PREVIEW / futures_30min / 2019-05-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-23.parquet
  size:    97 KB
  rows:    3,518

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
2019-05-23 00:00:00	ES	Futures	3087.31	3087.85	3086.5	3087.04	1393.0
2019-05-23 00:30:00	ES	Futures	3087.04	3087.58	3086.23	3087.58	1271.0
2019-05-23 01:00:00	ES	Futures	3087.31	3088.13	3083.79	3084.87	3943.0
2019-05-23 01:30:00	ES	Futures	3084.87	3085.96	3082.7	3084.87	3958.0
2019-05-23 02:00:00	ES	Futures	3084.6	3085.14	3081.35	3081.35	7210.0
2019-05-23 02:30:00	ES	Futures	3081.35	3082.16	3078.1	3078.1	9573.0
2019-05-23 03:00:00	ES	Futures	3078.1	3079.72	3074.84	3078.64	19764.0
2019-05-23 03:30:00	ES	Futures	3078.37	3080.81	3074.57	3079.99	16790.0
2019-05-23 04:00:00	ES	Futures	3079.72	3079.99	3073.76	3075.93	18050.0
2019-05-23 04:30:00	ES	Futures	3075.93	3076.47	3071.32	3075.93	19594.0
2019-05-23 05:00:00	ES	Futures	3076.2	3076.47	3069.69	3069.69	14451.0
2019-05-23 05:30:00	ES	Futures	3069.69	3071.05	3065.9	3066.98	23661.0
2019-05-23 06:00:00	ES	Futures	3066.71	3069.42	3063.73	3068.88	15672.0
2019-05-23 06:30:00	ES	Futures	3068.88	3071.05	3067.52	3068.88	14830.0
2019-05-23 07:00:00	ES	Futures	3068.88	3073.76	3068.88	3073.22	18012.0
2019-05-23 07:30:00	ES	Futures	3073.22	3075.11	3070.5	3072.67	20633.0
2019-05-23 08:00:00	ES	Futures	3072.94	3074.03	3068.61	3070.23	19136.0
2019-05-23 08:30:00	ES	Futures	3069.96	3076.47	3069.42	3071.59	33188.0
2019-05-23 09:00:00	ES	Futures	3071.86	3072.4	3067.52	3071.05	30864.0
2019-05-23 09:30:00	ES	Futures	3071.05	3071.32	3054.51	3058.3	232606.0
2019-05-23 10:00:00	ES	Futures	3058.3	3064.0	3052.88	3060.2	140679.0
2019-05-23 10:30:00	ES	Futures	3060.47	3067.52	3058.85	3065.08	115576.0
2019-05-23 11:00:00	ES	Futures	3064.81	3065.35	3056.14	3059.66	103900.0
2019-05-23 11:30:00	ES	Futures	3059.66	3061.83	3049.9	3050.44	108252.0
2019-05-23 12:00:00	ES	Futures	3050.17	3057.22	3048.55	3052.07	109696.0
2019-05-23 12:30:00	ES	Futures	3052.07	3053.42	3045.56	3046.38	84301.0
2019-05-23 13:00:00	ES	Futures	3046.11	3052.34	3043.94	3049.9	81373.0
2019-05-23 13:30:00	ES	Futures	3049.9	3052.88	3046.92	3049.09	54183.0
2019-05-23 14:00:00	ES	Futures	3049.09	3051.8	3044.75	3045.83	56092.0
2019-05-23 14:30:00	ES	Futures	3045.83	3049.63	3043.12	3046.11	71666.0
2019-05-23 15:00:00	ES	Futures	3046.11	3062.1	3042.58	3058.85	134272.0
2019-05-23 15:30:00	ES	Futures	3058.85	3062.37	3050.44	3061.02	231235.0
2019-05-23 16:00:00	ES	Futures	3060.74	3061.29	3056.68	3056.68	63000.0
2019-05-23 16:30:00	ES	Futures	3059.66	3059.93	3057.49	3059.12	9701.0
2019-05-23 18:00:00	ES	Futures	3059.93	3063.46	3059.12	3062.64	6324.0
2019-05-23 18:30:00	ES	Futures	3062.64	3062.64	3057.22	3058.58	3025.0
2019-05-23 19:00:00	ES	Futures	3058.58	3060.74	3058.03	3059.93	1956.0
2019-05-23 19:30:00	ES	Futures	3059.93	3063.18	3058.03	3061.56	3776.0
2019-05-23 20:00:00	ES	Futures	3061.83	3065.9	3061.56	3064.54	9629.0
2019-05-23 20:30:00	ES	Futures	3064.81	3066.44	3063.18	3063.46	5781.0
2019-05-23 21:00:00	ES	Futures	3063.46	3068.06	3063.18	3066.17	9911.0
2019-05-23 21:30:00	ES	Futures	3065.9	3069.42	3065.9	3066.44	8839.0
2019-05-23 22:00:00	ES	Futures	3066.17	3068.06	3065.35	3065.62	5789.0
2019-05-23 22:30:00	ES	Futures	3065.35	3066.71	3064.0	3066.71	5325.0
2019-05-23 23:00:00	ES	Futures	3066.71	3066.98	3064.0	3064.0	4034.0
2019-05-23 23:30:00	ES	Futures	3064.27	3067.25	3064.0	3066.44	3199.0
2019-05-23 00:00:00	NQ	Futures	8603.95	8605.41	8601.04	8602.79	693.0
2019-05-23 00:30:00	NQ	Futures	8603.08	8604.53	8599.0	8604.53	748.0
2019-05-23 01:00:00	NQ	Futures	8604.53	8607.45	8592.31	8596.67	2001.0
2019-05-23 01:30:00	NQ	Futures	8596.67	8600.17	8591.43	8596.09	1456.0

> showing 50 of 3,518 rows — these rows as CSV

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