PREVIEW / futures_30min / 2019-03-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-27.parquet
  size:    92 KB
  rows:    3,322

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
2019-03-27 00:00:00	ES	Futures	3062.37	3065.62	3062.37	3065.08	3366.0
2019-03-27 00:30:00	ES	Futures	3065.08	3066.17	3064.0	3065.35	3767.0
2019-03-27 01:00:00	ES	Futures	3065.35	3066.71	3064.81	3065.08	3427.0
2019-03-27 01:30:00	ES	Futures	3065.08	3068.34	3065.08	3068.06	4213.0
2019-03-27 02:00:00	ES	Futures	3068.06	3069.96	3067.52	3069.42	5204.0
2019-03-27 02:30:00	ES	Futures	3069.42	3070.78	3068.88	3069.42	2007.0
2019-03-27 03:00:00	ES	Futures	3069.42	3070.23	3067.79	3068.34	3524.0
2019-03-27 03:30:00	ES	Futures	3068.06	3070.5	3067.25	3069.96	3491.0
2019-03-27 04:00:00	ES	Futures	3069.96	3070.5	3063.73	3064.0	10199.0
2019-03-27 04:30:00	ES	Futures	3064.0	3065.35	3063.46	3063.73	5110.0
2019-03-27 05:00:00	ES	Futures	3063.46	3067.52	3063.46	3067.52	4413.0
2019-03-27 05:30:00	ES	Futures	3067.52	3068.34	3058.58	3059.66	11662.0
2019-03-27 06:00:00	ES	Futures	3059.39	3059.66	3054.78	3058.3	14175.0
2019-03-27 06:30:00	ES	Futures	3058.03	3058.85	3052.88	3053.15	9950.0
2019-03-27 07:00:00	ES	Futures	3053.42	3056.95	3051.53	3055.59	11190.0
2019-03-27 07:30:00	ES	Futures	3055.32	3058.3	3054.51	3057.22	7824.0
2019-03-27 08:00:00	ES	Futures	3057.22	3059.93	3053.15	3058.03	17333.0
2019-03-27 08:30:00	ES	Futures	3058.3	3063.46	3057.49	3062.1	23369.0
2019-03-27 09:00:00	ES	Futures	3062.37	3064.0	3060.47	3062.37	13687.0
2019-03-27 09:30:00	ES	Futures	3062.64	3069.42	3056.14	3057.76	196524.0
2019-03-27 10:00:00	ES	Futures	3057.76	3067.25	3055.32	3064.54	104403.0
2019-03-27 10:30:00	ES	Futures	3064.54	3066.17	3047.73	3051.53	149954.0
2019-03-27 11:00:00	ES	Futures	3051.53	3054.24	3037.7	3037.97	117140.0
2019-03-27 11:30:00	ES	Futures	3037.97	3040.14	3027.4	3032.01	183131.0
2019-03-27 12:00:00	ES	Futures	3032.01	3039.6	3029.3	3038.79	95576.0
2019-03-27 12:30:00	ES	Futures	3038.51	3042.85	3037.43	3038.79	70060.0
2019-03-27 13:00:00	ES	Futures	3038.79	3048.82	3035.53	3047.19	84261.0
2019-03-27 13:30:00	ES	Futures	3046.92	3050.44	3044.21	3047.73	54825.0
2019-03-27 14:00:00	ES	Futures	3047.46	3052.34	3045.83	3048.82	61273.0
2019-03-27 14:30:00	ES	Futures	3048.82	3052.07	3043.67	3046.65	67729.0
2019-03-27 15:00:00	ES	Futures	3046.92	3050.44	3043.39	3050.17	57034.0
2019-03-27 15:30:00	ES	Futures	3050.17	3053.97	3044.48	3047.19	154473.0
2019-03-27 16:00:00	ES	Futures	3046.92	3049.09	3045.02	3047.46	51239.0
2019-03-27 16:30:00	ES	Futures	3047.73	3047.73	3043.94	3044.21	6779.0
2019-03-27 18:00:00	ES	Futures	3043.94	3045.02	3040.41	3042.04	4292.0
2019-03-27 18:30:00	ES	Futures	3042.04	3043.12	3041.23	3042.31	2121.0
2019-03-27 19:00:00	ES	Futures	3042.31	3043.94	3040.14	3041.23	2324.0
2019-03-27 19:30:00	ES	Futures	3040.95	3043.67	3040.14	3043.12	3642.0
2019-03-27 20:00:00	ES	Futures	3043.39	3043.39	3032.28	3033.36	20196.0
2019-03-27 20:30:00	ES	Futures	3033.36	3035.26	3031.47	3035.26	6978.0
2019-03-27 21:00:00	ES	Futures	3035.26	3035.53	3030.92	3032.55	8159.0
2019-03-27 21:30:00	ES	Futures	3032.55	3035.26	3031.74	3033.63	4849.0
2019-03-27 22:00:00	ES	Futures	3033.36	3039.33	3032.82	3037.7	8473.0
2019-03-27 22:30:00	ES	Futures	3037.7	3041.77	3037.16	3040.95	5391.0
2019-03-27 23:00:00	ES	Futures	3040.95	3042.31	3039.06	3040.41	3270.0
2019-03-27 23:30:00	ES	Futures	3040.41	3042.58	3039.6	3042.04	2945.0
2019-03-27 00:00:00	NQ	Futures	8596.96	8605.99	8595.8	8605.12	1374.0
2019-03-27 00:30:00	NQ	Futures	8605.12	8608.61	8602.5	8606.28	1614.0
2019-03-27 01:00:00	NQ	Futures	8605.99	8611.81	8604.53	8605.99	1502.0
2019-03-27 01:30:00	NQ	Futures	8606.28	8615.02	8605.12	8614.14	1523.0

> showing 50 of 3,322 rows — these rows as CSV

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