PREVIEW / futures_30min / 2019-06-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-04.parquet
  size:    97 KB
  rows:    3,491

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
2019-06-04 00:00:00	ES	Futures	2984.84	2985.92	2984.29	2984.84	1974.0
2019-06-04 00:30:00	ES	Futures	2984.56	2985.92	2982.94	2983.48	3212.0
2019-06-04 01:00:00	ES	Futures	2983.48	2985.11	2982.4	2984.56	2717.0
2019-06-04 01:30:00	ES	Futures	2984.56	2985.65	2982.94	2984.84	4517.0
2019-06-04 02:00:00	ES	Futures	2985.11	2986.19	2981.31	2981.58	8088.0
2019-06-04 02:30:00	ES	Futures	2981.31	2982.13	2979.41	2982.13	6834.0
2019-06-04 03:00:00	ES	Futures	2982.4	2990.26	2980.23	2989.17	19382.0
2019-06-04 03:30:00	ES	Futures	2989.17	2994.32	2987.28	2992.7	24954.0
2019-06-04 04:00:00	ES	Futures	2992.7	2992.97	2988.9	2990.53	11842.0
2019-06-04 04:30:00	ES	Futures	2990.53	2995.41	2990.26	2994.87	15826.0
2019-06-04 05:00:00	ES	Futures	2995.14	2996.22	2992.43	2992.97	13759.0
2019-06-04 05:30:00	ES	Futures	2992.97	2996.22	2990.8	2995.68	13631.0
2019-06-04 06:00:00	ES	Futures	2995.68	2997.85	2994.87	2995.95	11165.0
2019-06-04 06:30:00	ES	Futures	2995.95	2996.22	2993.24	2993.78	8249.0
2019-06-04 07:00:00	ES	Futures	2993.78	2995.41	2992.43	2993.51	8482.0
2019-06-04 07:30:00	ES	Futures	2993.51	3003.0	2991.88	2998.66	34575.0
2019-06-04 08:00:00	ES	Futures	2998.66	3003.0	2996.76	3001.64	28872.0
2019-06-04 08:30:00	ES	Futures	3001.64	3003.81	3000.83	3002.46	18242.0
2019-06-04 09:00:00	ES	Futures	3002.73	3006.8	3002.19	3003.0	35508.0
2019-06-04 09:30:00	ES	Futures	3003.0	3008.42	2997.31	3002.46	209934.0
2019-06-04 10:00:00	ES	Futures	3002.46	3015.2	2998.12	3013.03	184457.0
2019-06-04 10:30:00	ES	Futures	3013.03	3015.2	3006.25	3013.57	142488.0
2019-06-04 11:00:00	ES	Futures	3013.57	3024.42	3011.68	3023.06	135109.0
2019-06-04 11:30:00	ES	Futures	3022.79	3027.4	3021.16	3024.96	100439.0
2019-06-04 12:00:00	ES	Futures	3025.23	3025.77	3020.08	3022.52	62874.0
2019-06-04 12:30:00	ES	Futures	3022.52	3031.19	3019.81	3028.48	60897.0
2019-06-04 13:00:00	ES	Futures	3028.48	3030.38	3024.42	3029.03	69354.0
2019-06-04 13:30:00	ES	Futures	3029.3	3032.55	3027.13	3032.01	55820.0
2019-06-04 14:00:00	ES	Futures	3032.01	3032.55	3026.31	3028.75	47621.0
2019-06-04 14:30:00	ES	Futures	3029.03	3030.11	3026.59	3026.59	39926.0
2019-06-04 15:00:00	ES	Futures	3026.86	3033.63	3026.86	3033.36	61868.0
2019-06-04 15:30:00	ES	Futures	3033.36	3041.77	3030.65	3039.87	180695.0
2019-06-04 16:00:00	ES	Futures	3040.14	3042.58	3039.6	3042.04	77354.0
2019-06-04 16:30:00	ES	Futures	3042.31	3043.12	3040.41	3042.31	10260.0
2019-06-04 18:00:00	ES	Futures	3043.39	3050.98	3043.39	3050.17	13505.0
2019-06-04 18:30:00	ES	Futures	3050.17	3050.71	3044.75	3045.29	5563.0
2019-06-04 19:00:00	ES	Futures	3045.02	3046.92	3044.75	3045.83	2666.0
2019-06-04 19:30:00	ES	Futures	3045.83	3049.9	3045.02	3049.36	5819.0
2019-06-04 20:00:00	ES	Futures	3049.36	3049.36	3044.21	3047.19	9861.0
2019-06-04 20:30:00	ES	Futures	3046.92	3050.17	3046.65	3049.09	5909.0
2019-06-04 21:00:00	ES	Futures	3049.36	3052.34	3049.09	3052.34	9296.0
2019-06-04 21:30:00	ES	Futures	3052.07	3052.34	3048.55	3051.8	9777.0
2019-06-04 22:00:00	ES	Futures	3051.8	3052.88	3050.17	3051.26	6974.0
2019-06-04 22:30:00	ES	Futures	3051.26	3051.53	3048.82	3049.36	5058.0
2019-06-04 23:00:00	ES	Futures	3049.09	3050.71	3048.55	3048.82	4118.0
2019-06-04 23:30:00	ES	Futures	3049.09	3050.44	3048.55	3049.9	3493.0
2019-06-04 00:00:00	NQ	Futures	8153.83	8157.32	8151.2	8152.37	837.0
2019-06-04 00:30:00	NQ	Futures	8152.37	8156.45	8148.0	8149.75	1288.0
2019-06-04 01:00:00	NQ	Futures	8150.04	8153.83	8147.13	8152.37	1148.0
2019-06-04 01:30:00	NQ	Futures	8152.66	8155.28	8147.13	8153.24	1457.0

> showing 50 of 3,491 rows — these rows as CSV

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