PREVIEW / futures_30min / 2019-05-31

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-31.parquet
  size:    83 KB
  rows:    2,843

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
2019-05-31 00:00:00	ES	Futures	3007.61	3007.88	3006.25	3007.07	2975.0
2019-05-31 00:30:00	ES	Futures	3007.07	3007.34	3003.27	3004.36	4344.0
2019-05-31 01:00:00	ES	Futures	3004.36	3005.44	3000.83	3001.1	7851.0
2019-05-31 01:30:00	ES	Futures	3001.1	3004.36	3000.29	3001.37	6939.0
2019-05-31 02:00:00	ES	Futures	3001.37	3002.73	2998.66	3000.29	9506.0
2019-05-31 02:30:00	ES	Futures	3000.02	3001.37	2998.12	2998.39	8100.0
2019-05-31 03:00:00	ES	Futures	2998.12	3000.29	2993.24	2996.22	30312.0
2019-05-31 03:30:00	ES	Futures	2996.22	2998.66	2991.34	2994.6	19958.0
2019-05-31 04:00:00	ES	Futures	2994.6	2999.2	2994.6	2995.95	16659.0
2019-05-31 04:30:00	ES	Futures	2995.95	2998.93	2993.24	2993.78	16084.0
2019-05-31 05:00:00	ES	Futures	2993.78	2996.22	2989.44	2990.8	27819.0
2019-05-31 05:30:00	ES	Futures	2990.8	2991.34	2987.0	2988.63	26238.0
2019-05-31 06:00:00	ES	Futures	2988.63	2990.26	2986.19	2989.17	16076.0
2019-05-31 06:30:00	ES	Futures	2989.17	2991.88	2986.46	2991.88	19547.0
2019-05-31 07:00:00	ES	Futures	2991.61	2993.24	2989.99	2992.7	22690.0
2019-05-31 07:30:00	ES	Futures	2992.7	2995.14	2991.88	2992.16	18204.0
2019-05-31 08:00:00	ES	Futures	2992.16	2993.24	2989.44	2990.8	18443.0
2019-05-31 08:30:00	ES	Futures	2990.8	2995.68	2989.99	2994.05	25267.0
2019-05-31 09:00:00	ES	Futures	2994.32	2995.14	2991.88	2993.78	23686.0
2019-05-31 09:30:00	ES	Futures	2993.51	2995.14	2983.21	2989.99	235895.0
2019-05-31 10:00:00	ES	Futures	2989.99	2992.16	2985.92	2991.34	129786.0
2019-05-31 10:30:00	ES	Futures	2991.34	2997.58	2989.44	2994.6	120434.0
2019-05-31 11:00:00	ES	Futures	2994.6	3003.27	2993.24	3002.73	111301.0
2019-05-31 11:30:00	ES	Futures	3002.73	3003.27	2996.22	2998.93	80626.0
2019-05-31 12:00:00	ES	Futures	2999.2	2999.48	2992.43	2993.51	59574.0
2019-05-31 12:30:00	ES	Futures	2993.24	2994.87	2989.17	2991.07	62761.0
2019-05-31 13:00:00	ES	Futures	2991.07	2996.49	2989.72	2996.22	52734.0
2019-05-31 13:30:00	ES	Futures	2996.22	2998.39	2993.78	2996.76	67517.0
2019-05-31 14:00:00	ES	Futures	2996.49	2997.85	2987.0	2987.82	97736.0
2019-05-31 14:30:00	ES	Futures	2987.55	2994.32	2984.29	2991.34	111138.0
2019-05-31 15:00:00	ES	Futures	2991.34	2991.88	2984.02	2987.28	100152.0
2019-05-31 15:30:00	ES	Futures	2987.55	2989.17	2982.67	2984.29	278796.0
2019-05-31 16:00:00	ES	Futures	2984.29	2986.46	2982.13	2984.29	97280.0
2019-05-31 16:30:00	ES	Futures	2984.29	2986.19	2982.4	2984.84	11349.0
2019-05-31 00:00:00	NQ	Futures	8397.52	8398.4	8392.86	8394.32	1207.0
2019-05-31 00:30:00	NQ	Futures	8394.03	8395.78	8385.29	8387.91	1414.0
2019-05-31 01:00:00	NQ	Futures	8388.79	8392.28	8380.05	8380.64	2340.0
2019-05-31 01:30:00	NQ	Futures	8380.64	8388.5	8373.94	8380.05	2476.0
2019-05-31 02:00:00	NQ	Futures	8379.76	8382.67	8369.86	8374.81	2817.0
2019-05-31 02:30:00	NQ	Futures	8374.52	8379.47	8364.33	8364.62	3631.0
2019-05-31 03:00:00	NQ	Futures	8365.2	8371.61	8343.08	8353.85	10507.0
2019-05-31 03:30:00	NQ	Futures	8354.14	8355.6	8326.19	8334.63	9733.0
2019-05-31 04:00:00	NQ	Futures	8334.05	8350.94	8333.76	8339.0	6494.0
2019-05-31 04:30:00	NQ	Futures	8339.58	8350.94	8334.63	8337.54	5036.0
2019-05-31 05:00:00	NQ	Futures	8337.84	8346.86	8324.73	8331.14	8649.0
2019-05-31 05:30:00	NQ	Futures	8330.56	8332.89	8308.72	8316.0	9326.0
2019-05-31 06:00:00	NQ	Futures	8316.0	8326.19	8309.59	8323.57	5735.0
2019-05-31 06:30:00	NQ	Futures	8323.86	8331.43	8313.67	8329.39	5125.0
2019-05-31 07:00:00	NQ	Futures	8329.1	8339.0	8326.19	8336.96	6681.0
2019-05-31 07:30:00	NQ	Futures	8336.67	8342.79	8332.3	8335.22	4564.0

> showing 50 of 2,843 rows — these rows as CSV

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