PREVIEW / futures_30min / 2019-04-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-04.parquet
  size:    81 KB
  rows:    3,246

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
2019-04-04 00:00:00	ES	Futures	3120.66	3121.74	3120.39	3120.66	1524.0
2019-04-04 00:30:00	ES	Futures	3120.93	3120.93	3119.3	3120.39	1790.0
2019-04-04 01:00:00	ES	Futures	3120.66	3121.74	3119.84	3121.47	2239.0
2019-04-04 01:30:00	ES	Futures	3121.74	3121.74	3119.3	3120.93	2208.0
2019-04-04 02:00:00	ES	Futures	3120.93	3120.93	3118.76	3119.3	4628.0
2019-04-04 02:30:00	ES	Futures	3119.3	3120.39	3117.41	3119.84	4229.0
2019-04-04 03:00:00	ES	Futures	3119.57	3120.39	3117.95	3119.57	7190.0
2019-04-04 03:30:00	ES	Futures	3119.84	3121.2	3118.76	3119.57	5602.0
2019-04-04 04:00:00	ES	Futures	3119.57	3120.12	3118.22	3118.76	5085.0
2019-04-04 04:30:00	ES	Futures	3118.76	3120.66	3116.59	3119.03	6728.0
2019-04-04 05:00:00	ES	Futures	3119.03	3120.12	3118.22	3118.76	4984.0
2019-04-04 05:30:00	ES	Futures	3118.76	3120.39	3117.95	3120.39	4827.0
2019-04-04 06:00:00	ES	Futures	3120.39	3122.83	3119.84	3120.12	5786.0
2019-04-04 06:30:00	ES	Futures	3120.12	3123.64	3120.12	3122.56	4497.0
2019-04-04 07:00:00	ES	Futures	3122.83	3123.1	3120.39	3120.66	4740.0
2019-04-04 07:30:00	ES	Futures	3120.93	3122.56	3119.57	3119.84	6499.0
2019-04-04 08:00:00	ES	Futures	3119.84	3122.56	3119.57	3121.2	7307.0
2019-04-04 08:30:00	ES	Futures	3121.2	3123.64	3120.93	3122.01	9749.0
2019-04-04 09:00:00	ES	Futures	3122.28	3123.91	3121.2	3122.01	15433.0
2019-04-04 09:30:00	ES	Futures	3121.74	3129.33	3121.47	3127.71	158343.0
2019-04-04 10:00:00	ES	Futures	3127.71	3129.06	3120.66	3121.2	90299.0
2019-04-04 10:30:00	ES	Futures	3120.93	3126.35	3117.68	3124.18	97854.0
2019-04-04 11:00:00	ES	Futures	3124.18	3126.08	3116.32	3121.74	77667.0
2019-04-04 11:30:00	ES	Futures	3122.01	3124.18	3118.22	3119.3	60197.0
2019-04-04 12:00:00	ES	Futures	3119.03	3121.74	3113.88	3117.13	57570.0
2019-04-04 12:30:00	ES	Futures	3117.41	3119.57	3113.34	3117.95	55424.0
2019-04-04 13:00:00	ES	Futures	3117.95	3120.93	3116.59	3119.57	44490.0
2019-04-04 13:30:00	ES	Futures	3119.3	3121.74	3119.03	3120.39	26075.0
2019-04-04 14:00:00	ES	Futures	3120.39	3124.18	3119.3	3122.83	31893.0
2019-04-04 14:30:00	ES	Futures	3122.56	3126.08	3122.28	3125.0	29816.0
2019-04-04 15:00:00	ES	Futures	3125.27	3125.81	3122.01	3123.37	38983.0
2019-04-04 15:30:00	ES	Futures	3123.64	3127.98	3123.37	3126.35	84054.0
2019-04-04 16:00:00	ES	Futures	3126.35	3127.98	3125.27	3126.35	34424.0
2019-04-04 16:30:00	ES	Futures	3126.35	3127.44	3125.54	3126.08	6090.0
2019-04-04 18:00:00	ES	Futures	3125.81	3126.08	3124.18	3125.27	3096.0
2019-04-04 18:30:00	ES	Futures	3125.27	3126.08	3124.18	3124.72	741.0
2019-04-04 19:00:00	ES	Futures	3124.45	3125.27	3123.64	3124.18	1256.0
2019-04-04 19:30:00	ES	Futures	3124.45	3126.08	3123.91	3124.45	1439.0
2019-04-04 20:00:00	ES	Futures	3124.18	3132.32	3123.64	3129.88	11976.0
2019-04-04 20:30:00	ES	Futures	3129.6	3130.69	3127.98	3128.79	9878.0
2019-04-04 21:00:00	ES	Futures	3129.06	3130.15	3127.71	3127.71	16659.0
2019-04-04 21:30:00	ES	Futures	3127.44	3129.88	3127.44	3129.6	12925.0
2019-04-04 22:00:00	ES	Futures	3129.6	3130.15	3126.35	3128.52	18610.0
2019-04-04 22:30:00	ES	Futures	3128.79	3130.42	3128.25	3129.6	13899.0
2019-04-04 23:00:00	ES	Futures	3129.33	3130.69	3129.06	3129.33	10974.0
2019-04-04 23:30:00	ES	Futures	3129.6	3131.23	3129.06	3130.69	9897.0
2019-04-04 00:00:00	NQ	Futures	8821.74	8825.81	8820.28	8820.57	1056.0
2019-04-04 00:30:00	NQ	Futures	8820.86	8821.45	8815.04	8819.7	1255.0
2019-04-04 01:00:00	NQ	Futures	8819.7	8822.32	8816.79	8821.45	1507.0
2019-04-04 01:30:00	NQ	Futures	8821.45	8822.03	8813.58	8818.83	1418.0

> showing 50 of 3,246 rows — these rows as CSV

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