PREVIEW / futures_30min / 2019-08-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-26.parquet
  size:    90 KB
  rows:    3,268

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
2019-08-26 00:00:00	ES	Futures	3075.75	3076.56	3069.25	3069.52	5708.0
2019-08-26 00:30:00	ES	Futures	3069.8	3074.4	3066.82	3067.9	6390.0
2019-08-26 01:00:00	ES	Futures	3067.9	3068.71	3063.03	3064.38	8375.0
2019-08-26 01:30:00	ES	Futures	3064.65	3068.44	3064.38	3066.55	6761.0
2019-08-26 02:00:00	ES	Futures	3066.55	3077.1	3066.28	3076.83	16577.0
2019-08-26 02:30:00	ES	Futures	3076.83	3091.99	3069.52	3089.29	38920.0
2019-08-26 03:00:00	ES	Futures	3089.56	3114.73	3088.74	3096.6	92702.0
2019-08-26 03:30:00	ES	Futures	3096.6	3109.59	3096.32	3104.18	24881.0
2019-08-26 04:00:00	ES	Futures	3104.18	3111.75	3099.84	3106.61	20067.0
2019-08-26 04:30:00	ES	Futures	3106.88	3119.33	3106.88	3118.25	24415.0
2019-08-26 05:00:00	ES	Futures	3117.98	3118.52	3112.84	3114.19	20721.0
2019-08-26 05:30:00	ES	Futures	3114.46	3127.73	3100.66	3106.88	62008.0
2019-08-26 06:00:00	ES	Futures	3106.61	3113.65	3102.82	3107.96	25559.0
2019-08-26 06:30:00	ES	Futures	3108.24	3111.48	3103.9	3106.34	19157.0
2019-08-26 07:00:00	ES	Futures	3106.07	3111.48	3105.26	3111.21	13371.0
2019-08-26 07:30:00	ES	Futures	3111.21	3116.63	3108.24	3108.78	26354.0
2019-08-26 08:00:00	ES	Futures	3108.78	3109.59	3102.82	3107.15	22108.0
2019-08-26 08:30:00	ES	Futures	3106.88	3119.33	3105.26	3115.54	34853.0
2019-08-26 09:00:00	ES	Futures	3115.27	3116.09	3109.86	3110.4	43459.0
2019-08-26 09:30:00	ES	Futures	3110.4	3114.19	3098.49	3105.53	210911.0
2019-08-26 10:00:00	ES	Futures	3105.8	3106.88	3091.72	3098.49	129154.0
2019-08-26 10:30:00	ES	Futures	3098.49	3104.45	3092.81	3101.2	103449.0
2019-08-26 11:00:00	ES	Futures	3100.93	3112.57	3099.3	3106.88	94378.0
2019-08-26 11:30:00	ES	Futures	3106.88	3109.59	3101.74	3106.34	62582.0
2019-08-26 12:00:00	ES	Futures	3106.61	3117.44	3104.72	3114.19	55975.0
2019-08-26 12:30:00	ES	Futures	3114.19	3115.0	3110.94	3112.57	35427.0
2019-08-26 13:00:00	ES	Futures	3112.57	3116.63	3110.13	3111.48	37434.0
2019-08-26 13:30:00	ES	Futures	3111.48	3111.48	3106.88	3108.78	26862.0
2019-08-26 14:00:00	ES	Futures	3108.78	3109.32	3101.47	3102.82	36727.0
2019-08-26 14:30:00	ES	Futures	3102.55	3107.42	3101.74	3106.61	36493.0
2019-08-26 15:00:00	ES	Futures	3106.61	3112.03	3104.18	3107.42	54248.0
2019-08-26 15:30:00	ES	Futures	3107.42	3118.52	3104.18	3117.98	134695.0
2019-08-26 16:00:00	ES	Futures	3117.98	3122.85	3117.17	3122.04	70106.0
2019-08-26 16:30:00	ES	Futures	3121.77	3122.58	3120.42	3120.69	7666.0
2019-08-26 18:00:00	ES	Futures	3121.5	3123.67	3120.15	3122.31	3402.0
2019-08-26 18:30:00	ES	Futures	3122.31	3122.31	3118.79	3119.33	2514.0
2019-08-26 19:00:00	ES	Futures	3119.33	3119.88	3115.82	3116.63	3287.0
2019-08-26 19:30:00	ES	Futures	3116.63	3119.61	3113.11	3114.46	5626.0
2019-08-26 20:00:00	ES	Futures	3114.46	3117.17	3113.38	3116.36	12560.0
2019-08-26 20:30:00	ES	Futures	3116.09	3118.25	3116.09	3116.63	4790.0
2019-08-26 21:00:00	ES	Futures	3116.9	3125.56	3116.36	3122.58	12190.0
2019-08-26 21:30:00	ES	Futures	3122.58	3124.48	3120.15	3121.77	8230.0
2019-08-26 22:00:00	ES	Futures	3121.77	3123.12	3119.06	3121.23	5220.0
2019-08-26 22:30:00	ES	Futures	3121.23	3126.37	3121.23	3125.56	5381.0
2019-08-26 23:00:00	ES	Futures	3125.29	3125.83	3122.58	3122.85	2604.0
2019-08-26 23:30:00	ES	Futures	3123.12	3123.67	3120.69	3121.5	3102.0
2019-08-26 00:00:00	NQ	Futures	8665.1	8668.01	8644.79	8645.66	2581.0
2019-08-26 00:30:00	NQ	Futures	8645.66	8663.65	8634.06	8637.25	3069.0
2019-08-26 01:00:00	NQ	Futures	8637.83	8641.31	8621.58	8626.51	3717.0
2019-08-26 01:30:00	NQ	Futures	8626.22	8639.28	8624.48	8632.32	3622.0

> showing 50 of 3,268 rows — these rows as CSV

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