PREVIEW / futures_30min / 2019-04-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-03.parquet
  size:    83 KB
  rows:    3,323

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
2019-04-03 00:00:00	ES	Futures	3122.01	3122.28	3121.47	3121.47	832.0
2019-04-03 00:30:00	ES	Futures	3121.74	3123.1	3121.47	3122.56	1706.0
2019-04-03 01:00:00	ES	Futures	3122.56	3123.64	3121.47	3122.01	2497.0
2019-04-03 01:30:00	ES	Futures	3122.01	3123.37	3121.47	3122.83	3129.0
2019-04-03 02:00:00	ES	Futures	3122.56	3124.45	3121.74	3123.91	7162.0
2019-04-03 02:30:00	ES	Futures	3123.91	3125.27	3123.37	3124.18	5172.0
2019-04-03 03:00:00	ES	Futures	3123.91	3125.0	3122.83	3124.72	9824.0
2019-04-03 03:30:00	ES	Futures	3124.72	3126.89	3123.91	3125.54	11426.0
2019-04-03 04:00:00	ES	Futures	3125.81	3127.44	3125.27	3125.27	10553.0
2019-04-03 04:30:00	ES	Futures	3125.27	3126.08	3124.45	3125.27	6366.0
2019-04-03 05:00:00	ES	Futures	3125.27	3126.35	3123.91	3125.54	5097.0
2019-04-03 05:30:00	ES	Futures	3125.54	3125.81	3123.91	3124.18	5182.0
2019-04-03 06:00:00	ES	Futures	3124.18	3124.45	3122.83	3123.91	6346.0
2019-04-03 06:30:00	ES	Futures	3123.91	3125.0	3123.37	3123.64	3913.0
2019-04-03 07:00:00	ES	Futures	3123.37	3126.62	3123.1	3126.62	5505.0
2019-04-03 07:30:00	ES	Futures	3126.62	3127.16	3126.08	3126.35	4810.0
2019-04-03 08:00:00	ES	Futures	3126.35	3129.33	3125.0	3126.62	16229.0
2019-04-03 08:30:00	ES	Futures	3126.89	3129.88	3126.62	3127.44	18009.0
2019-04-03 09:00:00	ES	Futures	3127.44	3129.33	3126.08	3128.25	14605.0
2019-04-03 09:30:00	ES	Futures	3128.25	3128.52	3121.74	3122.28	147420.0
2019-04-03 10:00:00	ES	Futures	3122.01	3125.81	3117.68	3124.72	107827.0
2019-04-03 10:30:00	ES	Futures	3124.45	3128.79	3122.83	3128.25	67886.0
2019-04-03 11:00:00	ES	Futures	3128.25	3132.86	3127.98	3129.6	86910.0
2019-04-03 11:30:00	ES	Futures	3129.88	3133.13	3129.33	3131.5	63891.0
2019-04-03 12:00:00	ES	Futures	3131.5	3133.13	3130.15	3130.42	37621.0
2019-04-03 12:30:00	ES	Futures	3130.42	3130.96	3127.44	3128.79	32410.0
2019-04-03 13:00:00	ES	Futures	3128.79	3130.42	3126.35	3127.98	34481.0
2019-04-03 13:30:00	ES	Futures	3127.98	3128.25	3118.76	3119.57	56533.0
2019-04-03 14:00:00	ES	Futures	3119.3	3122.28	3116.86	3121.47	60276.0
2019-04-03 14:30:00	ES	Futures	3121.74	3121.74	3115.78	3117.68	51186.0
2019-04-03 15:00:00	ES	Futures	3117.68	3119.3	3111.17	3116.59	80422.0
2019-04-03 15:30:00	ES	Futures	3116.86	3122.01	3114.97	3119.3	121698.0
2019-04-03 16:00:00	ES	Futures	3119.57	3123.37	3118.76	3123.1	42718.0
2019-04-03 16:30:00	ES	Futures	3123.37	3123.37	3121.47	3123.1	6547.0
2019-04-03 18:00:00	ES	Futures	3123.91	3124.72	3122.83	3123.37	3355.0
2019-04-03 18:30:00	ES	Futures	3123.1	3123.91	3121.74	3122.28	1230.0
2019-04-03 19:00:00	ES	Futures	3122.28	3123.64	3120.93	3122.56	2203.0
2019-04-03 19:30:00	ES	Futures	3122.56	3122.83	3121.2	3121.47	1743.0
2019-04-03 20:00:00	ES	Futures	3121.47	3122.83	3119.57	3121.47	3991.0
2019-04-03 20:30:00	ES	Futures	3121.47	3123.37	3121.2	3122.56	2053.0
2019-04-03 21:00:00	ES	Futures	3122.83	3124.45	3122.01	3123.37	2820.0
2019-04-03 21:30:00	ES	Futures	3123.37	3126.35	3123.1	3125.81	4135.0
2019-04-03 22:00:00	ES	Futures	3125.54	3125.81	3124.45	3125.0	1948.0
2019-04-03 22:30:00	ES	Futures	3125.0	3126.08	3122.83	3122.83	2818.0
2019-04-03 23:00:00	ES	Futures	3122.83	3123.1	3118.76	3120.66	4244.0
2019-04-03 23:30:00	ES	Futures	3120.66	3121.2	3119.3	3120.66	1861.0
2019-04-03 00:00:00	NQ	Futures	8804.27	8805.72	8802.81	8803.1	525.0
2019-04-03 00:30:00	NQ	Futures	8803.1	8809.8	8802.52	8806.89	1242.0
2019-04-03 01:00:00	NQ	Futures	8806.89	8810.09	8802.52	8804.27	1310.0
2019-04-03 01:30:00	NQ	Futures	8804.27	8810.38	8802.52	8808.05	2471.0

> showing 50 of 3,323 rows — these rows as CSV

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