PREVIEW / futures_30min / 2019-07-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-22.parquet
  size:    87 KB
  rows:    3,421

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
2019-07-22 00:00:00	ES	Futures	3222.74	3223.83	3222.74	3223.01	1499.0
2019-07-22 00:30:00	ES	Futures	3223.01	3224.1	3223.01	3224.1	1130.0
2019-07-22 01:00:00	ES	Futures	3224.1	3224.91	3222.74	3224.37	2280.0
2019-07-22 01:30:00	ES	Futures	3224.64	3230.86	3224.37	3225.72	9641.0
2019-07-22 02:00:00	ES	Futures	3225.72	3228.16	3225.45	3226.26	5594.0
2019-07-22 02:30:00	ES	Futures	3226.26	3229.78	3225.99	3228.43	7980.0
2019-07-22 03:00:00	ES	Futures	3228.43	3230.32	3226.53	3229.51	13129.0
2019-07-22 03:30:00	ES	Futures	3229.24	3229.51	3225.72	3225.99	11946.0
2019-07-22 04:00:00	ES	Futures	3225.99	3232.49	3225.99	3231.68	9374.0
2019-07-22 04:30:00	ES	Futures	3231.68	3233.03	3230.86	3232.76	10075.0
2019-07-22 05:00:00	ES	Futures	3232.49	3233.03	3230.05	3230.86	6467.0
2019-07-22 05:30:00	ES	Futures	3230.86	3233.03	3230.05	3230.86	5886.0
2019-07-22 06:00:00	ES	Futures	3231.14	3231.68	3229.51	3231.14	4224.0
2019-07-22 06:30:00	ES	Futures	3231.14	3235.2	3231.14	3233.03	8519.0
2019-07-22 07:00:00	ES	Futures	3233.03	3233.57	3231.68	3231.95	6543.0
2019-07-22 07:30:00	ES	Futures	3231.95	3232.76	3231.68	3231.95	6385.0
2019-07-22 08:00:00	ES	Futures	3231.95	3235.74	3228.43	3233.03	33868.0
2019-07-22 08:30:00	ES	Futures	3232.76	3234.65	3232.49	3232.49	9241.0
2019-07-22 09:00:00	ES	Futures	3232.49	3233.3	3229.78	3231.68	14548.0
2019-07-22 09:30:00	ES	Futures	3231.68	3237.09	3228.43	3236.55	141071.0
2019-07-22 10:00:00	ES	Futures	3236.55	3237.09	3228.97	3231.95	74302.0
2019-07-22 10:30:00	ES	Futures	3231.68	3234.11	3225.18	3227.89	85600.0
2019-07-22 11:00:00	ES	Futures	3227.89	3230.05	3225.45	3227.62	64549.0
2019-07-22 11:30:00	ES	Futures	3227.62	3233.03	3226.26	3231.95	53742.0
2019-07-22 12:00:00	ES	Futures	3231.68	3234.11	3228.43	3233.3	36605.0
2019-07-22 12:30:00	ES	Futures	3233.3	3236.82	3232.22	3236.01	38796.0
2019-07-22 13:00:00	ES	Futures	3235.74	3236.55	3233.3	3234.11	25916.0
2019-07-22 13:30:00	ES	Futures	3234.11	3237.09	3233.84	3236.28	21126.0
2019-07-22 14:00:00	ES	Futures	3236.55	3237.36	3234.38	3234.65	27282.0
2019-07-22 14:30:00	ES	Futures	3234.65	3236.01	3233.03	3235.74	31995.0
2019-07-22 15:00:00	ES	Futures	3235.47	3241.42	3233.84	3236.01	69468.0
2019-07-22 15:30:00	ES	Futures	3236.01	3236.28	3231.95	3235.2	109494.0
2019-07-22 16:00:00	ES	Futures	3235.2	3237.63	3233.3	3236.82	39941.0
2019-07-22 16:30:00	ES	Futures	3237.63	3238.44	3236.28	3236.55	5002.0
2019-07-22 18:00:00	ES	Futures	3236.28	3238.44	3236.01	3237.63	2111.0
2019-07-22 18:30:00	ES	Futures	3237.63	3237.63	3235.47	3236.55	1552.0
2019-07-22 19:00:00	ES	Futures	3236.55	3237.09	3235.47	3237.09	575.0
2019-07-22 19:30:00	ES	Futures	3236.82	3237.9	3236.55	3237.09	1374.0
2019-07-22 20:00:00	ES	Futures	3236.82	3240.88	3234.93	3239.8	8504.0
2019-07-22 20:30:00	ES	Futures	3240.07	3241.15	3238.99	3239.53	5341.0
2019-07-22 21:00:00	ES	Futures	3239.53	3240.61	3238.72	3240.34	3544.0
2019-07-22 21:30:00	ES	Futures	3240.34	3243.05	3238.99	3241.96	6771.0
2019-07-22 22:00:00	ES	Futures	3242.23	3242.23	3240.34	3240.61	2504.0
2019-07-22 22:30:00	ES	Futures	3240.34	3240.88	3239.53	3240.07	1943.0
2019-07-22 23:00:00	ES	Futures	3239.8	3240.88	3239.53	3239.53	2288.0
2019-07-22 23:30:00	ES	Futures	3239.8	3240.61	3238.99	3239.26	2082.0
2019-07-22 00:00:00	NQ	Futures	9098.0	9100.32	9097.13	9098.87	472.0
2019-07-22 00:30:00	NQ	Futures	9099.16	9104.09	9099.16	9103.51	633.0
2019-07-22 01:00:00	NQ	Futures	9103.22	9108.15	9099.16	9107.28	1120.0
2019-07-22 01:30:00	NQ	Futures	9107.28	9132.23	9106.99	9113.66	3567.0

> showing 50 of 3,421 rows — these rows as CSV

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