PREVIEW / futures_30min / 2019-04-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-23.parquet
  size:    83 KB
  rows:    3,277

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
2019-04-23 00:00:00	ES	Futures	3156.99	3157.53	3156.71	3157.26	867.0
2019-04-23 00:30:00	ES	Futures	3156.99	3158.07	3156.99	3157.8	913.0
2019-04-23 01:00:00	ES	Futures	3157.8	3158.88	3157.8	3158.61	2173.0
2019-04-23 01:30:00	ES	Futures	3158.61	3160.51	3158.34	3159.7	3174.0
2019-04-23 02:00:00	ES	Futures	3159.97	3160.24	3159.15	3160.24	2767.0
2019-04-23 02:30:00	ES	Futures	3160.24	3160.51	3158.61	3158.61	1907.0
2019-04-23 03:00:00	ES	Futures	3158.61	3158.88	3154.55	3155.9	7731.0
2019-04-23 03:30:00	ES	Futures	3155.63	3156.71	3155.09	3155.63	4216.0
2019-04-23 04:00:00	ES	Futures	3155.9	3158.07	3155.36	3157.53	4523.0
2019-04-23 04:30:00	ES	Futures	3157.26	3158.07	3156.99	3157.26	3463.0
2019-04-23 05:00:00	ES	Futures	3156.99	3157.26	3155.63	3155.9	2918.0
2019-04-23 05:30:00	ES	Futures	3155.9	3155.9	3154.55	3155.63	3347.0
2019-04-23 06:00:00	ES	Futures	3155.63	3156.44	3155.09	3155.63	3012.0
2019-04-23 06:30:00	ES	Futures	3155.63	3156.17	3154.82	3155.9	3911.0
2019-04-23 07:00:00	ES	Futures	3155.9	3157.26	3155.9	3156.17	8960.0
2019-04-23 07:30:00	ES	Futures	3156.17	3160.78	3156.17	3159.7	10289.0
2019-04-23 08:00:00	ES	Futures	3159.7	3162.95	3159.7	3162.41	13940.0
2019-04-23 08:30:00	ES	Futures	3162.68	3162.68	3159.43	3159.43	11790.0
2019-04-23 09:00:00	ES	Futures	3159.7	3162.14	3158.34	3161.05	18501.0
2019-04-23 09:30:00	ES	Futures	3161.32	3165.39	3158.07	3164.85	112564.0
2019-04-23 10:00:00	ES	Futures	3164.85	3170.0	3164.85	3170.0	109209.0
2019-04-23 10:30:00	ES	Futures	3170.0	3171.35	3167.02	3170.81	77964.0
2019-04-23 11:00:00	ES	Futures	3170.81	3179.22	3170.54	3178.67	105128.0
2019-04-23 11:30:00	ES	Futures	3178.67	3182.47	3178.13	3182.2	89831.0
2019-04-23 12:00:00	ES	Futures	3182.2	3187.89	3181.93	3184.37	94511.0
2019-04-23 12:30:00	ES	Futures	3184.37	3184.91	3183.01	3184.64	32705.0
2019-04-23 13:00:00	ES	Futures	3184.64	3185.99	3183.83	3183.83	48113.0
2019-04-23 13:30:00	ES	Futures	3184.1	3184.64	3183.55	3183.83	39275.0
2019-04-23 14:00:00	ES	Futures	3183.83	3185.72	3182.2	3184.64	44419.0
2019-04-23 14:30:00	ES	Futures	3184.91	3186.54	3184.37	3185.18	29016.0
2019-04-23 15:00:00	ES	Futures	3185.45	3185.72	3183.28	3183.83	42093.0
2019-04-23 15:30:00	ES	Futures	3184.1	3185.99	3181.39	3184.64	113252.0
2019-04-23 16:00:00	ES	Futures	3184.91	3186.81	3184.64	3186.54	56625.0
2019-04-23 16:30:00	ES	Futures	3186.81	3187.89	3185.45	3185.72	9649.0
2019-04-23 18:00:00	ES	Futures	3185.18	3186.54	3184.91	3186.27	2440.0
2019-04-23 18:30:00	ES	Futures	3186.27	3186.81	3185.18	3186.54	1267.0
2019-04-23 19:00:00	ES	Futures	3186.27	3187.08	3185.99	3187.08	1496.0
2019-04-23 19:30:00	ES	Futures	3187.08	3187.62	3186.54	3187.08	2815.0
2019-04-23 20:00:00	ES	Futures	3186.81	3187.89	3185.99	3185.99	4108.0
2019-04-23 20:30:00	ES	Futures	3186.27	3187.08	3185.99	3186.81	1112.0
2019-04-23 21:00:00	ES	Futures	3186.81	3187.62	3185.45	3187.08	3386.0
2019-04-23 21:30:00	ES	Futures	3187.35	3187.35	3185.45	3185.72	4416.0
2019-04-23 22:00:00	ES	Futures	3185.72	3185.99	3184.1	3184.1	5507.0
2019-04-23 22:30:00	ES	Futures	3184.1	3184.91	3183.28	3183.83	4342.0
2019-04-23 23:00:00	ES	Futures	3183.83	3184.37	3182.2	3183.28	3742.0
2019-04-23 23:30:00	ES	Futures	3183.28	3183.55	3179.76	3180.03	4578.0
2019-04-23 00:00:00	NQ	Futures	9010.41	9011.57	9009.53	9010.7	385.0
2019-04-23 00:30:00	NQ	Futures	9010.7	9015.06	9010.12	9013.32	806.0
2019-04-23 01:00:00	NQ	Futures	9013.32	9017.98	9013.32	9015.94	1236.0
2019-04-23 01:30:00	NQ	Futures	9016.23	9024.09	9015.65	9020.31	1705.0

> showing 50 of 3,277 rows — these rows as CSV

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