PREVIEW / futures_30min / 2019-05-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-01.parquet
  size:    75 KB
  rows:    2,751

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
2019-05-01 00:00:00	ES	Futures	3209.31	3209.58	3208.77	3209.04	797.0
2019-05-01 00:30:00	ES	Futures	3209.04	3209.31	3208.77	3209.04	794.0
2019-05-01 01:00:00	ES	Futures	3208.77	3209.58	3208.5	3208.5	689.0
2019-05-01 01:30:00	ES	Futures	3208.5	3209.31	3208.5	3209.31	766.0
2019-05-01 02:00:00	ES	Futures	3209.31	3209.85	3208.77	3209.58	1356.0
2019-05-01 02:30:00	ES	Futures	3209.58	3209.58	3208.5	3208.77	956.0
2019-05-01 03:00:00	ES	Futures	3208.77	3209.58	3207.95	3209.31	4004.0
2019-05-01 03:30:00	ES	Futures	3209.04	3209.85	3208.5	3209.85	3122.0
2019-05-01 04:00:00	ES	Futures	3209.85	3210.39	3209.31	3209.31	2773.0
2019-05-01 04:30:00	ES	Futures	3209.58	3209.85	3208.5	3208.77	2395.0
2019-05-01 05:00:00	ES	Futures	3209.04	3209.31	3207.95	3208.22	2153.0
2019-05-01 05:30:00	ES	Futures	3208.22	3208.5	3207.41	3207.68	2976.0
2019-05-01 06:00:00	ES	Futures	3207.68	3207.68	3206.87	3207.68	1984.0
2019-05-01 06:30:00	ES	Futures	3207.68	3207.68	3205.24	3205.78	5160.0
2019-05-01 07:00:00	ES	Futures	3205.51	3207.68	3204.43	3206.87	5789.0
2019-05-01 07:30:00	ES	Futures	3207.14	3207.41	3206.6	3206.87	2566.0
2019-05-01 08:00:00	ES	Futures	3206.87	3208.22	3206.33	3208.22	8760.0
2019-05-01 08:30:00	ES	Futures	3207.95	3208.77	3204.7	3205.78	13121.0
2019-05-01 09:00:00	ES	Futures	3205.78	3205.78	3202.8	3203.34	16012.0
2019-05-01 09:30:00	ES	Futures	3203.34	3203.89	3198.74	3200.36	104242.0
2019-05-01 10:00:00	ES	Futures	3200.36	3202.26	3195.75	3197.92	95834.0
2019-05-01 10:30:00	ES	Futures	3197.92	3200.09	3196.84	3199.01	44488.0
2019-05-01 11:00:00	ES	Futures	3199.01	3201.45	3197.65	3200.36	43511.0
2019-05-01 11:30:00	ES	Futures	3200.36	3205.51	3199.82	3202.53	62270.0
2019-05-01 12:00:00	ES	Futures	3202.8	3203.07	3194.94	3197.38	51491.0
2019-05-01 12:30:00	ES	Futures	3197.11	3197.38	3191.96	3196.02	92628.0
2019-05-01 13:00:00	ES	Futures	3196.02	3200.36	3193.86	3197.11	74060.0
2019-05-01 13:30:00	ES	Futures	3197.11	3199.82	3196.02	3199.01	39098.0
2019-05-01 14:00:00	ES	Futures	3199.01	3205.51	3196.02	3202.26	89631.0
2019-05-01 14:30:00	ES	Futures	3202.26	3204.43	3187.35	3193.31	181716.0
2019-05-01 15:00:00	ES	Futures	3193.04	3195.21	3185.99	3188.16	110334.0
2019-05-01 15:30:00	ES	Futures	3188.16	3188.43	3171.35	3171.63	239739.0
2019-05-01 16:00:00	ES	Futures	3171.63	3172.17	3167.56	3169.73	93511.0
2019-05-01 16:30:00	ES	Futures	3169.46	3169.73	3162.14	3163.22	18840.0
2019-05-01 18:00:00	ES	Futures	3162.68	3166.47	3161.59	3165.93	9921.0
2019-05-01 18:30:00	ES	Futures	3165.93	3166.75	3165.66	3166.2	2969.0
2019-05-01 19:00:00	ES	Futures	3166.2	3168.1	3165.93	3167.56	3465.0
2019-05-01 19:30:00	ES	Futures	3167.83	3168.91	3167.02	3167.56	2092.0
2019-05-01 20:00:00	ES	Futures	3167.29	3169.19	3167.02	3168.91	4007.0
2019-05-01 20:30:00	ES	Futures	3168.91	3171.08	3168.64	3171.08	5145.0
2019-05-01 21:00:00	ES	Futures	3170.81	3172.44	3170.0	3171.9	6277.0
2019-05-01 21:30:00	ES	Futures	3172.17	3173.52	3170.54	3171.9	6179.0
2019-05-01 22:00:00	ES	Futures	3171.63	3172.71	3170.54	3170.81	3784.0
2019-05-01 22:30:00	ES	Futures	3170.81	3171.63	3170.0	3171.63	3200.0
2019-05-01 23:00:00	ES	Futures	3171.35	3172.98	3170.81	3172.98	2923.0
2019-05-01 23:30:00	ES	Futures	3172.98	3173.79	3172.17	3172.98	3315.0
2019-05-01 00:00:00	NQ	Futures	9151.33	9151.33	9149.0	9149.87	414.0
2019-05-01 00:30:00	NQ	Futures	9149.87	9151.33	9149.29	9150.16	388.0
2019-05-01 01:00:00	NQ	Futures	9150.45	9152.49	9148.41	9148.71	499.0
2019-05-01 01:30:00	NQ	Futures	9148.41	9150.16	9147.54	9150.16	338.0

> showing 50 of 2,751 rows — these rows as CSV

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