PREVIEW / futures_30min / 2019-08-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-12.parquet
  size:    95 KB
  rows:    3,493

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
2019-08-12 00:00:00	ES	Futures	3167.25	3167.52	3165.08	3166.17	1707.0
2019-08-12 00:30:00	ES	Futures	3166.17	3167.52	3163.73	3164.54	2487.0
2019-08-12 01:00:00	ES	Futures	3164.54	3166.98	3163.19	3165.9	2556.0
2019-08-12 01:30:00	ES	Futures	3166.17	3168.33	3165.63	3168.06	2406.0
2019-08-12 02:00:00	ES	Futures	3168.06	3170.23	3166.98	3169.41	4296.0
2019-08-12 02:30:00	ES	Futures	3169.69	3170.77	3166.71	3167.25	4599.0
2019-08-12 03:00:00	ES	Futures	3167.25	3173.75	3167.25	3172.39	17911.0
2019-08-12 03:30:00	ES	Futures	3172.12	3172.93	3168.6	3168.87	7398.0
2019-08-12 04:00:00	ES	Futures	3168.87	3169.14	3153.71	3155.34	25295.0
2019-08-12 04:30:00	ES	Futures	3155.34	3155.88	3145.59	3148.03	27275.0
2019-08-12 05:00:00	ES	Futures	3148.03	3149.38	3144.78	3148.84	19019.0
2019-08-12 05:30:00	ES	Futures	3148.57	3150.19	3143.7	3145.86	15403.0
2019-08-12 06:00:00	ES	Futures	3145.59	3146.68	3140.99	3142.07	17995.0
2019-08-12 06:30:00	ES	Futures	3142.07	3142.89	3135.04	3142.34	22501.0
2019-08-12 07:00:00	ES	Futures	3142.34	3145.05	3132.6	3136.66	18862.0
2019-08-12 07:30:00	ES	Futures	3136.66	3142.07	3135.85	3139.1	16904.0
2019-08-12 08:00:00	ES	Futures	3139.1	3145.32	3137.47	3142.34	20165.0
2019-08-12 08:30:00	ES	Futures	3142.34	3147.76	3137.74	3144.51	26485.0
2019-08-12 09:00:00	ES	Futures	3144.78	3147.76	3141.26	3142.62	28391.0
2019-08-12 09:30:00	ES	Futures	3142.34	3146.41	3133.41	3136.66	189545.0
2019-08-12 10:00:00	ES	Futures	3136.39	3149.11	3133.14	3144.78	113708.0
2019-08-12 10:30:00	ES	Futures	3144.78	3148.57	3137.2	3140.99	109357.0
2019-08-12 11:00:00	ES	Futures	3140.99	3141.26	3127.46	3133.41	101831.0
2019-08-12 11:30:00	ES	Futures	3133.68	3140.18	3128.54	3137.47	69551.0
2019-08-12 12:00:00	ES	Futures	3137.74	3141.8	3132.87	3140.72	58366.0
2019-08-12 12:30:00	ES	Futures	3140.72	3143.16	3132.33	3134.76	64396.0
2019-08-12 13:00:00	ES	Futures	3134.49	3136.39	3129.89	3132.87	43593.0
2019-08-12 13:30:00	ES	Futures	3132.6	3133.68	3125.02	3126.37	65251.0
2019-08-12 14:00:00	ES	Futures	3126.37	3129.35	3120.69	3121.23	79607.0
2019-08-12 14:30:00	ES	Futures	3120.96	3123.4	3110.4	3114.19	115500.0
2019-08-12 15:00:00	ES	Futures	3114.19	3121.5	3113.11	3120.69	86927.0
2019-08-12 15:30:00	ES	Futures	3120.42	3123.94	3117.98	3122.31	144205.0
2019-08-12 16:00:00	ES	Futures	3122.58	3123.4	3118.25	3118.52	67860.0
2019-08-12 16:30:00	ES	Futures	3118.79	3121.23	3116.9	3120.96	9481.0
2019-08-12 18:00:00	ES	Futures	3120.96	3122.04	3118.79	3121.23	4202.0
2019-08-12 18:30:00	ES	Futures	3121.5	3123.94	3120.69	3122.85	2368.0
2019-08-12 19:00:00	ES	Futures	3122.85	3123.4	3120.42	3122.58	2689.0
2019-08-12 19:30:00	ES	Futures	3122.85	3126.1	3121.77	3126.1	5941.0
2019-08-12 20:00:00	ES	Futures	3125.83	3127.73	3122.58	3126.64	11640.0
2019-08-12 20:30:00	ES	Futures	3126.64	3126.91	3124.75	3125.56	5593.0
2019-08-12 21:00:00	ES	Futures	3125.56	3128.81	3123.4	3124.21	11623.0
2019-08-12 21:30:00	ES	Futures	3124.48	3127.73	3120.69	3121.23	9186.0
2019-08-12 22:00:00	ES	Futures	3121.23	3126.37	3119.61	3125.83	7757.0
2019-08-12 22:30:00	ES	Futures	3125.83	3126.91	3124.48	3125.29	3513.0
2019-08-12 23:00:00	ES	Futures	3125.29	3126.37	3123.94	3124.48	2195.0
2019-08-12 23:30:00	ES	Futures	3124.21	3126.1	3122.85	3123.67	2516.0
2019-08-12 00:00:00	NQ	Futures	8918.69	8921.3	8912.6	8916.37	1197.0
2019-08-12 00:30:00	NQ	Futures	8916.66	8920.72	8909.98	8911.43	1462.0
2019-08-12 01:00:00	NQ	Futures	8911.72	8919.27	8905.05	8916.37	1923.0
2019-08-12 01:30:00	NQ	Futures	8916.66	8926.52	8914.92	8925.36	2164.0

> showing 50 of 3,493 rows — these rows as CSV

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