PREVIEW / futures_30min / 2019-05-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-10.parquet
  size:    79 KB
  rows:    2,820

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
2019-05-10 00:00:00	ES	Futures	3101.41	3112.25	3096.26	3098.16	28716.0
2019-05-10 00:30:00	ES	Futures	3098.16	3102.22	3094.9	3099.51	10974.0
2019-05-10 01:00:00	ES	Futures	3099.51	3104.93	3093.28	3102.22	12976.0
2019-05-10 01:30:00	ES	Futures	3102.49	3111.17	3101.95	3110.36	11249.0
2019-05-10 02:00:00	ES	Futures	3110.36	3115.24	3107.1	3112.8	10309.0
2019-05-10 02:30:00	ES	Futures	3112.8	3115.24	3109.54	3110.36	9619.0
2019-05-10 03:00:00	ES	Futures	3110.09	3117.41	3108.73	3111.71	22524.0
2019-05-10 03:30:00	ES	Futures	3111.71	3111.71	3106.29	3107.1	11067.0
2019-05-10 04:00:00	ES	Futures	3106.83	3109.27	3103.04	3109.0	12575.0
2019-05-10 04:30:00	ES	Futures	3109.0	3111.17	3105.21	3107.65	16286.0
2019-05-10 05:00:00	ES	Futures	3107.65	3111.71	3107.1	3110.9	6624.0
2019-05-10 05:30:00	ES	Futures	3110.9	3111.98	3105.48	3106.56	9186.0
2019-05-10 06:00:00	ES	Futures	3106.29	3110.9	3105.75	3109.81	6070.0
2019-05-10 06:30:00	ES	Futures	3109.54	3118.22	3105.21	3107.1	23252.0
2019-05-10 07:00:00	ES	Futures	3107.1	3108.19	3097.89	3099.24	22894.0
2019-05-10 07:30:00	ES	Futures	3099.24	3103.31	3096.53	3098.43	34069.0
2019-05-10 08:00:00	ES	Futures	3098.43	3098.43	3092.19	3096.26	35434.0
2019-05-10 08:30:00	ES	Futures	3096.8	3098.16	3089.48	3096.8	37855.0
2019-05-10 09:00:00	ES	Futures	3096.8	3102.77	3095.72	3101.68	46694.0
2019-05-10 09:30:00	ES	Futures	3101.68	3109.0	3099.24	3100.33	230845.0
2019-05-10 10:00:00	ES	Futures	3100.33	3101.14	3084.06	3087.04	173007.0
2019-05-10 10:30:00	ES	Futures	3086.77	3086.77	3067.52	3071.05	196652.0
2019-05-10 11:00:00	ES	Futures	3071.32	3079.99	3064.54	3072.4	188494.0
2019-05-10 11:30:00	ES	Futures	3072.13	3077.82	3066.71	3073.76	198354.0
2019-05-10 12:00:00	ES	Futures	3073.76	3094.09	3073.22	3093.01	162281.0
2019-05-10 12:30:00	ES	Futures	3093.01	3100.87	3091.38	3098.16	132702.0
2019-05-10 13:00:00	ES	Futures	3098.16	3111.17	3095.99	3105.48	156140.0
2019-05-10 13:30:00	ES	Futures	3105.75	3114.69	3104.39	3111.71	128712.0
2019-05-10 14:00:00	ES	Futures	3111.71	3116.32	3105.21	3109.0	99120.0
2019-05-10 14:30:00	ES	Futures	3109.0	3120.39	3107.92	3116.86	77119.0
2019-05-10 15:00:00	ES	Futures	3116.86	3137.2	3116.86	3134.21	125558.0
2019-05-10 15:30:00	ES	Futures	3134.21	3134.48	3117.13	3127.44	231932.0
2019-05-10 16:00:00	ES	Futures	3127.16	3131.23	3124.45	3130.42	65536.0
2019-05-10 16:30:00	ES	Futures	3130.42	3133.4	3130.15	3130.96	12034.0
2019-05-10 00:00:00	NQ	Futures	8792.04	8828.43	8772.53	8787.96	12151.0
2019-05-10 00:30:00	NQ	Futures	8788.55	8799.9	8778.94	8790.0	5516.0
2019-05-10 01:00:00	NQ	Futures	8790.29	8818.24	8772.53	8808.93	9623.0
2019-05-10 01:30:00	NQ	Futures	8810.09	8836.0	8803.98	8832.51	4699.0
2019-05-10 02:00:00	NQ	Futures	8831.64	8845.9	8821.15	8836.88	4608.0
2019-05-10 02:30:00	NQ	Futures	8836.29	8845.9	8828.43	8830.76	3999.0
2019-05-10 03:00:00	NQ	Futures	8830.18	8861.92	8829.89	8846.78	7212.0
2019-05-10 03:30:00	NQ	Futures	8846.19	8846.49	8824.65	8826.98	3416.0
2019-05-10 04:00:00	NQ	Futures	8826.69	8834.55	8813.29	8832.8	5232.0
2019-05-10 04:30:00	NQ	Futures	8832.8	8842.12	8824.65	8831.64	4733.0
2019-05-10 05:00:00	NQ	Futures	8831.64	8847.36	8829.02	8844.45	2647.0
2019-05-10 05:30:00	NQ	Futures	8844.16	8849.98	8828.14	8831.35	3562.0
2019-05-10 06:00:00	NQ	Futures	8831.05	8844.45	8828.72	8840.08	2373.0
2019-05-10 06:30:00	NQ	Futures	8839.79	8868.03	8820.57	8828.72	7144.0
2019-05-10 07:00:00	NQ	Futures	8829.31	8835.13	8801.36	8805.43	7560.0
2019-05-10 07:30:00	NQ	Futures	8804.85	8814.75	8794.08	8797.86	9812.0

> showing 50 of 2,820 rows — these rows as CSV

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