PREVIEW / futures_30min / 2019-06-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-24.parquet
  size:    89 KB
  rows:    3,416

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
2019-06-24 00:00:00	ES	Futures	3205.69	3205.69	3204.88	3205.15	1636.0
2019-06-24 00:30:00	ES	Futures	3204.88	3205.42	3204.61	3204.88	1266.0
2019-06-24 01:00:00	ES	Futures	3204.61	3205.42	3204.07	3204.07	2175.0
2019-06-24 01:30:00	ES	Futures	3204.07	3205.15	3203.52	3203.79	3378.0
2019-06-24 02:00:00	ES	Futures	3203.79	3205.96	3203.52	3204.88	5768.0
2019-06-24 02:30:00	ES	Futures	3204.88	3205.42	3203.79	3204.34	3014.0
2019-06-24 03:00:00	ES	Futures	3204.34	3207.04	3204.07	3205.69	9887.0
2019-06-24 03:30:00	ES	Futures	3205.69	3206.5	3201.9	3201.9	6957.0
2019-06-24 04:00:00	ES	Futures	3201.9	3203.25	3201.09	3203.25	7352.0
2019-06-24 04:30:00	ES	Futures	3202.98	3203.25	3201.09	3202.71	4807.0
2019-06-24 05:00:00	ES	Futures	3202.71	3203.25	3201.63	3202.17	4383.0
2019-06-24 05:30:00	ES	Futures	3202.17	3202.71	3201.09	3202.71	4384.0
2019-06-24 06:00:00	ES	Futures	3202.44	3204.61	3202.44	3203.79	5181.0
2019-06-24 06:30:00	ES	Futures	3203.52	3203.79	3201.36	3201.63	4191.0
2019-06-24 07:00:00	ES	Futures	3201.63	3202.71	3199.19	3200.28	8744.0
2019-06-24 07:30:00	ES	Futures	3200.28	3201.63	3200.0	3201.09	4938.0
2019-06-24 08:00:00	ES	Futures	3201.09	3202.71	3199.73	3200.28	7498.0
2019-06-24 08:30:00	ES	Futures	3200.28	3202.71	3200.28	3201.36	9321.0
2019-06-24 09:00:00	ES	Futures	3201.36	3202.17	3199.73	3200.82	15433.0
2019-06-24 09:30:00	ES	Futures	3201.09	3204.07	3197.57	3197.84	119741.0
2019-06-24 10:00:00	ES	Futures	3197.84	3204.61	3197.3	3204.61	77002.0
2019-06-24 10:30:00	ES	Futures	3204.61	3205.15	3199.46	3200.82	69648.0
2019-06-24 11:00:00	ES	Futures	3200.82	3203.52	3199.19	3202.71	49557.0
2019-06-24 11:30:00	ES	Futures	3202.71	3204.34	3201.09	3201.63	45010.0
2019-06-24 12:00:00	ES	Futures	3201.36	3202.71	3200.0	3200.82	32669.0
2019-06-24 12:30:00	ES	Futures	3200.55	3201.63	3199.73	3200.55	27088.0
2019-06-24 13:00:00	ES	Futures	3200.55	3200.82	3199.19	3199.46	23281.0
2019-06-24 13:30:00	ES	Futures	3199.46	3201.09	3195.94	3197.3	40603.0
2019-06-24 14:00:00	ES	Futures	3197.3	3198.92	3195.67	3196.76	26868.0
2019-06-24 14:30:00	ES	Futures	3196.76	3198.38	3195.67	3197.84	26537.0
2019-06-24 15:00:00	ES	Futures	3197.57	3198.65	3194.86	3196.21	43294.0
2019-06-24 15:30:00	ES	Futures	3196.49	3197.57	3192.97	3195.4	100543.0
2019-06-24 16:00:00	ES	Futures	3195.13	3197.03	3194.86	3196.76	30092.0
2019-06-24 16:30:00	ES	Futures	3196.76	3197.3	3195.67	3195.94	3521.0
2019-06-24 18:00:00	ES	Futures	3195.4	3197.3	3195.13	3196.21	2220.0
2019-06-24 18:30:00	ES	Futures	3196.49	3196.76	3195.67	3196.76	637.0
2019-06-24 19:00:00	ES	Futures	3196.76	3197.84	3196.76	3197.84	1199.0
2019-06-24 19:30:00	ES	Futures	3197.57	3197.57	3195.94	3196.76	1475.0
2019-06-24 20:00:00	ES	Futures	3197.03	3201.09	3196.76	3201.09	6499.0
2019-06-24 20:30:00	ES	Futures	3201.09	3201.63	3200.28	3201.63	3708.0
2019-06-24 21:00:00	ES	Futures	3201.63	3203.25	3199.46	3201.09	6494.0
2019-06-24 21:30:00	ES	Futures	3201.09	3201.63	3198.92	3199.19	4704.0
2019-06-24 22:00:00	ES	Futures	3198.92	3199.46	3197.84	3198.38	4671.0
2019-06-24 22:30:00	ES	Futures	3198.11	3198.11	3189.72	3190.8	10439.0
2019-06-24 23:00:00	ES	Futures	3190.8	3192.15	3188.64	3189.99	8364.0
2019-06-24 23:30:00	ES	Futures	3189.99	3191.34	3188.91	3189.45	5557.0
2019-06-24 00:00:00	NQ	Futures	9039.97	9039.97	9034.75	9035.62	658.0
2019-06-24 00:30:00	NQ	Futures	9035.62	9038.52	9033.58	9034.46	622.0
2019-06-24 01:00:00	NQ	Futures	9034.17	9035.62	9028.94	9028.94	1226.0
2019-06-24 01:30:00	NQ	Futures	9029.52	9033.87	9028.07	9028.65	884.0

> showing 50 of 3,416 rows — these rows as CSV

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