PREVIEW / futures_30min / 2019-03-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-08.parquet
  size:    73 KB
  rows:    2,679

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
2019-03-08 00:00:00	ES	Futures	2980.37	2982.0	2978.74	2979.83	2561.0
2019-03-08 00:30:00	ES	Futures	2979.55	2980.37	2978.2	2979.55	3013.0
2019-03-08 01:00:00	ES	Futures	2979.83	2980.37	2975.21	2976.02	4644.0
2019-03-08 01:30:00	ES	Futures	2976.02	2977.38	2975.48	2976.84	2354.0
2019-03-08 02:00:00	ES	Futures	2976.84	2977.65	2973.04	2973.85	5688.0
2019-03-08 02:30:00	ES	Futures	2974.12	2975.21	2972.22	2972.49	7919.0
2019-03-08 03:00:00	ES	Futures	2972.49	2978.47	2972.49	2977.92	10386.0
2019-03-08 03:30:00	ES	Futures	2977.92	2979.55	2974.39	2974.94	6202.0
2019-03-08 04:00:00	ES	Futures	2974.67	2979.28	2974.67	2977.11	6254.0
2019-03-08 04:30:00	ES	Futures	2977.11	2978.74	2974.39	2975.21	5450.0
2019-03-08 05:00:00	ES	Futures	2975.21	2975.48	2970.86	2972.76	9089.0
2019-03-08 05:30:00	ES	Futures	2972.76	2977.11	2972.76	2974.67	4530.0
2019-03-08 06:00:00	ES	Futures	2974.67	2976.3	2974.12	2974.39	3733.0
2019-03-08 06:30:00	ES	Futures	2974.67	2976.84	2972.49	2973.31	6836.0
2019-03-08 07:00:00	ES	Futures	2973.31	2975.75	2973.04	2974.94	5704.0
2019-03-08 07:30:00	ES	Futures	2974.94	2975.48	2971.95	2971.95	7986.0
2019-03-08 08:00:00	ES	Futures	2971.95	2976.57	2971.41	2973.85	10891.0
2019-03-08 08:30:00	ES	Futures	2974.39	2975.21	2961.36	2963.53	57096.0
2019-03-08 09:00:00	ES	Futures	2963.53	2964.07	2957.83	2962.72	33830.0
2019-03-08 09:30:00	ES	Futures	2962.72	2968.42	2958.37	2962.99	125176.0
2019-03-08 10:00:00	ES	Futures	2962.99	2965.7	2957.01	2964.07	73670.0
2019-03-08 10:30:00	ES	Futures	2964.07	2973.31	2960.27	2965.7	67608.0
2019-03-08 11:00:00	ES	Futures	2965.43	2972.76	2963.26	2970.05	41803.0
2019-03-08 11:30:00	ES	Futures	2970.05	2972.49	2965.7	2965.7	31069.0
2019-03-08 12:00:00	ES	Futures	2965.98	2966.52	2961.9	2965.16	23439.0
2019-03-08 12:30:00	ES	Futures	2965.16	2965.43	2957.83	2958.37	20947.0
2019-03-08 13:00:00	ES	Futures	2958.37	2961.9	2957.83	2960.81	20755.0
2019-03-08 13:30:00	ES	Futures	2960.54	2965.16	2958.91	2963.53	17629.0
2019-03-08 14:00:00	ES	Futures	2963.53	2967.6	2960.81	2966.79	18037.0
2019-03-08 14:30:00	ES	Futures	2966.52	2976.3	2966.52	2972.22	32007.0
2019-03-08 15:00:00	ES	Futures	2972.22	2975.48	2966.79	2967.33	38455.0
2019-03-08 15:30:00	ES	Futures	2967.33	2981.46	2966.52	2980.1	82922.0
2019-03-08 16:00:00	ES	Futures	2980.1	2984.71	2978.74	2984.44	28414.0
2019-03-08 16:30:00	ES	Futures	2984.44	2986.07	2984.17	2986.07	4998.0
2019-03-08 00:00:00	NQ	Futures	8191.82	8197.37	8188.31	8191.53	885.0
2019-03-08 00:30:00	NQ	Futures	8191.82	8194.16	8184.22	8189.19	1164.0
2019-03-08 01:00:00	NQ	Futures	8189.19	8191.24	8173.12	8176.33	1655.0
2019-03-08 01:30:00	NQ	Futures	8176.04	8179.26	8173.41	8173.7	1396.0
2019-03-08 02:00:00	NQ	Futures	8173.7	8176.04	8161.43	8162.6	1896.0
2019-03-08 02:30:00	NQ	Futures	8162.89	8168.15	8155.3	8157.63	1808.0
2019-03-08 03:00:00	NQ	Futures	8158.22	8177.8	8158.22	8176.33	2968.0
2019-03-08 03:30:00	NQ	Futures	8176.63	8181.01	8165.82	8166.69	2049.0
2019-03-08 04:00:00	NQ	Futures	8166.4	8180.13	8165.82	8173.12	1608.0
2019-03-08 04:30:00	NQ	Futures	8173.12	8177.8	8164.35	8167.28	1248.0
2019-03-08 05:00:00	NQ	Futures	8167.57	8169.03	8155.59	8161.72	1823.0
2019-03-08 05:30:00	NQ	Futures	8161.72	8175.17	8160.85	8167.86	1414.0
2019-03-08 06:00:00	NQ	Futures	8168.15	8173.7	8164.35	8167.28	879.0
2019-03-08 06:30:00	NQ	Futures	8166.98	8176.33	8159.97	8164.35	1707.0
2019-03-08 07:00:00	NQ	Futures	8164.35	8172.24	8164.35	8169.91	1445.0
2019-03-08 07:30:00	NQ	Futures	8169.91	8171.66	8158.8	8159.97	1931.0

> showing 50 of 2,679 rows — these rows as CSV

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