PREVIEW / futures_30min / 2019-05-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-05-28.parquet
  size:    94 KB
  rows:    3,468

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
2019-05-28 00:00:00	ES	Futures	3077.55	3077.82	3076.74	3077.28	1969.0
2019-05-28 00:30:00	ES	Futures	3077.28	3078.64	3076.74	3077.28	1654.0
2019-05-28 01:00:00	ES	Futures	3077.28	3079.72	3076.47	3079.18	3420.0
2019-05-28 01:30:00	ES	Futures	3079.18	3079.72	3077.55	3077.82	4030.0
2019-05-28 02:00:00	ES	Futures	3077.82	3078.1	3074.3	3074.57	5417.0
2019-05-28 02:30:00	ES	Futures	3074.57	3075.11	3071.86	3074.3	5884.0
2019-05-28 03:00:00	ES	Futures	3074.3	3075.66	3068.61	3073.22	16736.0
2019-05-28 03:30:00	ES	Futures	3073.49	3074.3	3070.23	3071.59	8484.0
2019-05-28 04:00:00	ES	Futures	3071.86	3071.86	3062.37	3064.81	19054.0
2019-05-28 04:30:00	ES	Futures	3064.54	3064.81	3061.56	3062.1	10648.0
2019-05-28 05:00:00	ES	Futures	3062.37	3068.88	3062.1	3068.34	13643.0
2019-05-28 05:30:00	ES	Futures	3068.34	3068.88	3066.17	3068.34	8635.0
2019-05-28 06:00:00	ES	Futures	3068.34	3068.34	3060.2	3062.64	12139.0
2019-05-28 06:30:00	ES	Futures	3062.64	3066.71	3061.83	3066.44	9221.0
2019-05-28 07:00:00	ES	Futures	3066.44	3066.98	3063.18	3064.27	8186.0
2019-05-28 07:30:00	ES	Futures	3064.54	3071.86	3064.0	3070.5	13183.0
2019-05-28 08:00:00	ES	Futures	3070.78	3073.22	3069.69	3072.67	12363.0
2019-05-28 08:30:00	ES	Futures	3072.67	3075.11	3067.25	3069.69	33816.0
2019-05-28 09:00:00	ES	Futures	3069.96	3072.4	3068.34	3069.42	22206.0
2019-05-28 09:30:00	ES	Futures	3069.69	3081.08	3069.15	3078.37	134961.0
2019-05-28 10:00:00	ES	Futures	3078.37	3079.99	3070.5	3072.13	103936.0
2019-05-28 10:30:00	ES	Futures	3071.86	3072.94	3063.73	3066.71	107656.0
2019-05-28 11:00:00	ES	Futures	3066.71	3072.94	3065.35	3065.35	76687.0
2019-05-28 11:30:00	ES	Futures	3065.35	3069.69	3062.91	3068.88	80637.0
2019-05-28 12:00:00	ES	Futures	3068.61	3072.67	3067.52	3071.59	45057.0
2019-05-28 12:30:00	ES	Futures	3071.59	3072.94	3066.98	3067.79	38620.0
2019-05-28 13:00:00	ES	Futures	3067.52	3069.42	3064.54	3064.54	36456.0
2019-05-28 13:30:00	ES	Futures	3064.54	3067.25	3064.27	3064.54	33720.0
2019-05-28 14:00:00	ES	Futures	3064.27	3064.54	3058.03	3058.03	62181.0
2019-05-28 14:30:00	ES	Futures	3058.03	3059.93	3051.8	3053.7	75930.0
2019-05-28 15:00:00	ES	Futures	3053.7	3053.97	3048.27	3049.09	75857.0
2019-05-28 15:30:00	ES	Futures	3049.09	3050.44	3037.43	3037.7	233832.0
2019-05-28 16:00:00	ES	Futures	3037.97	3043.94	3036.89	3041.5	81553.0
2019-05-28 16:30:00	ES	Futures	3040.68	3042.04	3037.16	3041.77	12424.0
2019-05-28 18:00:00	ES	Futures	3040.95	3042.58	3038.51	3041.23	6329.0
2019-05-28 18:30:00	ES	Futures	3041.5	3042.58	3040.14	3042.04	2004.0
2019-05-28 19:00:00	ES	Futures	3042.31	3042.85	3038.79	3040.14	3349.0
2019-05-28 19:30:00	ES	Futures	3039.87	3042.58	3039.33	3041.5	2320.0
2019-05-28 20:00:00	ES	Futures	3041.5	3042.31	3031.74	3033.91	19109.0
2019-05-28 20:30:00	ES	Futures	3033.91	3033.91	3028.75	3031.19	14909.0
2019-05-28 21:00:00	ES	Futures	3031.19	3034.45	3029.84	3033.63	8663.0
2019-05-28 21:30:00	ES	Futures	3033.63	3034.45	3027.94	3028.48	12035.0
2019-05-28 22:00:00	ES	Futures	3028.48	3032.28	3028.48	3030.92	7182.0
2019-05-28 22:30:00	ES	Futures	3030.65	3031.19	3028.75	3029.84	4085.0
2019-05-28 23:00:00	ES	Futures	3030.11	3032.28	3029.57	3031.74	3687.0
2019-05-28 23:30:00	ES	Futures	3031.47	3032.82	3031.47	3032.28	2030.0
2019-05-28 00:00:00	NQ	Futures	8553.58	8554.46	8550.09	8553.58	721.0
2019-05-28 00:30:00	NQ	Futures	8553.58	8558.53	8552.42	8553.58	799.0
2019-05-28 01:00:00	NQ	Futures	8553.58	8563.48	8551.25	8561.73	1863.0
2019-05-28 01:30:00	NQ	Futures	8561.44	8565.52	8558.53	8558.82	1584.0

> showing 50 of 3,468 rows — these rows as CSV

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