PREVIEW / futures_30min / 2019-03-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-18.parquet
  size:    79 KB
  rows:    3,229

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
2019-03-18 00:00:00	ES	Futures	3069.69	3070.78	3069.42	3070.23	1783.0
2019-03-18 00:30:00	ES	Futures	3069.96	3070.78	3069.42	3070.5	1034.0
2019-03-18 01:00:00	ES	Futures	3070.5	3071.59	3069.42	3071.59	2035.0
2019-03-18 01:30:00	ES	Futures	3071.32	3071.86	3070.78	3071.59	1881.0
2019-03-18 02:00:00	ES	Futures	3071.86	3072.67	3071.59	3072.13	2014.0
2019-03-18 02:30:00	ES	Futures	3071.86	3072.94	3071.59	3072.4	1325.0
2019-03-18 03:00:00	ES	Futures	3072.4	3072.67	3070.23	3070.78	2468.0
2019-03-18 03:30:00	ES	Futures	3070.78	3072.94	3070.78	3071.05	2940.0
2019-03-18 04:00:00	ES	Futures	3070.78	3071.59	3069.42	3069.96	6863.0
2019-03-18 04:30:00	ES	Futures	3069.96	3071.86	3069.69	3070.5	4359.0
2019-03-18 05:00:00	ES	Futures	3070.5	3070.78	3067.79	3068.61	5515.0
2019-03-18 05:30:00	ES	Futures	3068.34	3069.42	3067.52	3068.88	4240.0
2019-03-18 06:00:00	ES	Futures	3069.15	3069.69	3067.25	3067.79	4914.0
2019-03-18 06:30:00	ES	Futures	3067.79	3070.5	3067.25	3069.69	4936.0
2019-03-18 07:00:00	ES	Futures	3069.69	3072.94	3069.42	3071.59	7049.0
2019-03-18 07:30:00	ES	Futures	3071.59	3074.03	3071.32	3072.94	6809.0
2019-03-18 08:00:00	ES	Futures	3072.94	3072.94	3070.5	3070.5	6869.0
2019-03-18 08:30:00	ES	Futures	3070.78	3071.86	3069.69	3069.69	6877.0
2019-03-18 09:00:00	ES	Futures	3069.96	3070.23	3068.34	3068.88	13279.0
2019-03-18 09:30:00	ES	Futures	3068.88	3078.37	3068.61	3078.37	164074.0
2019-03-18 10:00:00	ES	Futures	3078.1	3080.54	3075.11	3077.82	95283.0
2019-03-18 10:30:00	ES	Futures	3077.82	3080.81	3074.57	3079.18	63547.0
2019-03-18 11:00:00	ES	Futures	3079.18	3079.72	3068.34	3070.23	91476.0
2019-03-18 11:30:00	ES	Futures	3069.96	3071.86	3066.17	3069.42	75196.0
2019-03-18 12:00:00	ES	Futures	3069.69	3071.05	3067.79	3070.23	50041.0
2019-03-18 12:30:00	ES	Futures	3070.23	3074.3	3068.06	3073.22	41607.0
2019-03-18 13:00:00	ES	Futures	3072.94	3074.03	3071.86	3073.22	26832.0
2019-03-18 13:30:00	ES	Futures	3072.94	3075.93	3072.4	3075.38	27338.0
2019-03-18 14:00:00	ES	Futures	3075.11	3076.2	3073.22	3074.57	23671.0
2019-03-18 14:30:00	ES	Futures	3074.57	3077.28	3073.76	3075.66	31612.0
2019-03-18 15:00:00	ES	Futures	3075.93	3076.2	3072.13	3073.76	39548.0
2019-03-18 15:30:00	ES	Futures	3073.49	3079.99	3073.49	3078.1	96889.0
2019-03-18 16:00:00	ES	Futures	3077.82	3081.35	3077.82	3080.26	40678.0
2019-03-18 16:30:00	ES	Futures	3080.54	3081.89	3079.45	3081.62	8835.0
2019-03-18 18:00:00	ES	Futures	3081.35	3083.52	3081.35	3083.52	3837.0
2019-03-18 18:30:00	ES	Futures	3083.52	3083.52	3081.08	3081.62	2204.0
2019-03-18 19:00:00	ES	Futures	3081.62	3082.43	3080.54	3082.16	2730.0
2019-03-18 19:30:00	ES	Futures	3081.89	3082.98	3080.81	3081.62	2078.0
2019-03-18 20:00:00	ES	Futures	3081.35	3081.62	3078.91	3080.26	7684.0
2019-03-18 20:30:00	ES	Futures	3080.26	3081.08	3079.18	3080.54	3219.0
2019-03-18 21:00:00	ES	Futures	3080.54	3082.98	3079.99	3082.98	3793.0
2019-03-18 21:30:00	ES	Futures	3082.7	3084.87	3082.16	3082.43	5817.0
2019-03-18 22:00:00	ES	Futures	3082.43	3083.52	3081.35	3082.98	3484.0
2019-03-18 22:30:00	ES	Futures	3082.7	3083.79	3081.89	3083.52	2159.0
2019-03-18 23:00:00	ES	Futures	3083.52	3084.33	3082.7	3082.98	2010.0
2019-03-18 23:30:00	ES	Futures	3083.25	3083.52	3081.89	3081.89	1257.0
2019-03-18 00:00:00	NQ	Futures	8555.91	8560.28	8555.91	8557.37	867.0
2019-03-18 00:30:00	NQ	Futures	8557.08	8559.41	8555.91	8558.53	505.0
2019-03-18 01:00:00	NQ	Futures	8558.53	8561.73	8554.75	8560.86	858.0
2019-03-18 01:30:00	NQ	Futures	8560.86	8562.61	8558.53	8562.03	741.0

> showing 50 of 3,229 rows — these rows as CSV

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