PREVIEW / futures_30min / 2019-06-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-17.parquet
  size:    83 KB
  rows:    3,374

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
2019-06-17 00:00:00	ES	Futures	3142.89	3143.16	3141.8	3142.07	1633.0
2019-06-17 00:30:00	ES	Futures	3141.8	3142.62	3141.53	3142.34	1276.0
2019-06-17 01:00:00	ES	Futures	3142.34	3143.7	3141.8	3142.62	2386.0
2019-06-17 01:30:00	ES	Futures	3142.62	3143.7	3140.99	3141.53	2072.0
2019-06-17 02:00:00	ES	Futures	3141.53	3141.8	3139.64	3139.64	4044.0
2019-06-17 02:30:00	ES	Futures	3139.91	3140.18	3138.83	3139.1	2299.0
2019-06-17 03:00:00	ES	Futures	3139.1	3139.91	3136.12	3139.91	7883.0
2019-06-17 03:30:00	ES	Futures	3139.91	3140.18	3136.93	3137.2	5646.0
2019-06-17 04:00:00	ES	Futures	3137.47	3139.64	3136.66	3137.74	4609.0
2019-06-17 04:30:00	ES	Futures	3137.74	3138.83	3137.2	3138.55	5205.0
2019-06-17 05:00:00	ES	Futures	3138.55	3140.18	3138.01	3138.83	6448.0
2019-06-17 05:30:00	ES	Futures	3138.83	3139.37	3137.2	3138.01	3491.0
2019-06-17 06:00:00	ES	Futures	3138.01	3138.28	3136.12	3136.93	3708.0
2019-06-17 06:30:00	ES	Futures	3136.93	3137.2	3134.76	3135.58	4565.0
2019-06-17 07:00:00	ES	Futures	3135.31	3138.01	3134.76	3137.47	5453.0
2019-06-17 07:30:00	ES	Futures	3137.47	3140.18	3136.66	3139.37	6822.0
2019-06-17 08:00:00	ES	Futures	3139.37	3140.18	3137.2	3138.55	8448.0
2019-06-17 08:30:00	ES	Futures	3138.55	3138.83	3133.41	3133.95	14581.0
2019-06-17 09:00:00	ES	Futures	3133.95	3136.93	3133.68	3135.04	10601.0
2019-06-17 09:30:00	ES	Futures	3135.31	3139.64	3131.52	3138.01	129517.0
2019-06-17 10:00:00	ES	Futures	3138.01	3140.45	3135.85	3140.18	67665.0
2019-06-17 10:30:00	ES	Futures	3139.91	3143.16	3138.55	3140.99	68631.0
2019-06-17 11:00:00	ES	Futures	3140.99	3143.16	3138.83	3139.1	45980.0
2019-06-17 11:30:00	ES	Futures	3138.83	3139.37	3136.66	3138.01	34620.0
2019-06-17 12:00:00	ES	Futures	3138.01	3138.55	3135.58	3135.85	28076.0
2019-06-17 12:30:00	ES	Futures	3135.85	3138.83	3135.31	3138.28	29361.0
2019-06-17 13:00:00	ES	Futures	3138.28	3139.37	3137.47	3137.74	23334.0
2019-06-17 13:30:00	ES	Futures	3137.47	3140.99	3137.2	3140.72	17828.0
2019-06-17 14:00:00	ES	Futures	3140.72	3142.34	3138.28	3138.28	28715.0
2019-06-17 14:30:00	ES	Futures	3138.28	3139.91	3137.47	3138.01	22510.0
2019-06-17 15:00:00	ES	Futures	3137.74	3139.64	3136.12	3139.1	30955.0
2019-06-17 15:30:00	ES	Futures	3139.1	3139.1	3131.79	3134.76	110313.0
2019-06-17 16:00:00	ES	Futures	3134.49	3136.66	3133.95	3136.66	28171.0
2019-06-17 16:30:00	ES	Futures	3136.66	3138.01	3136.12	3137.74	4594.0
2019-06-17 18:00:00	ES	Futures	3138.01	3138.83	3137.74	3138.01	1110.0
2019-06-17 18:30:00	ES	Futures	3138.28	3138.55	3136.93	3136.93	883.0
2019-06-17 19:00:00	ES	Futures	3137.2	3138.55	3136.93	3137.74	640.0
2019-06-17 19:30:00	ES	Futures	3137.74	3137.74	3135.58	3136.39	1607.0
2019-06-17 20:00:00	ES	Futures	3136.39	3139.1	3135.85	3138.28	3774.0
2019-06-17 20:30:00	ES	Futures	3138.55	3138.83	3137.47	3138.01	2082.0
2019-06-17 21:00:00	ES	Futures	3138.28	3140.18	3138.01	3139.37	4408.0
2019-06-17 21:30:00	ES	Futures	3139.1	3139.64	3136.12	3136.93	5880.0
2019-06-17 22:00:00	ES	Futures	3136.93	3139.37	3136.66	3139.1	3290.0
2019-06-17 22:30:00	ES	Futures	3139.1	3139.1	3137.74	3138.55	2494.0
2019-06-17 23:00:00	ES	Futures	3138.55	3139.37	3136.93	3136.93	1966.0
2019-06-17 23:30:00	ES	Futures	3137.2	3137.2	3134.76	3135.58	3074.0
2019-06-17 00:00:00	NQ	Futures	8747.79	8748.96	8744.02	8746.05	730.0
2019-06-17 00:30:00	NQ	Futures	8746.05	8748.08	8744.02	8747.5	725.0
2019-06-17 01:00:00	NQ	Futures	8747.21	8752.44	8744.89	8748.37	739.0
2019-06-17 01:30:00	NQ	Futures	8748.66	8752.15	8744.02	8745.18	626.0

> showing 50 of 3,374 rows — these rows as CSV

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