PREVIEW / futures_30min / 2019-08-07

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-07.parquet
  size:    105 KB
  rows:    3,602

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
2019-08-07 00:00:00	ES	Futures	3098.49	3100.93	3097.95	3100.11	3937.0
2019-08-07 00:30:00	ES	Futures	3100.11	3100.66	3096.6	3096.6	9679.0
2019-08-07 01:00:00	ES	Futures	3096.6	3100.66	3095.51	3100.39	7599.0
2019-08-07 01:30:00	ES	Futures	3100.39	3106.88	3100.11	3103.36	9703.0
2019-08-07 02:00:00	ES	Futures	3103.36	3106.61	3101.74	3105.8	16292.0
2019-08-07 02:30:00	ES	Futures	3106.07	3111.21	3105.26	3110.67	12574.0
2019-08-07 03:00:00	ES	Futures	3110.94	3112.57	3103.9	3106.34	22575.0
2019-08-07 03:30:00	ES	Futures	3106.34	3119.06	3105.53	3118.25	15542.0
2019-08-07 04:00:00	ES	Futures	3117.98	3120.15	3115.82	3117.44	15489.0
2019-08-07 04:30:00	ES	Futures	3117.44	3125.02	3116.09	3122.58	20081.0
2019-08-07 05:00:00	ES	Futures	3122.58	3124.21	3119.88	3123.4	9712.0
2019-08-07 05:30:00	ES	Futures	3123.67	3128.54	3121.77	3125.83	16888.0
2019-08-07 06:00:00	ES	Futures	3125.83	3127.46	3123.94	3125.02	10145.0
2019-08-07 06:30:00	ES	Futures	3125.02	3127.18	3120.96	3121.23	12031.0
2019-08-07 07:00:00	ES	Futures	3121.5	3123.67	3119.06	3120.96	18750.0
2019-08-07 07:30:00	ES	Futures	3120.96	3121.23	3114.19	3114.46	27806.0
2019-08-07 08:00:00	ES	Futures	3114.19	3114.19	3095.78	3104.18	72421.0
2019-08-07 08:30:00	ES	Futures	3104.18	3104.99	3081.17	3083.06	85428.0
2019-08-07 09:00:00	ES	Futures	3083.06	3084.95	3070.88	3083.06	96180.0
2019-08-07 09:30:00	ES	Futures	3083.06	3086.31	3057.07	3071.69	294333.0
2019-08-07 10:00:00	ES	Futures	3071.96	3093.35	3066.28	3084.14	224963.0
2019-08-07 10:30:00	ES	Futures	3084.14	3105.26	3082.52	3101.2	207955.0
2019-08-07 11:00:00	ES	Futures	3101.2	3104.18	3090.1	3092.81	152441.0
2019-08-07 11:30:00	ES	Futures	3093.08	3094.97	3084.14	3088.47	120828.0
2019-08-07 12:00:00	ES	Futures	3088.47	3090.37	3080.08	3086.31	108233.0
2019-08-07 12:30:00	ES	Futures	3086.31	3098.76	3084.14	3097.95	98882.0
2019-08-07 13:00:00	ES	Futures	3097.95	3103.09	3096.32	3100.11	76768.0
2019-08-07 13:30:00	ES	Futures	3100.11	3117.17	3099.84	3108.51	113392.0
2019-08-07 14:00:00	ES	Futures	3108.51	3116.63	3103.36	3111.75	107519.0
2019-08-07 14:30:00	ES	Futures	3112.03	3123.4	3109.59	3123.12	101862.0
2019-08-07 15:00:00	ES	Futures	3123.12	3124.75	3113.65	3123.94	94940.0
2019-08-07 15:30:00	ES	Futures	3124.21	3130.97	3117.71	3122.04	208446.0
2019-08-07 16:00:00	ES	Futures	3122.04	3125.83	3117.71	3118.52	57081.0
2019-08-07 16:30:00	ES	Futures	3118.52	3119.61	3116.9	3118.52	7820.0
2019-08-07 18:00:00	ES	Futures	3117.44	3121.23	3114.19	3120.15	5323.0
2019-08-07 18:30:00	ES	Futures	3120.15	3122.85	3118.52	3121.23	2292.0
2019-08-07 19:00:00	ES	Futures	3121.5	3124.48	3120.69	3123.4	3170.0
2019-08-07 19:30:00	ES	Futures	3123.12	3123.12	3112.03	3112.57	7553.0
2019-08-07 20:00:00	ES	Futures	3112.57	3116.09	3110.4	3113.38	8078.0
2019-08-07 20:30:00	ES	Futures	3113.11	3114.46	3110.13	3110.13	5615.0
2019-08-07 21:00:00	ES	Futures	3110.4	3127.18	3108.24	3122.04	28253.0
2019-08-07 21:30:00	ES	Futures	3121.77	3134.22	3121.77	3131.79	18519.0
2019-08-07 22:00:00	ES	Futures	3132.06	3132.33	3124.75	3126.91	7956.0
2019-08-07 22:30:00	ES	Futures	3126.64	3126.91	3120.69	3122.04	7724.0
2019-08-07 23:00:00	ES	Futures	3121.77	3128.81	3121.77	3128.27	6333.0
2019-08-07 23:30:00	ES	Futures	3128.27	3133.68	3127.46	3133.68	7720.0
2019-08-07 00:00:00	NQ	Futures	8675.26	8685.7	8672.94	8680.48	1923.0
2019-08-07 00:30:00	NQ	Futures	8680.77	8683.38	8665.68	8665.97	2561.0
2019-08-07 01:00:00	NQ	Futures	8666.26	8681.35	8659.59	8678.45	3485.0
2019-08-07 01:30:00	NQ	Futures	8678.16	8701.08	8677.29	8689.19	4791.0

> showing 50 of 3,602 rows — these rows as CSV

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