PREVIEW / futures_30min / 2019-05-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-20.parquet
  size:    89 KB
  rows:    3,392

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
2019-05-20 00:00:00	ES	Futures	3113.07	3113.88	3111.71	3113.88	2349.0
2019-05-20 00:30:00	ES	Futures	3113.88	3115.24	3113.07	3114.42	1808.0
2019-05-20 01:00:00	ES	Futures	3114.42	3115.78	3111.71	3111.98	2884.0
2019-05-20 01:30:00	ES	Futures	3111.98	3113.34	3110.9	3113.07	3041.0
2019-05-20 02:00:00	ES	Futures	3113.07	3114.42	3109.81	3109.81	4847.0
2019-05-20 02:30:00	ES	Futures	3109.81	3111.44	3109.0	3109.27	4312.0
2019-05-20 03:00:00	ES	Futures	3109.27	3111.98	3107.65	3109.81	8404.0
2019-05-20 03:30:00	ES	Futures	3109.54	3110.9	3107.65	3109.81	6220.0
2019-05-20 04:00:00	ES	Futures	3110.09	3114.69	3109.54	3110.9	8742.0
2019-05-20 04:30:00	ES	Futures	3110.9	3112.53	3096.8	3098.97	22236.0
2019-05-20 05:00:00	ES	Futures	3098.97	3100.87	3095.99	3099.51	14323.0
2019-05-20 05:30:00	ES	Futures	3099.78	3102.49	3096.53	3101.68	11068.0
2019-05-20 06:00:00	ES	Futures	3101.68	3101.68	3085.41	3086.5	30261.0
2019-05-20 06:30:00	ES	Futures	3086.5	3091.38	3083.25	3084.06	18702.0
2019-05-20 07:00:00	ES	Futures	3084.33	3087.31	3082.16	3087.04	18814.0
2019-05-20 07:30:00	ES	Futures	3087.04	3088.13	3084.87	3085.69	13779.0
2019-05-20 08:00:00	ES	Futures	3085.69	3085.96	3079.45	3080.81	39622.0
2019-05-20 08:30:00	ES	Futures	3080.81	3080.81	3075.38	3079.18	46371.0
2019-05-20 09:00:00	ES	Futures	3079.18	3081.89	3075.93	3081.89	34768.0
2019-05-20 09:30:00	ES	Futures	3081.89	3088.94	3072.13	3086.5	240807.0
2019-05-20 10:00:00	ES	Futures	3086.77	3094.09	3081.89	3091.65	138484.0
2019-05-20 10:30:00	ES	Futures	3091.65	3096.8	3088.4	3093.82	114020.0
2019-05-20 11:00:00	ES	Futures	3093.55	3095.99	3084.87	3088.67	89117.0
2019-05-20 11:30:00	ES	Futures	3088.67	3093.01	3083.52	3087.85	80768.0
2019-05-20 12:00:00	ES	Futures	3088.13	3094.63	3085.69	3089.21	55472.0
2019-05-20 12:30:00	ES	Futures	3089.21	3091.92	3083.79	3084.33	67070.0
2019-05-20 13:00:00	ES	Futures	3084.33	3087.04	3082.16	3086.23	47534.0
2019-05-20 13:30:00	ES	Futures	3086.23	3088.94	3083.79	3086.5	46093.0
2019-05-20 14:00:00	ES	Futures	3086.77	3087.31	3082.16	3082.7	39499.0
2019-05-20 14:30:00	ES	Futures	3082.43	3083.52	3075.38	3077.55	69570.0
2019-05-20 15:00:00	ES	Futures	3077.82	3079.45	3071.59	3079.18	71330.0
2019-05-20 15:30:00	ES	Futures	3078.91	3084.06	3077.55	3081.08	136763.0
2019-05-20 16:00:00	ES	Futures	3081.08	3084.6	3079.45	3084.06	48102.0
2019-05-20 16:30:00	ES	Futures	3084.33	3088.4	3084.33	3088.13	9204.0
2019-05-20 18:00:00	ES	Futures	3088.4	3090.57	3088.4	3089.21	4043.0
2019-05-20 18:30:00	ES	Futures	3089.48	3090.29	3088.94	3089.75	2100.0
2019-05-20 19:00:00	ES	Futures	3089.75	3090.57	3089.48	3090.57	2920.0
2019-05-20 19:30:00	ES	Futures	3090.57	3091.65	3088.94	3090.29	6380.0
2019-05-20 20:00:00	ES	Futures	3090.57	3092.19	3087.31	3091.92	9547.0
2019-05-20 20:30:00	ES	Futures	3091.92	3093.82	3090.84	3093.01	8620.0
2019-05-20 21:00:00	ES	Futures	3093.28	3095.99	3092.46	3094.9	10209.0
2019-05-20 21:30:00	ES	Futures	3095.17	3098.43	3092.73	3096.8	9771.0
2019-05-20 22:00:00	ES	Futures	3096.53	3097.07	3093.01	3094.9	6180.0
2019-05-20 22:30:00	ES	Futures	3095.17	3098.16	3094.9	3097.89	4747.0
2019-05-20 23:00:00	ES	Futures	3097.61	3099.51	3096.8	3098.43	6904.0
2019-05-20 23:30:00	ES	Futures	3098.43	3099.51	3097.61	3097.89	2549.0
2019-05-20 00:00:00	NQ	Futures	8780.1	8782.43	8772.53	8779.23	1539.0
2019-05-20 00:30:00	NQ	Futures	8779.81	8785.34	8779.23	8783.3	1093.0
2019-05-20 01:00:00	NQ	Futures	8783.3	8788.84	8774.28	8774.86	1812.0
2019-05-20 01:30:00	NQ	Futures	8775.15	8778.94	8769.04	8778.06	1661.0

> showing 50 of 3,392 rows — these rows as CSV

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