PREVIEW / futures_30min / 2019-03-14

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-14.parquet
  size:    80 KB
  rows:    3,230

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
2019-03-14 00:00:00	ES	Futures	3053.15	3054.24	3052.07	3053.42	1727.0
2019-03-14 00:30:00	ES	Futures	3053.7	3054.51	3053.42	3053.42	1506.0
2019-03-14 01:00:00	ES	Futures	3053.7	3054.78	3053.15	3054.51	3494.0
2019-03-14 01:30:00	ES	Futures	3054.51	3055.86	3053.42	3055.59	2620.0
2019-03-14 02:00:00	ES	Futures	3055.32	3055.86	3053.15	3053.97	3209.0
2019-03-14 02:30:00	ES	Futures	3053.7	3054.78	3053.15	3054.24	1380.0
2019-03-14 03:00:00	ES	Futures	3054.24	3055.05	3053.15	3053.97	2471.0
2019-03-14 03:30:00	ES	Futures	3053.97	3056.95	3053.42	3056.95	3314.0
2019-03-14 04:00:00	ES	Futures	3056.68	3060.47	3056.68	3059.93	9760.0
2019-03-14 04:30:00	ES	Futures	3059.93	3062.91	3059.12	3062.64	8445.0
2019-03-14 05:00:00	ES	Futures	3062.37	3063.18	3060.74	3060.74	8359.0
2019-03-14 05:30:00	ES	Futures	3060.74	3063.46	3060.74	3062.64	5819.0
2019-03-14 06:00:00	ES	Futures	3062.91	3062.91	3054.24	3054.78	28713.0
2019-03-14 06:30:00	ES	Futures	3055.05	3055.59	3048.55	3050.98	15115.0
2019-03-14 07:00:00	ES	Futures	3051.26	3053.7	3050.44	3053.42	7569.0
2019-03-14 07:30:00	ES	Futures	3053.42	3055.59	3052.88	3055.32	7519.0
2019-03-14 08:00:00	ES	Futures	3055.59	3058.3	3055.05	3058.03	12660.0
2019-03-14 08:30:00	ES	Futures	3058.03	3059.93	3057.22	3058.03	15678.0
2019-03-14 09:00:00	ES	Futures	3058.03	3058.58	3052.34	3053.15	22052.0
2019-03-14 09:30:00	ES	Futures	3053.15	3055.32	3049.9	3053.42	140926.0
2019-03-14 10:00:00	ES	Futures	3053.42	3053.42	3045.56	3050.17	106270.0
2019-03-14 10:30:00	ES	Futures	3050.17	3054.24	3048.82	3051.8	72491.0
2019-03-14 11:00:00	ES	Futures	3051.8	3055.59	3049.36	3052.61	64141.0
2019-03-14 11:30:00	ES	Futures	3052.61	3058.85	3051.53	3056.41	57510.0
2019-03-14 12:00:00	ES	Futures	3056.68	3058.03	3052.61	3053.97	47266.0
2019-03-14 12:30:00	ES	Futures	3053.97	3056.14	3053.15	3053.97	32292.0
2019-03-14 13:00:00	ES	Futures	3053.97	3054.24	3051.53	3052.88	24775.0
2019-03-14 13:30:00	ES	Futures	3052.61	3053.7	3048.55	3049.63	41458.0
2019-03-14 14:00:00	ES	Futures	3049.63	3052.07	3048.82	3051.26	39023.0
2019-03-14 14:30:00	ES	Futures	3050.98	3051.8	3048.0	3050.71	44050.0
2019-03-14 15:00:00	ES	Futures	3050.71	3052.88	3049.9	3052.34	40306.0
2019-03-14 15:30:00	ES	Futures	3052.34	3054.78	3050.17	3051.53	101508.0
2019-03-14 16:00:00	ES	Futures	3051.53	3051.8	3048.82	3050.17	37138.0
2019-03-14 16:30:00	ES	Futures	3050.44	3051.26	3049.63	3049.9	6278.0
2019-03-14 18:00:00	ES	Futures	3050.98	3052.61	3049.9	3052.61	3383.0
2019-03-14 18:30:00	ES	Futures	3052.34	3052.88	3051.26	3051.53	1862.0
2019-03-14 19:00:00	ES	Futures	3051.53	3052.34	3050.44	3051.26	1375.0
2019-03-14 19:30:00	ES	Futures	3050.98	3052.07	3049.9	3052.07	1673.0
2019-03-14 20:00:00	ES	Futures	3051.8	3053.7	3051.8	3052.61	4335.0
2019-03-14 20:30:00	ES	Futures	3052.61	3054.24	3051.8	3053.97	2284.0
2019-03-14 21:00:00	ES	Futures	3053.97	3054.78	3052.88	3054.51	2790.0
2019-03-14 21:30:00	ES	Futures	3054.78	3055.59	3053.42	3055.32	3828.0
2019-03-14 22:00:00	ES	Futures	3055.05	3058.3	3055.05	3057.22	5000.0
2019-03-14 22:30:00	ES	Futures	3057.22	3060.2	3056.41	3059.39	5588.0
2019-03-14 23:00:00	ES	Futures	3059.12	3060.2	3055.86	3056.68	5803.0
2019-03-14 23:30:00	ES	Futures	3056.41	3058.03	3056.14	3057.49	2357.0
2019-03-14 00:00:00	NQ	Futures	8480.21	8486.03	8476.13	8481.96	929.0
2019-03-14 00:30:00	NQ	Futures	8482.25	8486.91	8482.25	8483.41	779.0
2019-03-14 01:00:00	NQ	Futures	8483.41	8486.33	8481.96	8485.74	1038.0
2019-03-14 01:30:00	NQ	Futures	8485.45	8493.31	8480.5	8491.57	1299.0

> showing 50 of 3,230 rows — these rows as CSV

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