PREVIEW / futures_30min / 2019-07-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-07-26.parquet
  size:    73 KB
  rows:    2,782

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
2019-07-26 00:00:00	ES	Futures	3263.35	3264.43	3263.08	3263.35	1588.0
2019-07-26 00:30:00	ES	Futures	3263.62	3263.89	3263.08	3263.08	2033.0
2019-07-26 01:00:00	ES	Futures	3263.08	3263.35	3262.27	3262.81	2294.0
2019-07-26 01:30:00	ES	Futures	3262.81	3263.89	3262.54	3263.89	1952.0
2019-07-26 02:00:00	ES	Futures	3263.62	3264.16	3261.73	3262.0	4767.0
2019-07-26 02:30:00	ES	Futures	3262.27	3263.35	3261.45	3262.27	4126.0
2019-07-26 03:00:00	ES	Futures	3262.0	3262.81	3260.64	3262.0	9909.0
2019-07-26 03:30:00	ES	Futures	3262.0	3262.27	3259.83	3262.0	8387.0
2019-07-26 04:00:00	ES	Futures	3261.73	3263.08	3260.64	3262.0	6287.0
2019-07-26 04:30:00	ES	Futures	3262.27	3262.81	3260.64	3262.54	5087.0
2019-07-26 05:00:00	ES	Futures	3262.54	3264.43	3261.45	3264.43	7446.0
2019-07-26 05:30:00	ES	Futures	3264.43	3266.33	3264.16	3265.79	7081.0
2019-07-26 06:00:00	ES	Futures	3266.06	3267.14	3265.52	3266.6	7452.0
2019-07-26 06:30:00	ES	Futures	3266.6	3267.14	3264.43	3264.43	5574.0
2019-07-26 07:00:00	ES	Futures	3264.7	3265.52	3263.89	3264.7	6252.0
2019-07-26 07:30:00	ES	Futures	3264.97	3265.52	3264.16	3265.24	5935.0
2019-07-26 08:00:00	ES	Futures	3264.97	3265.79	3260.37	3260.91	12903.0
2019-07-26 08:30:00	ES	Futures	3260.91	3264.7	3259.29	3263.89	19187.0
2019-07-26 09:00:00	ES	Futures	3263.89	3265.24	3262.81	3264.43	16144.0
2019-07-26 09:30:00	ES	Futures	3264.43	3270.93	3262.81	3269.31	139299.0
2019-07-26 10:00:00	ES	Futures	3269.31	3270.66	3267.41	3267.95	83960.0
2019-07-26 10:30:00	ES	Futures	3267.95	3269.85	3265.79	3268.49	61373.0
2019-07-26 11:00:00	ES	Futures	3268.49	3272.55	3267.68	3271.74	53718.0
2019-07-26 11:30:00	ES	Futures	3271.74	3275.26	3271.47	3274.72	43808.0
2019-07-26 12:00:00	ES	Futures	3274.99	3275.53	3273.37	3274.72	29721.0
2019-07-26 12:30:00	ES	Futures	3274.45	3274.99	3273.09	3274.72	22176.0
2019-07-26 13:00:00	ES	Futures	3274.72	3276.34	3273.91	3274.72	22682.0
2019-07-26 13:30:00	ES	Futures	3274.99	3275.8	3273.64	3275.26	21948.0
2019-07-26 14:00:00	ES	Futures	3275.53	3275.8	3274.18	3275.26	19650.0
2019-07-26 14:30:00	ES	Futures	3275.53	3278.78	3275.26	3278.51	34423.0
2019-07-26 15:00:00	ES	Futures	3278.78	3279.59	3277.43	3278.78	35180.0
2019-07-26 15:30:00	ES	Futures	3278.51	3280.4	3277.43	3277.43	104005.0
2019-07-26 16:00:00	ES	Futures	3277.43	3277.97	3273.91	3274.45	69429.0
2019-07-26 16:30:00	ES	Futures	3274.45	3275.53	3273.09	3273.37	6071.0
2019-07-26 00:00:00	NQ	Futures	9304.58	9309.8	9303.42	9304.29	1180.0
2019-07-26 00:30:00	NQ	Futures	9304.58	9305.16	9299.94	9299.94	945.0
2019-07-26 01:00:00	NQ	Futures	9300.52	9304.0	9298.77	9302.26	940.0
2019-07-26 01:30:00	NQ	Futures	9302.26	9307.19	9301.68	9306.9	752.0
2019-07-26 02:00:00	NQ	Futures	9306.9	9307.77	9300.81	9302.26	1483.0
2019-07-26 02:30:00	NQ	Futures	9302.26	9307.19	9297.32	9299.94	1488.0
2019-07-26 03:00:00	NQ	Futures	9299.65	9302.26	9293.26	9298.48	3429.0
2019-07-26 03:30:00	NQ	Futures	9298.48	9298.48	9288.62	9294.13	2932.0
2019-07-26 04:00:00	NQ	Futures	9293.84	9296.45	9287.46	9290.94	2419.0
2019-07-26 04:30:00	NQ	Futures	9290.94	9293.55	9285.43	9292.39	2259.0
2019-07-26 05:00:00	NQ	Futures	9292.1	9300.23	9289.2	9299.36	2196.0
2019-07-26 05:30:00	NQ	Futures	9299.36	9305.45	9298.77	9303.71	2290.0
2019-07-26 06:00:00	NQ	Futures	9303.42	9307.77	9303.42	9307.19	2152.0
2019-07-26 06:30:00	NQ	Futures	9307.19	9309.8	9299.94	9300.81	2166.0
2019-07-26 07:00:00	NQ	Futures	9300.52	9302.84	9297.32	9299.94	2155.0
2019-07-26 07:30:00	NQ	Futures	9299.94	9302.55	9295.87	9299.94	2106.0

> showing 50 of 2,782 rows — these rows as CSV

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