PREVIEW / futures_30min / 2019-03-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-21.parquet
  size:    90 KB
  rows:    3,315

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
2019-03-21 00:00:00	ES	Futures	3067.79	3068.06	3066.17	3067.52	2421.0
2019-03-21 00:30:00	ES	Futures	3067.52	3069.42	3067.25	3068.06	3126.0
2019-03-21 01:00:00	ES	Futures	3068.34	3070.23	3067.52	3068.06	3571.0
2019-03-21 01:30:00	ES	Futures	3068.06	3068.88	3066.44	3066.44	2104.0
2019-03-21 02:00:00	ES	Futures	3066.44	3067.79	3065.08	3065.08	4398.0
2019-03-21 02:30:00	ES	Futures	3065.08	3065.35	3059.66	3060.74	6407.0
2019-03-21 03:00:00	ES	Futures	3060.74	3062.91	3059.93	3059.93	6720.0
2019-03-21 03:30:00	ES	Futures	3059.93	3061.83	3058.3	3058.85	7365.0
2019-03-21 04:00:00	ES	Futures	3059.12	3062.91	3058.3	3062.1	11722.0
2019-03-21 04:30:00	ES	Futures	3062.37	3064.81	3060.2	3061.02	11047.0
2019-03-21 05:00:00	ES	Futures	3060.74	3065.9	3060.74	3063.18	6489.0
2019-03-21 05:30:00	ES	Futures	3062.91	3065.35	3061.83	3063.46	7248.0
2019-03-21 06:00:00	ES	Futures	3063.46	3064.54	3062.1	3064.54	5404.0
2019-03-21 06:30:00	ES	Futures	3064.54	3065.9	3063.73	3064.81	7580.0
2019-03-21 07:00:00	ES	Futures	3064.81	3065.08	3053.7	3054.51	20640.0
2019-03-21 07:30:00	ES	Futures	3054.78	3056.95	3052.61	3054.24	17102.0
2019-03-21 08:00:00	ES	Futures	3053.97	3056.68	3052.61	3053.42	17394.0
2019-03-21 08:30:00	ES	Futures	3053.15	3056.68	3051.26	3056.14	19466.0
2019-03-21 09:00:00	ES	Futures	3056.14	3059.12	3055.86	3058.3	17746.0
2019-03-21 09:30:00	ES	Futures	3058.3	3077.55	3057.76	3074.03	190220.0
2019-03-21 10:00:00	ES	Futures	3074.03	3080.54	3073.76	3079.45	137582.0
2019-03-21 10:30:00	ES	Futures	3079.72	3085.14	3077.82	3084.87	126697.0
2019-03-21 11:00:00	ES	Futures	3085.14	3090.29	3084.87	3087.04	135049.0
2019-03-21 11:30:00	ES	Futures	3087.31	3097.61	3085.69	3096.8	105784.0
2019-03-21 12:00:00	ES	Futures	3096.8	3097.34	3088.13	3088.94	82360.0
2019-03-21 12:30:00	ES	Futures	3088.67	3090.29	3086.5	3089.75	64447.0
2019-03-21 13:00:00	ES	Futures	3089.75	3095.72	3089.48	3095.45	51439.0
2019-03-21 13:30:00	ES	Futures	3095.72	3097.89	3092.19	3095.72	64795.0
2019-03-21 14:00:00	ES	Futures	3095.45	3103.58	3095.45	3103.31	80629.0
2019-03-21 14:30:00	ES	Futures	3103.58	3105.75	3102.49	3102.77	64026.0
2019-03-21 15:00:00	ES	Futures	3103.04	3107.92	3099.51	3102.22	82037.0
2019-03-21 15:30:00	ES	Futures	3102.22	3107.1	3100.05	3102.49	149938.0
2019-03-21 16:00:00	ES	Futures	3102.49	3104.93	3099.78	3104.66	54317.0
2019-03-21 16:30:00	ES	Futures	3104.39	3104.93	3101.14	3101.68	8104.0
2019-03-21 18:00:00	ES	Futures	3100.87	3104.12	3100.05	3104.12	3755.0
2019-03-21 18:30:00	ES	Futures	3103.85	3104.12	3101.41	3102.77	1939.0
2019-03-21 19:00:00	ES	Futures	3102.49	3102.49	3100.87	3101.68	1696.0
2019-03-21 19:30:00	ES	Futures	3101.95	3104.12	3101.95	3103.58	2793.0
2019-03-21 20:00:00	ES	Futures	3103.31	3106.56	3102.77	3104.93	7695.0
2019-03-21 20:30:00	ES	Futures	3104.93	3105.75	3102.77	3103.85	4508.0
2019-03-21 21:00:00	ES	Futures	3103.85	3104.39	3100.33	3101.41	5419.0
2019-03-21 21:30:00	ES	Futures	3101.14	3104.39	3100.87	3102.77	5247.0
2019-03-21 22:00:00	ES	Futures	3102.77	3103.31	3100.05	3100.6	4976.0
2019-03-21 22:30:00	ES	Futures	3100.33	3100.87	3097.07	3097.34	6473.0
2019-03-21 23:00:00	ES	Futures	3097.07	3098.97	3097.07	3098.7	4152.0
2019-03-21 23:30:00	ES	Futures	3098.7	3099.78	3098.43	3098.97	2438.0
2019-03-21 00:00:00	NQ	Futures	8648.21	8649.08	8642.97	8647.92	1176.0
2019-03-21 00:30:00	NQ	Futures	8647.92	8654.32	8647.04	8650.54	1140.0
2019-03-21 01:00:00	NQ	Futures	8651.12	8656.36	8649.08	8650.25	1230.0
2019-03-21 01:30:00	NQ	Futures	8650.54	8652.28	8645.3	8646.17	1011.0

> showing 50 of 3,315 rows — these rows as CSV

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