PREVIEW / futures_30min / 2019-03-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-15.parquet
  size:    71 KB
  rows:    2,604

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
2019-03-15 00:00:00	ES	Futures	3057.22	3058.85	3056.95	3057.49	1995.0
2019-03-15 00:30:00	ES	Futures	3057.49	3058.03	3056.68	3057.76	1384.0
2019-03-15 01:00:00	ES	Futures	3057.76	3058.03	3054.78	3055.59	3352.0
2019-03-15 01:30:00	ES	Futures	3055.59	3056.41	3054.51	3055.05	2320.0
2019-03-15 02:00:00	ES	Futures	3055.05	3056.41	3054.51	3055.86	2580.0
2019-03-15 02:30:00	ES	Futures	3055.86	3057.22	3055.59	3056.95	1757.0
2019-03-15 03:00:00	ES	Futures	3056.68	3057.49	3055.86	3056.68	2459.0
2019-03-15 03:30:00	ES	Futures	3056.68	3057.49	3055.32	3056.95	2861.0
2019-03-15 04:00:00	ES	Futures	3056.95	3057.49	3055.32	3056.68	6803.0
2019-03-15 04:30:00	ES	Futures	3056.68	3059.39	3056.41	3058.58	5733.0
2019-03-15 05:00:00	ES	Futures	3058.58	3059.39	3056.95	3058.3	5450.0
2019-03-15 05:30:00	ES	Futures	3058.58	3059.39	3057.49	3058.58	5671.0
2019-03-15 06:00:00	ES	Futures	3058.58	3060.74	3058.3	3059.93	5669.0
2019-03-15 06:30:00	ES	Futures	3060.2	3063.46	3059.66	3062.91	16624.0
2019-03-15 07:00:00	ES	Futures	3062.91	3064.27	3062.64	3064.0	9806.0
2019-03-15 07:30:00	ES	Futures	3064.0	3065.08	3062.1	3063.46	11067.0
2019-03-15 08:00:00	ES	Futures	3063.46	3064.54	3062.37	3062.91	11914.0
2019-03-15 08:30:00	ES	Futures	3062.91	3065.08	3059.12	3060.47	23864.0
2019-03-15 09:00:00	ES	Futures	3060.2	3061.29	3052.61	3057.22	77228.0
2019-03-15 09:30:00	ES	Futures	3057.22	3063.46	3056.41	3060.47	149061.0
2019-03-15 10:00:00	ES	Futures	3060.47	3061.56	3055.05	3060.2	98920.0
2019-03-15 10:30:00	ES	Futures	3060.2	3061.29	3055.59	3058.85	81633.0
2019-03-15 11:00:00	ES	Futures	3058.85	3064.54	3057.22	3064.27	76674.0
2019-03-15 11:30:00	ES	Futures	3064.0	3070.23	3062.1	3068.06	94340.0
2019-03-15 12:00:00	ES	Futures	3068.34	3072.94	3066.71	3071.32	70507.0
2019-03-15 12:30:00	ES	Futures	3071.59	3075.93	3071.32	3072.4	52763.0
2019-03-15 13:00:00	ES	Futures	3072.67	3074.03	3070.78	3070.78	33637.0
2019-03-15 13:30:00	ES	Futures	3070.78	3072.94	3069.96	3070.5	25691.0
2019-03-15 14:00:00	ES	Futures	3070.5	3071.32	3066.44	3067.79	41394.0
2019-03-15 14:30:00	ES	Futures	3067.52	3070.5	3067.52	3068.61	36827.0
2019-03-15 15:00:00	ES	Futures	3068.88	3068.88	3065.35	3068.06	47406.0
2019-03-15 15:30:00	ES	Futures	3067.79	3068.06	3061.83	3066.98	197355.0
2019-03-15 16:00:00	ES	Futures	3066.98	3069.69	3064.0	3069.15	64859.0
2019-03-15 16:30:00	ES	Futures	3068.88	3069.42	3067.79	3068.88	11159.0
2019-03-15 00:00:00	NQ	Futures	8497.39	8502.92	8494.77	8498.85	1047.0
2019-03-15 00:30:00	NQ	Futures	8498.55	8500.59	8495.06	8499.72	616.0
2019-03-15 01:00:00	NQ	Futures	8499.43	8500.88	8489.53	8493.31	1486.0
2019-03-15 01:30:00	NQ	Futures	8493.02	8493.9	8487.49	8489.24	1018.0
2019-03-15 02:00:00	NQ	Futures	8488.65	8493.02	8485.45	8492.15	1151.0
2019-03-15 02:30:00	NQ	Futures	8491.86	8495.64	8490.69	8495.06	639.0
2019-03-15 03:00:00	NQ	Futures	8495.06	8497.97	8491.28	8494.48	1022.0
2019-03-15 03:30:00	NQ	Futures	8494.19	8496.22	8490.98	8495.64	1139.0
2019-03-15 04:00:00	NQ	Futures	8495.35	8499.14	8492.15	8497.68	3326.0
2019-03-15 04:30:00	NQ	Futures	8497.97	8504.67	8496.52	8502.63	2152.0
2019-03-15 05:00:00	NQ	Futures	8502.92	8504.09	8497.39	8500.01	1862.0
2019-03-15 05:30:00	NQ	Futures	8500.01	8502.34	8498.55	8499.72	1622.0
2019-03-15 06:00:00	NQ	Futures	8499.72	8508.74	8498.26	8506.42	2103.0
2019-03-15 06:30:00	NQ	Futures	8506.42	8518.35	8505.83	8516.02	4912.0
2019-03-15 07:00:00	NQ	Futures	8515.73	8516.9	8512.82	8514.86	2591.0
2019-03-15 07:30:00	NQ	Futures	8514.57	8518.06	8504.67	8511.36	3212.0

> showing 50 of 2,604 rows — these rows as CSV

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