PREVIEW / futures_30min / 2019-05-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-16.parquet
  size:    95 KB
  rows:    3,496

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
2019-05-16 00:00:00	ES	Futures	3087.04	3087.58	3085.69	3087.04	3020.0
2019-05-16 00:30:00	ES	Futures	3087.04	3088.4	3085.14	3085.96	2201.0
2019-05-16 01:00:00	ES	Futures	3085.96	3086.5	3083.25	3084.06	3762.0
2019-05-16 01:30:00	ES	Futures	3084.33	3086.23	3082.7	3086.23	3507.0
2019-05-16 02:00:00	ES	Futures	3086.23	3088.13	3084.6	3086.23	10102.0
2019-05-16 02:30:00	ES	Futures	3086.23	3088.4	3085.69	3087.85	2249.0
2019-05-16 03:00:00	ES	Futures	3087.85	3090.57	3083.52	3083.79	12281.0
2019-05-16 03:30:00	ES	Futures	3083.52	3088.94	3081.62	3087.58	11836.0
2019-05-16 04:00:00	ES	Futures	3087.85	3093.55	3085.41	3092.73	15187.0
2019-05-16 04:30:00	ES	Futures	3093.01	3095.99	3090.84	3095.17	11456.0
2019-05-16 05:00:00	ES	Futures	3095.17	3097.89	3094.09	3095.17	7641.0
2019-05-16 05:30:00	ES	Futures	3095.17	3099.51	3094.36	3098.97	8232.0
2019-05-16 06:00:00	ES	Futures	3098.7	3108.19	3098.43	3107.1	28240.0
2019-05-16 06:30:00	ES	Futures	3107.37	3109.0	3104.39	3107.1	14729.0
2019-05-16 07:00:00	ES	Futures	3107.1	3110.09	3106.02	3107.37	11951.0
2019-05-16 07:30:00	ES	Futures	3107.65	3109.0	3103.31	3106.56	26350.0
2019-05-16 08:00:00	ES	Futures	3106.83	3106.83	3102.77	3104.39	24904.0
2019-05-16 08:30:00	ES	Futures	3104.66	3108.73	3103.31	3104.93	23656.0
2019-05-16 09:00:00	ES	Futures	3105.21	3105.21	3100.33	3101.14	27358.0
2019-05-16 09:30:00	ES	Futures	3101.14	3122.56	3100.6	3121.2	200427.0
2019-05-16 10:00:00	ES	Futures	3121.2	3129.06	3120.39	3129.06	134138.0
2019-05-16 10:30:00	ES	Futures	3129.06	3131.5	3126.35	3131.23	99470.0
2019-05-16 11:00:00	ES	Futures	3130.96	3134.21	3127.16	3131.5	93720.0
2019-05-16 11:30:00	ES	Futures	3131.5	3136.38	3130.69	3133.94	66895.0
2019-05-16 12:00:00	ES	Futures	3134.21	3138.28	3132.59	3134.21	62543.0
2019-05-16 12:30:00	ES	Futures	3134.48	3135.84	3129.6	3131.5	78976.0
2019-05-16 13:00:00	ES	Futures	3131.5	3133.67	3127.98	3131.77	72183.0
2019-05-16 13:30:00	ES	Futures	3131.77	3132.04	3125.0	3126.35	58999.0
2019-05-16 14:00:00	ES	Futures	3126.35	3132.04	3123.91	3131.77	60978.0
2019-05-16 14:30:00	ES	Futures	3131.77	3132.86	3125.54	3128.52	53408.0
2019-05-16 15:00:00	ES	Futures	3128.52	3128.52	3120.93	3125.0	92839.0
2019-05-16 15:30:00	ES	Futures	3125.0	3125.0	3115.24	3120.93	163763.0
2019-05-16 16:00:00	ES	Futures	3120.66	3123.1	3119.84	3121.47	55097.0
2019-05-16 16:30:00	ES	Futures	3121.74	3123.64	3120.93	3122.83	7343.0
2019-05-16 18:00:00	ES	Futures	3122.83	3124.45	3121.2	3123.37	3913.0
2019-05-16 18:30:00	ES	Futures	3123.37	3123.64	3121.47	3123.37	1520.0
2019-05-16 19:00:00	ES	Futures	3123.1	3124.72	3122.56	3122.83	1991.0
2019-05-16 19:30:00	ES	Futures	3122.83	3125.81	3122.83	3124.72	2898.0
2019-05-16 20:00:00	ES	Futures	3125.0	3125.27	3119.57	3123.64	8381.0
2019-05-16 20:30:00	ES	Futures	3123.91	3125.54	3122.56	3123.37	4368.0
2019-05-16 21:00:00	ES	Futures	3123.64	3125.81	3122.01	3122.01	4784.0
2019-05-16 21:30:00	ES	Futures	3122.01	3124.45	3120.93	3123.64	5149.0
2019-05-16 22:00:00	ES	Futures	3123.91	3124.45	3121.74	3122.83	2462.0
2019-05-16 22:30:00	ES	Futures	3122.83	3122.83	3117.95	3118.49	5370.0
2019-05-16 23:00:00	ES	Futures	3118.49	3119.57	3113.88	3114.15	9811.0
2019-05-16 23:30:00	ES	Futures	3114.42	3115.24	3111.17	3111.44	10113.0
2019-05-16 00:00:00	NQ	Futures	8729.44	8730.61	8725.36	8729.15	989.0
2019-05-16 00:30:00	NQ	Futures	8729.73	8735.55	8723.91	8725.36	1389.0
2019-05-16 01:00:00	NQ	Futures	8725.95	8728.28	8718.09	8721.58	1993.0
2019-05-16 01:30:00	NQ	Futures	8721.58	8728.28	8717.5	8727.11	1587.0

> showing 50 of 3,496 rows — these rows as CSV

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