PREVIEW / futures_30min / 2019-09-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-03.parquet
  size:    96 KB
  rows:    3,457

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
2019-09-03 00:00:00	ES	Futures	3149.11	3150.19	3148.57	3150.19	1231.0
2019-09-03 00:30:00	ES	Futures	3150.19	3152.09	3149.65	3151.55	2469.0
2019-09-03 01:00:00	ES	Futures	3151.82	3152.09	3146.13	3147.49	5082.0
2019-09-03 01:30:00	ES	Futures	3147.49	3149.92	3146.68	3148.03	6588.0
2019-09-03 02:00:00	ES	Futures	3148.03	3155.07	3144.51	3153.17	12179.0
2019-09-03 02:30:00	ES	Futures	3153.44	3153.44	3137.2	3146.41	18890.0
2019-09-03 03:00:00	ES	Futures	3146.41	3146.95	3137.2	3142.62	28019.0
2019-09-03 03:30:00	ES	Futures	3142.62	3145.32	3134.49	3136.66	22157.0
2019-09-03 04:00:00	ES	Futures	3136.93	3152.09	3136.39	3147.49	26602.0
2019-09-03 04:30:00	ES	Futures	3147.76	3147.76	3140.72	3145.32	16737.0
2019-09-03 05:00:00	ES	Futures	3145.32	3149.92	3140.72	3142.62	17349.0
2019-09-03 05:30:00	ES	Futures	3142.34	3144.24	3133.95	3136.12	23010.0
2019-09-03 06:00:00	ES	Futures	3136.39	3142.34	3135.04	3140.72	13875.0
2019-09-03 06:30:00	ES	Futures	3140.72	3145.86	3139.91	3145.32	12835.0
2019-09-03 07:00:00	ES	Futures	3145.59	3146.13	3142.34	3145.05	11127.0
2019-09-03 07:30:00	ES	Futures	3145.05	3147.76	3141.8	3143.43	18651.0
2019-09-03 08:00:00	ES	Futures	3143.43	3149.65	3142.07	3146.95	20806.0
2019-09-03 08:30:00	ES	Futures	3146.68	3153.98	3145.86	3147.76	35557.0
2019-09-03 09:00:00	ES	Futures	3147.76	3152.9	3143.43	3144.51	33670.0
2019-09-03 09:30:00	ES	Futures	3144.51	3155.88	3141.53	3153.17	172127.0
2019-09-03 10:00:00	ES	Futures	3153.17	3153.17	3130.43	3140.99	212305.0
2019-09-03 10:30:00	ES	Futures	3140.99	3149.11	3135.58	3147.76	127099.0
2019-09-03 11:00:00	ES	Futures	3147.76	3147.76	3136.12	3142.89	101756.0
2019-09-03 11:30:00	ES	Futures	3142.89	3150.19	3139.64	3145.05	94717.0
2019-09-03 12:00:00	ES	Futures	3145.05	3147.22	3141.8	3143.97	60438.0
2019-09-03 12:30:00	ES	Futures	3143.7	3146.95	3140.45	3141.53	42365.0
2019-09-03 13:00:00	ES	Futures	3141.53	3144.51	3138.28	3140.45	48868.0
2019-09-03 13:30:00	ES	Futures	3140.45	3140.99	3133.95	3135.85	52053.0
2019-09-03 14:00:00	ES	Futures	3135.85	3139.91	3135.31	3138.28	40113.0
2019-09-03 14:30:00	ES	Futures	3138.28	3141.53	3136.66	3140.45	42204.0
2019-09-03 15:00:00	ES	Futures	3140.45	3145.32	3138.28	3143.7	54128.0
2019-09-03 15:30:00	ES	Futures	3143.43	3149.92	3142.34	3146.95	144276.0
2019-09-03 16:00:00	ES	Futures	3146.95	3148.57	3144.78	3146.13	47022.0
2019-09-03 16:30:00	ES	Futures	3146.68	3147.22	3144.24	3145.05	8746.0
2019-09-03 18:00:00	ES	Futures	3143.43	3145.59	3143.43	3145.05	2593.0
2019-09-03 18:30:00	ES	Futures	3145.32	3148.3	3145.05	3147.49	3472.0
2019-09-03 19:00:00	ES	Futures	3147.49	3148.57	3146.95	3147.22	2059.0
2019-09-03 19:30:00	ES	Futures	3147.49	3148.03	3142.34	3143.16	7518.0
2019-09-03 20:00:00	ES	Futures	3143.43	3147.22	3142.89	3145.86	16807.0
2019-09-03 20:30:00	ES	Futures	3145.86	3147.76	3143.7	3147.22	8727.0
2019-09-03 21:00:00	ES	Futures	3147.22	3155.88	3147.22	3154.8	12896.0
2019-09-03 21:30:00	ES	Futures	3154.53	3160.21	3154.26	3159.67	15133.0
2019-09-03 22:00:00	ES	Futures	3159.4	3159.4	3156.42	3158.59	4990.0
2019-09-03 22:30:00	ES	Futures	3158.59	3159.4	3156.42	3156.69	3080.0
2019-09-03 23:00:00	ES	Futures	3156.42	3156.96	3155.34	3155.88	7282.0
2019-09-03 23:30:00	ES	Futures	3155.61	3155.88	3154.26	3155.61	2431.0
2019-09-03 00:00:00	NQ	Futures	8865.88	8869.65	8863.27	8869.07	1052.0
2019-09-03 00:30:00	NQ	Futures	8869.36	8875.46	8867.91	8873.72	1629.0
2019-09-03 01:00:00	NQ	Futures	8874.01	8875.75	8853.99	8857.76	3529.0
2019-09-03 01:30:00	NQ	Futures	8857.76	8865.3	8854.57	8860.66	3153.0

> showing 50 of 3,457 rows — these rows as CSV

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