PREVIEW / futures_30min / 2019-05-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-06.parquet
  size:    91 KB
  rows:    3,346

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
2019-05-06 00:00:00	ES	Futures	3130.42	3133.4	3129.88	3132.86	4686.0
2019-05-06 00:30:00	ES	Futures	3132.59	3147.77	3132.59	3146.14	14094.0
2019-05-06 01:00:00	ES	Futures	3145.87	3148.85	3140.18	3143.16	16725.0
2019-05-06 01:30:00	ES	Futures	3142.89	3145.87	3142.08	3143.97	9726.0
2019-05-06 02:00:00	ES	Futures	3143.7	3147.5	3137.74	3138.01	14013.0
2019-05-06 02:30:00	ES	Futures	3138.01	3140.72	3135.3	3136.65	21737.0
2019-05-06 03:00:00	ES	Futures	3136.92	3148.58	3135.03	3145.06	29065.0
2019-05-06 03:30:00	ES	Futures	3145.06	3146.41	3138.28	3141.26	30255.0
2019-05-06 04:00:00	ES	Futures	3141.26	3144.24	3139.64	3141.26	10808.0
2019-05-06 04:30:00	ES	Futures	3141.26	3141.8	3135.03	3136.92	11284.0
2019-05-06 05:00:00	ES	Futures	3136.92	3137.47	3135.3	3136.92	9756.0
2019-05-06 05:30:00	ES	Futures	3136.65	3140.99	3135.84	3139.64	8750.0
2019-05-06 06:00:00	ES	Futures	3139.64	3141.8	3138.01	3140.45	9251.0
2019-05-06 06:30:00	ES	Futures	3140.45	3145.33	3139.91	3143.43	10165.0
2019-05-06 07:00:00	ES	Futures	3143.43	3145.87	3140.99	3142.89	16762.0
2019-05-06 07:30:00	ES	Futures	3142.89	3146.96	3142.89	3145.06	14950.0
2019-05-06 08:00:00	ES	Futures	3145.06	3149.94	3144.24	3149.12	24027.0
2019-05-06 08:30:00	ES	Futures	3149.4	3149.94	3145.33	3147.23	27871.0
2019-05-06 09:00:00	ES	Futures	3146.96	3148.04	3140.18	3142.08	36036.0
2019-05-06 09:30:00	ES	Futures	3142.08	3160.78	3138.28	3160.24	248359.0
2019-05-06 10:00:00	ES	Futures	3160.24	3165.66	3155.09	3161.32	152434.0
2019-05-06 10:30:00	ES	Futures	3161.32	3168.1	3159.7	3166.75	93967.0
2019-05-06 11:00:00	ES	Futures	3166.47	3171.08	3163.49	3170.54	93252.0
2019-05-06 11:30:00	ES	Futures	3170.81	3171.35	3163.76	3164.85	94026.0
2019-05-06 12:00:00	ES	Futures	3164.58	3165.93	3162.41	3163.22	58085.0
2019-05-06 12:30:00	ES	Futures	3162.95	3167.02	3162.41	3162.68	55883.0
2019-05-06 13:00:00	ES	Futures	3162.68	3168.37	3160.51	3168.1	72055.0
2019-05-06 13:30:00	ES	Futures	3167.83	3169.19	3166.75	3168.91	32373.0
2019-05-06 14:00:00	ES	Futures	3168.91	3172.44	3167.29	3172.17	60090.0
2019-05-06 14:30:00	ES	Futures	3171.9	3183.55	3171.63	3183.28	100850.0
2019-05-06 15:00:00	ES	Futures	3183.01	3185.18	3180.57	3183.28	65415.0
2019-05-06 15:30:00	ES	Futures	3183.28	3186.27	3179.49	3181.66	146622.0
2019-05-06 16:00:00	ES	Futures	3181.39	3183.55	3177.86	3180.57	61684.0
2019-05-06 16:30:00	ES	Futures	3180.84	3181.93	3154.55	3155.36	21555.0
2019-05-06 18:00:00	ES	Futures	3157.53	3163.76	3156.71	3160.51	26538.0
2019-05-06 18:30:00	ES	Futures	3160.51	3162.95	3160.51	3161.87	5579.0
2019-05-06 19:00:00	ES	Futures	3162.14	3162.95	3160.78	3162.14	6749.0
2019-05-06 19:30:00	ES	Futures	3162.41	3165.39	3162.41	3164.31	5316.0
2019-05-06 20:00:00	ES	Futures	3164.58	3165.39	3155.9	3158.61	18946.0
2019-05-06 20:30:00	ES	Futures	3158.88	3163.49	3157.53	3161.87	7777.0
2019-05-06 21:00:00	ES	Futures	3162.14	3164.03	3159.7	3161.05	7295.0
2019-05-06 21:30:00	ES	Futures	3161.05	3164.03	3159.43	3162.41	7723.0
2019-05-06 22:00:00	ES	Futures	3162.41	3165.66	3162.14	3165.39	8769.0
2019-05-06 22:30:00	ES	Futures	3165.66	3165.66	3163.49	3164.58	4677.0
2019-05-06 23:00:00	ES	Futures	3164.58	3164.58	3161.59	3162.14	4087.0
2019-05-06 23:30:00	ES	Futures	3162.14	3162.95	3156.17	3158.34	16812.0
2019-05-06 00:00:00	NQ	Futures	8944.9	8955.67	8943.15	8951.01	1837.0
2019-05-06 00:30:00	NQ	Futures	8951.59	8993.81	8950.72	8990.03	5183.0
2019-05-06 01:00:00	NQ	Futures	8990.03	8995.85	8974.3	8982.75	5318.0
2019-05-06 01:30:00	NQ	Futures	8982.75	8990.9	8981.0	8983.62	3379.0

> showing 50 of 3,346 rows — these rows as CSV

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