PREVIEW / futures_30min / 2019-05-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-17.parquet
  size:    79 KB
  rows:    2,822

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
2019-05-17 00:00:00	ES	Futures	3111.44	3114.15	3110.9	3112.53	4381.0
2019-05-17 00:30:00	ES	Futures	3112.53	3114.42	3111.98	3113.61	2980.0
2019-05-17 01:00:00	ES	Futures	3113.34	3113.61	3110.09	3111.98	4953.0
2019-05-17 01:30:00	ES	Futures	3111.98	3112.8	3109.54	3110.36	4781.0
2019-05-17 02:00:00	ES	Futures	3110.09	3112.25	3108.73	3108.73	6623.0
2019-05-17 02:30:00	ES	Futures	3109.0	3114.97	3108.73	3113.88	12881.0
2019-05-17 03:00:00	ES	Futures	3114.15	3115.24	3110.09	3111.71	12322.0
2019-05-17 03:30:00	ES	Futures	3111.71	3114.15	3110.09	3113.34	9215.0
2019-05-17 04:00:00	ES	Futures	3113.34	3113.61	3106.56	3107.1	12300.0
2019-05-17 04:30:00	ES	Futures	3106.83	3107.1	3102.77	3104.66	13753.0
2019-05-17 05:00:00	ES	Futures	3104.93	3108.73	3102.49	3107.37	13225.0
2019-05-17 05:30:00	ES	Futures	3107.65	3113.34	3106.83	3110.36	18492.0
2019-05-17 06:00:00	ES	Futures	3110.36	3110.36	3106.56	3109.0	7686.0
2019-05-17 06:30:00	ES	Futures	3109.0	3109.81	3105.48	3107.37	8103.0
2019-05-17 07:00:00	ES	Futures	3107.65	3108.46	3102.22	3102.77	13051.0
2019-05-17 07:30:00	ES	Futures	3102.77	3103.04	3097.61	3100.05	26965.0
2019-05-17 08:00:00	ES	Futures	3100.33	3100.6	3093.82	3094.63	35927.0
2019-05-17 08:30:00	ES	Futures	3094.36	3103.04	3093.82	3099.51	45528.0
2019-05-17 09:00:00	ES	Futures	3099.24	3101.95	3093.28	3093.82	46256.0
2019-05-17 09:30:00	ES	Futures	3093.82	3109.54	3093.28	3102.22	234178.0
2019-05-17 10:00:00	ES	Futures	3101.95	3115.78	3098.97	3112.8	173357.0
2019-05-17 10:30:00	ES	Futures	3112.8	3129.06	3109.27	3125.54	151672.0
2019-05-17 11:00:00	ES	Futures	3125.54	3131.23	3125.27	3125.81	109701.0
2019-05-17 11:30:00	ES	Futures	3126.08	3126.62	3115.24	3119.84	100874.0
2019-05-17 12:00:00	ES	Futures	3119.57	3120.39	3111.17	3114.15	77855.0
2019-05-17 12:30:00	ES	Futures	3114.15	3120.12	3111.71	3118.49	50769.0
2019-05-17 13:00:00	ES	Futures	3118.22	3123.37	3117.41	3118.76	41594.0
2019-05-17 13:30:00	ES	Futures	3118.49	3122.56	3116.05	3120.93	51726.0
2019-05-17 14:00:00	ES	Futures	3120.93	3122.83	3116.32	3117.95	39755.0
2019-05-17 14:30:00	ES	Futures	3117.95	3120.12	3114.97	3119.03	39260.0
2019-05-17 15:00:00	ES	Futures	3119.3	3119.84	3101.41	3108.46	166597.0
2019-05-17 15:30:00	ES	Futures	3108.19	3108.46	3098.7	3102.22	207902.0
2019-05-17 16:00:00	ES	Futures	3102.22	3105.48	3100.6	3104.12	67817.0
2019-05-17 16:30:00	ES	Futures	3102.49	3104.66	3102.22	3102.77	7608.0
2019-05-17 00:00:00	NQ	Futures	8815.62	8823.48	8813.88	8818.53	1924.0
2019-05-17 00:30:00	NQ	Futures	8818.83	8826.1	8816.79	8820.28	1666.0
2019-05-17 01:00:00	NQ	Futures	8820.28	8821.45	8808.05	8814.17	2916.0
2019-05-17 01:30:00	NQ	Futures	8814.75	8819.12	8809.8	8812.42	1660.0
2019-05-17 02:00:00	NQ	Futures	8812.42	8819.7	8806.31	8806.31	2761.0
2019-05-17 02:30:00	NQ	Futures	8806.6	8828.43	8803.69	8824.94	5443.0
2019-05-17 03:00:00	NQ	Futures	8825.52	8827.85	8810.67	8817.08	4958.0
2019-05-17 03:30:00	NQ	Futures	8816.5	8825.23	8810.67	8821.74	3295.0
2019-05-17 04:00:00	NQ	Futures	8822.03	8824.07	8796.99	8797.86	4657.0
2019-05-17 04:30:00	NQ	Futures	8798.15	8799.32	8780.98	8787.67	5954.0
2019-05-17 05:00:00	NQ	Futures	8787.96	8801.65	8780.39	8799.61	4242.0
2019-05-17 05:30:00	NQ	Futures	8799.32	8821.45	8796.99	8811.84	6714.0
2019-05-17 06:00:00	NQ	Futures	8811.26	8812.71	8800.19	8808.34	3766.0
2019-05-17 06:30:00	NQ	Futures	8808.05	8810.09	8791.46	8799.32	3582.0
2019-05-17 07:00:00	NQ	Futures	8799.32	8803.98	8780.98	8781.27	4730.0
2019-05-17 07:30:00	NQ	Futures	8781.27	8785.34	8769.91	8776.61	7927.0

> showing 50 of 2,822 rows — these rows as CSV

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