PREVIEW / futures_30min / 2019-05-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-15.parquet
  size:    95 KB
  rows:    3,507

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
2019-05-15 00:00:00	ES	Futures	3084.06	3084.6	3082.7	3084.33	1299.0
2019-05-15 00:30:00	ES	Futures	3084.06	3084.6	3083.25	3084.06	1537.0
2019-05-15 01:00:00	ES	Futures	3084.33	3085.96	3083.79	3085.14	7729.0
2019-05-15 01:30:00	ES	Futures	3085.41	3087.58	3084.33	3086.5	11150.0
2019-05-15 02:00:00	ES	Futures	3086.77	3088.67	3084.06	3087.58	14398.0
2019-05-15 02:30:00	ES	Futures	3087.58	3088.94	3085.69	3087.31	6942.0
2019-05-15 03:00:00	ES	Futures	3087.58	3087.85	3077.55	3078.1	27725.0
2019-05-15 03:30:00	ES	Futures	3078.37	3078.91	3073.76	3075.93	17106.0
2019-05-15 04:00:00	ES	Futures	3075.66	3078.1	3072.4	3078.1	12298.0
2019-05-15 04:30:00	ES	Futures	3078.1	3079.45	3076.74	3076.74	7986.0
2019-05-15 05:00:00	ES	Futures	3076.74	3081.35	3076.47	3079.18	9760.0
2019-05-15 05:30:00	ES	Futures	3079.18	3079.18	3069.42	3070.78	17058.0
2019-05-15 06:00:00	ES	Futures	3070.78	3073.22	3066.71	3067.79	13299.0
2019-05-15 06:30:00	ES	Futures	3067.79	3072.13	3066.44	3072.13	11060.0
2019-05-15 07:00:00	ES	Futures	3071.86	3073.76	3071.32	3071.86	8922.0
2019-05-15 07:30:00	ES	Futures	3071.86	3072.13	3067.52	3068.06	17143.0
2019-05-15 08:00:00	ES	Futures	3068.06	3068.88	3063.46	3064.81	25416.0
2019-05-15 08:30:00	ES	Futures	3064.81	3065.08	3055.32	3058.58	57363.0
2019-05-15 09:00:00	ES	Futures	3058.85	3061.02	3052.61	3056.14	74076.0
2019-05-15 09:30:00	ES	Futures	3056.14	3065.9	3053.42	3063.18	205931.0
2019-05-15 10:00:00	ES	Futures	3063.18	3083.25	3056.95	3081.62	248660.0
2019-05-15 10:30:00	ES	Futures	3081.89	3088.13	3079.45	3085.14	121234.0
2019-05-15 11:00:00	ES	Futures	3085.14	3092.73	3080.26	3092.19	88861.0
2019-05-15 11:30:00	ES	Futures	3092.46	3095.99	3089.75	3094.9	73380.0
2019-05-15 12:00:00	ES	Futures	3094.9	3099.24	3091.11	3092.73	66318.0
2019-05-15 12:30:00	ES	Futures	3093.01	3096.26	3089.75	3091.92	42979.0
2019-05-15 13:00:00	ES	Futures	3091.92	3094.63	3089.75	3091.65	58575.0
2019-05-15 13:30:00	ES	Futures	3091.38	3098.7	3091.38	3097.61	51458.0
2019-05-15 14:00:00	ES	Futures	3097.61	3100.6	3097.07	3098.97	43715.0
2019-05-15 14:30:00	ES	Futures	3098.97	3101.41	3095.99	3096.26	36921.0
2019-05-15 15:00:00	ES	Futures	3096.26	3101.14	3094.63	3100.05	39177.0
2019-05-15 15:30:00	ES	Futures	3100.05	3101.41	3092.46	3093.82	124130.0
2019-05-15 16:00:00	ES	Futures	3093.55	3096.8	3092.46	3096.26	50739.0
2019-05-15 16:30:00	ES	Futures	3096.26	3098.16	3094.9	3095.45	7291.0
2019-05-15 18:00:00	ES	Futures	3094.36	3095.45	3091.65	3093.28	4449.0
2019-05-15 18:30:00	ES	Futures	3093.28	3094.36	3091.65	3093.55	2638.0
2019-05-15 19:00:00	ES	Futures	3093.82	3094.09	3091.38	3092.46	1588.0
2019-05-15 19:30:00	ES	Futures	3092.19	3093.82	3091.65	3093.01	2529.0
2019-05-15 20:00:00	ES	Futures	3092.73	3093.01	3088.13	3090.84	7613.0
2019-05-15 20:30:00	ES	Futures	3090.84	3091.11	3088.4	3089.21	3099.0
2019-05-15 21:00:00	ES	Futures	3089.21	3089.48	3081.35	3085.41	12622.0
2019-05-15 21:30:00	ES	Futures	3085.69	3086.23	3080.26	3084.33	22136.0
2019-05-15 22:00:00	ES	Futures	3084.6	3089.75	3082.43	3088.4	8124.0
2019-05-15 22:30:00	ES	Futures	3088.4	3093.82	3087.85	3088.94	9351.0
2019-05-15 23:00:00	ES	Futures	3088.94	3091.65	3087.85	3090.84	9575.0
2019-05-15 23:30:00	ES	Futures	3091.11	3092.19	3086.23	3086.77	9760.0
2019-05-15 00:00:00	NQ	Futures	8667.13	8669.75	8663.93	8669.17	715.0
2019-05-15 00:30:00	NQ	Futures	8668.88	8669.17	8665.1	8667.42	669.0
2019-05-15 01:00:00	NQ	Futures	8667.72	8676.16	8665.39	8672.37	2117.0
2019-05-15 01:30:00	NQ	Futures	8672.67	8682.27	8669.17	8679.36	3030.0

> showing 50 of 3,507 rows — these rows as CSV

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