PREVIEW / futures_30min / 2019-04-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-15.parquet
  size:    77 KB
  rows:    3,223

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
2019-04-15 00:00:00	ES	Futures	3156.71	3157.26	3156.71	3157.26	787.0
2019-04-15 00:30:00	ES	Futures	3157.26	3157.53	3156.99	3157.53	711.0
2019-04-15 01:00:00	ES	Futures	3157.53	3157.8	3156.71	3157.53	1537.0
2019-04-15 01:30:00	ES	Futures	3157.8	3157.8	3156.44	3156.71	1864.0
2019-04-15 02:00:00	ES	Futures	3156.71	3157.26	3156.17	3156.99	2546.0
2019-04-15 02:30:00	ES	Futures	3157.26	3157.26	3155.9	3156.17	2113.0
2019-04-15 03:00:00	ES	Futures	3155.9	3157.26	3155.09	3155.36	6184.0
2019-04-15 03:30:00	ES	Futures	3155.36	3156.44	3155.36	3155.9	2988.0
2019-04-15 04:00:00	ES	Futures	3156.17	3156.44	3155.36	3156.44	4335.0
2019-04-15 04:30:00	ES	Futures	3156.44	3158.07	3156.17	3157.53	2993.0
2019-04-15 05:00:00	ES	Futures	3157.8	3158.61	3157.26	3158.61	3523.0
2019-04-15 05:30:00	ES	Futures	3158.61	3160.24	3158.34	3159.7	6391.0
2019-04-15 06:00:00	ES	Futures	3159.43	3159.97	3158.07	3158.88	4413.0
2019-04-15 06:30:00	ES	Futures	3159.15	3159.7	3158.34	3158.88	2685.0
2019-04-15 07:00:00	ES	Futures	3158.88	3160.24	3157.8	3159.7	5279.0
2019-04-15 07:30:00	ES	Futures	3159.97	3160.51	3158.34	3158.61	6167.0
2019-04-15 08:00:00	ES	Futures	3158.88	3159.15	3156.99	3157.26	6063.0
2019-04-15 08:30:00	ES	Futures	3156.99	3158.34	3156.44	3157.53	9769.0
2019-04-15 09:00:00	ES	Futures	3157.53	3159.43	3157.53	3158.34	10968.0
2019-04-15 09:30:00	ES	Futures	3158.07	3159.43	3151.56	3153.46	115219.0
2019-04-15 10:00:00	ES	Futures	3153.19	3155.09	3150.21	3150.48	68483.0
2019-04-15 10:30:00	ES	Futures	3150.21	3150.48	3145.33	3149.12	85015.0
2019-04-15 11:00:00	ES	Futures	3149.12	3152.38	3147.77	3151.02	56903.0
2019-04-15 11:30:00	ES	Futures	3151.29	3151.29	3148.04	3148.85	40736.0
2019-04-15 12:00:00	ES	Futures	3149.12	3149.67	3146.14	3148.31	39686.0
2019-04-15 12:30:00	ES	Futures	3148.04	3150.21	3148.04	3149.12	33857.0
2019-04-15 13:00:00	ES	Futures	3149.4	3152.92	3148.85	3152.92	46473.0
2019-04-15 13:30:00	ES	Futures	3152.92	3154.27	3152.65	3153.73	37946.0
2019-04-15 14:00:00	ES	Futures	3153.73	3154.82	3152.92	3153.46	48852.0
2019-04-15 14:30:00	ES	Futures	3153.46	3154.55	3151.84	3154.27	41221.0
2019-04-15 15:00:00	ES	Futures	3154.0	3156.44	3153.73	3155.36	34232.0
2019-04-15 15:30:00	ES	Futures	3155.36	3155.9	3152.65	3155.63	99734.0
2019-04-15 16:00:00	ES	Futures	3155.36	3156.17	3154.27	3155.36	42350.0
2019-04-15 16:30:00	ES	Futures	3155.36	3156.71	3155.09	3156.17	7094.0
2019-04-15 18:00:00	ES	Futures	3155.9	3157.26	3155.9	3156.44	2277.0
2019-04-15 18:30:00	ES	Futures	3156.71	3156.99	3155.63	3156.17	1068.0
2019-04-15 19:00:00	ES	Futures	3155.9	3156.44	3155.9	3156.17	599.0
2019-04-15 19:30:00	ES	Futures	3156.17	3156.44	3155.63	3155.63	1847.0
2019-04-15 20:00:00	ES	Futures	3155.63	3160.24	3155.63	3158.61	6511.0
2019-04-15 20:30:00	ES	Futures	3158.61	3158.61	3157.26	3158.07	3123.0
2019-04-15 21:00:00	ES	Futures	3158.07	3158.88	3157.53	3158.34	4543.0
2019-04-15 21:30:00	ES	Futures	3158.34	3158.61	3156.44	3156.71	5191.0
2019-04-15 22:00:00	ES	Futures	3156.99	3157.8	3155.63	3157.8	3952.0
2019-04-15 22:30:00	ES	Futures	3157.8	3158.61	3157.53	3158.07	2938.0
2019-04-15 23:00:00	ES	Futures	3157.8	3159.43	3157.53	3159.43	5606.0
2019-04-15 23:30:00	ES	Futures	3159.15	3159.43	3158.61	3158.61	2612.0
2019-04-15 00:00:00	NQ	Futures	8903.55	8905.01	8902.39	8903.55	662.0
2019-04-15 00:30:00	NQ	Futures	8903.55	8905.88	8903.55	8903.84	595.0
2019-04-15 01:00:00	NQ	Futures	8904.13	8907.05	8902.39	8907.05	842.0
2019-04-15 01:30:00	NQ	Futures	8907.34	8908.21	8901.81	8902.97	899.0

> showing 50 of 3,223 rows — these rows as CSV

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