PREVIEW / futures_30min / 2019-03-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-20.parquet
  size:    89 KB
  rows:    3,278

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
2019-03-20 00:00:00	ES	Futures	3073.49	3074.03	3072.94	3073.49	862.0
2019-03-20 00:30:00	ES	Futures	3073.22	3073.49	3071.86	3072.13	1154.0
2019-03-20 01:00:00	ES	Futures	3072.4	3074.57	3072.4	3073.76	1955.0
2019-03-20 01:30:00	ES	Futures	3073.76	3076.2	3073.49	3076.2	4281.0
2019-03-20 02:00:00	ES	Futures	3076.2	3077.28	3075.38	3077.28	3440.0
2019-03-20 02:30:00	ES	Futures	3077.01	3077.55	3076.2	3076.2	1634.0
2019-03-20 03:00:00	ES	Futures	3076.47	3078.37	3075.93	3077.01	3362.0
2019-03-20 03:30:00	ES	Futures	3077.01	3079.18	3076.2	3078.37	3419.0
2019-03-20 04:00:00	ES	Futures	3078.37	3079.99	3077.82	3079.45	7849.0
2019-03-20 04:30:00	ES	Futures	3079.45	3082.43	3079.18	3081.62	7668.0
2019-03-20 05:00:00	ES	Futures	3081.62	3081.89	3078.91	3079.99	6587.0
2019-03-20 05:30:00	ES	Futures	3079.99	3080.26	3077.28	3077.82	5557.0
2019-03-20 06:00:00	ES	Futures	3077.82	3078.64	3075.11	3076.2	7368.0
2019-03-20 06:30:00	ES	Futures	3076.47	3077.01	3073.76	3074.3	8197.0
2019-03-20 07:00:00	ES	Futures	3074.57	3075.11	3072.94	3074.03	9028.0
2019-03-20 07:30:00	ES	Futures	3074.3	3077.01	3073.22	3077.01	6562.0
2019-03-20 08:00:00	ES	Futures	3077.01	3078.91	3076.47	3077.28	10687.0
2019-03-20 08:30:00	ES	Futures	3077.28	3077.82	3072.4	3072.4	15486.0
2019-03-20 09:00:00	ES	Futures	3072.4	3076.47	3072.4	3075.66	18591.0
2019-03-20 09:30:00	ES	Futures	3075.93	3076.47	3065.08	3066.17	163765.0
2019-03-20 10:00:00	ES	Futures	3066.17	3071.59	3063.73	3067.79	95127.0
2019-03-20 10:30:00	ES	Futures	3067.79	3070.5	3065.35	3069.96	73282.0
2019-03-20 11:00:00	ES	Futures	3069.69	3072.13	3067.52	3069.42	52007.0
2019-03-20 11:30:00	ES	Futures	3069.42	3070.23	3059.12	3060.2	84240.0
2019-03-20 12:00:00	ES	Futures	3059.93	3065.08	3059.93	3064.27	62891.0
2019-03-20 12:30:00	ES	Futures	3064.0	3064.27	3055.05	3061.56	114743.0
2019-03-20 13:00:00	ES	Futures	3061.56	3063.46	3060.47	3061.02	33618.0
2019-03-20 13:30:00	ES	Futures	3060.74	3065.35	3060.47	3065.08	35895.0
2019-03-20 14:00:00	ES	Futures	3065.08	3085.96	3064.81	3085.41	236920.0
2019-03-20 14:30:00	ES	Futures	3085.69	3089.75	3081.89	3085.96	135602.0
2019-03-20 15:00:00	ES	Futures	3086.23	3088.4	3078.64	3079.72	102916.0
2019-03-20 15:30:00	ES	Futures	3079.72	3079.99	3066.98	3068.34	204741.0
2019-03-20 16:00:00	ES	Futures	3068.34	3068.88	3064.0	3065.35	61835.0
2019-03-20 16:30:00	ES	Futures	3065.35	3065.35	3061.29	3061.56	10528.0
2019-03-20 18:00:00	ES	Futures	3062.1	3064.27	3061.02	3063.73	4372.0
2019-03-20 18:30:00	ES	Futures	3063.73	3065.62	3063.46	3064.54	2100.0
2019-03-20 19:00:00	ES	Futures	3064.54	3067.25	3064.54	3066.98	3332.0
2019-03-20 19:30:00	ES	Futures	3066.71	3068.61	3066.71	3067.79	3139.0
2019-03-20 20:00:00	ES	Futures	3067.52	3072.67	3067.25	3071.59	5808.0
2019-03-20 20:30:00	ES	Futures	3071.59	3074.57	3071.59	3074.3	7549.0
2019-03-20 21:00:00	ES	Futures	3074.3	3075.38	3071.86	3072.4	5282.0
2019-03-20 21:30:00	ES	Futures	3072.4	3073.49	3071.05	3071.59	5057.0
2019-03-20 22:00:00	ES	Futures	3071.59	3072.94	3071.05	3071.59	3093.0
2019-03-20 22:30:00	ES	Futures	3071.59	3072.4	3069.15	3069.42	3282.0
2019-03-20 23:00:00	ES	Futures	3069.42	3069.96	3066.71	3069.69	5039.0
2019-03-20 23:30:00	ES	Futures	3069.69	3069.69	3067.25	3067.79	1907.0
2019-03-20 00:00:00	NQ	Futures	8582.12	8583.28	8578.62	8580.95	479.0
2019-03-20 00:30:00	NQ	Futures	8580.95	8581.24	8576.0	8577.75	607.0
2019-03-20 01:00:00	NQ	Futures	8578.33	8585.03	8578.33	8581.53	953.0
2019-03-20 01:30:00	NQ	Futures	8581.82	8588.81	8580.95	8587.36	1565.0

> showing 50 of 3,278 rows — these rows as CSV

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