PREVIEW / futures_30min / 2019-08-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-06.parquet
  size:    101 KB
  rows:    3,561

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
2019-08-06 00:00:00	ES	Futures	3075.21	3086.85	3072.77	3073.86	37068.0
2019-08-06 00:30:00	ES	Futures	3073.86	3074.94	3066.01	3067.36	16668.0
2019-08-06 01:00:00	ES	Futures	3067.36	3075.21	3067.09	3074.67	14803.0
2019-08-06 01:30:00	ES	Futures	3074.67	3075.48	3068.44	3072.23	12857.0
2019-08-06 02:00:00	ES	Futures	3072.23	3077.1	3068.44	3072.77	28175.0
2019-08-06 02:30:00	ES	Futures	3072.5	3077.1	3071.15	3076.83	19692.0
2019-08-06 03:00:00	ES	Futures	3076.83	3085.23	3073.59	3083.33	36943.0
2019-08-06 03:30:00	ES	Futures	3083.33	3083.6	3073.04	3075.21	28291.0
2019-08-06 04:00:00	ES	Futures	3075.21	3091.18	3068.98	3090.1	36663.0
2019-08-06 04:30:00	ES	Futures	3089.83	3091.99	3086.04	3090.37	26978.0
2019-08-06 05:00:00	ES	Futures	3090.64	3096.32	3087.93	3094.7	22272.0
2019-08-06 05:30:00	ES	Futures	3094.97	3097.41	3090.91	3091.99	20025.0
2019-08-06 06:00:00	ES	Futures	3091.99	3092.53	3088.47	3090.64	18328.0
2019-08-06 06:30:00	ES	Futures	3090.37	3094.7	3089.02	3091.18	15443.0
2019-08-06 07:00:00	ES	Futures	3090.91	3095.78	3088.2	3094.97	19931.0
2019-08-06 07:30:00	ES	Futures	3094.97	3102.55	3093.08	3094.43	49930.0
2019-08-06 08:00:00	ES	Futures	3094.7	3098.49	3087.66	3090.37	37140.0
2019-08-06 08:30:00	ES	Futures	3090.37	3095.51	3089.02	3090.64	33272.0
2019-08-06 09:00:00	ES	Futures	3090.91	3100.39	3089.29	3099.57	46233.0
2019-08-06 09:30:00	ES	Futures	3099.84	3110.67	3096.32	3102.28	264874.0
2019-08-06 10:00:00	ES	Futures	3102.28	3108.78	3086.58	3093.62	188204.0
2019-08-06 10:30:00	ES	Futures	3093.89	3105.8	3091.72	3097.41	117372.0
2019-08-06 11:00:00	ES	Futures	3097.41	3097.95	3081.71	3090.37	137947.0
2019-08-06 11:30:00	ES	Futures	3090.37	3096.05	3081.98	3095.51	115167.0
2019-08-06 12:00:00	ES	Futures	3095.51	3100.39	3088.74	3089.29	80997.0
2019-08-06 12:30:00	ES	Futures	3089.02	3094.43	3087.39	3090.64	72755.0
2019-08-06 13:00:00	ES	Futures	3090.64	3104.72	3090.64	3101.74	74560.0
2019-08-06 13:30:00	ES	Futures	3101.74	3108.24	3100.11	3106.88	65623.0
2019-08-06 14:00:00	ES	Futures	3106.88	3117.71	3100.39	3117.17	100410.0
2019-08-06 14:30:00	ES	Futures	3117.17	3122.31	3110.94	3111.21	95198.0
2019-08-06 15:00:00	ES	Futures	3111.48	3118.25	3108.78	3113.38	74441.0
2019-08-06 15:30:00	ES	Futures	3113.38	3122.58	3108.51	3120.15	193453.0
2019-08-06 16:00:00	ES	Futures	3120.15	3122.31	3113.38	3114.19	72276.0
2019-08-06 16:30:00	ES	Futures	3115.27	3117.44	3113.11	3113.65	10680.0
2019-08-06 18:00:00	ES	Futures	3111.75	3113.92	3110.94	3113.65	4177.0
2019-08-06 18:30:00	ES	Futures	3113.65	3113.65	3110.67	3110.67	3309.0
2019-08-06 19:00:00	ES	Futures	3110.67	3110.94	3103.9	3103.9	5302.0
2019-08-06 19:30:00	ES	Futures	3103.9	3107.15	3102.28	3106.61	8684.0
2019-08-06 20:00:00	ES	Futures	3106.61	3107.42	3101.47	3101.47	15808.0
2019-08-06 20:30:00	ES	Futures	3101.47	3109.05	3101.2	3107.69	9046.0
2019-08-06 21:00:00	ES	Futures	3107.69	3112.03	3099.84	3100.93	27418.0
2019-08-06 21:30:00	ES	Futures	3101.2	3103.09	3099.03	3102.28	13836.0
2019-08-06 22:00:00	ES	Futures	3102.28	3102.55	3093.89	3094.43	14587.0
2019-08-06 22:30:00	ES	Futures	3094.43	3096.87	3091.72	3095.78	11203.0
2019-08-06 23:00:00	ES	Futures	3095.78	3096.87	3090.91	3093.89	6790.0
2019-08-06 23:30:00	ES	Futures	3094.16	3099.3	3093.89	3098.76	7264.0
2019-08-06 00:00:00	NQ	Futures	8612.01	8651.76	8603.01	8609.11	14849.0
2019-08-06 00:30:00	NQ	Futures	8609.69	8613.46	8580.96	8587.93	10074.0
2019-08-06 01:00:00	NQ	Futures	8587.35	8619.84	8587.35	8618.97	7264.0
2019-08-06 01:30:00	NQ	Futures	8618.97	8621.58	8594.89	8606.79	5789.0

> showing 50 of 3,561 rows — these rows as CSV

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