PREVIEW / futures_30min / 2019-10-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-11.parquet
  size:    87 KB
  rows:    2,910

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
2019-10-11 00:00:00	ES	Futures	3205.79	3207.96	3205.52	3207.42	3018.0
2019-10-11 00:30:00	ES	Futures	3207.42	3209.86	3207.42	3209.05	3462.0
2019-10-11 01:00:00	ES	Futures	3209.05	3211.76	3208.78	3209.59	5256.0
2019-10-11 01:30:00	ES	Futures	3209.32	3210.41	3207.96	3208.23	4371.0
2019-10-11 02:00:00	ES	Futures	3208.51	3209.32	3203.07	3204.97	7246.0
2019-10-11 02:30:00	ES	Futures	3204.97	3208.51	3204.7	3208.51	4897.0
2019-10-11 03:00:00	ES	Futures	3208.78	3210.95	3204.97	3209.05	14503.0
2019-10-11 03:30:00	ES	Futures	3209.32	3210.68	3207.15	3210.41	10358.0
2019-10-11 04:00:00	ES	Futures	3210.41	3216.93	3210.13	3216.65	14823.0
2019-10-11 04:30:00	ES	Futures	3216.65	3222.63	3216.11	3222.63	19976.0
2019-10-11 05:00:00	ES	Futures	3222.63	3225.89	3222.09	3224.53	16404.0
2019-10-11 05:30:00	ES	Futures	3224.8	3229.69	3223.72	3224.26	13803.0
2019-10-11 06:00:00	ES	Futures	3224.26	3227.25	3224.26	3225.62	8971.0
2019-10-11 06:30:00	ES	Futures	3225.35	3225.89	3222.9	3224.8	9308.0
2019-10-11 07:00:00	ES	Futures	3224.8	3231.32	3222.36	3228.88	15506.0
2019-10-11 07:30:00	ES	Futures	3228.61	3230.78	3226.98	3226.98	13417.0
2019-10-11 08:00:00	ES	Futures	3227.25	3229.42	3224.53	3225.35	20859.0
2019-10-11 08:30:00	ES	Futures	3225.35	3228.33	3225.07	3225.07	12713.0
2019-10-11 09:00:00	ES	Futures	3225.35	3226.43	3222.63	3225.62	19139.0
2019-10-11 09:30:00	ES	Futures	3225.62	3242.19	3225.62	3236.75	183010.0
2019-10-11 10:00:00	ES	Futures	3237.03	3243.27	3237.03	3243.0	121127.0
2019-10-11 10:30:00	ES	Futures	3243.0	3244.09	3238.93	3241.37	65171.0
2019-10-11 11:00:00	ES	Futures	3241.37	3249.52	3241.37	3248.71	84212.0
2019-10-11 11:30:00	ES	Futures	3248.71	3253.05	3240.56	3242.19	119384.0
2019-10-11 12:00:00	ES	Futures	3242.19	3243.27	3235.94	3239.47	63332.0
2019-10-11 12:30:00	ES	Futures	3239.2	3241.92	3224.26	3240.83	95564.0
2019-10-11 13:00:00	ES	Futures	3241.1	3247.08	3234.85	3239.74	82921.0
2019-10-11 13:30:00	ES	Futures	3240.01	3247.35	3237.3	3246.26	52777.0
2019-10-11 14:00:00	ES	Futures	3246.26	3248.43	3241.1	3247.08	39240.0
2019-10-11 14:30:00	ES	Futures	3247.08	3250.34	3246.53	3248.43	34895.0
2019-10-11 15:00:00	ES	Futures	3248.43	3249.25	3245.45	3247.62	42032.0
2019-10-11 15:30:00	ES	Futures	3247.89	3251.69	3224.26	3225.35	277590.0
2019-10-11 16:00:00	ES	Futures	3225.62	3230.51	3220.19	3227.25	100903.0
2019-10-11 16:30:00	ES	Futures	3226.98	3233.77	3225.62	3227.25	14566.0
2019-10-11 00:00:00	NQ	Futures	9060.16	9065.68	9056.97	9064.52	1299.0
2019-10-11 00:30:00	NQ	Futures	9064.81	9073.53	9064.23	9068.59	1679.0
2019-10-11 01:00:00	NQ	Futures	9068.01	9078.47	9067.14	9070.91	2348.0
2019-10-11 01:30:00	NQ	Futures	9070.91	9072.95	9065.39	9066.56	1637.0
2019-10-11 02:00:00	NQ	Futures	9066.56	9070.04	9047.09	9054.65	3530.0
2019-10-11 02:30:00	NQ	Futures	9054.94	9067.72	9053.48	9067.72	2365.0
2019-10-11 03:00:00	NQ	Futures	9067.43	9075.85	9055.23	9072.95	7025.0
2019-10-11 03:30:00	NQ	Futures	9073.24	9077.01	9062.2	9071.49	4416.0
2019-10-11 04:00:00	NQ	Futures	9071.78	9101.41	9071.2	9098.51	7010.0
2019-10-11 04:30:00	NQ	Futures	9098.22	9115.07	9097.06	9113.32	7721.0
2019-10-11 05:00:00	NQ	Futures	9113.32	9123.78	9111.29	9116.81	5042.0
2019-10-11 05:30:00	NQ	Futures	9116.81	9132.5	9113.62	9115.36	4656.0
2019-10-11 06:00:00	NQ	Futures	9115.07	9124.07	9114.2	9115.36	3588.0
2019-10-11 06:30:00	NQ	Futures	9115.07	9117.68	9105.77	9111.87	4434.0
2019-10-11 07:00:00	NQ	Futures	9111.87	9135.98	9105.77	9122.91	6475.0
2019-10-11 07:30:00	NQ	Futures	9122.62	9125.53	9116.23	9116.81	6633.0

> showing 50 of 2,910 rows — these rows as CSV

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