PREVIEW / futures_30min / 2019-05-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-09.parquet
  size:    97 KB
  rows:    3,523

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
2019-05-09 00:00:00	ES	Futures	3113.61	3114.42	3113.34	3113.88	1944.0
2019-05-09 00:30:00	ES	Futures	3114.15	3114.42	3112.25	3114.15	2623.0
2019-05-09 01:00:00	ES	Futures	3114.15	3119.03	3112.25	3114.97	7887.0
2019-05-09 01:30:00	ES	Futures	3114.69	3117.41	3113.61	3114.69	5166.0
2019-05-09 02:00:00	ES	Futures	3114.69	3116.59	3113.61	3113.88	8497.0
2019-05-09 02:30:00	ES	Futures	3114.15	3115.24	3108.46	3110.09	15492.0
2019-05-09 03:00:00	ES	Futures	3110.09	3110.09	3103.04	3106.83	24895.0
2019-05-09 03:30:00	ES	Futures	3106.83	3107.65	3099.24	3104.66	29553.0
2019-05-09 04:00:00	ES	Futures	3104.66	3108.19	3100.33	3104.12	20169.0
2019-05-09 04:30:00	ES	Futures	3104.39	3107.1	3103.85	3106.83	12450.0
2019-05-09 05:00:00	ES	Futures	3106.83	3109.54	3106.29	3106.83	10391.0
2019-05-09 05:30:00	ES	Futures	3107.1	3108.46	3104.66	3106.56	10335.0
2019-05-09 06:00:00	ES	Futures	3106.56	3107.65	3103.85	3106.83	6657.0
2019-05-09 06:30:00	ES	Futures	3106.83	3111.98	3106.56	3111.17	14591.0
2019-05-09 07:00:00	ES	Futures	3111.44	3112.8	3109.0	3109.81	14516.0
2019-05-09 07:30:00	ES	Futures	3109.81	3112.53	3107.65	3108.73	18006.0
2019-05-09 08:00:00	ES	Futures	3108.73	3109.54	3104.93	3107.1	19550.0
2019-05-09 08:30:00	ES	Futures	3107.1	3107.92	3098.43	3099.78	39475.0
2019-05-09 09:00:00	ES	Futures	3099.78	3100.05	3092.73	3097.07	64431.0
2019-05-09 09:30:00	ES	Futures	3097.34	3100.33	3083.25	3089.75	287480.0
2019-05-09 10:00:00	ES	Futures	3089.75	3090.02	3076.47	3080.54	226977.0
2019-05-09 10:30:00	ES	Futures	3080.54	3088.67	3077.28	3079.99	163482.0
2019-05-09 11:00:00	ES	Futures	3079.72	3087.31	3075.66	3078.1	145222.0
2019-05-09 11:30:00	ES	Futures	3078.1	3092.73	3078.1	3089.48	137379.0
2019-05-09 12:00:00	ES	Futures	3089.48	3100.33	3085.14	3098.16	141706.0
2019-05-09 12:30:00	ES	Futures	3098.16	3117.41	3098.16	3108.46	300191.0
2019-05-09 13:00:00	ES	Futures	3108.19	3114.15	3104.12	3107.65	135617.0
2019-05-09 13:30:00	ES	Futures	3107.37	3119.84	3104.93	3112.25	105822.0
2019-05-09 14:00:00	ES	Futures	3112.53	3119.03	3107.92	3114.97	94585.0
2019-05-09 14:30:00	ES	Futures	3114.97	3119.3	3106.83	3107.92	80804.0
2019-05-09 15:00:00	ES	Futures	3107.92	3111.71	3100.6	3111.17	146333.0
2019-05-09 15:30:00	ES	Futures	3111.17	3117.13	3108.19	3113.34	163775.0
2019-05-09 16:00:00	ES	Futures	3113.61	3118.49	3112.53	3115.24	59600.0
2019-05-09 16:30:00	ES	Futures	3114.97	3117.41	3114.42	3114.69	7034.0
2019-05-09 18:00:00	ES	Futures	3111.98	3114.97	3109.54	3112.53	10693.0
2019-05-09 18:30:00	ES	Futures	3112.53	3113.07	3107.92	3108.19	4958.0
2019-05-09 19:00:00	ES	Futures	3108.19	3118.22	3107.92	3113.88	10611.0
2019-05-09 19:30:00	ES	Futures	3113.88	3117.41	3112.8	3116.32	6176.0
2019-05-09 20:00:00	ES	Futures	3116.32	3132.86	3109.54	3121.74	44199.0
2019-05-09 20:30:00	ES	Futures	3122.01	3131.5	3115.51	3122.28	26395.0
2019-05-09 21:00:00	ES	Futures	3122.28	3124.72	3113.34	3116.59	30981.0
2019-05-09 21:30:00	ES	Futures	3116.86	3128.25	3116.32	3126.62	16350.0
2019-05-09 22:00:00	ES	Futures	3126.62	3127.16	3120.93	3121.74	12165.0
2019-05-09 22:30:00	ES	Futures	3121.47	3122.01	3107.65	3107.65	15936.0
2019-05-09 23:00:00	ES	Futures	3107.65	3120.39	3099.78	3113.34	33683.0
2019-05-09 23:30:00	ES	Futures	3113.34	3119.03	3098.7	3101.41	22400.0
2019-05-09 00:00:00	NQ	Futures	8846.49	8848.81	8844.74	8846.78	906.0
2019-05-09 00:30:00	NQ	Futures	8847.07	8848.52	8841.24	8847.07	1150.0
2019-05-09 01:00:00	NQ	Futures	8847.36	8865.7	8839.21	8850.27	3389.0
2019-05-09 01:30:00	NQ	Futures	8849.98	8856.97	8844.45	8850.85	2136.0

> showing 50 of 3,523 rows — these rows as CSV

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