PREVIEW / futures_30min / 2019-05-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-03.parquet
  size:    74 KB
  rows:    2,667

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
2019-05-03 00:00:00	ES	Futures	3169.46	3169.73	3168.91	3169.46	762.0
2019-05-03 00:30:00	ES	Futures	3169.73	3170.27	3168.91	3170.0	1519.0
2019-05-03 01:00:00	ES	Futures	3170.27	3171.35	3170.0	3170.81	1936.0
2019-05-03 01:30:00	ES	Futures	3171.08	3171.35	3170.27	3170.27	1518.0
2019-05-03 02:00:00	ES	Futures	3170.27	3170.54	3168.64	3169.19	2137.0
2019-05-03 02:30:00	ES	Futures	3168.91	3169.73	3168.37	3168.91	2288.0
2019-05-03 03:00:00	ES	Futures	3168.91	3171.08	3168.64	3170.0	6794.0
2019-05-03 03:30:00	ES	Futures	3169.73	3172.98	3169.73	3172.71	5240.0
2019-05-03 04:00:00	ES	Futures	3172.44	3175.69	3172.44	3174.88	7973.0
2019-05-03 04:30:00	ES	Futures	3174.88	3175.42	3173.79	3174.34	4437.0
2019-05-03 05:00:00	ES	Futures	3174.34	3175.69	3173.79	3173.79	3967.0
2019-05-03 05:30:00	ES	Futures	3173.79	3175.15	3171.9	3171.9	4892.0
2019-05-03 06:00:00	ES	Futures	3172.17	3173.52	3171.35	3173.25	5072.0
2019-05-03 06:30:00	ES	Futures	3173.25	3173.52	3171.63	3171.9	3758.0
2019-05-03 07:00:00	ES	Futures	3171.9	3173.52	3171.63	3172.98	4184.0
2019-05-03 07:30:00	ES	Futures	3172.98	3174.88	3172.44	3174.88	8301.0
2019-05-03 08:00:00	ES	Futures	3174.88	3176.23	3173.52	3174.61	16840.0
2019-05-03 08:30:00	ES	Futures	3174.61	3181.66	3169.73	3180.57	73794.0
2019-05-03 09:00:00	ES	Futures	3180.57	3181.66	3177.86	3181.39	29951.0
2019-05-03 09:30:00	ES	Futures	3181.39	3185.18	3178.67	3183.83	171940.0
2019-05-03 10:00:00	ES	Futures	3183.83	3186.81	3178.95	3181.39	141534.0
2019-05-03 10:30:00	ES	Futures	3181.66	3187.62	3181.39	3187.35	71718.0
2019-05-03 11:00:00	ES	Futures	3187.62	3191.14	3185.45	3186.54	79246.0
2019-05-03 11:30:00	ES	Futures	3186.81	3190.87	3185.45	3189.52	54621.0
2019-05-03 12:00:00	ES	Futures	3189.79	3193.86	3189.25	3193.58	54953.0
2019-05-03 12:30:00	ES	Futures	3193.31	3194.67	3192.23	3193.31	48521.0
2019-05-03 13:00:00	ES	Futures	3193.31	3196.3	3192.23	3196.02	51586.0
2019-05-03 13:30:00	ES	Futures	3196.3	3197.92	3195.48	3196.3	44539.0
2019-05-03 14:00:00	ES	Futures	3196.3	3196.3	3194.13	3195.21	35334.0
2019-05-03 14:30:00	ES	Futures	3195.21	3196.57	3193.31	3194.13	28026.0
2019-05-03 15:00:00	ES	Futures	3194.13	3194.4	3191.69	3193.86	46794.0
2019-05-03 15:30:00	ES	Futures	3193.86	3196.57	3192.77	3194.4	122734.0
2019-05-03 16:00:00	ES	Futures	3194.4	3196.84	3193.58	3196.3	55584.0
2019-05-03 16:30:00	ES	Futures	3196.57	3198.46	3196.57	3198.19	8488.0
2019-05-03 00:00:00	NQ	Futures	9039.23	9041.27	9038.36	9040.69	484.0
2019-05-03 00:30:00	NQ	Futures	9040.69	9044.18	9038.94	9043.6	943.0
2019-05-03 01:00:00	NQ	Futures	9043.6	9048.55	9042.72	9047.09	1183.0
2019-05-03 01:30:00	NQ	Futures	9047.38	9048.55	9043.89	9043.89	695.0
2019-05-03 02:00:00	NQ	Futures	9043.89	9044.47	9039.81	9040.69	1413.0
2019-05-03 02:30:00	NQ	Futures	9040.98	9042.43	9035.74	9037.77	1192.0
2019-05-03 03:00:00	NQ	Futures	9037.77	9045.05	9036.9	9040.1	1996.0
2019-05-03 03:30:00	NQ	Futures	9040.69	9051.75	9040.4	9051.17	1717.0
2019-05-03 04:00:00	NQ	Futures	9050.88	9059.61	9050.88	9054.95	3007.0
2019-05-03 04:30:00	NQ	Futures	9054.95	9057.28	9051.46	9053.5	1547.0
2019-05-03 05:00:00	NQ	Futures	9053.21	9058.74	9052.33	9052.92	1520.0
2019-05-03 05:30:00	NQ	Futures	9052.92	9058.45	9048.55	9048.84	1875.0
2019-05-03 06:00:00	NQ	Futures	9048.84	9057.28	9046.8	9056.7	2238.0
2019-05-03 06:30:00	NQ	Futures	9056.7	9058.74	9051.46	9052.33	1321.0
2019-05-03 07:00:00	NQ	Futures	9052.33	9058.45	9050.59	9054.95	1846.0
2019-05-03 07:30:00	NQ	Futures	9054.95	9064.56	9054.08	9063.69	3692.0

> showing 50 of 2,667 rows — these rows as CSV

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