PREVIEW / futures_30min / 2019-08-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-27.parquet
  size:    92 KB
  rows:    3,399

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
2019-08-27 00:00:00	ES	Futures	3121.5	3122.31	3119.61	3121.5	3131.0
2019-08-27 00:30:00	ES	Futures	3121.77	3122.31	3121.23	3122.04	1706.0
2019-08-27 01:00:00	ES	Futures	3122.31	3122.31	3116.09	3117.98	5210.0
2019-08-27 01:30:00	ES	Futures	3117.98	3120.42	3115.0	3116.09	6745.0
2019-08-27 02:00:00	ES	Futures	3115.82	3116.63	3110.94	3115.27	10742.0
2019-08-27 02:30:00	ES	Futures	3115.27	3120.69	3112.57	3115.27	10916.0
2019-08-27 03:00:00	ES	Futures	3115.0	3115.27	3106.88	3109.32	22540.0
2019-08-27 03:30:00	ES	Futures	3109.32	3112.84	3108.24	3112.3	12411.0
2019-08-27 04:00:00	ES	Futures	3112.3	3117.44	3107.69	3112.57	20604.0
2019-08-27 04:30:00	ES	Futures	3112.57	3112.84	3108.78	3112.3	13128.0
2019-08-27 05:00:00	ES	Futures	3112.3	3125.83	3112.03	3115.54	29367.0
2019-08-27 05:30:00	ES	Futures	3115.82	3121.77	3115.82	3119.06	10728.0
2019-08-27 06:00:00	ES	Futures	3119.06	3125.29	3118.52	3122.58	14007.0
2019-08-27 06:30:00	ES	Futures	3122.58	3125.29	3120.42	3121.5	10686.0
2019-08-27 07:00:00	ES	Futures	3121.5	3128.81	3121.5	3126.1	18799.0
2019-08-27 07:30:00	ES	Futures	3126.1	3127.18	3124.21	3125.83	9776.0
2019-08-27 08:00:00	ES	Futures	3125.83	3136.12	3124.75	3132.06	23431.0
2019-08-27 08:30:00	ES	Futures	3132.33	3134.22	3129.89	3133.95	17681.0
2019-08-27 09:00:00	ES	Futures	3133.95	3137.47	3132.06	3135.04	21550.0
2019-08-27 09:30:00	ES	Futures	3135.04	3139.64	3129.08	3132.33	152820.0
2019-08-27 10:00:00	ES	Futures	3132.33	3134.76	3125.83	3126.64	98346.0
2019-08-27 10:30:00	ES	Futures	3126.64	3129.89	3121.23	3122.04	72120.0
2019-08-27 11:00:00	ES	Futures	3122.04	3125.02	3110.67	3113.11	98813.0
2019-08-27 11:30:00	ES	Futures	3113.11	3119.06	3111.21	3112.03	71716.0
2019-08-27 12:00:00	ES	Futures	3111.75	3115.0	3107.15	3109.86	68535.0
2019-08-27 12:30:00	ES	Futures	3109.86	3112.03	3097.41	3099.3	90429.0
2019-08-27 13:00:00	ES	Futures	3099.03	3106.07	3096.87	3105.8	57783.0
2019-08-27 13:30:00	ES	Futures	3105.8	3114.73	3103.36	3112.57	63580.0
2019-08-27 14:00:00	ES	Futures	3112.3	3114.73	3104.72	3107.42	42513.0
2019-08-27 14:30:00	ES	Futures	3107.42	3116.09	3104.45	3114.19	48608.0
2019-08-27 15:00:00	ES	Futures	3114.46	3120.42	3107.96	3108.51	75415.0
2019-08-27 15:30:00	ES	Futures	3108.24	3114.46	3104.99	3105.53	155039.0
2019-08-27 16:00:00	ES	Futures	3105.53	3106.34	3100.39	3103.36	57198.0
2019-08-27 16:30:00	ES	Futures	3103.63	3104.72	3099.57	3104.18	8456.0
2019-08-27 18:00:00	ES	Futures	3103.63	3107.15	3102.82	3106.88	4312.0
2019-08-27 18:30:00	ES	Futures	3107.15	3112.57	3106.88	3110.4	5491.0
2019-08-27 19:00:00	ES	Futures	3110.4	3111.48	3109.05	3110.94	2351.0
2019-08-27 19:30:00	ES	Futures	3110.94	3112.84	3110.13	3112.3	3702.0
2019-08-27 20:00:00	ES	Futures	3112.03	3115.0	3108.78	3109.59	9361.0
2019-08-27 20:30:00	ES	Futures	3109.32	3109.32	3105.8	3109.05	7998.0
2019-08-27 21:00:00	ES	Futures	3109.05	3116.36	3107.69	3113.65	13352.0
2019-08-27 21:30:00	ES	Futures	3113.65	3114.46	3108.51	3109.86	5524.0
2019-08-27 22:00:00	ES	Futures	3109.86	3114.19	3109.59	3111.21	4456.0
2019-08-27 22:30:00	ES	Futures	3110.94	3113.92	3109.59	3112.3	5493.0
2019-08-27 23:00:00	ES	Futures	3112.3	3113.38	3110.4	3112.84	5999.0
2019-08-27 23:30:00	ES	Futures	3112.84	3114.19	3112.3	3113.65	3012.0
2019-08-27 00:00:00	NQ	Futures	8812.21	8815.4	8805.82	8811.92	1601.0
2019-08-27 00:30:00	NQ	Futures	8812.21	8813.95	8809.88	8812.79	771.0
2019-08-27 01:00:00	NQ	Futures	8812.79	8813.37	8790.74	8797.7	2581.0
2019-08-27 01:30:00	NQ	Futures	8797.12	8803.79	8785.51	8791.03	2853.0

> showing 50 of 3,399 rows — these rows as CSV

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