PREVIEW / futures_30min / 2019-08-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-16.parquet
  size:    79 KB
  rows:    2,823

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
2019-08-16 00:00:00	ES	Futures	3104.45	3104.72	3101.74	3103.9	5344.0
2019-08-16 00:30:00	ES	Futures	3103.9	3104.72	3098.76	3099.84	5548.0
2019-08-16 01:00:00	ES	Futures	3099.84	3104.18	3098.49	3103.09	6060.0
2019-08-16 01:30:00	ES	Futures	3103.09	3107.15	3102.82	3106.34	7559.0
2019-08-16 02:00:00	ES	Futures	3106.34	3106.61	3101.47	3103.9	8062.0
2019-08-16 02:30:00	ES	Futures	3104.18	3105.53	3099.84	3099.84	8191.0
2019-08-16 03:00:00	ES	Futures	3099.84	3105.26	3098.49	3105.26	13552.0
2019-08-16 03:30:00	ES	Futures	3104.99	3107.69	3103.36	3104.18	31564.0
2019-08-16 04:00:00	ES	Futures	3104.18	3107.69	3103.9	3106.07	12457.0
2019-08-16 04:30:00	ES	Futures	3106.07	3115.82	3105.53	3113.92	27561.0
2019-08-16 05:00:00	ES	Futures	3113.92	3116.9	3113.11	3114.19	16292.0
2019-08-16 05:30:00	ES	Futures	3114.19	3115.27	3109.59	3113.38	19962.0
2019-08-16 06:00:00	ES	Futures	3113.38	3116.63	3111.21	3114.46	15881.0
2019-08-16 06:30:00	ES	Futures	3114.19	3115.82	3111.75	3115.0	8903.0
2019-08-16 07:00:00	ES	Futures	3115.0	3116.9	3111.48	3113.92	16492.0
2019-08-16 07:30:00	ES	Futures	3113.92	3114.19	3109.86	3110.94	15488.0
2019-08-16 08:00:00	ES	Futures	3110.67	3113.92	3109.59	3112.57	16462.0
2019-08-16 08:30:00	ES	Futures	3112.3	3114.19	3109.05	3110.94	24848.0
2019-08-16 09:00:00	ES	Futures	3110.94	3112.3	3099.57	3103.09	63588.0
2019-08-16 09:30:00	ES	Futures	3103.09	3113.11	3102.28	3108.24	142534.0
2019-08-16 10:00:00	ES	Futures	3107.96	3122.85	3106.61	3114.46	159649.0
2019-08-16 10:30:00	ES	Futures	3114.73	3130.97	3113.65	3130.7	140172.0
2019-08-16 11:00:00	ES	Futures	3130.7	3131.79	3122.04	3125.29	111434.0
2019-08-16 11:30:00	ES	Futures	3125.02	3129.89	3122.58	3126.91	72584.0
2019-08-16 12:00:00	ES	Futures	3127.18	3128.0	3121.77	3126.1	46708.0
2019-08-16 12:30:00	ES	Futures	3126.1	3129.08	3124.48	3127.46	45567.0
2019-08-16 13:00:00	ES	Futures	3127.46	3132.33	3127.18	3131.52	45435.0
2019-08-16 13:30:00	ES	Futures	3131.52	3131.79	3127.73	3129.35	27223.0
2019-08-16 14:00:00	ES	Futures	3129.62	3129.89	3126.1	3126.91	27162.0
2019-08-16 14:30:00	ES	Futures	3126.91	3128.27	3123.67	3127.18	33009.0
2019-08-16 15:00:00	ES	Futures	3127.18	3130.16	3125.29	3126.37	44598.0
2019-08-16 15:30:00	ES	Futures	3126.37	3134.49	3124.21	3129.35	163580.0
2019-08-16 16:00:00	ES	Futures	3129.08	3131.52	3126.64	3131.25	67152.0
2019-08-16 16:30:00	ES	Futures	3131.79	3133.41	3130.16	3130.97	9337.0
2019-08-16 00:00:00	NQ	Futures	8766.36	8766.36	8757.95	8763.46	1785.0
2019-08-16 00:30:00	NQ	Futures	8763.46	8766.65	8748.08	8750.99	2386.0
2019-08-16 01:00:00	NQ	Futures	8750.41	8765.2	8747.21	8761.72	2251.0
2019-08-16 01:30:00	NQ	Futures	8761.72	8779.42	8761.43	8776.23	2839.0
2019-08-16 02:00:00	NQ	Futures	8775.94	8776.81	8760.85	8770.14	3409.0
2019-08-16 02:30:00	NQ	Futures	8770.43	8778.84	8755.92	8756.5	3596.0
2019-08-16 03:00:00	NQ	Futures	8756.5	8776.81	8751.28	8775.65	5231.0
2019-08-16 03:30:00	NQ	Futures	8774.78	8785.22	8771.88	8775.36	5612.0
2019-08-16 04:00:00	NQ	Futures	8775.07	8790.16	8772.17	8785.8	4140.0
2019-08-16 04:30:00	NQ	Futures	8785.8	8816.56	8784.64	8809.88	9163.0
2019-08-16 05:00:00	NQ	Futures	8809.59	8821.2	8806.4	8809.88	6214.0
2019-08-16 05:30:00	NQ	Futures	8809.3	8813.66	8791.61	8805.24	7297.0
2019-08-16 06:00:00	NQ	Futures	8805.53	8819.17	8799.44	8812.21	5483.0
2019-08-16 06:30:00	NQ	Futures	8811.92	8815.4	8802.05	8814.24	2622.0
2019-08-16 07:00:00	NQ	Futures	8813.95	8817.43	8797.41	8804.37	4227.0
2019-08-16 07:30:00	NQ	Futures	8804.66	8804.66	8784.93	8787.83	4569.0

> showing 50 of 2,823 rows — these rows as CSV

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