PREVIEW / futures_30min / 2019-05-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-29.parquet
  size:    94 KB
  rows:    3,492

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
2019-05-29 00:00:00	ES	Futures	3032.01	3032.82	3031.19	3032.55	1586.0
2019-05-29 00:30:00	ES	Futures	3032.55	3032.55	3030.11	3030.65	2535.0
2019-05-29 01:00:00	ES	Futures	3030.65	3035.26	3030.38	3034.45	4715.0
2019-05-29 01:30:00	ES	Futures	3034.45	3036.35	3033.09	3033.36	6612.0
2019-05-29 02:00:00	ES	Futures	3033.36	3034.18	3022.25	3024.42	16011.0
2019-05-29 02:30:00	ES	Futures	3024.42	3026.86	3021.43	3023.06	12572.0
2019-05-29 03:00:00	ES	Futures	3023.06	3024.96	3018.72	3022.52	20504.0
2019-05-29 03:30:00	ES	Futures	3022.52	3025.23	3019.54	3022.52	19996.0
2019-05-29 04:00:00	ES	Futures	3022.52	3025.23	3021.71	3022.79	10304.0
2019-05-29 04:30:00	ES	Futures	3022.79	3026.31	3020.62	3023.06	13760.0
2019-05-29 05:00:00	ES	Futures	3023.33	3023.87	3016.83	3018.99	13349.0
2019-05-29 05:30:00	ES	Futures	3018.72	3023.33	3018.72	3021.71	13467.0
2019-05-29 06:00:00	ES	Futures	3021.98	3024.42	3021.16	3024.15	9437.0
2019-05-29 06:30:00	ES	Futures	3023.87	3027.67	3023.33	3027.13	15104.0
2019-05-29 07:00:00	ES	Futures	3027.13	3027.94	3023.06	3023.06	13968.0
2019-05-29 07:30:00	ES	Futures	3023.33	3026.31	3022.25	3024.42	12122.0
2019-05-29 08:00:00	ES	Futures	3024.15	3024.15	3020.35	3020.35	16818.0
2019-05-29 08:30:00	ES	Futures	3020.62	3022.52	3018.99	3022.25	23084.0
2019-05-29 09:00:00	ES	Futures	3022.52	3025.23	3021.98	3024.15	23573.0
2019-05-29 09:30:00	ES	Futures	3023.87	3024.15	3013.3	3018.72	221086.0
2019-05-29 10:00:00	ES	Futures	3018.45	3027.4	3014.93	3027.4	173908.0
2019-05-29 10:30:00	ES	Futures	3027.13	3028.48	3016.56	3017.1	117475.0
2019-05-29 11:00:00	ES	Futures	3017.1	3024.15	3010.05	3011.4	173119.0
2019-05-29 11:30:00	ES	Futures	3011.4	3013.57	2999.75	3002.73	172818.0
2019-05-29 12:00:00	ES	Futures	3002.73	3013.57	3000.83	3011.13	109790.0
2019-05-29 12:30:00	ES	Futures	3011.4	3013.57	3006.8	3007.61	65907.0
2019-05-29 13:00:00	ES	Futures	3007.61	3020.08	3005.44	3016.56	97214.0
2019-05-29 13:30:00	ES	Futures	3016.28	3020.62	3015.2	3016.01	67808.0
2019-05-29 14:00:00	ES	Futures	3016.01	3019.81	3012.76	3016.28	56690.0
2019-05-29 14:30:00	ES	Futures	3016.01	3016.28	3004.08	3008.42	87824.0
2019-05-29 15:00:00	ES	Futures	3008.69	3012.22	3002.46	3011.68	80552.0
2019-05-29 15:30:00	ES	Futures	3011.4	3022.79	3009.51	3017.64	200629.0
2019-05-29 16:00:00	ES	Futures	3017.64	3018.18	3014.12	3014.66	54186.0
2019-05-29 16:30:00	ES	Futures	3015.47	3016.28	3013.84	3015.47	8291.0
2019-05-29 18:00:00	ES	Futures	3014.12	3020.89	3013.84	3019.81	5654.0
2019-05-29 18:30:00	ES	Futures	3019.81	3020.08	3017.64	3020.08	2019.0
2019-05-29 19:00:00	ES	Futures	3020.08	3020.62	3018.18	3018.45	1826.0
2019-05-29 19:30:00	ES	Futures	3018.45	3019.27	3015.74	3016.83	3381.0
2019-05-29 20:00:00	ES	Futures	3016.56	3021.98	3015.74	3018.72	7803.0
2019-05-29 20:30:00	ES	Futures	3018.72	3018.72	3011.13	3011.95	6583.0
2019-05-29 21:00:00	ES	Futures	3011.68	3019.54	3011.4	3018.72	8346.0
2019-05-29 21:30:00	ES	Futures	3018.45	3018.72	3013.03	3013.57	7054.0
2019-05-29 22:00:00	ES	Futures	3013.57	3015.47	3012.76	3014.39	5059.0
2019-05-29 22:30:00	ES	Futures	3014.66	3017.37	3014.12	3016.83	3939.0
2019-05-29 23:00:00	ES	Futures	3016.56	3019.81	3016.28	3019.81	4516.0
2019-05-29 23:30:00	ES	Futures	3019.54	3020.89	3018.99	3020.35	2574.0
2019-05-29 00:00:00	NQ	Futures	8447.31	8449.64	8444.11	8448.18	618.0
2019-05-29 00:30:00	NQ	Futures	8447.89	8448.77	8441.78	8442.94	982.0
2019-05-29 01:00:00	NQ	Futures	8443.23	8458.37	8442.94	8456.92	2560.0
2019-05-29 01:30:00	NQ	Futures	8456.92	8462.74	8450.51	8450.8	3481.0

> showing 50 of 3,492 rows — these rows as CSV

> unlock the full archive -- $79 one-time