PREVIEW / futures_30min / 2019-06-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-20.parquet
  size:    97 KB
  rows:    3,536

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
2019-06-20 00:00:00	ES	Futures	3188.36	3188.91	3187.82	3187.82	1264.0
2019-06-20 00:30:00	ES	Futures	3188.09	3188.91	3187.28	3188.91	2645.0
2019-06-20 01:00:00	ES	Futures	3188.91	3189.18	3187.55	3188.64	4415.0
2019-06-20 01:30:00	ES	Futures	3188.36	3189.99	3188.36	3188.64	3869.0
2019-06-20 02:00:00	ES	Futures	3188.64	3192.7	3187.82	3192.7	9988.0
2019-06-20 02:30:00	ES	Futures	3192.42	3194.59	3192.15	3193.51	9453.0
2019-06-20 03:00:00	ES	Futures	3193.51	3197.03	3193.51	3196.21	20150.0
2019-06-20 03:30:00	ES	Futures	3195.94	3197.57	3194.59	3195.13	14900.0
2019-06-20 04:00:00	ES	Futures	3194.86	3198.11	3194.59	3197.57	13225.0
2019-06-20 04:30:00	ES	Futures	3197.57	3201.63	3197.57	3200.0	15766.0
2019-06-20 05:00:00	ES	Futures	3200.0	3204.07	3199.73	3203.52	13288.0
2019-06-20 05:30:00	ES	Futures	3203.52	3205.15	3203.25	3204.34	9190.0
2019-06-20 06:00:00	ES	Futures	3204.34	3204.61	3203.25	3203.79	7968.0
2019-06-20 06:30:00	ES	Futures	3203.52	3203.52	3200.82	3201.63	7911.0
2019-06-20 07:00:00	ES	Futures	3201.63	3204.34	3201.09	3203.52	9974.0
2019-06-20 07:30:00	ES	Futures	3203.52	3207.04	3203.25	3205.15	17294.0
2019-06-20 08:00:00	ES	Futures	3205.15	3207.31	3204.88	3206.77	18784.0
2019-06-20 08:30:00	ES	Futures	3207.04	3210.02	3206.5	3207.31	27395.0
2019-06-20 09:00:00	ES	Futures	3207.31	3209.21	3205.15	3205.42	27361.0
2019-06-20 09:30:00	ES	Futures	3205.69	3207.04	3200.82	3202.98	186859.0
2019-06-20 10:00:00	ES	Futures	3203.25	3205.96	3196.76	3198.11	152835.0
2019-06-20 10:30:00	ES	Futures	3198.11	3199.46	3193.78	3194.05	99557.0
2019-06-20 11:00:00	ES	Futures	3194.05	3197.03	3190.26	3191.07	96972.0
2019-06-20 11:30:00	ES	Futures	3191.34	3195.67	3189.72	3194.05	69130.0
2019-06-20 12:00:00	ES	Futures	3194.05	3194.32	3178.89	3188.36	153497.0
2019-06-20 12:30:00	ES	Futures	3188.36	3191.34	3185.66	3190.26	65933.0
2019-06-20 13:00:00	ES	Futures	3190.26	3196.49	3189.18	3195.94	54524.0
2019-06-20 13:30:00	ES	Futures	3196.21	3196.76	3192.97	3194.05	42409.0
2019-06-20 14:00:00	ES	Futures	3193.78	3197.84	3192.7	3196.49	47342.0
2019-06-20 14:30:00	ES	Futures	3196.49	3200.0	3196.21	3199.46	42272.0
2019-06-20 15:00:00	ES	Futures	3199.46	3202.17	3196.49	3201.36	56012.0
2019-06-20 15:30:00	ES	Futures	3201.36	3208.67	3199.73	3203.52	166890.0
2019-06-20 16:00:00	ES	Futures	3203.25	3206.5	3202.71	3205.96	67250.0
2019-06-20 16:30:00	ES	Futures	3204.34	3204.61	3201.9	3203.25	10576.0
2019-06-20 18:00:00	ES	Futures	3202.71	3203.25	3201.09	3202.17	5718.0
2019-06-20 18:30:00	ES	Futures	3202.44	3202.71	3200.0	3200.82	2481.0
2019-06-20 19:00:00	ES	Futures	3201.09	3202.71	3199.46	3202.44	2624.0
2019-06-20 19:30:00	ES	Futures	3202.44	3203.52	3202.17	3202.71	2326.0
2019-06-20 20:00:00	ES	Futures	3202.71	3204.88	3200.0	3201.9	8396.0
2019-06-20 20:30:00	ES	Futures	3201.9	3204.07	3201.36	3202.17	3928.0
2019-06-20 21:00:00	ES	Futures	3202.17	3202.98	3200.0	3201.09	5602.0
2019-06-20 21:30:00	ES	Futures	3201.09	3202.98	3199.19	3199.46	8517.0
2019-06-20 22:00:00	ES	Futures	3199.73	3201.63	3198.65	3201.09	6675.0
2019-06-20 22:30:00	ES	Futures	3201.09	3201.36	3196.76	3197.84	8715.0
2019-06-20 23:00:00	ES	Futures	3198.11	3198.65	3195.13	3195.4	8105.0
2019-06-20 23:30:00	ES	Futures	3195.4	3197.03	3194.86	3196.49	4754.0
2019-06-20 00:00:00	NQ	Futures	9008.92	9010.08	9005.73	9006.31	756.0
2019-06-20 00:30:00	NQ	Futures	9006.31	9009.79	9002.54	9009.79	937.0
2019-06-20 01:00:00	NQ	Futures	9009.79	9009.79	8998.19	9003.12	2035.0
2019-06-20 01:30:00	NQ	Futures	9003.12	9006.02	8999.35	8999.93	1506.0

> showing 50 of 3,536 rows — these rows as CSV

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