PREVIEW / futures_30min / 2019-09-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-09.parquet
  size:    92 KB
  rows:    3,387

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
2019-09-09 00:00:00	ES	Futures	3233.3	3234.93	3233.03	3233.84	1436.0
2019-09-09 00:30:00	ES	Futures	3234.11	3234.93	3233.03	3234.38	894.0
2019-09-09 01:00:00	ES	Futures	3234.11	3234.93	3233.84	3234.65	1249.0
2019-09-09 01:30:00	ES	Futures	3234.65	3235.2	3233.03	3233.84	2122.0
2019-09-09 02:00:00	ES	Futures	3233.84	3234.65	3231.68	3233.03	5316.0
2019-09-09 02:30:00	ES	Futures	3233.3	3235.47	3233.03	3234.93	3939.0
2019-09-09 03:00:00	ES	Futures	3234.65	3236.01	3233.03	3234.11	9358.0
2019-09-09 03:30:00	ES	Futures	3234.38	3235.47	3232.49	3233.3	6563.0
2019-09-09 04:00:00	ES	Futures	3233.3	3234.65	3231.68	3232.49	7592.0
2019-09-09 04:30:00	ES	Futures	3232.49	3234.38	3232.22	3233.84	5448.0
2019-09-09 05:00:00	ES	Futures	3233.84	3234.65	3233.3	3234.11	3972.0
2019-09-09 05:30:00	ES	Futures	3234.11	3237.09	3233.3	3236.55	10339.0
2019-09-09 06:00:00	ES	Futures	3236.55	3237.36	3236.28	3236.82	4299.0
2019-09-09 06:30:00	ES	Futures	3236.82	3236.82	3235.2	3235.74	4688.0
2019-09-09 07:00:00	ES	Futures	3235.74	3236.28	3234.38	3235.74	6649.0
2019-09-09 07:30:00	ES	Futures	3235.74	3237.36	3235.2	3237.36	7286.0
2019-09-09 08:00:00	ES	Futures	3237.36	3239.26	3237.09	3238.72	11649.0
2019-09-09 08:30:00	ES	Futures	3238.72	3238.99	3237.63	3237.9	8654.0
2019-09-09 09:00:00	ES	Futures	3238.17	3239.26	3235.74	3237.09	17271.0
2019-09-09 09:30:00	ES	Futures	3237.09	3237.9	3227.89	3227.89	152588.0
2019-09-09 10:00:00	ES	Futures	3227.89	3233.03	3227.62	3232.22	97519.0
2019-09-09 10:30:00	ES	Futures	3232.22	3234.11	3230.32	3233.84	64564.0
2019-09-09 11:00:00	ES	Futures	3233.84	3234.38	3231.14	3231.68	62408.0
2019-09-09 11:30:00	ES	Futures	3231.95	3232.49	3228.97	3230.32	44354.0
2019-09-09 12:00:00	ES	Futures	3230.32	3230.86	3220.85	3221.93	82732.0
2019-09-09 12:30:00	ES	Futures	3221.66	3224.1	3215.43	3223.56	83203.0
2019-09-09 13:00:00	ES	Futures	3223.56	3224.37	3219.77	3220.04	35090.0
2019-09-09 13:30:00	ES	Futures	3220.04	3223.29	3217.87	3222.2	48933.0
2019-09-09 14:00:00	ES	Futures	3222.2	3223.56	3218.41	3218.95	39396.0
2019-09-09 14:30:00	ES	Futures	3218.95	3222.2	3218.14	3220.04	42174.0
2019-09-09 15:00:00	ES	Futures	3220.04	3225.72	3218.68	3223.83	57379.0
2019-09-09 15:30:00	ES	Futures	3224.1	3227.08	3222.2	3225.99	106293.0
2019-09-09 16:00:00	ES	Futures	3225.99	3226.8	3224.37	3225.18	44949.0
2019-09-09 16:30:00	ES	Futures	3224.64	3226.8	3224.1	3225.72	5570.0
2019-09-09 18:00:00	ES	Futures	3225.99	3227.89	3225.45	3227.35	3167.0
2019-09-09 18:30:00	ES	Futures	3227.62	3228.7	3227.35	3228.43	1191.0
2019-09-09 19:00:00	ES	Futures	3228.43	3228.97	3227.62	3227.89	1212.0
2019-09-09 19:30:00	ES	Futures	3227.89	3229.78	3227.35	3229.24	2796.0
2019-09-09 20:00:00	ES	Futures	3229.51	3232.22	3228.16	3230.32	9993.0
2019-09-09 20:30:00	ES	Futures	3230.32	3231.95	3230.05	3230.86	4249.0
2019-09-09 21:00:00	ES	Futures	3230.59	3231.68	3229.24	3231.14	4940.0
2019-09-09 21:30:00	ES	Futures	3230.86	3230.86	3224.64	3227.08	7496.0
2019-09-09 22:00:00	ES	Futures	3226.8	3227.08	3221.39	3221.66	8718.0
2019-09-09 22:30:00	ES	Futures	3221.66	3225.99	3221.66	3222.74	5531.0
2019-09-09 23:00:00	ES	Futures	3222.74	3224.37	3221.93	3223.83	3116.0
2019-09-09 23:30:00	ES	Futures	3223.83	3224.1	3222.2	3223.29	2089.0
2019-09-09 00:00:00	NQ	Futures	9135.42	9142.39	9135.13	9137.75	948.0
2019-09-09 00:30:00	NQ	Futures	9138.04	9140.65	9133.97	9138.62	807.0
2019-09-09 01:00:00	NQ	Futures	9138.62	9142.97	9136.88	9140.94	889.0
2019-09-09 01:30:00	NQ	Futures	9140.94	9143.26	9133.39	9138.33	1133.0

> showing 50 of 3,387 rows — these rows as CSV

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