PREVIEW / futures_30min / 2019-08-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-20.parquet
  size:    91 KB
  rows:    3,413

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
2019-08-20 00:00:00	ES	Futures	3169.14	3169.96	3168.06	3168.6	1643.0
2019-08-20 00:30:00	ES	Futures	3168.33	3168.6	3166.71	3168.06	1988.0
2019-08-20 01:00:00	ES	Futures	3168.06	3169.69	3167.25	3169.41	1778.0
2019-08-20 01:30:00	ES	Futures	3169.69	3171.85	3169.14	3171.58	4525.0
2019-08-20 02:00:00	ES	Futures	3171.58	3175.1	3169.96	3171.04	10524.0
2019-08-20 02:30:00	ES	Futures	3171.04	3171.04	3166.98	3168.06	5897.0
2019-08-20 03:00:00	ES	Futures	3167.79	3171.58	3166.17	3171.04	14257.0
2019-08-20 03:30:00	ES	Futures	3171.04	3173.75	3169.14	3169.41	12838.0
2019-08-20 04:00:00	ES	Futures	3169.14	3171.04	3168.06	3170.77	9612.0
2019-08-20 04:30:00	ES	Futures	3170.5	3172.12	3167.79	3169.96	15095.0
2019-08-20 05:00:00	ES	Futures	3169.96	3170.23	3164.54	3166.71	13474.0
2019-08-20 05:30:00	ES	Futures	3166.71	3168.6	3166.44	3167.52	11009.0
2019-08-20 06:00:00	ES	Futures	3167.79	3171.04	3167.25	3170.5	9191.0
2019-08-20 06:30:00	ES	Futures	3170.5	3170.77	3164.54	3166.17	8684.0
2019-08-20 07:00:00	ES	Futures	3165.9	3166.44	3162.11	3163.19	12256.0
2019-08-20 07:30:00	ES	Futures	3163.19	3169.14	3162.38	3168.87	12779.0
2019-08-20 08:00:00	ES	Futures	3168.87	3170.23	3167.52	3169.96	14012.0
2019-08-20 08:30:00	ES	Futures	3169.69	3171.85	3164.0	3164.0	21158.0
2019-08-20 09:00:00	ES	Futures	3164.0	3165.63	3158.32	3160.75	41371.0
2019-08-20 09:30:00	ES	Futures	3160.48	3161.84	3144.78	3148.84	233197.0
2019-08-20 10:00:00	ES	Futures	3149.11	3155.88	3146.41	3154.8	122436.0
2019-08-20 10:30:00	ES	Futures	3155.07	3161.56	3149.92	3160.75	89174.0
2019-08-20 11:00:00	ES	Futures	3161.02	3166.71	3159.4	3161.02	87118.0
2019-08-20 11:30:00	ES	Futures	3161.02	3162.38	3155.88	3157.77	65683.0
2019-08-20 12:00:00	ES	Futures	3157.77	3162.65	3157.77	3160.75	34018.0
2019-08-20 12:30:00	ES	Futures	3160.75	3161.02	3156.15	3160.21	38337.0
2019-08-20 13:00:00	ES	Futures	3160.21	3161.29	3156.96	3158.05	30243.0
2019-08-20 13:30:00	ES	Futures	3158.05	3158.32	3149.92	3154.8	60821.0
2019-08-20 14:00:00	ES	Futures	3154.53	3155.07	3144.78	3149.38	80136.0
2019-08-20 14:30:00	ES	Futures	3149.38	3152.63	3147.76	3150.47	41235.0
2019-08-20 15:00:00	ES	Futures	3150.19	3151.55	3144.78	3151.28	52433.0
2019-08-20 15:30:00	ES	Futures	3151.28	3151.82	3140.45	3141.26	138369.0
2019-08-20 16:00:00	ES	Futures	3141.53	3142.34	3137.47	3138.55	60579.0
2019-08-20 16:30:00	ES	Futures	3138.55	3139.91	3133.95	3135.31	11061.0
2019-08-20 18:00:00	ES	Futures	3132.87	3139.64	3132.6	3138.55	5389.0
2019-08-20 18:30:00	ES	Futures	3138.55	3139.91	3138.28	3139.1	1804.0
2019-08-20 19:00:00	ES	Futures	3139.37	3139.64	3136.39	3138.01	2316.0
2019-08-20 19:30:00	ES	Futures	3138.01	3140.99	3138.01	3139.1	2987.0
2019-08-20 20:00:00	ES	Futures	3139.1	3143.97	3139.1	3143.43	7185.0
2019-08-20 20:30:00	ES	Futures	3143.43	3144.51	3141.8	3142.34	3551.0
2019-08-20 21:00:00	ES	Futures	3142.62	3143.97	3142.07	3143.16	2435.0
2019-08-20 21:30:00	ES	Futures	3143.16	3147.22	3141.8	3146.95	7687.0
2019-08-20 22:00:00	ES	Futures	3146.95	3147.76	3143.7	3143.97	4804.0
2019-08-20 22:30:00	ES	Futures	3144.24	3146.68	3143.97	3145.86	2268.0
2019-08-20 23:00:00	ES	Futures	3146.13	3146.68	3145.05	3145.86	1636.0
2019-08-20 23:30:00	ES	Futures	3145.59	3147.76	3145.59	3146.95	2522.0
2019-08-20 00:00:00	NQ	Futures	8979.33	8980.49	8972.95	8975.56	938.0
2019-08-20 00:30:00	NQ	Futures	8975.56	8975.85	8969.46	8974.4	902.0
2019-08-20 01:00:00	NQ	Futures	8974.4	8980.2	8971.78	8979.33	975.0
2019-08-20 01:30:00	NQ	Futures	8979.62	8985.13	8977.59	8984.55	1307.0

> showing 50 of 3,413 rows — these rows as CSV

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