PREVIEW / futures_30min / 2019-04-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-04-25.parquet
  size:    85 KB
  rows:    3,329

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
2019-04-25 00:00:00	ES	Futures	3181.66	3181.93	3180.84	3181.11	1311.0
2019-04-25 00:30:00	ES	Futures	3181.11	3181.39	3180.57	3181.39	1322.0
2019-04-25 01:00:00	ES	Futures	3181.66	3183.01	3181.39	3182.74	1906.0
2019-04-25 01:30:00	ES	Futures	3182.74	3183.28	3182.2	3183.01	1735.0
2019-04-25 02:00:00	ES	Futures	3183.01	3183.55	3181.11	3181.93	4489.0
2019-04-25 02:30:00	ES	Futures	3181.66	3181.93	3179.49	3179.76	2997.0
2019-04-25 03:00:00	ES	Futures	3179.76	3180.03	3175.69	3176.51	13763.0
2019-04-25 03:30:00	ES	Futures	3176.23	3178.13	3175.96	3177.05	6647.0
2019-04-25 04:00:00	ES	Futures	3177.05	3177.86	3175.15	3176.78	5670.0
2019-04-25 04:30:00	ES	Futures	3177.05	3179.76	3176.51	3179.22	5606.0
2019-04-25 05:00:00	ES	Futures	3178.95	3180.57	3178.67	3178.95	4852.0
2019-04-25 05:30:00	ES	Futures	3178.95	3179.76	3177.59	3178.13	6372.0
2019-04-25 06:00:00	ES	Futures	3178.13	3179.76	3177.86	3178.95	3715.0
2019-04-25 06:30:00	ES	Futures	3178.67	3179.22	3174.07	3177.32	13471.0
2019-04-25 07:00:00	ES	Futures	3177.05	3179.49	3177.05	3178.67	9156.0
2019-04-25 07:30:00	ES	Futures	3178.95	3180.57	3178.67	3180.57	7322.0
2019-04-25 08:00:00	ES	Futures	3180.3	3182.47	3180.03	3181.93	11157.0
2019-04-25 08:30:00	ES	Futures	3182.2	3182.74	3179.49	3179.76	14120.0
2019-04-25 09:00:00	ES	Futures	3179.49	3180.03	3175.69	3175.96	19412.0
2019-04-25 09:30:00	ES	Futures	3175.96	3176.51	3165.66	3172.17	211163.0
2019-04-25 10:00:00	ES	Futures	3172.44	3174.88	3161.05	3165.12	169000.0
2019-04-25 10:30:00	ES	Futures	3165.12	3171.08	3160.24	3170.81	130270.0
2019-04-25 11:00:00	ES	Futures	3170.54	3177.86	3169.19	3176.51	129584.0
2019-04-25 11:30:00	ES	Futures	3176.51	3182.74	3176.51	3180.84	93085.0
2019-04-25 12:00:00	ES	Futures	3180.84	3182.2	3176.78	3176.78	49837.0
2019-04-25 12:30:00	ES	Futures	3176.78	3179.49	3176.78	3178.95	47888.0
2019-04-25 13:00:00	ES	Futures	3178.67	3180.03	3177.32	3180.03	46399.0
2019-04-25 13:30:00	ES	Futures	3180.03	3180.57	3178.13	3180.03	32063.0
2019-04-25 14:00:00	ES	Futures	3180.3	3182.74	3180.3	3181.11	34465.0
2019-04-25 14:30:00	ES	Futures	3181.11	3181.93	3180.03	3181.66	19266.0
2019-04-25 15:00:00	ES	Futures	3181.66	3181.93	3177.32	3180.57	35774.0
2019-04-25 15:30:00	ES	Futures	3180.57	3182.47	3175.15	3175.15	109412.0
2019-04-25 16:00:00	ES	Futures	3175.15	3177.59	3172.71	3172.98	64692.0
2019-04-25 16:30:00	ES	Futures	3173.79	3175.15	3169.73	3170.27	10521.0
2019-04-25 18:00:00	ES	Futures	3170.54	3173.52	3168.37	3172.17	5862.0
2019-04-25 18:30:00	ES	Futures	3172.17	3172.44	3170.81	3170.81	1074.0
2019-04-25 19:00:00	ES	Futures	3171.08	3172.44	3171.08	3172.17	1972.0
2019-04-25 19:30:00	ES	Futures	3172.17	3172.44	3169.73	3169.73	2341.0
2019-04-25 20:00:00	ES	Futures	3170.0	3171.35	3164.31	3166.47	13188.0
2019-04-25 20:30:00	ES	Futures	3166.2	3167.29	3164.85	3165.39	4250.0
2019-04-25 21:00:00	ES	Futures	3165.39	3170.0	3163.49	3168.64	6518.0
2019-04-25 21:30:00	ES	Futures	3168.64	3169.73	3167.02	3168.91	5264.0
2019-04-25 22:00:00	ES	Futures	3168.91	3170.54	3166.2	3169.46	4140.0
2019-04-25 22:30:00	ES	Futures	3169.46	3171.63	3169.46	3169.46	3382.0
2019-04-25 23:00:00	ES	Futures	3169.46	3170.54	3168.64	3169.19	2729.0
2019-04-25 23:30:00	ES	Futures	3169.19	3170.0	3168.91	3169.46	1226.0
2019-04-25 00:00:00	NQ	Futures	9167.05	9168.5	9164.43	9165.3	952.0
2019-04-25 00:30:00	NQ	Futures	9165.3	9165.3	9162.39	9165.3	954.0
2019-04-25 01:00:00	NQ	Futures	9165.59	9172.58	9164.43	9170.83	1633.0
2019-04-25 01:30:00	NQ	Futures	9170.83	9172.87	9167.63	9170.25	1236.0

> showing 50 of 3,329 rows — these rows as CSV

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