PREVIEW / futures_30min / 2019-06-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-06-28.parquet
  size:    74 KB
  rows:    2,767

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
2019-06-28 00:00:00	ES	Futures	3175.64	3176.99	3175.64	3176.18	2035.0
2019-06-28 00:30:00	ES	Futures	3175.91	3176.45	3175.1	3175.1	1326.0
2019-06-28 01:00:00	ES	Futures	3175.37	3175.64	3173.48	3174.83	2246.0
2019-06-28 01:30:00	ES	Futures	3175.1	3176.45	3173.75	3175.1	3230.0
2019-06-28 02:00:00	ES	Futures	3175.1	3176.18	3173.75	3175.91	3769.0
2019-06-28 02:30:00	ES	Futures	3175.91	3178.62	3175.91	3177.54	5979.0
2019-06-28 03:00:00	ES	Futures	3177.54	3180.78	3176.99	3179.7	10017.0
2019-06-28 03:30:00	ES	Futures	3179.43	3180.24	3178.62	3179.97	5339.0
2019-06-28 04:00:00	ES	Futures	3179.97	3181.87	3177.54	3181.33	7014.0
2019-06-28 04:30:00	ES	Futures	3181.6	3182.68	3180.78	3181.33	5973.0
2019-06-28 05:00:00	ES	Futures	3181.33	3182.95	3180.24	3181.87	6438.0
2019-06-28 05:30:00	ES	Futures	3181.6	3183.22	3180.78	3182.41	7825.0
2019-06-28 06:00:00	ES	Futures	3182.68	3182.68	3180.78	3180.78	5019.0
2019-06-28 06:30:00	ES	Futures	3180.78	3181.33	3179.16	3180.24	4223.0
2019-06-28 07:00:00	ES	Futures	3180.24	3181.06	3179.16	3179.16	3400.0
2019-06-28 07:30:00	ES	Futures	3179.16	3180.78	3178.62	3180.51	5083.0
2019-06-28 08:00:00	ES	Futures	3180.51	3181.87	3179.43	3181.06	5731.0
2019-06-28 08:30:00	ES	Futures	3181.33	3182.68	3180.24	3181.87	11151.0
2019-06-28 09:00:00	ES	Futures	3182.14	3182.41	3180.78	3181.6	10442.0
2019-06-28 09:30:00	ES	Futures	3181.87	3184.57	3175.64	3177.81	127402.0
2019-06-28 10:00:00	ES	Futures	3178.08	3179.43	3176.18	3176.72	70508.0
2019-06-28 10:30:00	ES	Futures	3176.99	3180.51	3175.91	3179.16	52483.0
2019-06-28 11:00:00	ES	Futures	3179.16	3181.33	3176.18	3179.7	48295.0
2019-06-28 11:30:00	ES	Futures	3179.43	3183.22	3179.16	3181.33	51008.0
2019-06-28 12:00:00	ES	Futures	3181.33	3188.64	3181.33	3187.01	64595.0
2019-06-28 12:30:00	ES	Futures	3187.01	3188.09	3186.2	3186.74	34623.0
2019-06-28 13:00:00	ES	Futures	3186.74	3186.74	3182.95	3184.03	33622.0
2019-06-28 13:30:00	ES	Futures	3184.03	3185.12	3180.51	3181.33	38892.0
2019-06-28 14:00:00	ES	Futures	3181.33	3183.22	3180.78	3182.14	29025.0
2019-06-28 14:30:00	ES	Futures	3182.14	3183.22	3178.62	3179.43	45781.0
2019-06-28 15:00:00	ES	Futures	3179.43	3181.33	3178.62	3178.89	45097.0
2019-06-28 15:30:00	ES	Futures	3179.16	3192.7	3178.08	3187.01	291150.0
2019-06-28 16:00:00	ES	Futures	3187.01	3200.0	3185.66	3199.46	120470.0
2019-06-28 16:30:00	ES	Futures	3197.03	3199.46	3195.4	3198.38	15600.0
2019-06-28 00:00:00	NQ	Futures	8915.79	8920.14	8914.92	8916.08	889.0
2019-06-28 00:30:00	NQ	Futures	8915.79	8918.4	8911.72	8913.18	527.0
2019-06-28 01:00:00	NQ	Futures	8912.6	8914.63	8906.5	8911.72	940.0
2019-06-28 01:30:00	NQ	Futures	8912.02	8917.53	8908.53	8913.76	987.0
2019-06-28 02:00:00	NQ	Futures	8913.18	8917.24	8909.11	8915.5	1103.0
2019-06-28 02:30:00	NQ	Futures	8915.79	8926.52	8915.79	8924.2	2301.0
2019-06-28 03:00:00	NQ	Futures	8924.2	8934.65	8922.46	8929.71	3307.0
2019-06-28 03:30:00	NQ	Futures	8930.0	8933.78	8926.81	8932.91	1327.0
2019-06-28 04:00:00	NQ	Futures	8932.91	8938.13	8924.78	8935.52	2653.0
2019-06-28 04:30:00	NQ	Futures	8936.1	8941.61	8931.74	8933.49	2137.0
2019-06-28 05:00:00	NQ	Futures	8934.07	8939.29	8929.71	8934.07	2180.0
2019-06-28 05:30:00	NQ	Futures	8934.07	8942.48	8931.74	8938.71	2001.0
2019-06-28 06:00:00	NQ	Futures	8938.71	8938.71	8932.62	8934.07	1309.0
2019-06-28 06:30:00	NQ	Futures	8933.49	8934.07	8927.68	8930.87	1502.0
2019-06-28 07:00:00	NQ	Futures	8930.87	8932.33	8923.62	8924.2	1411.0
2019-06-28 07:30:00	NQ	Futures	8923.91	8933.78	8923.33	8932.33	1663.0

> showing 50 of 2,767 rows — these rows as CSV

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