PREVIEW / futures_30min / 2019-06-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-27.parquet
  size:    91 KB
  rows:    3,452

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
2019-06-27 00:00:00	ES	Futures	3169.96	3170.23	3168.33	3168.6	1836.0
2019-06-27 00:30:00	ES	Futures	3168.6	3168.87	3167.52	3167.79	1740.0
2019-06-27 01:00:00	ES	Futures	3168.06	3169.41	3167.25	3167.52	2636.0
2019-06-27 01:30:00	ES	Futures	3167.52	3171.04	3167.25	3170.5	5592.0
2019-06-27 02:00:00	ES	Futures	3170.5	3171.04	3169.41	3171.04	7008.0
2019-06-27 02:30:00	ES	Futures	3170.77	3173.48	3170.77	3172.66	8006.0
2019-06-27 03:00:00	ES	Futures	3172.93	3176.45	3172.39	3174.02	18925.0
2019-06-27 03:30:00	ES	Futures	3174.02	3175.91	3173.48	3174.56	7579.0
2019-06-27 04:00:00	ES	Futures	3174.83	3174.83	3172.66	3174.56	7345.0
2019-06-27 04:30:00	ES	Futures	3174.83	3174.83	3170.77	3172.39	8051.0
2019-06-27 05:00:00	ES	Futures	3172.12	3174.56	3171.31	3173.75	5568.0
2019-06-27 05:30:00	ES	Futures	3173.75	3178.89	3165.08	3167.25	29928.0
2019-06-27 06:00:00	ES	Futures	3167.25	3167.25	3159.4	3164.54	26973.0
2019-06-27 06:30:00	ES	Futures	3164.81	3166.17	3163.46	3165.35	7037.0
2019-06-27 07:00:00	ES	Futures	3165.35	3166.71	3164.27	3164.27	7295.0
2019-06-27 07:30:00	ES	Futures	3164.27	3165.35	3161.02	3164.54	12199.0
2019-06-27 08:00:00	ES	Futures	3164.27	3167.52	3163.19	3166.98	16003.0
2019-06-27 08:30:00	ES	Futures	3166.98	3168.87	3165.08	3168.87	12231.0
2019-06-27 09:00:00	ES	Futures	3168.6	3169.96	3166.98	3168.33	15954.0
2019-06-27 09:30:00	ES	Futures	3168.6	3175.64	3167.25	3173.75	118724.0
2019-06-27 10:00:00	ES	Futures	3173.75	3174.56	3168.87	3171.85	76406.0
2019-06-27 10:30:00	ES	Futures	3171.85	3174.02	3167.79	3171.04	63856.0
2019-06-27 11:00:00	ES	Futures	3170.77	3172.66	3164.0	3166.44	97643.0
2019-06-27 11:30:00	ES	Futures	3166.44	3169.41	3164.81	3168.87	40902.0
2019-06-27 12:00:00	ES	Futures	3168.87	3174.02	3167.52	3171.85	43779.0
2019-06-27 12:30:00	ES	Futures	3172.12	3174.83	3171.85	3172.93	25728.0
2019-06-27 13:00:00	ES	Futures	3173.2	3175.37	3172.66	3174.83	24286.0
2019-06-27 13:30:00	ES	Futures	3175.1	3176.45	3174.02	3174.56	24924.0
2019-06-27 14:00:00	ES	Futures	3174.29	3176.18	3173.48	3175.37	22525.0
2019-06-27 14:30:00	ES	Futures	3175.1	3176.45	3171.58	3172.12	27724.0
2019-06-27 15:00:00	ES	Futures	3172.12	3174.02	3171.04	3172.39	30201.0
2019-06-27 15:30:00	ES	Futures	3172.12	3174.83	3169.96	3170.5	108130.0
2019-06-27 16:00:00	ES	Futures	3170.5	3174.83	3169.96	3173.75	42765.0
2019-06-27 16:30:00	ES	Futures	3173.75	3176.72	3172.66	3176.45	9669.0
2019-06-27 18:00:00	ES	Futures	3175.64	3180.78	3175.64	3178.62	4426.0
2019-06-27 18:30:00	ES	Futures	3178.89	3178.89	3177.81	3178.62	1192.0
2019-06-27 19:00:00	ES	Futures	3178.89	3178.89	3177.54	3178.08	976.0
2019-06-27 19:30:00	ES	Futures	3177.81	3178.89	3175.1	3178.89	3268.0
2019-06-27 20:00:00	ES	Futures	3179.16	3182.68	3179.16	3180.78	8879.0
2019-06-27 20:30:00	ES	Futures	3180.78	3181.33	3178.89	3179.43	3367.0
2019-06-27 21:00:00	ES	Futures	3179.43	3180.51	3177.81	3178.35	3767.0
2019-06-27 21:30:00	ES	Futures	3178.08	3178.62	3174.83	3177.54	8049.0
2019-06-27 22:00:00	ES	Futures	3177.54	3177.81	3175.1	3176.45	2836.0
2019-06-27 22:30:00	ES	Futures	3176.45	3176.45	3172.66	3173.48	4540.0
2019-06-27 23:00:00	ES	Futures	3173.2	3174.83	3172.66	3174.56	3080.0
2019-06-27 23:30:00	ES	Futures	3174.83	3175.91	3174.29	3175.64	1724.0
2019-06-27 00:00:00	NQ	Futures	8918.69	8919.56	8909.69	8910.27	1021.0
2019-06-27 00:30:00	NQ	Futures	8910.27	8911.43	8904.76	8907.95	1077.0
2019-06-27 01:00:00	NQ	Futures	8908.24	8913.76	8905.63	8906.5	1177.0
2019-06-27 01:30:00	NQ	Futures	8906.21	8919.27	8905.63	8916.37	1823.0

> showing 50 of 3,452 rows — these rows as CSV

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