PREVIEW / futures_30min / 2019-08-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-05.parquet
  size:    107 KB
  rows:    3,632

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
2019-08-05 00:00:00	ES	Futures	3139.1	3140.18	3135.58	3136.12	6721.0
2019-08-05 00:30:00	ES	Futures	3136.39	3137.47	3135.04	3137.47	4335.0
2019-08-05 01:00:00	ES	Futures	3137.47	3141.8	3136.39	3140.72	8032.0
2019-08-05 01:30:00	ES	Futures	3140.72	3143.7	3140.72	3142.62	8574.0
2019-08-05 02:00:00	ES	Futures	3142.62	3144.78	3140.45	3140.99	13234.0
2019-08-05 02:30:00	ES	Futures	3140.99	3143.43	3140.18	3141.8	10738.0
2019-08-05 03:00:00	ES	Futures	3141.8	3146.41	3140.18	3140.99	23248.0
2019-08-05 03:30:00	ES	Futures	3140.72	3141.8	3136.66	3136.93	26073.0
2019-08-05 04:00:00	ES	Futures	3137.2	3138.55	3131.52	3131.79	29433.0
2019-08-05 04:30:00	ES	Futures	3131.79	3136.66	3129.08	3129.62	28486.0
2019-08-05 05:00:00	ES	Futures	3129.62	3138.55	3126.37	3133.68	35863.0
2019-08-05 05:30:00	ES	Futures	3133.68	3142.07	3133.41	3139.1	30610.0
2019-08-05 06:00:00	ES	Futures	3139.1	3141.26	3132.87	3133.95	14524.0
2019-08-05 06:30:00	ES	Futures	3133.68	3134.49	3131.52	3132.33	11516.0
2019-08-05 07:00:00	ES	Futures	3132.33	3132.6	3124.75	3125.56	27578.0
2019-08-05 07:30:00	ES	Futures	3125.83	3135.31	3125.56	3133.14	54375.0
2019-08-05 08:00:00	ES	Futures	3133.14	3134.76	3126.64	3130.43	30524.0
2019-08-05 08:30:00	ES	Futures	3130.43	3130.97	3124.21	3125.29	31127.0
2019-08-05 09:00:00	ES	Futures	3125.29	3127.73	3122.31	3123.94	32654.0
2019-08-05 09:30:00	ES	Futures	3123.94	3125.29	3109.32	3115.82	296853.0
2019-08-05 10:00:00	ES	Futures	3115.54	3116.9	3105.26	3108.51	181191.0
2019-08-05 10:30:00	ES	Futures	3108.51	3110.67	3098.49	3105.8	164498.0
2019-08-05 11:00:00	ES	Futures	3105.8	3116.09	3104.18	3107.96	157674.0
2019-08-05 11:30:00	ES	Futures	3107.96	3108.78	3102.01	3102.28	124322.0
2019-08-05 12:00:00	ES	Futures	3102.28	3104.72	3094.43	3095.78	120381.0
2019-08-05 12:30:00	ES	Futures	3095.51	3098.76	3081.71	3082.79	154960.0
2019-08-05 13:00:00	ES	Futures	3082.52	3093.89	3081.17	3089.02	112718.0
2019-08-05 13:30:00	ES	Futures	3088.74	3095.78	3080.08	3080.62	93505.0
2019-08-05 14:00:00	ES	Futures	3080.35	3084.41	3071.69	3071.96	104232.0
2019-08-05 14:30:00	ES	Futures	3072.23	3075.48	3063.57	3066.01	137877.0
2019-08-05 15:00:00	ES	Futures	3065.73	3081.44	3054.09	3071.42	236728.0
2019-08-05 15:30:00	ES	Futures	3071.15	3087.66	3066.01	3079.81	320900.0
2019-08-05 16:00:00	ES	Futures	3080.08	3081.44	3061.67	3062.76	104340.0
2019-08-05 16:30:00	ES	Futures	3063.84	3067.36	3056.26	3058.7	18248.0
2019-08-05 18:00:00	ES	Futures	3049.49	3052.2	3013.22	3028.65	51097.0
2019-08-05 18:30:00	ES	Futures	3028.65	3034.33	3017.82	3018.63	20849.0
2019-08-05 19:00:00	ES	Futures	3018.36	3026.75	3017.82	3025.13	11815.0
2019-08-05 19:30:00	ES	Futures	3025.13	3025.13	3005.64	3012.14	27043.0
2019-08-05 20:00:00	ES	Futures	3012.41	3026.48	3009.7	3025.67	31690.0
2019-08-05 20:30:00	ES	Futures	3025.94	3030.54	3020.53	3025.94	22007.0
2019-08-05 21:00:00	ES	Futures	3025.94	3057.61	3025.4	3043.0	71789.0
2019-08-05 21:30:00	ES	Futures	3043.0	3047.33	3037.31	3043.81	34948.0
2019-08-05 22:00:00	ES	Futures	3043.54	3045.97	3036.23	3038.39	16694.0
2019-08-05 22:30:00	ES	Futures	3038.39	3044.35	3033.25	3044.08	14420.0
2019-08-05 23:00:00	ES	Futures	3044.35	3051.93	3042.18	3051.66	11325.0
2019-08-05 23:30:00	ES	Futures	3051.39	3076.29	3050.03	3074.94	33469.0
2019-08-05 00:00:00	NQ	Futures	8805.82	8810.76	8797.41	8799.44	2623.0
2019-08-05 00:30:00	NQ	Futures	8799.73	8805.82	8792.48	8804.66	1884.0
2019-08-05 01:00:00	NQ	Futures	8805.82	8819.46	8802.92	8816.56	3867.0
2019-08-05 01:30:00	NQ	Futures	8816.85	8828.16	8816.27	8825.55	3464.0

> showing 50 of 3,632 rows — these rows as CSV

> unlock the full archive -- $79 one-time