PREVIEW / futures_30min / 2019-07-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-25.parquet
  size:    95 KB
  rows:    3,491

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
2019-07-25 00:00:00	ES	Futures	3272.55	3273.09	3272.01	3273.09	1485.0
2019-07-25 00:30:00	ES	Futures	3273.09	3273.37	3272.55	3272.82	1338.0
2019-07-25 01:00:00	ES	Futures	3273.09	3274.99	3272.55	3274.18	4836.0
2019-07-25 01:30:00	ES	Futures	3274.18	3274.45	3273.37	3273.64	1722.0
2019-07-25 02:00:00	ES	Futures	3273.91	3274.99	3273.09	3274.18	5278.0
2019-07-25 02:30:00	ES	Futures	3274.45	3275.26	3274.18	3274.72	3460.0
2019-07-25 03:00:00	ES	Futures	3274.45	3274.72	3270.93	3272.01	11113.0
2019-07-25 03:30:00	ES	Futures	3271.74	3273.09	3271.2	3272.55	6748.0
2019-07-25 04:00:00	ES	Futures	3272.55	3273.64	3271.74	3273.09	8249.0
2019-07-25 04:30:00	ES	Futures	3272.82	3273.91	3271.74	3273.91	5066.0
2019-07-25 05:00:00	ES	Futures	3273.91	3273.91	3271.74	3272.82	5578.0
2019-07-25 05:30:00	ES	Futures	3272.82	3273.64	3272.28	3273.37	5679.0
2019-07-25 06:00:00	ES	Futures	3273.09	3273.37	3269.58	3270.12	6270.0
2019-07-25 06:30:00	ES	Futures	3270.12	3270.66	3269.03	3270.66	7629.0
2019-07-25 07:00:00	ES	Futures	3270.39	3271.47	3270.12	3270.39	7018.0
2019-07-25 07:30:00	ES	Futures	3270.39	3277.97	3269.58	3277.97	30707.0
2019-07-25 08:00:00	ES	Futures	3277.7	3278.51	3276.34	3276.88	17497.0
2019-07-25 08:30:00	ES	Futures	3276.88	3278.51	3272.28	3273.91	26464.0
2019-07-25 09:00:00	ES	Futures	3273.91	3273.91	3264.43	3266.87	58136.0
2019-07-25 09:30:00	ES	Futures	3266.87	3267.68	3253.06	3256.31	190870.0
2019-07-25 10:00:00	ES	Futures	3256.31	3260.91	3255.23	3260.1	96018.0
2019-07-25 10:30:00	ES	Futures	3260.1	3265.79	3259.83	3263.08	86349.0
2019-07-25 11:00:00	ES	Futures	3262.81	3265.79	3259.56	3260.64	53324.0
2019-07-25 11:30:00	ES	Futures	3260.37	3261.18	3253.87	3256.31	58308.0
2019-07-25 12:00:00	ES	Futures	3256.31	3257.12	3253.06	3255.23	51172.0
2019-07-25 12:30:00	ES	Futures	3254.96	3256.04	3246.3	3251.44	97702.0
2019-07-25 13:00:00	ES	Futures	3251.17	3252.52	3247.65	3252.25	41911.0
2019-07-25 13:30:00	ES	Futures	3252.25	3257.94	3251.71	3252.25	54418.0
2019-07-25 14:00:00	ES	Futures	3252.25	3259.56	3252.25	3256.85	47368.0
2019-07-25 14:30:00	ES	Futures	3256.85	3257.94	3250.63	3252.79	41838.0
2019-07-25 15:00:00	ES	Futures	3252.52	3254.96	3249.0	3254.42	52051.0
2019-07-25 15:30:00	ES	Futures	3254.15	3257.66	3250.63	3255.77	117913.0
2019-07-25 16:00:00	ES	Futures	3255.5	3258.48	3251.71	3254.42	69086.0
2019-07-25 16:30:00	ES	Futures	3254.96	3256.31	3252.79	3253.87	9785.0
2019-07-25 18:00:00	ES	Futures	3255.5	3257.39	3254.96	3256.85	4285.0
2019-07-25 18:30:00	ES	Futures	3256.85	3257.94	3255.77	3256.31	1295.0
2019-07-25 19:00:00	ES	Futures	3256.31	3257.12	3256.04	3256.58	876.0
2019-07-25 19:30:00	ES	Futures	3256.58	3258.21	3256.58	3257.94	1682.0
2019-07-25 20:00:00	ES	Futures	3258.21	3260.1	3256.85	3259.02	4567.0
2019-07-25 20:30:00	ES	Futures	3259.02	3259.83	3258.48	3259.02	2510.0
2019-07-25 21:00:00	ES	Futures	3259.02	3259.56	3258.21	3258.48	2686.0
2019-07-25 21:30:00	ES	Futures	3258.75	3263.62	3258.21	3261.73	8301.0
2019-07-25 22:00:00	ES	Futures	3261.73	3262.81	3261.18	3262.27	2997.0
2019-07-25 22:30:00	ES	Futures	3262.0	3263.35	3262.0	3262.81	2679.0
2019-07-25 23:00:00	ES	Futures	3262.81	3263.08	3262.0	3262.81	2051.0
2019-07-25 23:30:00	ES	Futures	3262.54	3263.62	3262.27	3263.08	1843.0
2019-07-25 00:00:00	NQ	Futures	9304.58	9309.8	9302.26	9309.22	735.0
2019-07-25 00:30:00	NQ	Futures	9308.93	9309.22	9305.16	9307.19	473.0
2019-07-25 01:00:00	NQ	Futures	9307.19	9313.28	9305.74	9311.54	1182.0
2019-07-25 01:30:00	NQ	Futures	9311.25	9311.83	9308.35	9308.93	673.0

> showing 50 of 3,491 rows — these rows as CSV

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