PREVIEW / futures_30min / 2019-03-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-03-29.parquet
  size:    74 KB
  rows:    2,712

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
2019-03-29 00:00:00	ES	Futures	3066.17	3066.17	3065.35	3065.62	655.0
2019-03-29 00:30:00	ES	Futures	3065.9	3066.71	3065.35	3065.62	1896.0
2019-03-29 01:00:00	ES	Futures	3065.35	3066.17	3063.73	3064.27	3328.0
2019-03-29 01:30:00	ES	Futures	3064.0	3065.08	3063.18	3064.0	3239.0
2019-03-29 02:00:00	ES	Futures	3064.27	3065.08	3062.64	3064.81	2838.0
2019-03-29 02:30:00	ES	Futures	3064.54	3065.35	3064.0	3064.81	1723.0
2019-03-29 03:00:00	ES	Futures	3064.54	3067.52	3063.18	3066.17	5944.0
2019-03-29 03:30:00	ES	Futures	3065.9	3066.98	3064.81	3065.62	3830.0
2019-03-29 04:00:00	ES	Futures	3065.62	3067.25	3063.46	3064.27	9053.0
2019-03-29 04:30:00	ES	Futures	3064.27	3065.35	3061.56	3061.83	5474.0
2019-03-29 05:00:00	ES	Futures	3061.83	3064.0	3061.83	3063.18	6973.0
2019-03-29 05:30:00	ES	Futures	3063.46	3064.27	3062.1	3063.18	5233.0
2019-03-29 06:00:00	ES	Futures	3063.46	3063.73	3060.2	3060.47	8334.0
2019-03-29 06:30:00	ES	Futures	3060.47	3065.62	3060.2	3065.35	8409.0
2019-03-29 07:00:00	ES	Futures	3065.62	3073.49	3065.08	3071.86	20248.0
2019-03-29 07:30:00	ES	Futures	3071.86	3072.13	3070.23	3071.32	9386.0
2019-03-29 08:00:00	ES	Futures	3071.32	3072.94	3069.69	3070.23	10711.0
2019-03-29 08:30:00	ES	Futures	3070.5	3073.49	3069.42	3072.67	13016.0
2019-03-29 09:00:00	ES	Futures	3072.94	3076.2	3072.67	3075.11	21558.0
2019-03-29 09:30:00	ES	Futures	3075.11	3077.01	3066.71	3070.78	130192.0
2019-03-29 10:00:00	ES	Futures	3070.78	3073.22	3068.06	3072.67	94974.0
2019-03-29 10:30:00	ES	Futures	3072.4	3072.94	3061.56	3065.08	101154.0
2019-03-29 11:00:00	ES	Futures	3065.08	3071.05	3065.08	3070.5	78996.0
2019-03-29 11:30:00	ES	Futures	3070.5	3074.3	3069.42	3069.69	51756.0
2019-03-29 12:00:00	ES	Futures	3069.96	3070.5	3064.81	3069.42	59195.0
2019-03-29 12:30:00	ES	Futures	3069.42	3072.67	3068.34	3071.32	44838.0
2019-03-29 13:00:00	ES	Futures	3071.32	3071.86	3066.98	3070.5	45650.0
2019-03-29 13:30:00	ES	Futures	3070.23	3072.13	3067.79	3070.23	33678.0
2019-03-29 14:00:00	ES	Futures	3070.23	3073.76	3069.69	3073.22	36409.0
2019-03-29 14:30:00	ES	Futures	3073.49	3078.64	3069.69	3077.28	76735.0
2019-03-29 15:00:00	ES	Futures	3077.28	3079.72	3071.32	3073.49	85596.0
2019-03-29 15:30:00	ES	Futures	3073.76	3080.26	3071.59	3077.55	306384.0
2019-03-29 16:00:00	ES	Futures	3077.55	3079.72	3074.57	3079.45	83376.0
2019-03-29 16:30:00	ES	Futures	3079.18	3080.54	3078.64	3079.18	10397.0
2019-03-29 00:00:00	NQ	Futures	8586.77	8587.94	8584.74	8587.36	405.0
2019-03-29 00:30:00	NQ	Futures	8587.07	8590.56	8584.74	8585.9	1114.0
2019-03-29 01:00:00	NQ	Futures	8585.61	8587.07	8581.24	8582.7	1305.0
2019-03-29 01:30:00	NQ	Futures	8582.7	8585.61	8580.37	8583.57	1325.0
2019-03-29 02:00:00	NQ	Futures	8583.57	8586.77	8578.04	8585.03	1493.0
2019-03-29 02:30:00	NQ	Futures	8585.03	8589.1	8580.95	8584.74	1081.0
2019-03-29 03:00:00	NQ	Futures	8584.44	8597.55	8579.79	8593.47	3030.0
2019-03-29 03:30:00	NQ	Futures	8593.47	8596.38	8588.81	8591.14	1845.0
2019-03-29 04:00:00	NQ	Futures	8591.43	8596.67	8583.86	8586.48	4070.0
2019-03-29 04:30:00	NQ	Futures	8586.19	8590.56	8576.0	8576.58	2992.0
2019-03-29 05:00:00	NQ	Futures	8576.29	8582.41	8575.13	8580.95	2635.0
2019-03-29 05:30:00	NQ	Futures	8580.66	8584.15	8576.29	8580.08	2424.0
2019-03-29 06:00:00	NQ	Futures	8580.08	8582.7	8568.72	8570.18	3862.0
2019-03-29 06:30:00	NQ	Futures	8570.18	8584.74	8568.43	8582.99	3529.0
2019-03-29 07:00:00	NQ	Futures	8583.28	8605.7	8582.41	8598.71	6827.0
2019-03-29 07:30:00	NQ	Futures	8598.71	8603.95	8596.38	8601.33	3189.0

> showing 50 of 2,712 rows — these rows as CSV

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