PREVIEW / futures_30min / 2019-08-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-01.parquet
  size:    106 KB
  rows:    3,616

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
2019-08-01 00:00:00	ES	Futures	3231.95	3232.22	3228.7	3228.97	4069.0
2019-08-01 00:30:00	ES	Futures	3228.97	3229.78	3227.62	3227.89	2792.0
2019-08-01 01:00:00	ES	Futures	3227.89	3228.97	3227.08	3227.35	5017.0
2019-08-01 01:30:00	ES	Futures	3227.08	3227.89	3225.45	3226.53	5349.0
2019-08-01 02:00:00	ES	Futures	3226.26	3228.97	3223.56	3224.64	10290.0
2019-08-01 02:30:00	ES	Futures	3224.37	3225.18	3219.77	3220.31	9994.0
2019-08-01 03:00:00	ES	Futures	3220.58	3229.78	3219.5	3227.89	24548.0
2019-08-01 03:30:00	ES	Futures	3227.89	3231.14	3227.08	3230.05	14653.0
2019-08-01 04:00:00	ES	Futures	3229.78	3231.68	3228.16	3228.16	13517.0
2019-08-01 04:30:00	ES	Futures	3228.16	3230.59	3225.45	3229.78	12323.0
2019-08-01 05:00:00	ES	Futures	3229.78	3237.09	3229.24	3234.38	25646.0
2019-08-01 05:30:00	ES	Futures	3234.65	3236.55	3233.03	3236.01	10335.0
2019-08-01 06:00:00	ES	Futures	3236.28	3236.55	3234.38	3235.74	12578.0
2019-08-01 06:30:00	ES	Futures	3235.74	3237.09	3233.03	3233.03	8807.0
2019-08-01 07:00:00	ES	Futures	3233.3	3234.11	3231.41	3233.03	10986.0
2019-08-01 07:30:00	ES	Futures	3233.03	3235.74	3230.05	3231.95	14519.0
2019-08-01 08:00:00	ES	Futures	3231.95	3232.76	3227.35	3227.89	18634.0
2019-08-01 08:30:00	ES	Futures	3228.16	3230.86	3227.62	3230.05	18857.0
2019-08-01 09:00:00	ES	Futures	3229.78	3230.59	3224.37	3227.89	32651.0
2019-08-01 09:30:00	ES	Futures	3228.16	3241.42	3226.8	3239.8	240038.0
2019-08-01 10:00:00	ES	Futures	3239.53	3250.9	3236.28	3250.63	165235.0
2019-08-01 10:30:00	ES	Futures	3250.63	3257.66	3249.27	3256.85	137703.0
2019-08-01 11:00:00	ES	Futures	3256.85	3262.54	3254.15	3262.27	123484.0
2019-08-01 11:30:00	ES	Futures	3262.0	3263.89	3258.75	3259.02	83272.0
2019-08-01 12:00:00	ES	Futures	3259.02	3259.83	3255.23	3256.58	56445.0
2019-08-01 12:30:00	ES	Futures	3256.58	3261.18	3256.31	3258.48	41555.0
2019-08-01 13:00:00	ES	Futures	3258.75	3259.56	3232.22	3235.2	135534.0
2019-08-01 13:30:00	ES	Futures	3235.47	3243.32	3201.63	3214.89	401072.0
2019-08-01 14:00:00	ES	Futures	3214.89	3216.52	3195.13	3203.25	233701.0
2019-08-01 14:30:00	ES	Futures	3203.25	3207.04	3188.36	3201.9	198926.0
2019-08-01 15:00:00	ES	Futures	3201.9	3210.29	3192.97	3204.61	149582.0
2019-08-01 15:30:00	ES	Futures	3204.61	3210.02	3193.24	3198.65	254172.0
2019-08-01 16:00:00	ES	Futures	3198.65	3207.04	3194.86	3195.4	89701.0
2019-08-01 16:30:00	ES	Futures	3196.76	3199.19	3191.34	3192.97	13217.0
2019-08-01 18:00:00	ES	Futures	3194.59	3196.49	3188.36	3188.91	11622.0
2019-08-01 18:30:00	ES	Futures	3189.18	3189.99	3185.66	3189.18	6284.0
2019-08-01 19:00:00	ES	Futures	3189.18	3192.15	3188.64	3190.53	5247.0
2019-08-01 19:30:00	ES	Futures	3190.53	3191.88	3189.18	3189.72	4474.0
2019-08-01 20:00:00	ES	Futures	3189.72	3195.67	3186.2	3191.61	17858.0
2019-08-01 20:30:00	ES	Futures	3191.61	3191.61	3182.14	3183.22	14444.0
2019-08-01 21:00:00	ES	Futures	3183.49	3189.45	3183.22	3189.18	13228.0
2019-08-01 21:30:00	ES	Futures	3189.18	3193.51	3187.82	3191.88	11254.0
2019-08-01 22:00:00	ES	Futures	3191.88	3193.24	3189.99	3190.26	7968.0
2019-08-01 22:30:00	ES	Futures	3190.53	3190.53	3183.76	3186.74	12681.0
2019-08-01 23:00:00	ES	Futures	3186.74	3187.55	3183.76	3186.47	6354.0
2019-08-01 23:30:00	ES	Futures	3186.47	3189.72	3186.2	3188.36	5131.0
2019-08-01 00:00:00	NQ	Futures	9139.49	9140.07	9131.36	9132.52	1140.0
2019-08-01 00:30:00	NQ	Futures	9132.23	9134.55	9129.04	9129.91	950.0
2019-08-01 01:00:00	NQ	Futures	9130.2	9133.97	9125.56	9126.14	1306.0
2019-08-01 01:30:00	NQ	Futures	9126.14	9128.17	9118.02	9120.92	1722.0

> showing 50 of 3,616 rows — these rows as CSV

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