PREVIEW / futures_30min / 2019-06-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-06.parquet
  size:    92 KB
  rows:    3,369

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
2019-06-06 00:00:00	ES	Futures	3065.62	3065.62	3064.0	3064.54	1416.0
2019-06-06 00:30:00	ES	Futures	3064.54	3065.9	3064.0	3065.35	1135.0
2019-06-06 01:00:00	ES	Futures	3065.62	3065.62	3063.73	3064.0	2485.0
2019-06-06 01:30:00	ES	Futures	3064.0	3064.27	3059.93	3061.02	4861.0
2019-06-06 02:00:00	ES	Futures	3061.02	3062.64	3060.2	3062.1	5566.0
2019-06-06 02:30:00	ES	Futures	3062.1	3065.08	3059.93	3064.54	6884.0
2019-06-06 03:00:00	ES	Futures	3064.27	3072.67	3064.27	3071.59	22453.0
2019-06-06 03:30:00	ES	Futures	3071.86	3075.38	3071.32	3074.3	19572.0
2019-06-06 04:00:00	ES	Futures	3074.3	3075.93	3073.22	3075.11	11469.0
2019-06-06 04:30:00	ES	Futures	3074.84	3075.93	3073.22	3075.38	10180.0
2019-06-06 05:00:00	ES	Futures	3075.11	3076.2	3073.49	3075.38	8987.0
2019-06-06 05:30:00	ES	Futures	3075.11	3077.55	3073.49	3074.57	13900.0
2019-06-06 06:00:00	ES	Futures	3074.57	3076.47	3073.22	3075.66	7173.0
2019-06-06 06:30:00	ES	Futures	3075.66	3076.74	3074.57	3075.11	5450.0
2019-06-06 07:00:00	ES	Futures	3074.84	3077.01	3074.3	3076.2	9944.0
2019-06-06 07:30:00	ES	Futures	3076.2	3076.74	3071.86	3076.2	25364.0
2019-06-06 08:00:00	ES	Futures	3076.47	3076.47	3072.4	3074.3	11581.0
2019-06-06 08:30:00	ES	Futures	3074.3	3076.2	3065.9	3067.52	43876.0
2019-06-06 09:00:00	ES	Futures	3067.52	3070.78	3066.71	3069.42	23926.0
2019-06-06 09:30:00	ES	Futures	3069.69	3074.03	3063.46	3064.54	181320.0
2019-06-06 10:00:00	ES	Futures	3064.81	3069.15	3062.1	3062.37	102833.0
2019-06-06 10:30:00	ES	Futures	3062.37	3072.4	3061.56	3069.15	88047.0
2019-06-06 11:00:00	ES	Futures	3069.15	3075.11	3066.98	3074.57	84230.0
2019-06-06 11:30:00	ES	Futures	3074.57	3075.93	3065.9	3068.34	108671.0
2019-06-06 12:00:00	ES	Futures	3068.34	3071.86	3067.25	3070.5	53114.0
2019-06-06 12:30:00	ES	Futures	3070.23	3074.03	3069.69	3072.4	37253.0
2019-06-06 13:00:00	ES	Futures	3072.67	3074.3	3070.78	3073.22	30038.0
2019-06-06 13:30:00	ES	Futures	3073.22	3074.57	3072.13	3074.03	24860.0
2019-06-06 14:00:00	ES	Futures	3074.3	3076.2	3071.59	3074.3	32414.0
2019-06-06 14:30:00	ES	Futures	3074.3	3084.06	3073.76	3079.18	124312.0
2019-06-06 15:00:00	ES	Futures	3079.18	3088.67	3078.1	3087.85	84741.0
2019-06-06 15:30:00	ES	Futures	3087.85	3093.82	3082.43	3085.14	196715.0
2019-06-06 16:00:00	ES	Futures	3085.41	3087.58	3083.52	3085.69	55174.0
2019-06-06 16:30:00	ES	Futures	3085.69	3086.23	3077.01	3080.26	16576.0
2019-06-06 18:00:00	ES	Futures	3079.72	3081.35	3077.55	3079.18	4946.0
2019-06-06 18:30:00	ES	Futures	3079.18	3080.26	3077.82	3079.18	1861.0
2019-06-06 19:00:00	ES	Futures	3079.18	3084.87	3078.64	3084.06	5090.0
2019-06-06 19:30:00	ES	Futures	3083.79	3085.96	3082.43	3084.6	4192.0
2019-06-06 20:00:00	ES	Futures	3084.87	3086.23	3082.98	3084.87	6846.0
2019-06-06 20:30:00	ES	Futures	3085.14	3087.04	3083.25	3083.52	5523.0
2019-06-06 21:00:00	ES	Futures	3083.79	3085.69	3082.16	3082.98	5151.0
2019-06-06 21:30:00	ES	Futures	3082.98	3086.77	3081.89	3086.5	4779.0
2019-06-06 22:00:00	ES	Futures	3086.77	3087.85	3085.96	3086.77	4324.0
2019-06-06 22:30:00	ES	Futures	3086.77	3091.11	3086.23	3090.02	7070.0
2019-06-06 23:00:00	ES	Futures	3090.02	3090.84	3089.21	3089.48	2630.0
2019-06-06 23:30:00	ES	Futures	3089.48	3090.84	3089.21	3090.29	1700.0
2019-06-06 00:00:00	NQ	Futures	8421.69	8421.98	8416.45	8418.78	913.0
2019-06-06 00:30:00	NQ	Futures	8418.49	8424.31	8416.74	8422.27	657.0
2019-06-06 01:00:00	NQ	Futures	8421.98	8422.56	8414.12	8415.57	1096.0
2019-06-06 01:30:00	NQ	Futures	8415.28	8416.74	8398.11	8400.43	2176.0

> showing 50 of 3,369 rows — these rows as CSV

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