PREVIEW / futures_30min / 2019-05-13

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-13.parquet
  size:    97 KB
  rows:    3,499

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
2019-05-13 00:00:00	ES	Futures	3098.97	3099.51	3097.61	3098.7	1720.0
2019-05-13 00:30:00	ES	Futures	3098.7	3099.78	3098.43	3099.24	1786.0
2019-05-13 01:00:00	ES	Futures	3099.24	3099.51	3097.07	3097.89	2357.0
2019-05-13 01:30:00	ES	Futures	3097.61	3098.43	3095.72	3097.07	4705.0
2019-05-13 02:00:00	ES	Futures	3096.8	3099.24	3095.99	3098.7	5478.0
2019-05-13 02:30:00	ES	Futures	3098.7	3099.78	3095.99	3096.26	3638.0
2019-05-13 03:00:00	ES	Futures	3096.53	3097.07	3087.58	3088.94	18930.0
2019-05-13 03:30:00	ES	Futures	3088.94	3090.57	3085.69	3085.96	11849.0
2019-05-13 04:00:00	ES	Futures	3086.23	3091.11	3084.33	3090.57	16223.0
2019-05-13 04:30:00	ES	Futures	3090.84	3094.36	3089.48	3090.57	11923.0
2019-05-13 05:00:00	ES	Futures	3090.29	3095.17	3090.29	3092.73	8303.0
2019-05-13 05:30:00	ES	Futures	3092.73	3095.72	3091.65	3094.63	6764.0
2019-05-13 06:00:00	ES	Futures	3094.63	3095.72	3090.84	3092.19	4889.0
2019-05-13 06:30:00	ES	Futures	3092.19	3094.63	3088.94	3093.01	14289.0
2019-05-13 07:00:00	ES	Futures	3093.01	3093.82	3087.58	3088.94	10028.0
2019-05-13 07:30:00	ES	Futures	3088.94	3091.38	3082.98	3084.06	18903.0
2019-05-13 08:00:00	ES	Futures	3084.06	3085.69	3066.71	3072.13	97029.0
2019-05-13 08:30:00	ES	Futures	3071.86	3073.22	3067.25	3068.61	48716.0
2019-05-13 09:00:00	ES	Futures	3068.34	3070.5	3064.54	3065.35	49304.0
2019-05-13 09:30:00	ES	Futures	3065.35	3077.28	3059.12	3062.64	292328.0
2019-05-13 10:00:00	ES	Futures	3062.64	3062.64	3050.98	3058.03	227661.0
2019-05-13 10:30:00	ES	Futures	3057.76	3066.98	3053.42	3059.39	183659.0
2019-05-13 11:00:00	ES	Futures	3059.39	3062.37	3049.36	3052.34	169143.0
2019-05-13 11:30:00	ES	Futures	3052.61	3056.14	3046.38	3055.59	148990.0
2019-05-13 12:00:00	ES	Futures	3055.32	3055.59	3044.48	3047.19	105110.0
2019-05-13 12:30:00	ES	Futures	3047.19	3051.8	3042.31	3042.58	127269.0
2019-05-13 13:00:00	ES	Futures	3042.31	3044.48	3038.51	3039.6	104429.0
2019-05-13 13:30:00	ES	Futures	3039.6	3052.07	3038.79	3051.53	121639.0
2019-05-13 14:00:00	ES	Futures	3051.26	3060.47	3044.75	3056.14	195364.0
2019-05-13 14:30:00	ES	Futures	3055.86	3063.18	3048.82	3058.58	151054.0
2019-05-13 15:00:00	ES	Futures	3058.3	3063.46	3046.92	3048.0	113324.0
2019-05-13 15:30:00	ES	Futures	3048.0	3053.42	3041.5	3050.17	223881.0
2019-05-13 16:00:00	ES	Futures	3050.44	3051.53	3043.12	3043.67	81450.0
2019-05-13 16:30:00	ES	Futures	3043.94	3045.56	3040.95	3045.29	10500.0
2019-05-13 18:00:00	ES	Futures	3042.85	3045.83	3036.07	3039.6	13306.0
2019-05-13 18:30:00	ES	Futures	3039.6	3045.29	3039.6	3044.48	3887.0
2019-05-13 19:00:00	ES	Futures	3044.48	3045.29	3043.12	3044.48	2563.0
2019-05-13 19:30:00	ES	Futures	3044.48	3044.75	3039.87	3040.41	4145.0
2019-05-13 20:00:00	ES	Futures	3040.41	3045.56	3039.87	3042.85	10613.0
2019-05-13 20:30:00	ES	Futures	3042.85	3050.98	3041.5	3050.44	14614.0
2019-05-13 21:00:00	ES	Futures	3050.44	3055.32	3048.0	3054.24	14850.0
2019-05-13 21:30:00	ES	Futures	3054.51	3059.66	3053.97	3057.49	16312.0
2019-05-13 22:00:00	ES	Futures	3057.76	3059.66	3056.41	3059.39	8729.0
2019-05-13 22:30:00	ES	Futures	3059.39	3059.93	3058.03	3058.58	6862.0
2019-05-13 23:00:00	ES	Futures	3058.58	3060.47	3058.03	3060.2	6296.0
2019-05-13 23:30:00	ES	Futures	3060.2	3060.74	3059.66	3059.93	4789.0
2019-05-13 00:00:00	NQ	Futures	8759.14	8760.89	8756.23	8759.14	798.0
2019-05-13 00:30:00	NQ	Futures	8759.14	8764.09	8757.97	8762.34	820.0
2019-05-13 01:00:00	NQ	Futures	8762.34	8763.21	8750.7	8753.61	1489.0
2019-05-13 01:30:00	NQ	Futures	8753.32	8758.27	8746.62	8754.48	2082.0

> showing 50 of 3,499 rows — these rows as CSV

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