PREVIEW / futures_30min / 2019-08-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-08.parquet
  size:    99 KB
  rows:    3,535

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
2019-08-08 00:00:00	ES	Futures	3133.68	3134.49	3131.52	3132.6	6918.0
2019-08-08 00:30:00	ES	Futures	3132.87	3132.87	3129.35	3131.79	3013.0
2019-08-08 01:00:00	ES	Futures	3131.79	3134.76	3130.16	3134.76	5071.0
2019-08-08 01:30:00	ES	Futures	3134.76	3134.76	3130.7	3133.41	5443.0
2019-08-08 02:00:00	ES	Futures	3133.41	3136.39	3129.89	3136.12	11323.0
2019-08-08 02:30:00	ES	Futures	3136.12	3136.12	3133.68	3134.76	6383.0
2019-08-08 03:00:00	ES	Futures	3134.76	3134.76	3124.75	3126.1	19296.0
2019-08-08 03:30:00	ES	Futures	3125.83	3131.52	3124.48	3129.08	14136.0
2019-08-08 04:00:00	ES	Futures	3129.08	3129.35	3119.88	3126.1	16469.0
2019-08-08 04:30:00	ES	Futures	3126.1	3130.43	3125.29	3128.0	10938.0
2019-08-08 05:00:00	ES	Futures	3128.0	3132.87	3125.29	3127.73	13423.0
2019-08-08 05:30:00	ES	Futures	3127.73	3131.25	3126.64	3130.97	9650.0
2019-08-08 06:00:00	ES	Futures	3130.97	3133.68	3129.08	3130.7	13242.0
2019-08-08 06:30:00	ES	Futures	3130.97	3131.79	3125.29	3125.83	10517.0
2019-08-08 07:00:00	ES	Futures	3125.83	3126.91	3122.04	3125.83	11003.0
2019-08-08 07:30:00	ES	Futures	3126.1	3128.0	3122.31	3126.1	15835.0
2019-08-08 08:00:00	ES	Futures	3126.1	3130.97	3124.75	3127.73	19479.0
2019-08-08 08:30:00	ES	Futures	3127.46	3133.14	3125.83	3132.6	19185.0
2019-08-08 09:00:00	ES	Futures	3132.6	3140.72	3132.6	3138.83	54054.0
2019-08-08 09:30:00	ES	Futures	3138.55	3146.95	3132.06	3143.97	220600.0
2019-08-08 10:00:00	ES	Futures	3144.51	3150.47	3143.7	3149.38	101440.0
2019-08-08 10:30:00	ES	Futures	3149.38	3158.86	3149.38	3157.5	106023.0
2019-08-08 11:00:00	ES	Futures	3157.5	3161.02	3152.63	3159.13	82787.0
2019-08-08 11:30:00	ES	Futures	3159.13	3166.71	3158.05	3165.9	79969.0
2019-08-08 12:00:00	ES	Futures	3166.17	3171.58	3164.81	3169.69	75665.0
2019-08-08 12:30:00	ES	Futures	3169.96	3174.29	3169.41	3174.02	72247.0
2019-08-08 13:00:00	ES	Futures	3174.29	3176.18	3167.52	3167.79	68029.0
2019-08-08 13:30:00	ES	Futures	3167.79	3175.1	3167.79	3171.85	46503.0
2019-08-08 14:00:00	ES	Futures	3172.12	3172.39	3166.44	3169.41	61872.0
2019-08-08 14:30:00	ES	Futures	3169.41	3174.56	3166.44	3172.12	67639.0
2019-08-08 15:00:00	ES	Futures	3172.12	3175.91	3168.6	3170.77	71263.0
2019-08-08 15:30:00	ES	Futures	3170.77	3182.41	3169.96	3182.41	216455.0
2019-08-08 16:00:00	ES	Futures	3182.14	3184.03	3180.78	3184.03	76269.0
2019-08-08 16:30:00	ES	Futures	3183.49	3184.3	3181.6	3182.41	9780.0
2019-08-08 18:00:00	ES	Futures	3170.5	3175.91	3158.05	3160.75	33461.0
2019-08-08 18:30:00	ES	Futures	3161.02	3167.25	3157.23	3166.71	12216.0
2019-08-08 19:00:00	ES	Futures	3166.71	3168.06	3162.65	3164.0	4911.0
2019-08-08 19:30:00	ES	Futures	3164.0	3178.35	3162.92	3176.99	13435.0
2019-08-08 20:00:00	ES	Futures	3177.27	3178.89	3174.29	3176.72	16093.0
2019-08-08 20:30:00	ES	Futures	3176.72	3176.99	3169.69	3169.96	10454.0
2019-08-08 21:00:00	ES	Futures	3170.23	3172.66	3166.71	3170.5	12263.0
2019-08-08 21:30:00	ES	Futures	3170.5	3174.83	3168.6	3172.39	7548.0
2019-08-08 22:00:00	ES	Futures	3172.39	3174.02	3168.06	3170.5	4536.0
2019-08-08 22:30:00	ES	Futures	3170.5	3171.58	3169.96	3171.04	2243.0
2019-08-08 23:00:00	ES	Futures	3171.04	3171.31	3165.08	3167.25	6209.0
2019-08-08 23:30:00	ES	Futures	3167.25	3170.23	3167.25	3169.96	3267.0
2019-08-08 00:00:00	NQ	Futures	8821.78	8827.0	8811.63	8819.46	2812.0
2019-08-08 00:30:00	NQ	Futures	8820.33	8820.62	8805.24	8815.11	1989.0
2019-08-08 01:00:00	NQ	Futures	8815.69	8829.03	8809.59	8827.87	1806.0
2019-08-08 01:30:00	NQ	Futures	8827.87	8828.74	8815.4	8820.04	2648.0

> showing 50 of 3,535 rows — these rows as CSV

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