PREVIEW / futures_30min / 2019-08-02

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-02.parquet
  size:    85 KB
  rows:    2,880

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
2019-08-02 00:00:00	ES	Futures	3188.36	3189.99	3188.09	3189.72	3242.0
2019-08-02 00:30:00	ES	Futures	3189.72	3193.24	3189.72	3191.88	6137.0
2019-08-02 01:00:00	ES	Futures	3191.88	3192.7	3191.07	3191.88	5379.0
2019-08-02 01:30:00	ES	Futures	3191.88	3192.7	3189.99	3192.42	5781.0
2019-08-02 02:00:00	ES	Futures	3192.7	3194.05	3189.99	3193.78	14428.0
2019-08-02 02:30:00	ES	Futures	3194.05	3194.86	3189.72	3192.15	12032.0
2019-08-02 03:00:00	ES	Futures	3192.15	3194.86	3186.47	3187.55	47279.0
2019-08-02 03:30:00	ES	Futures	3187.28	3188.09	3178.08	3181.87	30353.0
2019-08-02 04:00:00	ES	Futures	3181.6	3185.39	3179.7	3181.06	21961.0
2019-08-02 04:30:00	ES	Futures	3181.06	3186.2	3178.08	3181.33	23572.0
2019-08-02 05:00:00	ES	Futures	3181.6	3183.49	3176.45	3183.22	24951.0
2019-08-02 05:30:00	ES	Futures	3183.22	3185.12	3181.33	3183.22	15004.0
2019-08-02 06:00:00	ES	Futures	3183.22	3189.72	3182.68	3188.09	20744.0
2019-08-02 06:30:00	ES	Futures	3188.36	3191.07	3185.39	3188.64	16428.0
2019-08-02 07:00:00	ES	Futures	3188.36	3189.18	3184.57	3185.66	14498.0
2019-08-02 07:30:00	ES	Futures	3185.66	3187.01	3183.76	3184.57	15640.0
2019-08-02 08:00:00	ES	Futures	3184.57	3188.36	3183.49	3187.55	19604.0
2019-08-02 08:30:00	ES	Futures	3187.55	3188.36	3175.91	3187.82	75044.0
2019-08-02 09:00:00	ES	Futures	3187.82	3206.23	3185.66	3187.01	130573.0
2019-08-02 09:30:00	ES	Futures	3187.28	3189.99	3174.56	3176.99	255686.0
2019-08-02 10:00:00	ES	Futures	3176.99	3181.33	3165.63	3171.58	176543.0
2019-08-02 10:30:00	ES	Futures	3171.31	3171.58	3155.61	3156.15	158574.0
2019-08-02 11:00:00	ES	Futures	3156.15	3171.85	3154.8	3164.54	144264.0
2019-08-02 11:30:00	ES	Futures	3164.81	3168.33	3158.05	3166.71	103297.0
2019-08-02 12:00:00	ES	Futures	3166.71	3176.45	3164.54	3175.64	99553.0
2019-08-02 12:30:00	ES	Futures	3175.91	3176.45	3164.54	3164.81	77967.0
2019-08-02 13:00:00	ES	Futures	3165.08	3165.63	3159.4	3161.29	79750.0
2019-08-02 13:30:00	ES	Futures	3161.56	3164.54	3157.77	3161.29	54345.0
2019-08-02 14:00:00	ES	Futures	3161.29	3174.02	3159.4	3168.87	85028.0
2019-08-02 14:30:00	ES	Futures	3169.14	3172.66	3165.08	3169.69	70317.0
2019-08-02 15:00:00	ES	Futures	3169.96	3178.08	3162.92	3175.64	94675.0
2019-08-02 15:30:00	ES	Futures	3175.91	3188.91	3169.41	3174.83	274920.0
2019-08-02 16:00:00	ES	Futures	3174.56	3177.54	3171.31	3174.56	67996.0
2019-08-02 16:30:00	ES	Futures	3174.83	3178.62	3174.56	3177.54	9206.0
2019-08-02 00:00:00	NQ	Futures	9028.65	9035.04	9026.62	9033.87	1143.0
2019-08-02 00:30:00	NQ	Futures	9033.29	9044.32	9033.29	9040.26	1777.0
2019-08-02 01:00:00	NQ	Futures	9040.55	9042.87	9034.46	9039.1	1221.0
2019-08-02 01:30:00	NQ	Futures	9038.81	9043.16	9032.42	9043.16	1380.0
2019-08-02 02:00:00	NQ	Futures	9043.16	9052.15	9033.0	9050.12	3337.0
2019-08-02 02:30:00	NQ	Futures	9050.7	9052.15	9031.55	9042.0	3509.0
2019-08-02 03:00:00	NQ	Futures	9041.71	9050.41	9020.24	9024.88	8958.0
2019-08-02 03:30:00	NQ	Futures	9023.72	9027.49	8984.26	8997.9	7644.0
2019-08-02 04:00:00	NQ	Futures	8997.9	9007.18	8986.29	8990.06	5257.0
2019-08-02 04:30:00	NQ	Futures	8990.93	9010.08	8980.2	8992.09	5963.0
2019-08-02 05:00:00	NQ	Futures	8992.38	9001.38	8977.88	8999.06	4673.0
2019-08-02 05:30:00	NQ	Futures	8999.35	9007.76	8990.64	8997.61	3771.0
2019-08-02 06:00:00	NQ	Futures	8997.61	9023.43	8996.45	9015.02	5065.0
2019-08-02 06:30:00	NQ	Futures	9015.02	9026.62	9006.31	9017.63	4013.0
2019-08-02 07:00:00	NQ	Futures	9017.34	9019.37	9001.09	9009.21	3313.0
2019-08-02 07:30:00	NQ	Futures	9008.63	9008.63	8996.74	8999.06	3614.0

> showing 50 of 2,880 rows — these rows as CSV

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