PREVIEW / futures_30min / 2019-05-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-21.parquet
  size:    89 KB
  rows:    3,446

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
2019-05-21 00:00:00	ES	Futures	3098.16	3098.16	3095.99	3095.99	2558.0
2019-05-21 00:30:00	ES	Futures	3095.99	3097.34	3095.99	3097.07	1191.0
2019-05-21 01:00:00	ES	Futures	3097.07	3097.07	3094.09	3095.17	3778.0
2019-05-21 01:30:00	ES	Futures	3095.45	3097.07	3094.9	3096.8	2500.0
2019-05-21 02:00:00	ES	Futures	3097.07	3097.61	3094.09	3094.63	4504.0
2019-05-21 02:30:00	ES	Futures	3094.63	3096.53	3094.36	3095.45	2663.0
2019-05-21 03:00:00	ES	Futures	3095.17	3095.72	3086.5	3088.13	13745.0
2019-05-21 03:30:00	ES	Futures	3087.85	3093.28	3086.77	3093.01	11033.0
2019-05-21 04:00:00	ES	Futures	3093.01	3094.9	3090.57	3093.82	10562.0
2019-05-21 04:30:00	ES	Futures	3093.82	3094.9	3089.75	3092.46	6792.0
2019-05-21 05:00:00	ES	Futures	3092.46	3098.43	3089.21	3096.53	13986.0
2019-05-21 05:30:00	ES	Futures	3096.8	3101.14	3095.72	3101.14	12195.0
2019-05-21 06:00:00	ES	Futures	3101.14	3103.31	3100.33	3102.22	12596.0
2019-05-21 06:30:00	ES	Futures	3102.22	3104.66	3101.14	3103.58	10505.0
2019-05-21 07:00:00	ES	Futures	3103.31	3104.12	3098.97	3099.24	12310.0
2019-05-21 07:30:00	ES	Futures	3099.24	3100.05	3097.34	3099.51	9817.0
2019-05-21 08:00:00	ES	Futures	3099.51	3101.41	3097.61	3100.33	28807.0
2019-05-21 08:30:00	ES	Futures	3100.33	3104.66	3098.7	3104.39	28292.0
2019-05-21 09:00:00	ES	Futures	3104.39	3105.21	3098.97	3100.6	22310.0
2019-05-21 09:30:00	ES	Futures	3100.6	3103.58	3097.61	3100.05	172148.0
2019-05-21 10:00:00	ES	Futures	3100.05	3103.31	3097.61	3101.14	109818.0
2019-05-21 10:30:00	ES	Futures	3101.41	3113.07	3100.33	3110.36	114610.0
2019-05-21 11:00:00	ES	Futures	3110.36	3111.98	3105.21	3108.19	70533.0
2019-05-21 11:30:00	ES	Futures	3108.19	3108.73	3101.41	3103.58	64605.0
2019-05-21 12:00:00	ES	Futures	3103.85	3108.73	3103.58	3106.83	49957.0
2019-05-21 12:30:00	ES	Futures	3107.1	3108.19	3104.39	3108.19	39999.0
2019-05-21 13:00:00	ES	Futures	3108.19	3109.54	3107.37	3108.19	25723.0
2019-05-21 13:30:00	ES	Futures	3108.19	3110.63	3107.37	3110.36	27151.0
2019-05-21 14:00:00	ES	Futures	3110.36	3112.25	3108.46	3111.98	39141.0
2019-05-21 14:30:00	ES	Futures	3111.98	3112.53	3109.0	3109.27	38898.0
2019-05-21 15:00:00	ES	Futures	3109.27	3110.09	3106.83	3109.81	44587.0
2019-05-21 15:30:00	ES	Futures	3109.81	3111.98	3106.02	3108.19	122114.0
2019-05-21 16:00:00	ES	Futures	3107.92	3109.54	3107.1	3107.92	45107.0
2019-05-21 16:30:00	ES	Futures	3108.19	3108.73	3106.29	3106.29	6360.0
2019-05-21 18:00:00	ES	Futures	3106.56	3110.09	3105.75	3108.46	6957.0
2019-05-21 18:30:00	ES	Futures	3108.73	3110.36	3107.65	3109.81	2047.0
2019-05-21 19:00:00	ES	Futures	3109.81	3109.81	3107.37	3107.65	930.0
2019-05-21 19:30:00	ES	Futures	3107.65	3109.81	3107.37	3109.27	2169.0
2019-05-21 20:00:00	ES	Futures	3109.27	3110.36	3105.48	3105.75	7014.0
2019-05-21 20:30:00	ES	Futures	3105.48	3106.02	3102.77	3103.85	12472.0
2019-05-21 21:00:00	ES	Futures	3103.85	3108.46	3103.58	3107.37	6692.0
2019-05-21 21:30:00	ES	Futures	3107.1	3110.63	3105.21	3109.81	7238.0
2019-05-21 22:00:00	ES	Futures	3110.09	3111.71	3109.27	3109.81	5811.0
2019-05-21 22:30:00	ES	Futures	3109.81	3110.36	3108.19	3109.81	3130.0
2019-05-21 23:00:00	ES	Futures	3109.81	3110.9	3108.46	3108.46	2660.0
2019-05-21 23:30:00	ES	Futures	3108.46	3109.54	3107.92	3109.27	1617.0
2019-05-21 00:00:00	NQ	Futures	8668.01	8668.01	8661.31	8661.6	1394.0
2019-05-21 00:30:00	NQ	Futures	8661.89	8666.26	8661.31	8663.64	1027.0
2019-05-21 01:00:00	NQ	Futures	8663.35	8663.35	8651.12	8656.94	2537.0
2019-05-21 01:30:00	NQ	Futures	8656.65	8661.31	8653.74	8660.44	1166.0

> showing 50 of 3,446 rows — these rows as CSV

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