PREVIEW / futures_30min / 2019-06-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-05.parquet
  size:    96 KB
  rows:    3,481

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
2019-06-05 00:00:00	ES	Futures	3049.9	3049.9	3048.55	3048.82	1698.0
2019-06-05 00:30:00	ES	Futures	3048.82	3049.36	3048.27	3049.09	1783.0
2019-06-05 01:00:00	ES	Futures	3049.36	3049.9	3047.19	3047.46	3728.0
2019-06-05 01:30:00	ES	Futures	3047.46	3047.46	3044.48	3045.56	6341.0
2019-06-05 02:00:00	ES	Futures	3045.56	3046.38	3043.67	3044.48	8387.0
2019-06-05 02:30:00	ES	Futures	3044.21	3046.65	3042.85	3045.83	10295.0
2019-06-05 03:00:00	ES	Futures	3046.11	3048.27	3043.12	3048.27	15009.0
2019-06-05 03:30:00	ES	Futures	3048.0	3053.97	3047.73	3052.88	19911.0
2019-06-05 04:00:00	ES	Futures	3052.88	3053.97	3050.17	3052.61	17252.0
2019-06-05 04:30:00	ES	Futures	3052.61	3053.97	3050.71	3050.98	11380.0
2019-06-05 05:00:00	ES	Futures	3051.26	3059.12	3049.9	3058.58	20332.0
2019-06-05 05:30:00	ES	Futures	3058.85	3061.29	3058.3	3060.47	20989.0
2019-06-05 06:00:00	ES	Futures	3060.47	3063.18	3059.39	3061.56	16764.0
2019-06-05 06:30:00	ES	Futures	3061.56	3062.91	3059.39	3062.37	11571.0
2019-06-05 07:00:00	ES	Futures	3062.64	3063.18	3057.22	3057.22	16123.0
2019-06-05 07:30:00	ES	Futures	3057.22	3059.12	3056.14	3058.58	20717.0
2019-06-05 08:00:00	ES	Futures	3058.58	3059.93	3049.09	3049.9	41147.0
2019-06-05 08:30:00	ES	Futures	3049.63	3051.8	3047.73	3050.44	27524.0
2019-06-05 09:00:00	ES	Futures	3050.71	3059.93	3049.36	3059.12	43371.0
2019-06-05 09:30:00	ES	Futures	3059.39	3059.93	3045.83	3053.7	200095.0
2019-06-05 10:00:00	ES	Futures	3053.7	3056.68	3045.56	3046.38	160236.0
2019-06-05 10:30:00	ES	Futures	3046.38	3047.73	3037.43	3043.12	154198.0
2019-06-05 11:00:00	ES	Futures	3043.12	3053.7	3041.23	3053.15	103995.0
2019-06-05 11:30:00	ES	Futures	3053.15	3055.05	3049.36	3054.24	78895.0
2019-06-05 12:00:00	ES	Futures	3054.51	3056.68	3049.09	3056.14	67291.0
2019-06-05 12:30:00	ES	Futures	3056.14	3058.58	3049.9	3055.86	74243.0
2019-06-05 13:00:00	ES	Futures	3055.86	3062.1	3055.59	3061.02	55774.0
2019-06-05 13:30:00	ES	Futures	3061.02	3062.91	3058.58	3061.02	42145.0
2019-06-05 14:00:00	ES	Futures	3061.02	3064.0	3058.85	3061.02	43166.0
2019-06-05 14:30:00	ES	Futures	3061.02	3062.91	3056.95	3058.58	43272.0
2019-06-05 15:00:00	ES	Futures	3058.58	3062.1	3057.49	3059.93	42977.0
2019-06-05 15:30:00	ES	Futures	3060.2	3066.71	3053.15	3065.9	173640.0
2019-06-05 16:00:00	ES	Futures	3065.62	3066.98	3064.81	3066.17	46474.0
2019-06-05 16:30:00	ES	Futures	3066.44	3068.34	3065.9	3066.98	9421.0
2019-06-05 18:00:00	ES	Futures	3058.58	3060.47	3053.42	3053.42	15510.0
2019-06-05 18:30:00	ES	Futures	3053.7	3058.85	3050.17	3057.22	11719.0
2019-06-05 19:00:00	ES	Futures	3057.22	3058.03	3055.05	3056.95	3444.0
2019-06-05 19:30:00	ES	Futures	3057.22	3061.56	3057.22	3060.74	5931.0
2019-06-05 20:00:00	ES	Futures	3060.74	3066.17	3060.47	3065.9	9433.0
2019-06-05 20:30:00	ES	Futures	3065.9	3067.25	3064.0	3064.54	4821.0
2019-06-05 21:00:00	ES	Futures	3064.54	3066.17	3063.73	3065.08	4006.0
2019-06-05 21:30:00	ES	Futures	3065.08	3065.35	3062.64	3064.54	5253.0
2019-06-05 22:00:00	ES	Futures	3064.54	3068.34	3063.73	3066.17	5916.0
2019-06-05 22:30:00	ES	Futures	3066.17	3067.79	3066.17	3066.98	2911.0
2019-06-05 23:00:00	ES	Futures	3066.71	3067.25	3065.9	3066.44	2547.0
2019-06-05 23:30:00	ES	Futures	3066.44	3066.44	3064.81	3065.35	2128.0
2019-06-05 00:00:00	NQ	Futures	8394.61	8395.48	8387.91	8389.66	1086.0
2019-06-05 00:30:00	NQ	Futures	8389.37	8392.86	8388.21	8391.7	668.0
2019-06-05 01:00:00	NQ	Futures	8391.7	8395.78	8385.59	8386.46	1371.0
2019-06-05 01:30:00	NQ	Futures	8386.46	8386.75	8374.52	8378.02	2313.0

> showing 50 of 3,481 rows — these rows as CSV

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