PREVIEW / futures_30min / 2019-03-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-12.parquet
  size:    81 KB
  rows:    3,127

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
2019-03-12 00:00:00	ES	Futures	3033.6	3033.6	3032.78	3033.33	305.0
2019-03-12 00:30:00	ES	Futures	3033.06	3033.06	3031.97	3032.78	698.0
2019-03-12 01:00:00	ES	Futures	3032.51	3033.33	3030.88	3031.43	1212.0
2019-03-12 01:30:00	ES	Futures	3031.43	3031.97	3030.34	3030.61	727.0
2019-03-12 02:00:00	ES	Futures	3030.34	3031.43	3028.71	3029.8	1901.0
2019-03-12 02:30:00	ES	Futures	3029.8	3031.16	3029.25	3030.88	856.0
2019-03-12 03:00:00	ES	Futures	3030.88	3031.97	3030.61	3031.43	1680.0
2019-03-12 03:30:00	ES	Futures	3031.16	3033.06	3031.16	3032.51	1664.0
2019-03-12 04:00:00	ES	Futures	3032.51	3032.78	3028.98	3029.8	4038.0
2019-03-12 04:30:00	ES	Futures	3029.8	3030.07	3027.08	3029.25	4280.0
2019-03-12 05:00:00	ES	Futures	3028.98	3031.7	3028.98	3030.61	3327.0
2019-03-12 05:30:00	ES	Futures	3030.88	3031.97	3027.62	3027.9	3138.0
2019-03-12 06:00:00	ES	Futures	3027.9	3027.9	3025.18	3025.72	3045.0
2019-03-12 06:30:00	ES	Futures	3025.72	3027.08	3025.18	3025.45	2913.0
2019-03-12 07:00:00	ES	Futures	3025.45	3026.54	3020.56	3021.65	9005.0
2019-03-12 07:30:00	ES	Futures	3021.65	3023.55	3021.11	3023.28	4223.0
2019-03-12 08:00:00	ES	Futures	3023.55	3025.45	3023.01	3023.82	4183.0
2019-03-12 08:30:00	ES	Futures	3024.09	3031.7	3023.55	3030.61	7444.0
2019-03-12 09:00:00	ES	Futures	3030.34	3030.34	3026.27	3028.98	7821.0
2019-03-12 09:30:00	ES	Futures	3028.98	3034.69	3026.54	3031.7	32455.0
2019-03-12 10:00:00	ES	Futures	3031.97	3035.23	3028.98	3035.23	15782.0
2019-03-12 10:30:00	ES	Futures	3035.23	3039.3	3033.87	3036.32	17883.0
2019-03-12 11:00:00	ES	Futures	3036.32	3036.59	3030.34	3032.24	16867.0
2019-03-12 11:30:00	ES	Futures	3032.24	3039.03	3030.88	3038.76	10733.0
2019-03-12 12:00:00	ES	Futures	3038.49	3039.03	3034.41	3036.32	10793.0
2019-03-12 12:30:00	ES	Futures	3036.59	3036.86	3032.78	3035.5	9237.0
2019-03-12 13:00:00	ES	Futures	3035.5	3036.86	3033.33	3035.77	8595.0
2019-03-12 13:30:00	ES	Futures	3036.04	3039.3	3034.14	3037.94	5779.0
2019-03-12 14:00:00	ES	Futures	3037.94	3039.85	3034.41	3035.23	8554.0
2019-03-12 14:30:00	ES	Futures	3035.5	3037.13	3034.69	3036.59	8761.0
2019-03-12 15:00:00	ES	Futures	3036.86	3036.86	3027.9	3032.51	15797.0
2019-03-12 15:30:00	ES	Futures	3032.51	3036.59	3029.53	3033.06	29426.0
2019-03-12 16:00:00	ES	Futures	3033.06	3033.6	3031.16	3033.6	8730.0
2019-03-12 16:30:00	ES	Futures	3033.6	3035.77	3033.33	3034.96	2639.0
2019-03-12 18:00:00	ES	Futures	3033.33	3034.69	3031.43	3031.7	1523.0
2019-03-12 18:30:00	ES	Futures	3031.97	3032.24	3030.61	3032.24	392.0
2019-03-12 19:00:00	ES	Futures	3032.24	3033.06	3030.34	3031.16	576.0
2019-03-12 19:30:00	ES	Futures	3031.16	3031.43	3028.17	3031.43	1334.0
2019-03-12 20:00:00	ES	Futures	3031.7	3033.87	3030.34	3032.51	1701.0
2019-03-12 20:30:00	ES	Futures	3032.51	3033.06	3030.61	3030.61	869.0
2019-03-12 21:00:00	ES	Futures	3030.88	3031.7	3028.44	3028.71	2036.0
2019-03-12 21:30:00	ES	Futures	3028.98	3028.98	3024.37	3026.54	3822.0
2019-03-12 22:00:00	ES	Futures	3026.27	3027.9	3024.09	3024.64	1928.0
2019-03-12 22:30:00	ES	Futures	3024.37	3026.27	3023.28	3024.91	1084.0
2019-03-12 23:00:00	ES	Futures	3024.91	3027.08	3024.64	3026.27	1037.0
2019-03-12 23:30:00	ES	Futures	3026.54	3027.35	3026.54	3027.08	674.0
2019-03-12 00:00:00	NQ	Futures	8412.72	8413.59	8410.09	8411.55	147.0
2019-03-12 00:30:00	NQ	Futures	8410.38	8410.38	8405.7	8407.16	200.0
2019-03-12 01:00:00	NQ	Futures	8407.46	8409.5	8402.78	8404.24	332.0
2019-03-12 01:30:00	NQ	Futures	8403.95	8406.58	8400.74	8401.9	320.0

> showing 50 of 3,127 rows — these rows as CSV

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