PREVIEW / futures_30min / 2019-04-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-12.parquet
  size:    73 KB
  rows:    2,662

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
2019-04-12 00:00:00	ES	Futures	3138.82	3139.36	3138.55	3139.09	576.0
2019-04-12 00:30:00	ES	Futures	3139.09	3139.91	3138.82	3139.64	1418.0
2019-04-12 01:00:00	ES	Futures	3139.91	3140.18	3139.36	3140.18	1808.0
2019-04-12 01:30:00	ES	Futures	3140.18	3140.45	3139.36	3139.91	1996.0
2019-04-12 02:00:00	ES	Futures	3139.64	3140.18	3138.28	3138.82	2651.0
2019-04-12 02:30:00	ES	Futures	3139.09	3140.18	3138.55	3138.55	2489.0
2019-04-12 03:00:00	ES	Futures	3138.55	3139.09	3137.2	3138.01	4718.0
2019-04-12 03:30:00	ES	Futures	3138.01	3139.91	3137.74	3139.09	4121.0
2019-04-12 04:00:00	ES	Futures	3139.09	3146.68	3139.09	3144.52	24588.0
2019-04-12 04:30:00	ES	Futures	3144.52	3151.29	3144.52	3150.48	18391.0
2019-04-12 05:00:00	ES	Futures	3150.48	3151.02	3146.96	3148.31	11509.0
2019-04-12 05:30:00	ES	Futures	3148.31	3149.4	3146.96	3147.5	7405.0
2019-04-12 06:00:00	ES	Futures	3147.5	3151.02	3147.5	3150.21	8726.0
2019-04-12 06:30:00	ES	Futures	3150.21	3151.56	3148.31	3150.48	15521.0
2019-04-12 07:00:00	ES	Futures	3150.48	3154.27	3149.94	3151.29	17732.0
2019-04-12 07:30:00	ES	Futures	3151.56	3152.92	3150.75	3151.84	7467.0
2019-04-12 08:00:00	ES	Futures	3151.56	3157.53	3151.29	3156.17	30968.0
2019-04-12 08:30:00	ES	Futures	3156.17	3156.44	3154.27	3155.36	20831.0
2019-04-12 09:00:00	ES	Futures	3155.36	3156.17	3154.27	3155.63	17396.0
2019-04-12 09:30:00	ES	Futures	3155.63	3160.78	3153.73	3158.88	184233.0
2019-04-12 10:00:00	ES	Futures	3159.15	3159.7	3154.55	3157.53	101071.0
2019-04-12 10:30:00	ES	Futures	3157.26	3157.8	3148.85	3151.02	101087.0
2019-04-12 11:00:00	ES	Futures	3151.02	3151.84	3147.5	3150.48	75947.0
2019-04-12 11:30:00	ES	Futures	3150.75	3151.84	3148.04	3151.02	50912.0
2019-04-12 12:00:00	ES	Futures	3150.75	3154.55	3149.4	3153.73	44535.0
2019-04-12 12:30:00	ES	Futures	3153.46	3155.36	3152.92	3155.36	26722.0
2019-04-12 13:00:00	ES	Futures	3155.36	3156.71	3155.09	3155.09	26478.0
2019-04-12 13:30:00	ES	Futures	3155.36	3155.63	3153.73	3154.0	28392.0
2019-04-12 14:00:00	ES	Futures	3154.0	3156.71	3153.19	3155.36	34133.0
2019-04-12 14:30:00	ES	Futures	3155.36	3155.9	3152.92	3153.46	23484.0
2019-04-12 15:00:00	ES	Futures	3153.46	3155.63	3152.92	3155.36	32579.0
2019-04-12 15:30:00	ES	Futures	3155.36	3158.34	3153.73	3157.8	128908.0
2019-04-12 16:00:00	ES	Futures	3157.8	3158.88	3156.71	3158.61	55193.0
2019-04-12 16:30:00	ES	Futures	3158.34	3158.61	3156.44	3157.53	7457.0
2019-04-12 00:00:00	NQ	Futures	8872.69	8874.15	8870.94	8874.15	395.0
2019-04-12 00:30:00	NQ	Futures	8873.85	8877.06	8872.98	8875.89	677.0
2019-04-12 01:00:00	NQ	Futures	8876.18	8878.22	8875.89	8877.35	988.0
2019-04-12 01:30:00	NQ	Futures	8877.64	8877.64	8874.73	8876.18	778.0
2019-04-12 02:00:00	NQ	Futures	8875.89	8877.06	8872.4	8873.85	1328.0
2019-04-12 02:30:00	NQ	Futures	8874.15	8877.93	8872.11	8872.69	1237.0
2019-04-12 03:00:00	NQ	Futures	8872.4	8875.02	8870.94	8873.56	1858.0
2019-04-12 03:30:00	NQ	Futures	8873.27	8882.3	8873.27	8879.39	1936.0
2019-04-12 04:00:00	NQ	Futures	8879.39	8899.77	8879.39	8894.24	6679.0
2019-04-12 04:30:00	NQ	Futures	8894.24	8914.32	8893.94	8911.7	6183.0
2019-04-12 05:00:00	NQ	Futures	8912.0	8912.58	8903.55	8905.88	3836.0
2019-04-12 05:30:00	NQ	Futures	8905.88	8910.83	8903.26	8904.13	2632.0
2019-04-12 06:00:00	NQ	Futures	8903.84	8911.7	8903.55	8909.38	2770.0
2019-04-12 06:30:00	NQ	Futures	8909.67	8910.25	8899.77	8906.17	5479.0
2019-04-12 07:00:00	NQ	Futures	8905.88	8919.57	8902.39	8912.29	6688.0
2019-04-12 07:30:00	NQ	Futures	8912.0	8913.74	8906.17	8908.21	2792.0

> showing 50 of 2,662 rows — these rows as CSV

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