PREVIEW / futures_30min / 2019-03-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-28.parquet
  size:    89 KB
  rows:    3,299

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
2019-03-28 00:00:00	ES	Futures	3042.31	3043.94	3040.14	3041.23	3025.0
2019-03-28 00:30:00	ES	Futures	3040.95	3041.77	3039.06	3039.6	1910.0
2019-03-28 01:00:00	ES	Futures	3039.6	3039.87	3037.7	3039.06	2462.0
2019-03-28 01:30:00	ES	Futures	3039.06	3040.95	3036.89	3037.97	3041.0
2019-03-28 02:00:00	ES	Futures	3037.97	3041.5	3034.72	3041.23	5600.0
2019-03-28 02:30:00	ES	Futures	3041.23	3044.21	3040.68	3042.31	4038.0
2019-03-28 03:00:00	ES	Futures	3042.31	3046.92	3042.31	3043.94	6791.0
2019-03-28 03:30:00	ES	Futures	3043.94	3045.02	3039.06	3040.41	7384.0
2019-03-28 04:00:00	ES	Futures	3040.68	3045.56	3039.87	3043.94	20691.0
2019-03-28 04:30:00	ES	Futures	3043.94	3050.44	3042.31	3049.63	14826.0
2019-03-28 05:00:00	ES	Futures	3049.63	3051.53	3046.65	3049.9	8007.0
2019-03-28 05:30:00	ES	Futures	3049.9	3052.07	3048.55	3050.17	7041.0
2019-03-28 06:00:00	ES	Futures	3050.17	3052.34	3047.46	3049.63	8496.0
2019-03-28 06:30:00	ES	Futures	3049.63	3049.9	3046.11	3048.82	7309.0
2019-03-28 07:00:00	ES	Futures	3049.09	3049.09	3042.85	3043.94	8905.0
2019-03-28 07:30:00	ES	Futures	3043.94	3046.11	3042.31	3044.21	9958.0
2019-03-28 08:00:00	ES	Futures	3044.48	3051.26	3043.12	3047.19	17627.0
2019-03-28 08:30:00	ES	Futures	3047.19	3049.09	3043.12	3048.0	17996.0
2019-03-28 09:00:00	ES	Futures	3048.27	3055.05	3046.11	3052.88	25182.0
2019-03-28 09:30:00	ES	Futures	3053.15	3058.58	3048.0	3056.95	150790.0
2019-03-28 10:00:00	ES	Futures	3056.95	3061.83	3053.97	3058.85	87769.0
2019-03-28 10:30:00	ES	Futures	3058.85	3062.64	3053.42	3053.7	88651.0
2019-03-28 11:00:00	ES	Futures	3053.97	3054.78	3040.68	3041.23	103458.0
2019-03-28 11:30:00	ES	Futures	3041.23	3048.27	3040.14	3045.29	79897.0
2019-03-28 12:00:00	ES	Futures	3045.29	3046.65	3039.06	3045.29	59030.0
2019-03-28 12:30:00	ES	Futures	3045.56	3050.17	3044.21	3049.09	42861.0
2019-03-28 13:00:00	ES	Futures	3049.36	3053.15	3049.09	3052.34	37385.0
2019-03-28 13:30:00	ES	Futures	3052.34	3053.7	3049.63	3053.42	32956.0
2019-03-28 14:00:00	ES	Futures	3053.42	3054.51	3051.8	3053.15	28781.0
2019-03-28 14:30:00	ES	Futures	3053.15	3053.15	3049.36	3052.61	30785.0
2019-03-28 15:00:00	ES	Futures	3052.61	3057.49	3051.26	3055.32	41416.0
2019-03-28 15:30:00	ES	Futures	3055.59	3059.39	3055.05	3058.03	92417.0
2019-03-28 16:00:00	ES	Futures	3057.76	3059.93	3055.86	3059.39	35121.0
2019-03-28 16:30:00	ES	Futures	3059.39	3061.02	3059.39	3060.47	5181.0
2019-03-28 18:00:00	ES	Futures	3058.58	3062.1	3058.58	3058.58	3625.0
2019-03-28 18:30:00	ES	Futures	3058.85	3060.47	3058.3	3059.66	1041.0
2019-03-28 19:00:00	ES	Futures	3059.93	3067.79	3059.39	3065.62	8451.0
2019-03-28 19:30:00	ES	Futures	3065.62	3067.52	3064.54	3065.62	3511.0
2019-03-28 20:00:00	ES	Futures	3065.62	3067.52	3064.27	3065.08	6672.0
2019-03-28 20:30:00	ES	Futures	3064.81	3066.17	3063.46	3064.27	4617.0
2019-03-28 21:00:00	ES	Futures	3064.0	3064.27	3060.47	3062.37	4440.0
2019-03-28 21:30:00	ES	Futures	3062.1	3065.35	3060.74	3061.83	5282.0
2019-03-28 22:00:00	ES	Futures	3061.83	3066.98	3060.74	3066.44	4767.0
2019-03-28 22:30:00	ES	Futures	3066.44	3066.71	3064.81	3066.44	2650.0
2019-03-28 23:00:00	ES	Futures	3066.44	3067.25	3065.35	3066.17	2597.0
2019-03-28 23:30:00	ES	Futures	3066.17	3066.71	3065.35	3066.17	1981.0
2019-03-28 00:00:00	NQ	Futures	8526.8	8530.29	8520.68	8523.01	1496.0
2019-03-28 00:30:00	NQ	Futures	8522.72	8525.34	8516.9	8519.52	1025.0
2019-03-28 01:00:00	NQ	Futures	8519.81	8521.26	8513.11	8516.9	1419.0
2019-03-28 01:30:00	NQ	Futures	8516.9	8523.59	8511.95	8514.28	1560.0

> showing 50 of 3,299 rows — these rows as CSV

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