PREVIEW / futures_30min / 2019-06-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-18.parquet
  size:    95 KB
  rows:    3,474

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
2019-06-18 00:00:00	ES	Futures	3135.85	3135.85	3134.22	3135.04	1661.0
2019-06-18 00:30:00	ES	Futures	3135.31	3135.58	3134.22	3135.58	1431.0
2019-06-18 01:00:00	ES	Futures	3135.58	3136.12	3132.6	3133.41	3677.0
2019-06-18 01:30:00	ES	Futures	3133.41	3134.22	3132.87	3133.68	2632.0
2019-06-18 02:00:00	ES	Futures	3133.68	3135.58	3133.14	3135.31	3694.0
2019-06-18 02:30:00	ES	Futures	3135.31	3135.85	3135.04	3135.58	2406.0
2019-06-18 03:00:00	ES	Futures	3135.58	3135.85	3130.16	3131.52	13365.0
2019-06-18 03:30:00	ES	Futures	3131.52	3132.33	3128.27	3131.25	7964.0
2019-06-18 04:00:00	ES	Futures	3131.25	3146.68	3130.16	3145.32	29556.0
2019-06-18 04:30:00	ES	Futures	3145.32	3148.84	3143.7	3145.05	21576.0
2019-06-18 05:00:00	ES	Futures	3145.05	3146.95	3144.78	3144.78	13007.0
2019-06-18 05:30:00	ES	Futures	3145.05	3145.86	3143.16	3144.24	8206.0
2019-06-18 06:00:00	ES	Futures	3144.51	3148.03	3143.7	3147.76	7602.0
2019-06-18 06:30:00	ES	Futures	3147.76	3153.71	3146.68	3152.63	21215.0
2019-06-18 07:00:00	ES	Futures	3152.36	3152.36	3150.47	3151.55	13144.0
2019-06-18 07:30:00	ES	Futures	3151.55	3156.42	3150.74	3155.07	16870.0
2019-06-18 08:00:00	ES	Futures	3155.34	3156.69	3154.8	3156.42	20261.0
2019-06-18 08:30:00	ES	Futures	3156.42	3157.5	3153.71	3155.07	32878.0
2019-06-18 09:00:00	ES	Futures	3155.07	3156.42	3153.71	3155.34	18659.0
2019-06-18 09:30:00	ES	Futures	3155.34	3175.37	3151.28	3170.5	327663.0
2019-06-18 10:00:00	ES	Futures	3170.77	3175.37	3168.6	3171.85	142381.0
2019-06-18 10:30:00	ES	Futures	3171.58	3178.89	3171.58	3177.27	100602.0
2019-06-18 11:00:00	ES	Futures	3177.27	3179.7	3168.06	3173.2	118697.0
2019-06-18 11:30:00	ES	Futures	3172.93	3173.75	3165.9	3166.17	77508.0
2019-06-18 12:00:00	ES	Futures	3166.17	3169.69	3164.54	3168.6	58719.0
2019-06-18 12:30:00	ES	Futures	3168.6	3170.23	3167.52	3168.33	47269.0
2019-06-18 13:00:00	ES	Futures	3168.33	3168.33	3161.02	3163.73	73803.0
2019-06-18 13:30:00	ES	Futures	3163.46	3167.25	3163.19	3167.25	37466.0
2019-06-18 14:00:00	ES	Futures	3166.98	3171.04	3166.71	3170.23	37275.0
2019-06-18 14:30:00	ES	Futures	3170.5	3171.31	3166.98	3167.79	36766.0
2019-06-18 15:00:00	ES	Futures	3167.79	3168.87	3165.35	3167.79	42739.0
2019-06-18 15:30:00	ES	Futures	3167.52	3168.06	3161.29	3165.63	142118.0
2019-06-18 16:00:00	ES	Futures	3165.63	3169.41	3165.08	3169.14	48660.0
2019-06-18 16:30:00	ES	Futures	3169.41	3169.69	3168.06	3168.33	6626.0
2019-06-18 18:00:00	ES	Futures	3166.98	3168.33	3165.9	3168.33	3180.0
2019-06-18 18:30:00	ES	Futures	3168.33	3169.96	3167.79	3168.87	1789.0
2019-06-18 19:00:00	ES	Futures	3169.14	3170.5	3168.6	3169.69	875.0
2019-06-18 19:30:00	ES	Futures	3169.96	3172.39	3169.14	3171.31	3250.0
2019-06-18 20:00:00	ES	Futures	3171.04	3172.39	3169.69	3171.04	7500.0
2019-06-18 20:30:00	ES	Futures	3171.31	3173.2	3169.69	3171.04	5460.0
2019-06-18 21:00:00	ES	Futures	3170.77	3171.31	3168.6	3170.77	6507.0
2019-06-18 21:30:00	ES	Futures	3170.77	3171.85	3166.44	3168.6	10646.0
2019-06-18 22:00:00	ES	Futures	3168.87	3169.41	3166.98	3169.14	5879.0
2019-06-18 22:30:00	ES	Futures	3169.41	3170.23	3168.87	3169.14	4486.0
2019-06-18 23:00:00	ES	Futures	3169.14	3170.5	3168.87	3170.23	2586.0
2019-06-18 23:30:00	ES	Futures	3170.23	3170.5	3169.69	3170.23	1669.0
2019-06-18 00:00:00	NQ	Futures	8781.45	8782.32	8777.39	8779.42	636.0
2019-06-18 00:30:00	NQ	Futures	8779.71	8780.58	8775.65	8780.29	807.0
2019-06-18 01:00:00	NQ	Futures	8780.29	8783.19	8769.27	8771.3	1408.0
2019-06-18 01:30:00	NQ	Futures	8771.88	8775.65	8769.27	8774.2	859.0

> showing 50 of 3,474 rows — these rows as CSV

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