019-03-06 13:00:00	ES	Futures	3010.51	3012.69	3008.61	3009.97	73211.0
2019-03-06 13:30:00	ES	Futures	3009.97	3017.3	3009.97	3016.76	56909.0
2019-03-06 14:00:00	ES	Futures	3016.76	3018.66	3014.86	3016.22	56021.0
2019-03-06 14:30:00	ES	Futures	3015.95	3017.3	3012.42	3014.05	59347.0
2019-03-06 15:00:00	ES	Futures	3014.05	3016.49	3007.53	3010.51	70333.0
2019-03-06 15:30:00	ES	Futures	3010.51	3015.68	3009.97	3011.33	116010.0
2019-03-06 16:00:00	ES	Futures	3011.06	3014.05	3009.97	3010.51	54632.0
2019-03-06 16:30:00	ES	Futures	3009.97	3011.33	3009.16	3010.24	8510.0
2019-03-06 18:00:00	ES	Futures	3009.7	3010.79	3008.61	3009.97	4190.0
2019-03-06 18:30:00	ES	Futures	3010.24	3010.79	3005.08	3006.98	5323.0
2019-03-06 19:00:00	ES	Futures	3006.98	3007.53	3004.27	3005.9	5754.0
2019-03-06 19:30:00	ES	Futures	3005.63	3007.26	3004.27	3005.35	3609.0
2019-03-06 20:00:00	ES	Futures	3005.08	3008.34	3005.08	3006.44	4906.0
2019-03-06 20:30:00	ES	Futures	3006.71	3008.07	3004.81	3006.44	5972.0
2019-03-06 21:00:00	ES	Futures	3006.17	3009.16	3006.17	3007.8	3841.0
2019-03-06 21:30:00	ES	Futures	3008.07	3008.07	3006.17	3007.26	3493.0
2019-03-06 22:00:00	ES	Futures	3007.53	3008.07	3005.08	3007.26	3114.0
2019-03-06 22:30:00	ES	Futures	3006.98	3007.8	3005.9	3006.44	1271.0
2019-03-06 23:00:00	ES	Futures	3006.44	3006.98	3006.17	3006.44	833.0
2019-03-06 23:30:00	ES	Futures	3006.44	3006.44	3005.08	3005.35	1190.0
2019-03-06 00:00:00	NQ	Futures	8353.11	8361.0	8351.65	8359.83	1142.0
2019-03-06 00:30:00	NQ	Futures	8359.83	8360.12	8354.57	8356.03	721.0
2019-03-06 01:00:00	NQ	Futures	8356.32	8356.32	8349.6	8353.99	1066.0
2019-03-06 01:30:00	NQ	Futures	8353.69	8364.8	8353.69	8361.58	1042.0

> showing 50 of 3,249 rows — these rows as CSV

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