PREVIEW / futures_30min / 2019-06-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-21.parquet
  size:    81 KB
  rows:    2,841

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
2019-06-21 00:00:00	ES	Futures	3196.49	3197.03	3195.67	3196.21	2605.0
2019-06-21 00:30:00	ES	Futures	3196.21	3196.49	3194.05	3194.59	4777.0
2019-06-21 01:00:00	ES	Futures	3194.86	3194.86	3191.88	3192.15	6562.0
2019-06-21 01:30:00	ES	Futures	3192.42	3195.4	3192.15	3195.13	6269.0
2019-06-21 02:00:00	ES	Futures	3195.13	3198.92	3194.32	3198.65	7898.0
2019-06-21 02:30:00	ES	Futures	3198.65	3201.09	3197.57	3200.28	7472.0
2019-06-21 03:00:00	ES	Futures	3200.28	3202.44	3198.65	3200.82	14907.0
2019-06-21 03:30:00	ES	Futures	3201.09	3205.15	3201.09	3202.98	15433.0
2019-06-21 04:00:00	ES	Futures	3202.98	3202.98	3199.19	3201.09	11782.0
2019-06-21 04:30:00	ES	Futures	3201.09	3202.44	3198.38	3198.65	10115.0
2019-06-21 05:00:00	ES	Futures	3198.92	3203.25	3198.65	3202.71	12873.0
2019-06-21 05:30:00	ES	Futures	3202.98	3202.98	3196.76	3199.73	17356.0
2019-06-21 06:00:00	ES	Futures	3199.73	3200.82	3196.21	3197.84	13592.0
2019-06-21 06:30:00	ES	Futures	3197.57	3202.44	3197.3	3199.73	14458.0
2019-06-21 07:00:00	ES	Futures	3199.73	3202.44	3197.57	3198.11	14269.0
2019-06-21 07:30:00	ES	Futures	3198.11	3199.19	3197.03	3198.11	7196.0
2019-06-21 08:00:00	ES	Futures	3198.11	3199.46	3195.94	3196.49	18001.0
2019-06-21 08:30:00	ES	Futures	3196.49	3200.82	3195.67	3197.03	36347.0
2019-06-21 09:00:00	ES	Futures	3197.03	3200.82	3194.86	3200.0	50164.0
2019-06-21 09:30:00	ES	Futures	3200.28	3202.71	3196.21	3198.92	172886.0
2019-06-21 10:00:00	ES	Futures	3198.92	3201.36	3196.76	3200.82	94796.0
2019-06-21 10:30:00	ES	Futures	3201.09	3206.5	3200.28	3203.79	90043.0
2019-06-21 11:00:00	ES	Futures	3203.79	3215.16	3203.52	3207.86	139933.0
2019-06-21 11:30:00	ES	Futures	3208.13	3210.83	3202.44	3204.07	86145.0
2019-06-21 12:00:00	ES	Futures	3204.34	3205.96	3200.28	3202.44	60397.0
2019-06-21 12:30:00	ES	Futures	3202.44	3204.61	3200.28	3203.25	37874.0
2019-06-21 13:00:00	ES	Futures	3203.52	3204.61	3200.28	3202.98	35934.0
2019-06-21 13:30:00	ES	Futures	3202.71	3204.61	3202.44	3204.61	19811.0
2019-06-21 14:00:00	ES	Futures	3204.34	3206.23	3201.36	3203.52	33898.0
2019-06-21 14:30:00	ES	Futures	3203.52	3205.96	3202.71	3204.34	27903.0
2019-06-21 15:00:00	ES	Futures	3204.61	3208.67	3204.07	3205.69	41126.0
2019-06-21 15:30:00	ES	Futures	3205.69	3208.67	3198.38	3199.73	182688.0
2019-06-21 16:00:00	ES	Futures	3199.46	3202.98	3194.32	3195.4	74254.0
2019-06-21 16:30:00	ES	Futures	3195.4	3195.94	3192.42	3192.42	13244.0
2019-06-21 00:00:00	NQ	Futures	8985.42	8988.32	8980.78	8981.36	1037.0
2019-06-21 00:30:00	NQ	Futures	8981.36	8982.81	8975.27	8977.01	1274.0
2019-06-21 01:00:00	NQ	Futures	8977.59	8978.46	8966.56	8968.3	2377.0
2019-06-21 01:30:00	NQ	Futures	8968.3	8977.88	8967.43	8977.01	1808.0
2019-06-21 02:00:00	NQ	Futures	8977.01	8991.51	8972.95	8990.93	3349.0
2019-06-21 02:30:00	NQ	Futures	8990.64	9000.22	8986.58	8996.45	2638.0
2019-06-21 03:00:00	NQ	Futures	8996.74	9003.41	8989.19	8998.19	3828.0
2019-06-21 03:30:00	NQ	Futures	8998.48	9015.6	8998.48	9007.76	4125.0
2019-06-21 04:00:00	NQ	Futures	9007.47	9008.05	8992.38	8996.45	3602.0
2019-06-21 04:30:00	NQ	Futures	8996.45	9001.96	8989.19	8991.22	2294.0
2019-06-21 05:00:00	NQ	Futures	8991.22	9007.47	8990.93	9006.31	2398.0
2019-06-21 05:30:00	NQ	Futures	9006.31	9006.89	8986.58	8996.74	3118.0
2019-06-21 06:00:00	NQ	Futures	8997.03	8998.48	8982.52	8986.58	3377.0
2019-06-21 06:30:00	NQ	Futures	8986.87	8999.93	8983.68	8993.25	3032.0
2019-06-21 07:00:00	NQ	Futures	8993.55	8999.06	8984.26	8986.29	2834.0
2019-06-21 07:30:00	NQ	Futures	8986.58	8990.06	8982.81	8986.87	2237.0

> showing 50 of 2,841 rows — these rows as CSV

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