PREVIEW / futures_30min / 2019-08-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-21.parquet
  size:    89 KB
  rows:    3,427

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
2019-08-21 00:00:00	ES	Futures	3146.68	3146.95	3144.51	3145.86	1829.0
2019-08-21 00:30:00	ES	Futures	3145.86	3146.13	3144.78	3146.13	1046.0
2019-08-21 01:00:00	ES	Futures	3146.13	3148.3	3145.59	3148.03	2156.0
2019-08-21 01:30:00	ES	Futures	3148.3	3149.38	3146.68	3148.57	3534.0
2019-08-21 02:00:00	ES	Futures	3148.57	3149.38	3146.95	3147.49	4926.0
2019-08-21 02:30:00	ES	Futures	3147.76	3148.84	3146.68	3148.03	3970.0
2019-08-21 03:00:00	ES	Futures	3148.3	3155.61	3148.03	3155.07	18537.0
2019-08-21 03:30:00	ES	Futures	3155.07	3157.23	3153.71	3155.88	11266.0
2019-08-21 04:00:00	ES	Futures	3155.88	3158.05	3154.53	3157.5	10530.0
2019-08-21 04:30:00	ES	Futures	3157.23	3162.11	3156.42	3160.75	18493.0
2019-08-21 05:00:00	ES	Futures	3160.75	3161.56	3159.13	3160.75	9755.0
2019-08-21 05:30:00	ES	Futures	3160.75	3162.65	3159.4	3159.94	16576.0
2019-08-21 06:00:00	ES	Futures	3160.21	3161.02	3158.32	3160.75	8772.0
2019-08-21 06:30:00	ES	Futures	3160.75	3162.11	3159.4	3159.94	9270.0
2019-08-21 07:00:00	ES	Futures	3159.94	3161.56	3158.32	3160.75	9903.0
2019-08-21 07:30:00	ES	Futures	3160.48	3160.48	3158.32	3160.21	14898.0
2019-08-21 08:00:00	ES	Futures	3160.21	3164.54	3158.59	3162.38	24467.0
2019-08-21 08:30:00	ES	Futures	3162.38	3166.44	3161.02	3166.44	21256.0
2019-08-21 09:00:00	ES	Futures	3166.44	3169.96	3165.35	3168.06	32779.0
2019-08-21 09:30:00	ES	Futures	3167.79	3172.12	3163.73	3168.6	146155.0
2019-08-21 10:00:00	ES	Futures	3168.33	3169.41	3163.73	3166.44	69244.0
2019-08-21 10:30:00	ES	Futures	3166.17	3167.25	3162.38	3165.9	81446.0
2019-08-21 11:00:00	ES	Futures	3166.17	3169.41	3163.19	3168.33	54691.0
2019-08-21 11:30:00	ES	Futures	3168.33	3171.85	3167.25	3170.77	59296.0
2019-08-21 12:00:00	ES	Futures	3170.77	3171.58	3167.25	3167.79	34213.0
2019-08-21 12:30:00	ES	Futures	3168.06	3170.23	3166.71	3169.41	26677.0
2019-08-21 13:00:00	ES	Futures	3169.14	3170.5	3168.33	3168.6	20703.0
2019-08-21 13:30:00	ES	Futures	3168.6	3169.14	3166.17	3166.17	22302.0
2019-08-21 14:00:00	ES	Futures	3166.17	3170.23	3159.67	3168.87	84689.0
2019-08-21 14:30:00	ES	Futures	3168.87	3169.69	3160.21	3162.65	56433.0
2019-08-21 15:00:00	ES	Futures	3162.65	3166.44	3161.02	3165.35	45053.0
2019-08-21 15:30:00	ES	Futures	3165.63	3168.33	3164.81	3166.98	103071.0
2019-08-21 16:00:00	ES	Futures	3166.98	3172.66	3166.17	3172.66	46309.0
2019-08-21 16:30:00	ES	Futures	3172.39	3175.37	3172.12	3175.1	12909.0
2019-08-21 18:00:00	ES	Futures	3174.02	3182.41	3173.48	3179.97	8827.0
2019-08-21 18:30:00	ES	Futures	3180.24	3180.51	3177.81	3178.89	2672.0
2019-08-21 19:00:00	ES	Futures	3178.89	3180.78	3178.62	3179.97	2274.0
2019-08-21 19:30:00	ES	Futures	3179.97	3180.24	3177.27	3178.08	2962.0
2019-08-21 20:00:00	ES	Futures	3178.08	3179.43	3173.2	3173.75	7995.0
2019-08-21 20:30:00	ES	Futures	3173.48	3176.45	3173.2	3175.91	4731.0
2019-08-21 21:00:00	ES	Futures	3175.64	3177.54	3175.1	3175.91	3765.0
2019-08-21 21:30:00	ES	Futures	3175.64	3177.27	3169.14	3170.23	11601.0
2019-08-21 22:00:00	ES	Futures	3170.5	3172.12	3168.33	3171.31	6636.0
2019-08-21 22:30:00	ES	Futures	3171.04	3171.04	3168.33	3168.6	3620.0
2019-08-21 23:00:00	ES	Futures	3168.6	3169.96	3167.25	3169.14	4861.0
2019-08-21 23:30:00	ES	Futures	3169.41	3170.23	3168.6	3168.6	2314.0
2019-08-21 00:00:00	NQ	Futures	8930.87	8931.45	8924.49	8927.97	1251.0
2019-08-21 00:30:00	NQ	Futures	8927.68	8929.42	8925.65	8928.84	688.0
2019-08-21 01:00:00	NQ	Futures	8929.13	8939.58	8928.26	8939.58	1680.0
2019-08-21 01:30:00	NQ	Futures	8939.29	8941.61	8930.87	8936.39	1935.0

> showing 50 of 3,427 rows — these rows as CSV

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