PREVIEW / futures_30min / 2019-04-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-24.parquet
  size:    86 KB
  rows:    3,312

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
2019-04-24 00:00:00	ES	Futures	3180.3	3181.93	3179.76	3180.84	2132.0
2019-04-24 00:30:00	ES	Futures	3181.11	3181.66	3180.3	3181.39	1685.0
2019-04-24 01:00:00	ES	Futures	3181.66	3182.74	3181.39	3182.2	2792.0
2019-04-24 01:30:00	ES	Futures	3181.93	3183.01	3181.66	3182.74	2594.0
2019-04-24 02:00:00	ES	Futures	3182.74	3183.28	3181.11	3181.66	3115.0
2019-04-24 02:30:00	ES	Futures	3181.66	3182.47	3181.39	3182.2	1470.0
2019-04-24 03:00:00	ES	Futures	3182.47	3183.28	3180.3	3181.11	7669.0
2019-04-24 03:30:00	ES	Futures	3181.11	3182.47	3181.11	3182.47	5420.0
2019-04-24 04:00:00	ES	Futures	3182.2	3182.47	3179.22	3181.93	9040.0
2019-04-24 04:30:00	ES	Futures	3181.66	3183.28	3181.39	3182.74	3839.0
2019-04-24 05:00:00	ES	Futures	3183.01	3185.45	3182.47	3184.91	7304.0
2019-04-24 05:30:00	ES	Futures	3184.91	3186.54	3184.64	3185.72	5934.0
2019-04-24 06:00:00	ES	Futures	3185.72	3187.35	3185.72	3186.81	6986.0
2019-04-24 06:30:00	ES	Futures	3186.54	3186.81	3184.91	3185.72	5000.0
2019-04-24 07:00:00	ES	Futures	3185.45	3186.54	3184.64	3185.45	5927.0
2019-04-24 07:30:00	ES	Futures	3185.45	3186.54	3184.1	3185.99	10371.0
2019-04-24 08:00:00	ES	Futures	3185.72	3187.35	3185.18	3186.27	9139.0
2019-04-24 08:30:00	ES	Futures	3186.54	3186.81	3184.64	3185.72	8111.0
2019-04-24 09:00:00	ES	Futures	3185.45	3185.72	3183.28	3183.55	19108.0
2019-04-24 09:30:00	ES	Futures	3183.83	3184.91	3178.4	3182.2	168060.0
2019-04-24 10:00:00	ES	Futures	3182.2	3185.45	3180.57	3184.91	96721.0
2019-04-24 10:30:00	ES	Futures	3184.91	3186.81	3182.74	3186.81	75148.0
2019-04-24 11:00:00	ES	Futures	3186.81	3187.62	3184.37	3184.91	48847.0
2019-04-24 11:30:00	ES	Futures	3184.64	3186.81	3181.39	3182.2	42610.0
2019-04-24 12:00:00	ES	Futures	3182.2	3183.28	3180.3	3182.74	33454.0
2019-04-24 12:30:00	ES	Futures	3182.74	3183.55	3178.67	3179.49	32289.0
2019-04-24 13:00:00	ES	Futures	3179.49	3180.57	3175.69	3179.76	55105.0
2019-04-24 13:30:00	ES	Futures	3179.76	3181.39	3179.49	3179.76	33497.0
2019-04-24 14:00:00	ES	Futures	3179.49	3181.93	3178.67	3180.03	31136.0
2019-04-24 14:30:00	ES	Futures	3180.03	3183.83	3179.49	3183.28	28502.0
2019-04-24 15:00:00	ES	Futures	3183.28	3184.37	3182.47	3183.01	34406.0
2019-04-24 15:30:00	ES	Futures	3183.01	3184.91	3176.78	3177.59	149641.0
2019-04-24 16:00:00	ES	Futures	3177.86	3181.39	3177.05	3177.86	62092.0
2019-04-24 16:30:00	ES	Futures	3178.13	3178.67	3174.88	3175.42	14633.0
2019-04-24 18:00:00	ES	Futures	3177.32	3180.03	3176.78	3179.76	4747.0
2019-04-24 18:30:00	ES	Futures	3179.49	3179.76	3178.95	3179.49	796.0
2019-04-24 19:00:00	ES	Futures	3179.49	3180.03	3178.95	3179.22	913.0
2019-04-24 19:30:00	ES	Futures	3179.49	3179.76	3178.95	3179.49	1572.0
2019-04-24 20:00:00	ES	Futures	3179.76	3180.3	3178.13	3179.76	3474.0
2019-04-24 20:30:00	ES	Futures	3180.3	3181.39	3179.22	3179.49	3450.0
2019-04-24 21:00:00	ES	Futures	3179.22	3180.03	3178.4	3179.49	2513.0
2019-04-24 21:30:00	ES	Futures	3179.22	3181.39	3178.67	3180.57	3455.0
2019-04-24 22:00:00	ES	Futures	3180.84	3182.47	3180.84	3181.93	4386.0
2019-04-24 22:30:00	ES	Futures	3182.2	3182.47	3181.11	3181.66	2250.0
2019-04-24 23:00:00	ES	Futures	3181.66	3181.93	3180.57	3180.84	2890.0
2019-04-24 23:30:00	ES	Futures	3180.57	3181.93	3180.57	3181.66	2226.0
2019-04-24 00:00:00	NQ	Futures	9103.87	9106.78	9102.99	9104.45	1162.0
2019-04-24 00:30:00	NQ	Futures	9104.45	9107.07	9102.7	9106.49	897.0
2019-04-24 01:00:00	NQ	Futures	9106.78	9110.86	9106.2	9107.07	1875.0
2019-04-24 01:30:00	NQ	Futures	9107.07	9110.56	9105.03	9108.53	1393.0

> showing 50 of 3,312 rows — these rows as CSV

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