PREVIEW / futures_30min / 2019-06-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-11.parquet
  size:    77 KB
  rows:    3,010

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
2019-06-11 00:00:00	ES	Futures	3138.82	3139.36	3138.01	3139.09	1467.0
2019-06-11 00:30:00	ES	Futures	3139.09	3140.72	3139.09	3139.91	1808.0
2019-06-11 01:00:00	ES	Futures	3139.91	3140.45	3138.82	3139.09	2492.0
2019-06-11 01:30:00	ES	Futures	3139.36	3141.26	3138.82	3141.26	4133.0
2019-06-11 02:00:00	ES	Futures	3141.26	3142.08	3140.45	3141.53	10374.0
2019-06-11 02:30:00	ES	Futures	3141.53	3141.53	3138.82	3139.36	7533.0
2019-06-11 03:00:00	ES	Futures	3139.09	3142.08	3137.2	3140.99	20327.0
2019-06-11 03:30:00	ES	Futures	3140.99	3142.08	3140.18	3140.45	14866.0
2019-06-11 04:00:00	ES	Futures	3140.45	3142.35	3140.18	3141.8	14880.0
2019-06-11 04:30:00	ES	Futures	3141.53	3144.79	3141.53	3144.24	8213.0
2019-06-11 05:00:00	ES	Futures	3144.24	3148.31	3142.89	3147.77	9052.0
2019-06-11 05:30:00	ES	Futures	3147.77	3148.85	3145.6	3147.77	8874.0
2019-06-11 06:00:00	ES	Futures	3147.77	3149.4	3147.23	3148.58	7413.0
2019-06-11 06:30:00	ES	Futures	3148.58	3148.85	3146.41	3146.41	6286.0
2019-06-11 07:00:00	ES	Futures	3146.68	3147.5	3145.06	3146.41	8448.0
2019-06-11 07:30:00	ES	Futures	3146.14	3148.04	3145.87	3147.5	5928.0
2019-06-11 08:00:00	ES	Futures	3147.5	3150.21	3147.23	3149.67	12381.0
2019-06-11 08:30:00	ES	Futures	3149.67	3153.46	3149.4	3151.29	27089.0
2019-06-11 09:00:00	ES	Futures	3151.29	3152.92	3151.02	3152.65	20223.0
2019-06-11 09:30:00	ES	Futures	3152.38	3157.26	3145.33	3147.77	189338.0
2019-06-11 10:00:00	ES	Futures	3147.77	3150.75	3141.53	3147.77	130735.0
2019-06-11 10:30:00	ES	Futures	3148.04	3148.31	3135.03	3139.09	112638.0
2019-06-11 11:00:00	ES	Futures	3138.82	3141.8	3136.92	3137.74	67936.0
2019-06-11 11:30:00	ES	Futures	3137.74	3138.82	3131.77	3133.13	84772.0
2019-06-11 12:00:00	ES	Futures	3133.13	3133.67	3125.81	3126.62	68377.0
2019-06-11 12:30:00	ES	Futures	3126.62	3129.88	3122.28	3122.83	59153.0
2019-06-11 13:00:00	ES	Futures	3122.83	3128.25	3122.28	3125.81	48216.0
2019-06-11 13:30:00	ES	Futures	3125.81	3133.13	3123.91	3132.59	39304.0
2019-06-11 14:00:00	ES	Futures	3132.59	3136.11	3132.32	3132.86	42190.0
2019-06-11 14:30:00	ES	Futures	3132.86	3132.86	3125.54	3127.98	45477.0
2019-06-11 15:00:00	ES	Futures	3127.98	3129.88	3124.18	3128.52	49476.0
2019-06-11 15:30:00	ES	Futures	3128.25	3132.32	3127.16	3129.88	100364.0
2019-06-11 16:00:00	ES	Futures	3129.88	3130.96	3128.52	3130.42	34976.0
2019-06-11 16:30:00	ES	Futures	3130.15	3131.77	3129.33	3131.23	6574.0
2019-06-11 18:00:00	ES	Futures	3130.96	3131.23	3127.98	3130.42	3551.0
2019-06-11 18:30:00	ES	Futures	3130.42	3131.23	3129.6	3129.88	1450.0
2019-06-11 19:00:00	ES	Futures	3129.88	3132.59	3129.33	3131.5	2044.0
2019-06-11 19:30:00	ES	Futures	3131.5	3132.04	3128.25	3129.06	3625.0
2019-06-11 20:00:00	ES	Futures	3129.06	3135.03	3127.98	3134.21	6741.0
2019-06-11 20:30:00	ES	Futures	3134.21	3134.48	3131.23	3132.04	4126.0
2019-06-11 21:00:00	ES	Futures	3132.04	3132.59	3129.6	3129.88	4864.0
2019-06-11 21:30:00	ES	Futures	3129.88	3130.69	3126.08	3130.42	12473.0
2019-06-11 22:00:00	ES	Futures	3130.42	3130.96	3128.79	3129.33	4786.0
2019-06-11 22:30:00	ES	Futures	3129.33	3129.88	3127.71	3128.52	6436.0
2019-06-11 23:00:00	ES	Futures	3128.52	3129.88	3128.25	3129.88	3320.0
2019-06-11 23:30:00	ES	Futures	3129.88	3130.69	3129.06	3129.33	2083.0
2019-06-11 00:00:00	NQ	Futures	8779.81	8780.39	8776.03	8780.1	597.0
2019-06-11 00:30:00	NQ	Futures	8780.1	8787.96	8780.1	8783.6	844.0
2019-06-11 01:00:00	NQ	Futures	8783.3	8785.34	8779.52	8780.98	898.0
2019-06-11 01:30:00	NQ	Futures	8780.98	8787.67	8778.35	8787.67	1243.0

> showing 50 of 3,010 rows — these rows as CSV

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