PREVIEW / futures_30min / 2019-03-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-11.parquet
  size:    78 KB
  rows:    3,034

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
2019-03-11 00:00:00	ES	Futures	2984.99	2988.52	2984.71	2986.34	1901.0
2019-03-11 00:30:00	ES	Futures	2986.34	2986.34	2984.99	2984.99	861.0
2019-03-11 01:00:00	ES	Futures	2985.26	2986.34	2983.63	2984.17	1112.0
2019-03-11 01:30:00	ES	Futures	2984.17	2984.44	2983.36	2984.17	844.0
2019-03-11 02:00:00	ES	Futures	2984.44	2985.53	2983.63	2985.26	756.0
2019-03-11 02:30:00	ES	Futures	2985.53	2986.34	2984.71	2986.34	744.0
2019-03-11 03:00:00	ES	Futures	2986.34	2989.6	2985.53	2988.24	3057.0
2019-03-11 03:30:00	ES	Futures	2988.24	2991.23	2987.97	2989.6	2789.0
2019-03-11 04:00:00	ES	Futures	2989.87	2990.15	2986.34	2986.62	6374.0
2019-03-11 04:30:00	ES	Futures	2986.89	2987.16	2984.17	2984.17	4583.0
2019-03-11 05:00:00	ES	Futures	2984.17	2986.62	2983.63	2986.34	2597.0
2019-03-11 05:30:00	ES	Futures	2986.07	2987.7	2985.8	2987.7	1870.0
2019-03-11 06:00:00	ES	Futures	2987.7	2988.24	2986.34	2987.7	2355.0
2019-03-11 06:30:00	ES	Futures	2987.43	2988.52	2985.53	2987.43	3821.0
2019-03-11 07:00:00	ES	Futures	2987.43	2987.97	2986.34	2987.43	2537.0
2019-03-11 07:30:00	ES	Futures	2987.43	2990.69	2987.16	2987.97	4500.0
2019-03-11 08:00:00	ES	Futures	2987.97	2988.52	2986.34	2987.43	4067.0
2019-03-11 08:30:00	ES	Futures	2986.62	2993.13	2986.62	2990.96	10240.0
2019-03-11 09:00:00	ES	Futures	2991.23	2991.78	2987.43	2987.7	7724.0
2019-03-11 09:30:00	ES	Futures	2987.97	2999.38	2987.43	2999.11	35063.0
2019-03-11 10:00:00	ES	Futures	2998.84	3004.81	2998.57	3004.0	28277.0
2019-03-11 10:30:00	ES	Futures	3004.0	3009.97	3002.37	3009.43	32467.0
2019-03-11 11:00:00	ES	Futures	3009.43	3013.23	3008.07	3012.69	26006.0
2019-03-11 11:30:00	ES	Futures	3012.96	3015.68	3010.79	3015.4	23099.0
2019-03-11 12:00:00	ES	Futures	3015.4	3017.58	3012.96	3013.77	20121.0
2019-03-11 12:30:00	ES	Futures	3013.5	3016.22	3013.5	3014.05	13176.0
2019-03-11 13:00:00	ES	Futures	3014.05	3019.21	3013.77	3019.21	13854.0
2019-03-11 13:30:00	ES	Futures	3018.93	3020.56	3017.58	3020.02	10682.0
2019-03-11 14:00:00	ES	Futures	3020.02	3020.02	3017.3	3018.93	8653.0
2019-03-11 14:30:00	ES	Futures	3018.93	3021.65	3017.58	3019.48	14391.0
2019-03-11 15:00:00	ES	Futures	3019.48	3023.55	3018.12	3020.84	17425.0
2019-03-11 15:30:00	ES	Futures	3020.84	3024.64	3020.56	3023.28	37718.0
2019-03-11 16:00:00	ES	Futures	3023.28	3025.18	3021.38	3024.64	22621.0
2019-03-11 16:30:00	ES	Futures	3024.91	3028.17	3024.91	3026.54	6105.0
2019-03-11 18:00:00	ES	Futures	3025.18	3027.62	3024.64	3026.54	3144.0
2019-03-11 18:30:00	ES	Futures	3026.54	3035.23	3026.0	3034.69	3821.0
2019-03-11 19:00:00	ES	Futures	3034.69	3034.96	3031.97	3033.06	2434.0
2019-03-11 19:30:00	ES	Futures	3032.78	3033.33	3032.51	3032.51	1418.0
2019-03-11 20:00:00	ES	Futures	3032.78	3034.14	3030.61	3030.61	3072.0
2019-03-11 20:30:00	ES	Futures	3030.88	3031.97	3030.34	3031.7	1783.0
2019-03-11 21:00:00	ES	Futures	3031.97	3032.78	3031.43	3031.97	1317.0
2019-03-11 21:30:00	ES	Futures	3031.7	3033.33	3031.43	3033.06	1892.0
2019-03-11 22:00:00	ES	Futures	3033.06	3034.14	3032.78	3034.14	1174.0
2019-03-11 22:30:00	ES	Futures	3033.87	3034.69	3033.33	3033.6	788.0
2019-03-11 23:00:00	ES	Futures	3033.33	3034.14	3032.24	3032.51	856.0
2019-03-11 23:30:00	ES	Futures	3032.51	3033.6	3032.51	3033.6	829.0
2019-03-11 00:00:00	NQ	Futures	8217.53	8230.1	8217.53	8222.79	956.0
2019-03-11 00:30:00	NQ	Futures	8222.79	8223.96	8218.41	8218.41	177.0
2019-03-11 01:00:00	NQ	Futures	8218.7	8223.67	8213.73	8215.78	329.0
2019-03-11 01:30:00	NQ	Futures	8216.36	8218.99	8214.61	8218.7	256.0

> showing 50 of 3,034 rows — these rows as CSV

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