PREVIEW / futures_30min / 2019-06-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-03.parquet
  size:    100 KB
  rows:    3,503

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
2019-06-03 00:00:00	ES	Futures	2969.65	2969.93	2966.94	2967.49	5173.0
2019-06-03 00:30:00	ES	Futures	2967.21	2968.84	2965.86	2965.86	4754.0
2019-06-03 01:00:00	ES	Futures	2965.86	2970.2	2965.86	2969.65	5563.0
2019-06-03 01:30:00	ES	Futures	2969.93	2972.09	2969.65	2971.28	5942.0
2019-06-03 02:00:00	ES	Futures	2971.28	2974.53	2969.93	2970.2	12848.0
2019-06-03 02:30:00	ES	Futures	2970.47	2974.53	2970.2	2971.55	8311.0
2019-06-03 03:00:00	ES	Futures	2971.82	2972.91	2965.05	2965.59	20053.0
2019-06-03 03:30:00	ES	Futures	2965.32	2967.21	2961.79	2964.77	19273.0
2019-06-03 04:00:00	ES	Futures	2964.77	2969.38	2964.77	2968.84	13817.0
2019-06-03 04:30:00	ES	Futures	2968.57	2971.82	2966.13	2971.01	11488.0
2019-06-03 05:00:00	ES	Futures	2971.01	2976.16	2970.47	2974.81	17044.0
2019-06-03 05:30:00	ES	Futures	2974.81	2975.89	2973.18	2975.08	10579.0
2019-06-03 06:00:00	ES	Futures	2975.08	2978.33	2974.53	2974.81	14311.0
2019-06-03 06:30:00	ES	Futures	2974.81	2975.08	2972.64	2973.45	9482.0
2019-06-03 07:00:00	ES	Futures	2973.72	2979.14	2973.72	2978.33	15172.0
2019-06-03 07:30:00	ES	Futures	2978.6	2979.14	2975.62	2976.7	15273.0
2019-06-03 08:00:00	ES	Futures	2976.7	2978.6	2974.81	2976.43	13226.0
2019-06-03 08:30:00	ES	Futures	2976.16	2982.13	2975.62	2981.85	21885.0
2019-06-03 09:00:00	ES	Futures	2981.85	2984.29	2979.96	2982.94	23536.0
2019-06-03 09:30:00	ES	Futures	2983.21	2992.7	2975.08	2975.35	234747.0
2019-06-03 10:00:00	ES	Futures	2975.35	2992.16	2969.11	2991.88	197199.0
2019-06-03 10:30:00	ES	Futures	2991.61	2997.04	2989.99	2994.6	126197.0
2019-06-03 11:00:00	ES	Futures	2994.32	2995.41	2985.92	2989.17	97467.0
2019-06-03 11:30:00	ES	Futures	2989.44	2991.34	2980.77	2981.58	82471.0
2019-06-03 12:00:00	ES	Futures	2981.58	2983.21	2967.21	2968.03	112890.0
2019-06-03 12:30:00	ES	Futures	2968.03	2974.81	2966.4	2969.38	90675.0
2019-06-03 13:00:00	ES	Futures	2969.38	2989.44	2965.86	2978.33	146789.0
2019-06-03 13:30:00	ES	Futures	2978.33	2981.04	2965.59	2979.14	149612.0
2019-06-03 14:00:00	ES	Futures	2979.14	2985.38	2976.43	2979.14	91666.0
2019-06-03 14:30:00	ES	Futures	2979.41	2982.4	2966.4	2969.38	95960.0
2019-06-03 15:00:00	ES	Futures	2969.65	2974.26	2960.44	2964.77	164532.0
2019-06-03 15:30:00	ES	Futures	2965.05	2978.6	2959.08	2975.35	213590.0
2019-06-03 16:00:00	ES	Futures	2975.08	2982.4	2974.81	2982.4	68005.0
2019-06-03 16:30:00	ES	Futures	2982.13	2986.73	2981.04	2986.19	14814.0
2019-06-03 18:00:00	ES	Futures	2986.46	2988.36	2984.84	2985.11	5897.0
2019-06-03 18:30:00	ES	Futures	2985.38	2987.28	2984.56	2984.84	1945.0
2019-06-03 19:00:00	ES	Futures	2984.84	2987.28	2983.75	2986.19	3440.0
2019-06-03 19:30:00	ES	Futures	2986.19	2987.0	2982.13	2983.48	5738.0
2019-06-03 20:00:00	ES	Futures	2983.21	2985.38	2979.96	2980.77	8546.0
2019-06-03 20:30:00	ES	Futures	2980.77	2984.56	2979.14	2983.75	6581.0
2019-06-03 21:00:00	ES	Futures	2983.75	2984.56	2982.13	2983.21	5051.0
2019-06-03 21:30:00	ES	Futures	2982.94	2982.94	2978.33	2978.6	8127.0
2019-06-03 22:00:00	ES	Futures	2978.33	2979.14	2975.62	2978.6	7210.0
2019-06-03 22:30:00	ES	Futures	2978.87	2982.4	2978.06	2982.13	6162.0
2019-06-03 23:00:00	ES	Futures	2982.13	2984.84	2981.58	2984.56	5038.0
2019-06-03 23:30:00	ES	Futures	2984.29	2985.92	2983.75	2984.84	4769.0
2019-06-03 00:00:00	NQ	Futures	8247.0	8248.45	8241.46	8242.63	1963.0
2019-06-03 00:30:00	NQ	Futures	8242.63	8245.25	8233.02	8233.89	2061.0
2019-06-03 01:00:00	NQ	Futures	8234.18	8249.03	8234.18	8245.83	2754.0
2019-06-03 01:30:00	NQ	Futures	8246.12	8254.86	8246.12	8252.82	2560.0

> showing 50 of 3,503 rows — these rows as CSV

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