PREVIEW / futures_30min / 2019-04-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-09.parquet
  size:    82 KB
  rows:    3,259

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
2019-04-09 00:00:00	ES	Futures	3140.72	3140.72	3139.91	3139.91	888.0
2019-04-09 00:30:00	ES	Futures	3139.91	3140.45	3139.91	3140.45	1060.0
2019-04-09 01:00:00	ES	Futures	3140.45	3140.72	3139.36	3139.91	1218.0
2019-04-09 01:30:00	ES	Futures	3140.18	3140.45	3139.36	3140.18	1713.0
2019-04-09 02:00:00	ES	Futures	3139.91	3140.18	3137.47	3138.28	4637.0
2019-04-09 02:30:00	ES	Futures	3138.28	3140.18	3138.01	3139.64	2738.0
2019-04-09 03:00:00	ES	Futures	3139.36	3139.91	3138.28	3139.09	6725.0
2019-04-09 03:30:00	ES	Futures	3139.09	3140.18	3138.55	3139.09	3979.0
2019-04-09 04:00:00	ES	Futures	3139.09	3139.91	3138.55	3139.64	2978.0
2019-04-09 04:30:00	ES	Futures	3139.64	3141.8	3138.28	3141.26	7023.0
2019-04-09 05:00:00	ES	Futures	3141.26	3141.53	3138.55	3141.53	6528.0
2019-04-09 05:30:00	ES	Futures	3141.26	3142.35	3140.18	3140.45	7152.0
2019-04-09 06:00:00	ES	Futures	3140.72	3141.26	3139.91	3140.45	3603.0
2019-04-09 06:30:00	ES	Futures	3140.18	3141.26	3139.91	3140.99	2654.0
2019-04-09 07:00:00	ES	Futures	3141.26	3141.26	3139.36	3140.18	3699.0
2019-04-09 07:30:00	ES	Futures	3140.18	3141.26	3139.09	3139.09	7146.0
2019-04-09 08:00:00	ES	Futures	3139.09	3140.18	3135.84	3135.84	9352.0
2019-04-09 08:30:00	ES	Futures	3135.84	3136.38	3134.48	3134.76	13701.0
2019-04-09 09:00:00	ES	Futures	3134.48	3135.57	3130.69	3130.96	27937.0
2019-04-09 09:30:00	ES	Futures	3130.96	3131.77	3123.1	3127.98	195637.0
2019-04-09 10:00:00	ES	Futures	3128.25	3130.69	3125.0	3129.6	96916.0
2019-04-09 10:30:00	ES	Futures	3129.6	3132.32	3124.72	3128.79	97439.0
2019-04-09 11:00:00	ES	Futures	3129.06	3131.77	3127.71	3128.79	68804.0
2019-04-09 11:30:00	ES	Futures	3129.06	3131.5	3127.16	3129.33	55520.0
2019-04-09 12:00:00	ES	Futures	3129.33	3135.03	3128.79	3133.67	53793.0
2019-04-09 12:30:00	ES	Futures	3133.4	3133.94	3130.42	3130.42	24664.0
2019-04-09 13:00:00	ES	Futures	3130.42	3130.69	3127.71	3127.98	32476.0
2019-04-09 13:30:00	ES	Futures	3127.98	3129.06	3125.81	3127.16	31100.0
2019-04-09 14:00:00	ES	Futures	3127.16	3127.71	3124.18	3125.27	47750.0
2019-04-09 14:30:00	ES	Futures	3125.0	3127.16	3122.28	3123.91	63406.0
2019-04-09 15:00:00	ES	Futures	3123.91	3125.54	3121.47	3122.83	45300.0
2019-04-09 15:30:00	ES	Futures	3122.56	3127.44	3120.12	3127.16	143499.0
2019-04-09 16:00:00	ES	Futures	3126.89	3127.44	3123.91	3126.08	53806.0
2019-04-09 16:30:00	ES	Futures	3126.08	3126.35	3124.72	3125.54	5370.0
2019-04-09 18:00:00	ES	Futures	3125.27	3126.35	3124.72	3125.27	2105.0
2019-04-09 18:30:00	ES	Futures	3125.54	3125.54	3125.0	3125.27	743.0
2019-04-09 19:00:00	ES	Futures	3125.27	3126.08	3125.0	3125.27	668.0
2019-04-09 19:30:00	ES	Futures	3125.27	3125.54	3123.37	3125.0	2667.0
2019-04-09 20:00:00	ES	Futures	3125.0	3127.44	3124.45	3126.89	5042.0
2019-04-09 20:30:00	ES	Futures	3126.89	3127.16	3126.08	3126.35	1796.0
2019-04-09 21:00:00	ES	Futures	3126.35	3127.16	3125.54	3125.81	2393.0
2019-04-09 21:30:00	ES	Futures	3126.08	3126.35	3120.93	3123.91	7330.0
2019-04-09 22:00:00	ES	Futures	3123.91	3125.27	3123.1	3124.72	2706.0
2019-04-09 22:30:00	ES	Futures	3125.0	3126.35	3124.72	3126.35	3100.0
2019-04-09 23:00:00	ES	Futures	3126.35	3127.44	3125.54	3126.89	2483.0
2019-04-09 23:30:00	ES	Futures	3127.16	3127.98	3126.89	3126.89	1735.0
2019-04-09 00:00:00	NQ	Futures	8876.18	8876.18	8873.56	8874.44	404.0
2019-04-09 00:30:00	NQ	Futures	8874.15	8876.18	8874.15	8875.6	392.0
2019-04-09 01:00:00	NQ	Futures	8875.6	8875.89	8871.23	8872.4	684.0
2019-04-09 01:30:00	NQ	Futures	8872.4	8874.44	8870.36	8872.69	832.0

> showing 50 of 3,259 rows — these rows as CSV

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