PREVIEW / futures_30min / 2019-03-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-19.parquet
  size:    82 KB
  rows:    3,243

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
2019-03-19 00:00:00	ES	Futures	3081.89	3082.98	3081.62	3082.98	1192.0
2019-03-19 00:30:00	ES	Futures	3082.98	3082.98	3081.89	3082.43	1428.0
2019-03-19 01:00:00	ES	Futures	3082.43	3082.7	3081.08	3082.7	1769.0
2019-03-19 01:30:00	ES	Futures	3082.7	3082.7	3081.35	3081.62	1230.0
2019-03-19 02:00:00	ES	Futures	3081.62	3081.89	3081.08	3081.62	1449.0
2019-03-19 02:30:00	ES	Futures	3081.35	3083.52	3081.35	3083.25	1668.0
2019-03-19 03:00:00	ES	Futures	3083.52	3083.52	3082.7	3082.98	2469.0
2019-03-19 03:30:00	ES	Futures	3082.98	3083.52	3082.16	3082.16	2068.0
2019-03-19 04:00:00	ES	Futures	3082.16	3084.33	3081.89	3084.06	6416.0
2019-03-19 04:30:00	ES	Futures	3084.06	3088.13	3083.79	3087.85	11719.0
2019-03-19 05:00:00	ES	Futures	3087.85	3089.48	3087.31	3089.21	7903.0
2019-03-19 05:30:00	ES	Futures	3088.94	3090.29	3088.4	3088.67	6904.0
2019-03-19 06:00:00	ES	Futures	3088.67	3089.48	3087.85	3088.94	5160.0
2019-03-19 06:30:00	ES	Futures	3088.94	3093.82	3088.67	3093.01	9290.0
2019-03-19 07:00:00	ES	Futures	3093.28	3093.28	3091.65	3091.92	5436.0
2019-03-19 07:30:00	ES	Futures	3092.19	3092.19	3089.75	3090.29	6405.0
2019-03-19 08:00:00	ES	Futures	3090.57	3092.46	3090.29	3090.29	13518.0
2019-03-19 08:30:00	ES	Futures	3090.29	3091.65	3089.21	3091.65	10956.0
2019-03-19 09:00:00	ES	Futures	3091.65	3093.01	3089.21	3090.29	18270.0
2019-03-19 09:30:00	ES	Futures	3090.29	3093.01	3086.5	3086.77	160748.0
2019-03-19 10:00:00	ES	Futures	3087.04	3093.55	3086.5	3087.85	87951.0
2019-03-19 10:30:00	ES	Futures	3087.58	3091.11	3084.6	3085.14	66304.0
2019-03-19 11:00:00	ES	Futures	3085.14	3091.38	3085.14	3090.29	55546.0
2019-03-19 11:30:00	ES	Futures	3090.29	3098.16	3088.94	3097.61	70749.0
2019-03-19 12:00:00	ES	Futures	3097.89	3100.05	3095.45	3095.99	67279.0
2019-03-19 12:30:00	ES	Futures	3095.99	3097.07	3081.08	3091.11	159703.0
2019-03-19 13:00:00	ES	Futures	3091.38	3092.46	3088.4	3089.75	83586.0
2019-03-19 13:30:00	ES	Futures	3090.02	3091.65	3086.23	3086.5	67463.0
2019-03-19 14:00:00	ES	Futures	3086.77	3088.67	3081.89	3086.23	65111.0
2019-03-19 14:30:00	ES	Futures	3086.5	3089.21	3082.16	3083.79	46267.0
2019-03-19 15:00:00	ES	Futures	3083.79	3085.14	3073.76	3075.38	94546.0
2019-03-19 15:30:00	ES	Futures	3075.38	3079.99	3067.79	3079.72	213612.0
2019-03-19 16:00:00	ES	Futures	3079.72	3079.99	3074.57	3075.38	55452.0
2019-03-19 16:30:00	ES	Futures	3075.11	3077.55	3074.84	3077.28	7832.0
2019-03-19 18:00:00	ES	Futures	3076.74	3077.82	3074.57	3075.11	4368.0
2019-03-19 18:30:00	ES	Futures	3075.38	3075.38	3073.22	3073.22	2246.0
2019-03-19 19:00:00	ES	Futures	3073.49	3074.3	3071.86	3073.76	2488.0
2019-03-19 19:30:00	ES	Futures	3073.76	3074.84	3072.67	3074.03	2273.0
2019-03-19 20:00:00	ES	Futures	3074.03	3075.66	3073.22	3073.49	4735.0
2019-03-19 20:30:00	ES	Futures	3073.49	3074.03	3069.96	3070.78	6029.0
2019-03-19 21:00:00	ES	Futures	3070.5	3071.59	3067.52	3068.34	8250.0
2019-03-19 21:30:00	ES	Futures	3068.34	3069.42	3066.71	3068.88	7414.0
2019-03-19 22:00:00	ES	Futures	3068.88	3072.67	3068.88	3072.13	4205.0
2019-03-19 22:30:00	ES	Futures	3072.4	3074.57	3071.59	3073.76	3435.0
2019-03-19 23:00:00	ES	Futures	3073.76	3074.84	3071.86	3072.13	3671.0
2019-03-19 23:30:00	ES	Futures	3072.13	3074.3	3071.86	3073.76	1811.0
2019-03-19 00:00:00	NQ	Futures	8576.29	8578.62	8573.38	8578.04	709.0
2019-03-19 00:30:00	NQ	Futures	8578.04	8580.37	8576.58	8577.75	529.0
2019-03-19 01:00:00	NQ	Futures	8577.75	8579.2	8574.55	8578.91	680.0
2019-03-19 01:30:00	NQ	Futures	8578.91	8580.37	8574.84	8575.42	591.0

> showing 50 of 3,243 rows — these rows as CSV

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