PREVIEW / futures_30min / 2019-08-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-23.parquet
  size:    83 KB
  rows:    2,799

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
2019-08-23 00:00:00	ES	Futures	3174.83	3175.91	3174.56	3175.1	1511.0
2019-08-23 00:30:00	ES	Futures	3175.1	3175.37	3173.48	3174.83	1459.0
2019-08-23 01:00:00	ES	Futures	3175.1	3175.91	3174.02	3174.83	2318.0
2019-08-23 01:30:00	ES	Futures	3175.1	3177.81	3174.83	3177.81	4190.0
2019-08-23 02:00:00	ES	Futures	3178.08	3179.97	3178.08	3179.16	7617.0
2019-08-23 02:30:00	ES	Futures	3179.16	3179.16	3175.91	3175.91	5389.0
2019-08-23 03:00:00	ES	Futures	3175.91	3179.7	3175.1	3178.62	10263.0
2019-08-23 03:30:00	ES	Futures	3178.62	3178.62	3173.75	3174.56	9562.0
2019-08-23 04:00:00	ES	Futures	3174.56	3178.08	3173.48	3177.54	8403.0
2019-08-23 04:30:00	ES	Futures	3177.54	3178.89	3175.91	3176.45	6420.0
2019-08-23 05:00:00	ES	Futures	3176.45	3178.62	3175.1	3175.64	6391.0
2019-08-23 05:30:00	ES	Futures	3175.64	3177.27	3173.75	3175.64	8921.0
2019-08-23 06:00:00	ES	Futures	3175.64	3176.72	3173.75	3174.56	9577.0
2019-08-23 06:30:00	ES	Futures	3174.29	3174.29	3169.41	3171.58	16844.0
2019-08-23 07:00:00	ES	Futures	3171.58	3173.75	3171.31	3173.2	10287.0
2019-08-23 07:30:00	ES	Futures	3173.2	3176.99	3171.85	3174.83	14734.0
2019-08-23 08:00:00	ES	Futures	3174.56	3174.83	3142.89	3146.68	143931.0
2019-08-23 08:30:00	ES	Futures	3146.68	3155.61	3143.97	3152.63	64789.0
2019-08-23 09:00:00	ES	Futures	3152.9	3153.17	3146.95	3150.19	38618.0
2019-08-23 09:30:00	ES	Futures	3150.47	3153.44	3141.26	3149.92	166968.0
2019-08-23 10:00:00	ES	Futures	3149.92	3162.38	3144.51	3156.15	222957.0
2019-08-23 10:30:00	ES	Futures	3156.15	3170.23	3153.98	3159.67	156512.0
2019-08-23 11:00:00	ES	Futures	3159.94	3162.65	3110.67	3119.33	385854.0
2019-08-23 11:30:00	ES	Futures	3119.61	3122.31	3103.09	3103.9	185844.0
2019-08-23 12:00:00	ES	Futures	3103.9	3114.19	3100.39	3105.53	139290.0
2019-08-23 12:30:00	ES	Futures	3105.53	3114.73	3101.47	3104.99	86944.0
2019-08-23 13:00:00	ES	Futures	3104.99	3107.15	3093.89	3095.51	100784.0
2019-08-23 13:30:00	ES	Futures	3095.78	3106.07	3094.16	3103.09	81377.0
2019-08-23 14:00:00	ES	Futures	3103.36	3103.36	3096.6	3098.76	52346.0
2019-08-23 14:30:00	ES	Futures	3098.76	3102.28	3089.29	3095.24	90202.0
2019-08-23 15:00:00	ES	Futures	3095.24	3099.57	3087.39	3087.93	111390.0
2019-08-23 15:30:00	ES	Futures	3088.2	3089.56	3068.71	3083.6	366364.0
2019-08-23 16:00:00	ES	Futures	3083.6	3097.14	3083.33	3092.26	141567.0
2019-08-23 16:30:00	ES	Futures	3091.18	3091.45	3082.79	3087.66	20002.0
2019-08-23 00:00:00	NQ	Futures	8992.38	8996.45	8991.51	8992.38	671.0
2019-08-23 00:30:00	NQ	Futures	8992.38	8993.55	8986.87	8990.93	1047.0
2019-08-23 01:00:00	NQ	Futures	8991.22	8995.0	8989.77	8992.38	1130.0
2019-08-23 01:30:00	NQ	Futures	8992.96	9003.12	8992.09	9003.12	1945.0
2019-08-23 02:00:00	NQ	Futures	9003.41	9008.34	9003.12	9004.57	3178.0
2019-08-23 02:30:00	NQ	Futures	9004.57	9005.73	8995.0	8995.58	1957.0
2019-08-23 03:00:00	NQ	Futures	8995.58	9007.76	8992.38	9002.54	4259.0
2019-08-23 03:30:00	NQ	Futures	9002.83	9002.83	8984.55	8987.16	5284.0
2019-08-23 04:00:00	NQ	Futures	8987.45	8999.93	8984.55	8998.77	3866.0
2019-08-23 04:30:00	NQ	Futures	8999.06	9004.57	8993.84	8997.03	2874.0
2019-08-23 05:00:00	NQ	Futures	8997.03	9003.7	8991.51	8992.09	2386.0
2019-08-23 05:30:00	NQ	Futures	8992.38	8999.64	8987.16	8992.67	3629.0
2019-08-23 06:00:00	NQ	Futures	8992.38	8997.32	8986.29	8990.06	2601.0
2019-08-23 06:30:00	NQ	Futures	8989.77	8989.77	8968.01	8976.72	6156.0
2019-08-23 07:00:00	NQ	Futures	8976.43	8983.68	8975.56	8981.07	3286.0
2019-08-23 07:30:00	NQ	Futures	8981.07	8993.55	8973.24	8984.84	5615.0

> showing 50 of 2,799 rows — these rows as CSV

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