PREVIEW / futures_30min / 2019-07-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-23.parquet
  size:    90 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
2019-07-23 00:00:00	ES	Futures	3239.53	3240.34	3239.26	3240.07	1943.0
2019-07-23 00:30:00	ES	Futures	3240.07	3240.07	3238.99	3239.53	1565.0
2019-07-23 01:00:00	ES	Futures	3239.53	3239.8	3238.17	3238.99	1955.0
2019-07-23 01:30:00	ES	Futures	3238.99	3238.99	3236.55	3237.36	4251.0
2019-07-23 02:00:00	ES	Futures	3237.36	3240.07	3237.36	3238.99	5535.0
2019-07-23 02:30:00	ES	Futures	3239.26	3240.34	3238.72	3240.34	2573.0
2019-07-23 03:00:00	ES	Futures	3240.34	3242.23	3239.53	3240.34	12813.0
2019-07-23 03:30:00	ES	Futures	3240.07	3240.88	3238.72	3240.34	7347.0
2019-07-23 04:00:00	ES	Futures	3240.34	3242.78	3240.34	3242.23	7339.0
2019-07-23 04:30:00	ES	Futures	3241.96	3244.67	3241.42	3243.86	10894.0
2019-07-23 05:00:00	ES	Futures	3244.13	3244.4	3242.78	3243.86	6364.0
2019-07-23 05:30:00	ES	Futures	3243.86	3244.4	3243.32	3243.86	4811.0
2019-07-23 06:00:00	ES	Futures	3243.86	3246.84	3243.59	3246.57	9549.0
2019-07-23 06:30:00	ES	Futures	3246.57	3246.57	3244.67	3245.48	9536.0
2019-07-23 07:00:00	ES	Futures	3245.48	3247.38	3245.21	3246.3	11572.0
2019-07-23 07:30:00	ES	Futures	3246.3	3247.38	3244.94	3245.75	9510.0
2019-07-23 08:00:00	ES	Futures	3245.48	3249.0	3245.48	3248.19	14063.0
2019-07-23 08:30:00	ES	Futures	3248.46	3249.54	3247.65	3248.46	11120.0
2019-07-23 09:00:00	ES	Futures	3248.73	3249.27	3247.11	3248.19	16097.0
2019-07-23 09:30:00	ES	Futures	3248.46	3249.0	3241.15	3242.23	114509.0
2019-07-23 10:00:00	ES	Futures	3242.23	3243.32	3238.44	3240.34	75974.0
2019-07-23 10:30:00	ES	Futures	3240.07	3246.3	3239.53	3244.4	58068.0
2019-07-23 11:00:00	ES	Futures	3244.4	3245.48	3240.34	3242.78	59643.0
2019-07-23 11:30:00	ES	Futures	3242.78	3242.78	3238.72	3240.07	42807.0
2019-07-23 12:00:00	ES	Futures	3240.34	3243.86	3237.9	3241.15	41149.0
2019-07-23 12:30:00	ES	Futures	3241.42	3245.21	3240.07	3244.67	26928.0
2019-07-23 13:00:00	ES	Futures	3244.94	3245.75	3243.32	3244.67	23212.0
2019-07-23 13:30:00	ES	Futures	3244.94	3255.77	3244.67	3254.42	118976.0
2019-07-23 14:00:00	ES	Futures	3254.42	3255.5	3250.9	3252.79	45911.0
2019-07-23 14:30:00	ES	Futures	3252.52	3255.77	3251.17	3254.96	38348.0
2019-07-23 15:00:00	ES	Futures	3254.96	3255.77	3252.25	3254.69	35644.0
2019-07-23 15:30:00	ES	Futures	3254.69	3257.39	3254.15	3256.58	102994.0
2019-07-23 16:00:00	ES	Futures	3256.85	3257.39	3254.42	3257.12	42602.0
2019-07-23 16:30:00	ES	Futures	3257.66	3257.66	3249.0	3251.71	16004.0
2019-07-23 18:00:00	ES	Futures	3251.71	3253.33	3251.17	3251.98	3584.0
2019-07-23 18:30:00	ES	Futures	3252.25	3253.87	3251.71	3253.33	1307.0
2019-07-23 19:00:00	ES	Futures	3253.06	3253.33	3252.25	3253.33	885.0
2019-07-23 19:30:00	ES	Futures	3253.33	3254.69	3252.79	3254.42	2797.0
2019-07-23 20:00:00	ES	Futures	3254.42	3254.42	3251.17	3252.52	4147.0
2019-07-23 20:30:00	ES	Futures	3252.52	3253.6	3251.98	3252.79	3397.0
2019-07-23 21:00:00	ES	Futures	3252.79	3255.23	3252.79	3253.87	4797.0
2019-07-23 21:30:00	ES	Futures	3253.87	3256.85	3253.87	3255.77	6292.0
2019-07-23 22:00:00	ES	Futures	3256.04	3256.85	3255.23	3256.58	2907.0
2019-07-23 22:30:00	ES	Futures	3256.31	3257.39	3256.04	3257.12	2268.0
2019-07-23 23:00:00	ES	Futures	3257.12	3257.39	3256.31	3256.58	1889.0
2019-07-23 23:30:00	ES	Futures	3256.58	3257.12	3256.04	3256.58	1221.0
2019-07-23 00:00:00	NQ	Futures	9202.16	9207.09	9201.87	9206.22	743.0
2019-07-23 00:30:00	NQ	Futures	9206.22	9206.22	9201.58	9203.61	620.0
2019-07-23 01:00:00	NQ	Futures	9203.61	9204.77	9198.1	9200.71	783.0
2019-07-23 01:30:00	NQ	Futures	9200.42	9201.58	9194.61	9197.81	1266.0

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

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