PREVIEW / futures_30min / 2019-04-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-18.parquet
  size:    73 KB
  rows:    2,696

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
2019-04-18 00:00:00	ES	Futures	3136.92	3138.82	3136.65	3138.55	1812.0
2019-04-18 00:30:00	ES	Futures	3138.55	3140.18	3138.28	3138.55	3185.0
2019-04-18 01:00:00	ES	Futures	3138.55	3139.36	3137.74	3138.28	5250.0
2019-04-18 01:30:00	ES	Futures	3138.01	3138.28	3136.38	3136.92	5824.0
2019-04-18 02:00:00	ES	Futures	3137.2	3140.72	3137.2	3140.18	7355.0
2019-04-18 02:30:00	ES	Futures	3140.18	3141.26	3139.36	3139.91	4218.0
2019-04-18 03:00:00	ES	Futures	3140.18	3142.08	3139.64	3140.99	7681.0
2019-04-18 03:30:00	ES	Futures	3140.99	3140.99	3135.03	3136.65	16561.0
2019-04-18 04:00:00	ES	Futures	3136.38	3138.55	3133.4	3137.47	14793.0
2019-04-18 04:30:00	ES	Futures	3137.47	3140.72	3137.2	3140.45	8484.0
2019-04-18 05:00:00	ES	Futures	3140.18	3140.18	3139.09	3140.18	5057.0
2019-04-18 05:30:00	ES	Futures	3139.91	3147.23	3139.64	3143.97	22844.0
2019-04-18 06:00:00	ES	Futures	3143.97	3145.06	3142.35	3144.24	10265.0
2019-04-18 06:30:00	ES	Futures	3144.24	3145.6	3142.89	3143.7	5574.0
2019-04-18 07:00:00	ES	Futures	3143.7	3144.79	3142.89	3144.52	5030.0
2019-04-18 07:30:00	ES	Futures	3144.79	3147.23	3143.16	3146.96	8794.0
2019-04-18 08:00:00	ES	Futures	3146.68	3149.67	3146.68	3149.4	14073.0
2019-04-18 08:30:00	ES	Futures	3149.4	3154.82	3149.12	3151.84	41730.0
2019-04-18 09:00:00	ES	Futures	3151.84	3157.53	3151.56	3155.36	53892.0
2019-04-18 09:30:00	ES	Futures	3155.09	3155.63	3147.5	3147.77	189248.0
2019-04-18 10:00:00	ES	Futures	3147.77	3148.31	3141.53	3143.16	133551.0
2019-04-18 10:30:00	ES	Futures	3143.16	3146.96	3139.36	3146.68	104537.0
2019-04-18 11:00:00	ES	Futures	3146.41	3149.67	3143.16	3144.79	86228.0
2019-04-18 11:30:00	ES	Futures	3144.79	3151.84	3144.79	3151.84	56279.0
2019-04-18 12:00:00	ES	Futures	3151.84	3154.0	3151.02	3153.46	46509.0
2019-04-18 12:30:00	ES	Futures	3153.73	3155.36	3152.38	3152.38	36357.0
2019-04-18 13:00:00	ES	Futures	3152.65	3153.73	3151.56	3153.19	22058.0
2019-04-18 13:30:00	ES	Futures	3153.46	3155.36	3152.11	3154.55	27360.0
2019-04-18 14:00:00	ES	Futures	3154.55	3155.36	3152.92	3155.36	28807.0
2019-04-18 14:30:00	ES	Futures	3155.36	3156.99	3154.27	3156.17	30678.0
2019-04-18 15:00:00	ES	Futures	3156.17	3157.26	3154.55	3156.17	39238.0
2019-04-18 15:30:00	ES	Futures	3156.17	3156.17	3151.02	3154.0	136935.0
2019-04-18 16:00:00	ES	Futures	3154.0	3156.17	3153.46	3156.17	49950.0
2019-04-18 16:30:00	ES	Futures	3155.9	3156.71	3155.36	3156.17	6007.0
2019-04-18 00:00:00	NQ	Futures	8930.92	8937.03	8930.92	8935.87	718.0
2019-04-18 00:30:00	NQ	Futures	8935.29	8941.4	8933.54	8933.83	1680.0
2019-04-18 01:00:00	NQ	Futures	8933.83	8935.29	8931.21	8932.96	1681.0
2019-04-18 01:30:00	NQ	Futures	8932.96	8933.25	8925.39	8929.17	2071.0
2019-04-18 02:00:00	NQ	Futures	8929.46	8941.11	8928.88	8937.91	2305.0
2019-04-18 02:30:00	NQ	Futures	8937.91	8941.98	8935.87	8938.78	1363.0
2019-04-18 03:00:00	NQ	Futures	8939.07	8945.77	8937.91	8943.15	1813.0
2019-04-18 03:30:00	NQ	Futures	8943.15	8943.15	8923.93	8930.34	5030.0
2019-04-18 04:00:00	NQ	Futures	8930.05	8935.29	8921.31	8932.67	3829.0
2019-04-18 04:30:00	NQ	Futures	8932.38	8940.24	8931.21	8939.36	2433.0
2019-04-18 05:00:00	NQ	Futures	8939.36	8941.11	8936.45	8940.82	1946.0
2019-04-18 05:30:00	NQ	Futures	8940.82	8960.62	8939.66	8951.59	6283.0
2019-04-18 06:00:00	NQ	Futures	8951.59	8955.38	8946.93	8953.63	2746.0
2019-04-18 06:30:00	NQ	Futures	8954.21	8957.12	8948.1	8950.43	1925.0
2019-04-18 07:00:00	NQ	Futures	8950.43	8951.88	8946.93	8951.3	1855.0
2019-04-18 07:30:00	NQ	Futures	8951.01	8956.54	8947.81	8955.38	3127.0

> showing 50 of 2,696 rows — these rows as CSV

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