PREVIEW / futures_30min / 2019-04-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-11.parquet
  size:    84 KB
  rows:    3,264

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
2019-04-11 00:00:00	ES	Futures	3138.28	3138.82	3138.01	3138.55	1347.0
2019-04-11 00:30:00	ES	Futures	3138.55	3139.36	3137.74	3138.28	1642.0
2019-04-11 01:00:00	ES	Futures	3138.55	3139.36	3138.01	3139.36	2165.0
2019-04-11 01:30:00	ES	Futures	3139.36	3139.91	3137.74	3139.64	3095.0
2019-04-11 02:00:00	ES	Futures	3139.36	3139.64	3138.28	3138.82	3103.0
2019-04-11 02:30:00	ES	Futures	3139.09	3139.91	3138.82	3139.09	2260.0
2019-04-11 03:00:00	ES	Futures	3139.36	3140.72	3138.28	3139.09	6886.0
2019-04-11 03:30:00	ES	Futures	3138.82	3139.09	3133.94	3134.76	10690.0
2019-04-11 04:00:00	ES	Futures	3134.76	3136.38	3133.94	3135.3	6126.0
2019-04-11 04:30:00	ES	Futures	3135.57	3139.09	3135.3	3137.74	7007.0
2019-04-11 05:00:00	ES	Futures	3138.01	3140.45	3137.47	3139.91	5134.0
2019-04-11 05:30:00	ES	Futures	3139.91	3142.08	3139.64	3140.99	5909.0
2019-04-11 06:00:00	ES	Futures	3140.99	3142.62	3140.45	3141.8	4529.0
2019-04-11 06:30:00	ES	Futures	3141.8	3143.7	3141.53	3143.7	6353.0
2019-04-11 07:00:00	ES	Futures	3143.7	3144.79	3142.35	3142.35	8770.0
2019-04-11 07:30:00	ES	Futures	3142.35	3143.43	3141.8	3142.62	5288.0
2019-04-11 08:00:00	ES	Futures	3142.62	3142.62	3139.91	3141.53	8913.0
2019-04-11 08:30:00	ES	Futures	3141.53	3143.16	3139.91	3140.18	12079.0
2019-04-11 09:00:00	ES	Futures	3140.45	3143.16	3139.91	3142.62	12426.0
2019-04-11 09:30:00	ES	Futures	3142.62	3143.16	3135.57	3138.82	144669.0
2019-04-11 10:00:00	ES	Futures	3138.82	3140.72	3135.84	3139.91	70685.0
2019-04-11 10:30:00	ES	Futures	3139.91	3142.08	3137.47	3139.91	68282.0
2019-04-11 11:00:00	ES	Futures	3140.18	3141.26	3136.92	3139.36	49388.0
2019-04-11 11:30:00	ES	Futures	3139.36	3139.36	3128.79	3133.13	89649.0
2019-04-11 12:00:00	ES	Futures	3133.4	3134.76	3131.23	3132.04	31519.0
2019-04-11 12:30:00	ES	Futures	3132.04	3135.03	3131.23	3134.48	29776.0
2019-04-11 13:00:00	ES	Futures	3134.48	3135.84	3133.94	3133.94	25806.0
2019-04-11 13:30:00	ES	Futures	3134.21	3134.48	3130.15	3132.04	29636.0
2019-04-11 14:00:00	ES	Futures	3132.04	3133.4	3129.33	3129.33	31198.0
2019-04-11 14:30:00	ES	Futures	3129.6	3132.59	3129.33	3131.5	35486.0
2019-04-11 15:00:00	ES	Futures	3131.5	3134.48	3130.69	3132.04	46481.0
2019-04-11 15:30:00	ES	Futures	3132.32	3138.01	3132.04	3136.38	92165.0
2019-04-11 16:00:00	ES	Futures	3136.38	3136.65	3133.94	3135.57	43360.0
2019-04-11 16:30:00	ES	Futures	3135.57	3137.2	3134.76	3136.38	5791.0
2019-04-11 18:00:00	ES	Futures	3136.11	3140.18	3134.76	3138.55	6673.0
2019-04-11 18:30:00	ES	Futures	3138.55	3138.55	3137.2	3137.47	1055.0
2019-04-11 19:00:00	ES	Futures	3137.47	3138.82	3136.38	3138.82	1513.0
2019-04-11 19:30:00	ES	Futures	3138.82	3139.36	3136.38	3139.09	2480.0
2019-04-11 20:00:00	ES	Futures	3139.09	3139.64	3135.57	3136.65	4845.0
2019-04-11 20:30:00	ES	Futures	3136.38	3139.09	3136.11	3138.82	4502.0
2019-04-11 21:00:00	ES	Futures	3138.82	3140.18	3138.01	3138.82	4696.0
2019-04-11 21:30:00	ES	Futures	3138.82	3139.36	3136.38	3138.55	4625.0
2019-04-11 22:00:00	ES	Futures	3138.55	3140.18	3138.55	3139.09	3527.0
2019-04-11 22:30:00	ES	Futures	3139.09	3139.64	3138.28	3139.09	2420.0
2019-04-11 23:00:00	ES	Futures	3139.09	3139.09	3138.01	3138.28	1536.0
2019-04-11 23:30:00	ES	Futures	3138.55	3139.09	3138.01	3139.09	1204.0
2019-04-11 00:00:00	NQ	Futures	8893.65	8896.56	8893.36	8896.56	738.0
2019-04-11 00:30:00	NQ	Futures	8896.56	8899.18	8893.94	8896.27	1039.0
2019-04-11 01:00:00	NQ	Futures	8896.27	8898.6	8894.82	8897.73	1016.0
2019-04-11 01:30:00	NQ	Futures	8897.73	8900.06	8892.78	8898.6	1495.0

> showing 50 of 3,264 rows — these rows as CSV

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