PREVIEW / futures_30min / 2019-03-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-26.parquet
  size:    86 KB
  rows:    3,271

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
2019-03-26 00:00:00	ES	Futures	3053.15	3054.24	3052.88	3053.42	1447.0
2019-03-26 00:30:00	ES	Futures	3053.42	3053.97	3051.8	3052.61	2138.0
2019-03-26 01:00:00	ES	Futures	3052.88	3054.51	3052.88	3053.15	2417.0
2019-03-26 01:30:00	ES	Futures	3053.42	3055.05	3052.61	3054.51	3861.0
2019-03-26 02:00:00	ES	Futures	3054.51	3054.78	3046.92	3048.82	7400.0
2019-03-26 02:30:00	ES	Futures	3048.55	3050.71	3047.19	3050.71	3426.0
2019-03-26 03:00:00	ES	Futures	3050.44	3050.44	3046.65	3047.19	5143.0
2019-03-26 03:30:00	ES	Futures	3047.19	3052.61	3047.19	3051.8	5038.0
2019-03-26 04:00:00	ES	Futures	3052.07	3052.61	3047.73	3050.44	11297.0
2019-03-26 04:30:00	ES	Futures	3050.44	3051.26	3046.38	3046.92	6637.0
2019-03-26 05:00:00	ES	Futures	3046.92	3052.88	3046.92	3052.61	8709.0
2019-03-26 05:30:00	ES	Futures	3052.61	3055.59	3049.36	3054.78	9216.0
2019-03-26 06:00:00	ES	Futures	3055.05	3059.12	3054.51	3059.12	13514.0
2019-03-26 06:30:00	ES	Futures	3058.85	3059.12	3056.68	3058.85	7376.0
2019-03-26 07:00:00	ES	Futures	3058.85	3060.74	3057.76	3059.66	8849.0
2019-03-26 07:30:00	ES	Futures	3059.66	3059.93	3057.22	3059.12	7245.0
2019-03-26 08:00:00	ES	Futures	3059.12	3062.1	3058.85	3059.39	14485.0
2019-03-26 08:30:00	ES	Futures	3059.39	3059.66	3056.14	3056.41	16961.0
2019-03-26 09:00:00	ES	Futures	3056.68	3061.29	3056.41	3061.29	23446.0
2019-03-26 09:30:00	ES	Futures	3061.02	3072.13	3061.02	3072.13	177817.0
2019-03-26 10:00:00	ES	Futures	3071.86	3072.67	3065.62	3069.15	112047.0
2019-03-26 10:30:00	ES	Futures	3069.15	3074.3	3064.0	3073.49	98168.0
2019-03-26 11:00:00	ES	Futures	3073.49	3074.3	3065.62	3067.25	72244.0
2019-03-26 11:30:00	ES	Futures	3067.25	3071.05	3059.12	3062.37	90646.0
2019-03-26 12:00:00	ES	Futures	3062.37	3065.08	3057.49	3058.58	67254.0
2019-03-26 12:30:00	ES	Futures	3058.3	3059.66	3052.88	3056.95	79089.0
2019-03-26 13:00:00	ES	Futures	3057.22	3060.74	3055.86	3056.41	54165.0
2019-03-26 13:30:00	ES	Futures	3056.41	3056.68	3049.63	3050.44	63080.0
2019-03-26 14:00:00	ES	Futures	3050.17	3052.07	3047.46	3048.0	55904.0
2019-03-26 14:30:00	ES	Futures	3048.0	3054.24	3045.56	3053.7	67065.0
2019-03-26 15:00:00	ES	Futures	3053.7	3057.22	3049.9	3050.71	72205.0
2019-03-26 15:30:00	ES	Futures	3050.44	3062.37	3048.55	3061.56	142422.0
2019-03-26 16:00:00	ES	Futures	3061.29	3062.1	3058.85	3061.56	50449.0
2019-03-26 16:30:00	ES	Futures	3061.56	3063.18	3060.74	3062.64	8061.0
2019-03-26 18:00:00	ES	Futures	3061.83	3062.37	3058.3	3058.58	3909.0
2019-03-26 18:30:00	ES	Futures	3058.85	3060.47	3058.03	3058.3	1647.0
2019-03-26 19:00:00	ES	Futures	3058.3	3058.58	3056.95	3057.49	2069.0
2019-03-26 19:30:00	ES	Futures	3057.49	3061.29	3056.95	3061.02	7207.0
2019-03-26 20:00:00	ES	Futures	3060.74	3063.18	3056.41	3061.02	10298.0
2019-03-26 20:30:00	ES	Futures	3061.02	3061.56	3057.76	3060.2	11751.0
2019-03-26 21:00:00	ES	Futures	3060.2	3060.2	3055.86	3059.12	10903.0
2019-03-26 21:30:00	ES	Futures	3059.12	3061.29	3057.49	3059.66	7790.0
2019-03-26 22:00:00	ES	Futures	3059.93	3062.64	3058.3	3061.56	7184.0
2019-03-26 22:30:00	ES	Futures	3061.56	3064.27	3061.29	3062.37	6874.0
2019-03-26 23:00:00	ES	Futures	3062.64	3063.18	3061.02	3061.29	5672.0
2019-03-26 23:30:00	ES	Futures	3061.56	3063.46	3061.56	3062.37	3159.0
2019-03-26 00:00:00	NQ	Futures	8592.6	8595.51	8589.69	8591.14	824.0
2019-03-26 00:30:00	NQ	Futures	8591.43	8592.6	8586.19	8587.94	1097.0
2019-03-26 01:00:00	NQ	Futures	8588.52	8593.76	8588.23	8590.27	1159.0
2019-03-26 01:30:00	NQ	Futures	8590.27	8596.38	8587.36	8591.72	1484.0

> showing 50 of 3,271 rows — these rows as CSV

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