PREVIEW / futures_30min / 2019-08-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-09.parquet
  size:    81 KB
  rows:    2,851

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
2019-08-09 00:00:00	ES	Futures	3169.96	3171.04	3168.33	3168.6	2076.0
2019-08-09 00:30:00	ES	Futures	3168.87	3169.14	3166.98	3168.6	2172.0
2019-08-09 01:00:00	ES	Futures	3168.6	3170.77	3168.33	3169.69	2873.0
2019-08-09 01:30:00	ES	Futures	3169.69	3169.96	3167.79	3168.06	3062.0
2019-08-09 02:00:00	ES	Futures	3168.06	3171.31	3167.52	3170.5	6792.0
2019-08-09 02:30:00	ES	Futures	3170.5	3173.2	3170.23	3172.93	7329.0
2019-08-09 03:00:00	ES	Futures	3172.66	3173.2	3166.17	3166.98	13169.0
2019-08-09 03:30:00	ES	Futures	3167.25	3170.77	3166.44	3168.87	12913.0
2019-08-09 04:00:00	ES	Futures	3168.87	3169.14	3164.81	3168.06	12757.0
2019-08-09 04:30:00	ES	Futures	3168.06	3169.96	3165.08	3168.87	12570.0
2019-08-09 05:00:00	ES	Futures	3169.14	3172.39	3167.52	3169.69	11101.0
2019-08-09 05:30:00	ES	Futures	3169.96	3169.96	3164.54	3165.08	11048.0
2019-08-09 06:00:00	ES	Futures	3164.81	3167.52	3162.65	3162.65	11265.0
2019-08-09 06:30:00	ES	Futures	3162.65	3165.9	3162.38	3165.35	9355.0
2019-08-09 07:00:00	ES	Futures	3165.35	3165.63	3159.67	3160.75	12787.0
2019-08-09 07:30:00	ES	Futures	3160.75	3165.63	3159.4	3162.65	13054.0
2019-08-09 08:00:00	ES	Futures	3162.65	3169.69	3161.56	3166.71	21229.0
2019-08-09 08:30:00	ES	Futures	3166.71	3168.06	3163.46	3166.98	22696.0
2019-08-09 09:00:00	ES	Futures	3166.98	3171.85	3166.71	3171.04	19300.0
2019-08-09 09:30:00	ES	Futures	3171.31	3178.62	3162.38	3164.81	184460.0
2019-08-09 10:00:00	ES	Futures	3164.81	3169.14	3153.98	3154.26	194445.0
2019-08-09 10:30:00	ES	Futures	3154.26	3159.94	3148.3	3157.77	143589.0
2019-08-09 11:00:00	ES	Futures	3157.77	3159.4	3141.53	3141.8	119740.0
2019-08-09 11:30:00	ES	Futures	3141.53	3149.38	3139.1	3142.34	117011.0
2019-08-09 12:00:00	ES	Futures	3142.07	3147.22	3139.64	3142.62	93263.0
2019-08-09 12:30:00	ES	Futures	3142.62	3165.35	3141.53	3154.8	134446.0
2019-08-09 13:00:00	ES	Futures	3154.53	3166.17	3153.98	3164.27	91680.0
2019-08-09 13:30:00	ES	Futures	3164.54	3170.23	3164.27	3164.54	71460.0
2019-08-09 14:00:00	ES	Futures	3164.54	3168.33	3162.11	3166.71	63507.0
2019-08-09 14:30:00	ES	Futures	3166.71	3168.87	3161.56	3164.27	53781.0
2019-08-09 15:00:00	ES	Futures	3164.27	3174.83	3162.92	3170.23	81671.0
2019-08-09 15:30:00	ES	Futures	3170.23	3175.64	3158.59	3160.21	199364.0
2019-08-09 16:00:00	ES	Futures	3160.21	3163.46	3158.86	3160.75	72275.0
2019-08-09 16:30:00	ES	Futures	3161.84	3166.44	3161.56	3165.9	7777.0
2019-08-09 00:00:00	NQ	Futures	8924.78	8927.1	8920.14	8921.01	1293.0
2019-08-09 00:30:00	NQ	Futures	8921.3	8926.52	8917.82	8924.78	1573.0
2019-08-09 01:00:00	NQ	Futures	8924.49	8934.94	8924.49	8932.91	2054.0
2019-08-09 01:30:00	NQ	Futures	8932.62	8933.2	8921.01	8922.17	1758.0
2019-08-09 02:00:00	NQ	Futures	8922.46	8935.81	8921.3	8930.58	2799.0
2019-08-09 02:30:00	NQ	Futures	8930.87	8939.58	8930.0	8937.26	2287.0
2019-08-09 03:00:00	NQ	Futures	8936.97	8939.58	8915.21	8918.69	4813.0
2019-08-09 03:30:00	NQ	Futures	8918.69	8932.03	8915.79	8925.65	3427.0
2019-08-09 04:00:00	NQ	Futures	8925.07	8926.52	8906.79	8918.4	4152.0
2019-08-09 04:30:00	NQ	Futures	8918.69	8922.17	8906.79	8919.27	3372.0
2019-08-09 05:00:00	NQ	Futures	8919.27	8929.42	8914.05	8922.46	2781.0
2019-08-09 05:30:00	NQ	Futures	8922.17	8922.17	8904.47	8907.08	3892.0
2019-08-09 06:00:00	NQ	Futures	8906.79	8915.79	8899.83	8899.83	4354.0
2019-08-09 06:30:00	NQ	Futures	8899.83	8909.69	8899.54	8906.5	3269.0
2019-08-09 07:00:00	NQ	Futures	8906.79	8907.95	8888.22	8894.9	5822.0
2019-08-09 07:30:00	NQ	Futures	8895.19	8909.4	8890.54	8898.09	4698.0

> showing 50 of 2,851 rows — these rows as CSV

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