PREVIEW / futures_30min / 2019-04-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-10.parquet
  size:    80 KB
  rows:    3,249

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
2019-04-10 00:00:00	ES	Futures	3127.16	3129.06	3126.62	3127.98	2594.0
2019-04-10 00:30:00	ES	Futures	3127.71	3128.25	3127.16	3127.71	870.0
2019-04-10 01:00:00	ES	Futures	3127.98	3129.6	3127.98	3128.52	3395.0
2019-04-10 01:30:00	ES	Futures	3128.52	3129.06	3127.98	3129.06	1842.0
2019-04-10 02:00:00	ES	Futures	3129.06	3132.59	3128.52	3130.69	6105.0
2019-04-10 02:30:00	ES	Futures	3130.42	3130.69	3129.88	3129.88	2072.0
2019-04-10 03:00:00	ES	Futures	3129.88	3132.32	3129.6	3131.5	6166.0
2019-04-10 03:30:00	ES	Futures	3131.23	3132.04	3130.96	3131.23	3489.0
2019-04-10 04:00:00	ES	Futures	3131.23	3131.77	3129.88	3130.96	3302.0
2019-04-10 04:30:00	ES	Futures	3131.23	3131.77	3129.33	3129.6	3207.0
2019-04-10 05:00:00	ES	Futures	3129.6	3131.23	3129.6	3130.69	2374.0
2019-04-10 05:30:00	ES	Futures	3130.69	3131.77	3129.88	3131.5	2612.0
2019-04-10 06:00:00	ES	Futures	3131.5	3132.59	3131.23	3131.77	3032.0
2019-04-10 06:30:00	ES	Futures	3131.77	3135.3	3130.96	3133.67	7912.0
2019-04-10 07:00:00	ES	Futures	3133.67	3135.03	3132.86	3133.94	5070.0
2019-04-10 07:30:00	ES	Futures	3133.94	3134.21	3131.23	3131.5	6226.0
2019-04-10 08:00:00	ES	Futures	3131.5	3133.13	3129.88	3131.5	8753.0
2019-04-10 08:30:00	ES	Futures	3131.5	3135.3	3127.16	3132.32	28761.0
2019-04-10 09:00:00	ES	Futures	3132.32	3132.59	3129.6	3131.77	13480.0
2019-04-10 09:30:00	ES	Futures	3131.5	3134.21	3127.44	3131.5	149446.0
2019-04-10 10:00:00	ES	Futures	3131.5	3132.59	3126.62	3127.71	91580.0
2019-04-10 10:30:00	ES	Futures	3127.71	3132.32	3126.89	3130.42	68122.0
2019-04-10 11:00:00	ES	Futures	3130.69	3133.4	3129.88	3130.69	49911.0
2019-04-10 11:30:00	ES	Futures	3130.96	3133.94	3130.69	3132.59	34586.0
2019-04-10 12:00:00	ES	Futures	3132.32	3133.67	3131.23	3132.86	21926.0
2019-04-10 12:30:00	ES	Futures	3132.59	3133.67	3130.69	3130.96	22178.0
2019-04-10 13:00:00	ES	Futures	3130.69	3132.86	3130.15	3132.32	21094.0
2019-04-10 13:30:00	ES	Futures	3132.32	3134.76	3131.77	3134.21	23812.0
2019-04-10 14:00:00	ES	Futures	3133.94	3135.3	3128.79	3130.42	63975.0
2019-04-10 14:30:00	ES	Futures	3130.42	3134.76	3128.79	3133.94	42791.0
2019-04-10 15:00:00	ES	Futures	3134.21	3138.55	3133.94	3135.84	55246.0
2019-04-10 15:30:00	ES	Futures	3135.84	3138.01	3133.13	3137.74	102221.0
2019-04-10 16:00:00	ES	Futures	3137.47	3139.36	3137.2	3139.09	47536.0
2019-04-10 16:30:00	ES	Futures	3139.09	3140.45	3138.55	3139.64	7438.0
2019-04-10 18:00:00	ES	Futures	3139.09	3141.53	3138.82	3140.45	2927.0
2019-04-10 18:30:00	ES	Futures	3140.72	3140.99	3139.64	3140.18	1731.0
2019-04-10 19:00:00	ES	Futures	3140.18	3140.72	3140.18	3140.72	454.0
2019-04-10 19:30:00	ES	Futures	3140.45	3143.43	3139.64	3142.08	5080.0
2019-04-10 20:00:00	ES	Futures	3141.8	3142.35	3140.72	3140.99	4153.0
2019-04-10 20:30:00	ES	Futures	3141.26	3142.89	3140.99	3141.26	2160.0
2019-04-10 21:00:00	ES	Futures	3141.53	3143.43	3141.53	3142.62	3034.0
2019-04-10 21:30:00	ES	Futures	3142.62	3144.79	3141.53	3142.08	8862.0
2019-04-10 22:00:00	ES	Futures	3142.08	3142.08	3139.36	3139.64	4001.0
2019-04-10 22:30:00	ES	Futures	3139.64	3140.99	3139.36	3140.18	2533.0
2019-04-10 23:00:00	ES	Futures	3139.91	3140.18	3136.11	3136.65	5513.0
2019-04-10 23:30:00	ES	Futures	3136.92	3138.28	3136.38	3138.28	2633.0
2019-04-10 00:00:00	NQ	Futures	8844.74	8848.81	8843.28	8846.78	1120.0
2019-04-10 00:30:00	NQ	Futures	8846.49	8848.23	8845.03	8847.07	534.0
2019-04-10 01:00:00	NQ	Futures	8847.07	8852.89	8847.07	8849.69	1682.0
2019-04-10 01:30:00	NQ	Futures	8849.69	8851.44	8846.49	8848.81	2414.0

> showing 50 of 3,249 rows — these rows as CSV

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