PREVIEW / futures_30min / 2019-07-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-19.parquet
  size:    77 KB
  rows:    2,801

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
2019-07-19 00:00:00	ES	Futures	3255.5	3256.31	3254.69	3254.96	2940.0
2019-07-19 00:30:00	ES	Futures	3254.96	3256.58	3253.87	3256.58	2939.0
2019-07-19 01:00:00	ES	Futures	3256.58	3257.39	3255.77	3255.77	3178.0
2019-07-19 01:30:00	ES	Futures	3255.77	3256.31	3254.96	3255.23	3271.0
2019-07-19 02:00:00	ES	Futures	3255.5	3255.77	3254.42	3254.96	5188.0
2019-07-19 02:30:00	ES	Futures	3254.69	3255.23	3252.52	3252.79	4718.0
2019-07-19 03:00:00	ES	Futures	3252.52	3256.04	3252.25	3255.77	13228.0
2019-07-19 03:30:00	ES	Futures	3255.5	3257.39	3255.23	3256.04	8385.0
2019-07-19 04:00:00	ES	Futures	3256.04	3257.66	3255.23	3257.39	7734.0
2019-07-19 04:30:00	ES	Futures	3257.39	3257.39	3254.15	3254.96	10392.0
2019-07-19 05:00:00	ES	Futures	3254.96	3255.23	3251.71	3253.33	9180.0
2019-07-19 05:30:00	ES	Futures	3253.06	3253.87	3248.73	3249.27	13578.0
2019-07-19 06:00:00	ES	Futures	3249.27	3250.9	3246.84	3249.0	15214.0
2019-07-19 06:30:00	ES	Futures	3249.0	3249.27	3246.3	3247.38	12819.0
2019-07-19 07:00:00	ES	Futures	3247.65	3250.09	3245.75	3249.54	18685.0
2019-07-19 07:30:00	ES	Futures	3249.54	3252.25	3249.0	3250.9	10492.0
2019-07-19 08:00:00	ES	Futures	3250.9	3254.15	3250.63	3254.15	10183.0
2019-07-19 08:30:00	ES	Futures	3253.87	3255.23	3250.63	3254.96	18790.0
2019-07-19 09:00:00	ES	Futures	3254.96	3259.02	3253.33	3258.48	32370.0
2019-07-19 09:30:00	ES	Futures	3258.48	3259.02	3251.17	3253.6	134115.0
2019-07-19 10:00:00	ES	Futures	3253.6	3255.5	3248.73	3251.71	93039.0
2019-07-19 10:30:00	ES	Futures	3251.98	3253.33	3246.02	3248.73	83727.0
2019-07-19 11:00:00	ES	Futures	3248.73	3252.79	3247.38	3248.46	60724.0
2019-07-19 11:30:00	ES	Futures	3248.19	3249.54	3240.88	3244.13	95455.0
2019-07-19 12:00:00	ES	Futures	3244.13	3249.54	3243.86	3249.27	47842.0
2019-07-19 12:30:00	ES	Futures	3249.27	3251.71	3248.73	3250.36	30941.0
2019-07-19 13:00:00	ES	Futures	3250.63	3250.9	3246.84	3247.11	23691.0
2019-07-19 13:30:00	ES	Futures	3247.38	3248.19	3243.86	3247.11	46448.0
2019-07-19 14:00:00	ES	Futures	3247.38	3249.54	3237.9	3238.44	87488.0
2019-07-19 14:30:00	ES	Futures	3238.44	3241.69	3235.47	3238.99	68327.0
2019-07-19 15:00:00	ES	Futures	3239.26	3239.26	3228.43	3233.57	108878.0
2019-07-19 15:30:00	ES	Futures	3233.84	3237.36	3224.37	3226.53	170781.0
2019-07-19 16:00:00	ES	Futures	3226.8	3228.16	3223.01	3223.83	63722.0
2019-07-19 16:30:00	ES	Futures	3224.37	3224.91	3215.43	3217.06	17432.0
2019-07-19 00:00:00	NQ	Futures	9242.2	9245.68	9240.75	9241.62	678.0
2019-07-19 00:30:00	NQ	Futures	9241.91	9247.13	9236.39	9245.68	980.0
2019-07-19 01:00:00	NQ	Futures	9245.68	9249.45	9244.52	9244.52	1089.0
2019-07-19 01:30:00	NQ	Futures	9244.52	9245.68	9239.88	9240.46	1096.0
2019-07-19 02:00:00	NQ	Futures	9240.46	9244.52	9236.97	9240.75	1678.0
2019-07-19 02:30:00	NQ	Futures	9240.75	9240.75	9231.75	9232.91	1413.0
2019-07-19 03:00:00	NQ	Futures	9232.91	9243.36	9230.3	9241.04	3073.0
2019-07-19 03:30:00	NQ	Futures	9240.75	9250.61	9239.88	9244.81	2144.0
2019-07-19 04:00:00	NQ	Futures	9245.1	9252.64	9242.78	9251.48	1999.0
2019-07-19 04:30:00	NQ	Futures	9251.48	9251.77	9242.2	9248.0	3094.0
2019-07-19 05:00:00	NQ	Futures	9248.0	9248.0	9237.55	9241.33	2401.0
2019-07-19 05:30:00	NQ	Futures	9241.33	9244.81	9229.43	9232.04	3243.0
2019-07-19 06:00:00	NQ	Futures	9231.75	9236.1	9222.18	9230.3	3786.0
2019-07-19 06:30:00	NQ	Futures	9230.59	9232.91	9216.08	9218.99	4094.0
2019-07-19 07:00:00	NQ	Futures	9219.28	9227.4	9212.31	9226.24	5279.0
2019-07-19 07:30:00	NQ	Futures	9225.95	9231.46	9219.86	9227.11	3056.0

> showing 50 of 2,801 rows — these rows as CSV

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