PREVIEW / futures_30min / 2019-05-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-22.parquet
  size:    91 KB
  rows:    3,458

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
2019-05-22 00:00:00	ES	Futures	3109.27	3110.09	3108.46	3109.0	1935.0
2019-05-22 00:30:00	ES	Futures	3109.0	3109.0	3104.39	3107.1	7269.0
2019-05-22 01:00:00	ES	Futures	3107.1	3107.37	3104.93	3106.02	3518.0
2019-05-22 01:30:00	ES	Futures	3106.02	3106.29	3103.58	3104.12	3331.0
2019-05-22 02:00:00	ES	Futures	3104.39	3104.66	3101.41	3103.85	5587.0
2019-05-22 02:30:00	ES	Futures	3103.58	3104.93	3102.49	3104.39	2986.0
2019-05-22 03:00:00	ES	Futures	3104.12	3104.39	3099.78	3103.58	9704.0
2019-05-22 03:30:00	ES	Futures	3103.58	3103.58	3098.97	3099.24	6383.0
2019-05-22 04:00:00	ES	Futures	3099.24	3102.77	3098.7	3102.22	7789.0
2019-05-22 04:30:00	ES	Futures	3101.95	3104.39	3100.87	3101.14	6309.0
2019-05-22 05:00:00	ES	Futures	3101.14	3107.65	3101.14	3107.65	9915.0
2019-05-22 05:30:00	ES	Futures	3107.65	3107.92	3105.21	3106.83	8856.0
2019-05-22 06:00:00	ES	Futures	3106.56	3108.46	3105.75	3107.65	8734.0
2019-05-22 06:30:00	ES	Futures	3107.65	3107.65	3103.58	3103.85	6265.0
2019-05-22 07:00:00	ES	Futures	3103.58	3104.12	3099.78	3102.22	9678.0
2019-05-22 07:30:00	ES	Futures	3102.22	3102.22	3093.82	3094.09	19932.0
2019-05-22 08:00:00	ES	Futures	3094.36	3095.45	3088.67	3091.92	44056.0
2019-05-22 08:30:00	ES	Futures	3092.19	3096.8	3091.65	3096.26	35722.0
2019-05-22 09:00:00	ES	Futures	3095.99	3097.07	3094.09	3096.26	22823.0
2019-05-22 09:30:00	ES	Futures	3096.53	3102.77	3094.63	3102.22	156392.0
2019-05-22 10:00:00	ES	Futures	3102.49	3110.09	3097.61	3103.31	150174.0
2019-05-22 10:30:00	ES	Futures	3103.04	3104.39	3095.45	3098.43	82790.0
2019-05-22 11:00:00	ES	Futures	3098.43	3103.85	3094.36	3103.58	72668.0
2019-05-22 11:30:00	ES	Futures	3103.58	3105.48	3097.89	3101.14	64423.0
2019-05-22 12:00:00	ES	Futures	3101.14	3102.77	3097.89	3098.97	39503.0
2019-05-22 12:30:00	ES	Futures	3098.7	3099.51	3094.9	3096.53	38643.0
2019-05-22 13:00:00	ES	Futures	3096.26	3097.34	3092.73	3096.53	49368.0
2019-05-22 13:30:00	ES	Futures	3096.26	3102.49	3094.63	3100.87	35516.0
2019-05-22 14:00:00	ES	Futures	3100.87	3101.95	3097.61	3101.14	46078.0
2019-05-22 14:30:00	ES	Futures	3101.14	3106.29	3101.14	3104.12	41331.0
2019-05-22 15:00:00	ES	Futures	3104.12	3105.75	3101.68	3102.77	38631.0
2019-05-22 15:30:00	ES	Futures	3102.77	3103.31	3098.43	3098.7	81750.0
2019-05-22 16:00:00	ES	Futures	3098.7	3100.33	3097.89	3097.89	38750.0
2019-05-22 16:30:00	ES	Futures	3097.89	3098.43	3096.26	3097.89	6486.0
2019-05-22 18:00:00	ES	Futures	3098.97	3099.78	3097.89	3099.24	2342.0
2019-05-22 18:30:00	ES	Futures	3099.51	3099.51	3097.89	3097.89	1043.0
2019-05-22 19:00:00	ES	Futures	3097.89	3098.16	3093.82	3096.26	3363.0
2019-05-22 19:30:00	ES	Futures	3096.53	3096.8	3094.36	3095.17	1648.0
2019-05-22 20:00:00	ES	Futures	3095.17	3096.53	3091.65	3093.01	6812.0
2019-05-22 20:30:00	ES	Futures	3093.01	3094.36	3089.21	3091.38	6915.0
2019-05-22 21:00:00	ES	Futures	3091.11	3091.11	3085.96	3087.58	10112.0
2019-05-22 21:30:00	ES	Futures	3087.58	3087.58	3083.52	3085.96	11303.0
2019-05-22 22:00:00	ES	Futures	3085.69	3086.23	3083.52	3085.41	5457.0
2019-05-22 22:30:00	ES	Futures	3085.41	3089.75	3084.87	3087.58	6759.0
2019-05-22 23:00:00	ES	Futures	3087.58	3088.13	3085.69	3087.04	3950.0
2019-05-22 23:30:00	ES	Futures	3087.04	3088.13	3085.69	3087.31	2217.0
2019-05-22 00:00:00	NQ	Futures	8692.17	8694.79	8688.39	8691.01	805.0
2019-05-22 00:30:00	NQ	Futures	8690.72	8690.72	8674.12	8683.15	2427.0
2019-05-22 01:00:00	NQ	Futures	8683.15	8684.89	8675.58	8679.07	1460.0
2019-05-22 01:30:00	NQ	Futures	8678.78	8680.24	8667.72	8670.04	1963.0

> showing 50 of 3,458 rows — these rows as CSV

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