PREVIEW / futures_30min / 2019-08-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-08-28.parquet
  size:    91 KB
  rows:    3,383

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
2019-08-28 00:00:00	ES	Futures	3113.38	3115.27	3111.75	3112.03	3093.0
2019-08-28 00:30:00	ES	Futures	3112.03	3113.65	3111.21	3112.57	2993.0
2019-08-28 01:00:00	ES	Futures	3112.84	3113.11	3111.48	3112.03	2021.0
2019-08-28 01:30:00	ES	Futures	3112.03	3114.19	3111.75	3113.92	4136.0
2019-08-28 02:00:00	ES	Futures	3114.19	3115.0	3111.48	3112.03	4721.0
2019-08-28 02:30:00	ES	Futures	3112.3	3113.38	3111.48	3112.57	3405.0
2019-08-28 03:00:00	ES	Futures	3112.57	3112.57	3102.28	3109.59	22010.0
2019-08-28 03:30:00	ES	Futures	3109.86	3109.86	3104.72	3107.69	14205.0
2019-08-28 04:00:00	ES	Futures	3107.69	3114.73	3105.26	3113.11	17415.0
2019-08-28 04:30:00	ES	Futures	3113.11	3115.0	3100.11	3107.15	28651.0
2019-08-28 05:00:00	ES	Futures	3107.15	3112.57	3106.88	3109.05	16436.0
2019-08-28 05:30:00	ES	Futures	3109.05	3110.13	3104.99	3108.24	14758.0
2019-08-28 06:00:00	ES	Futures	3108.24	3112.57	3102.82	3106.61	17975.0
2019-08-28 06:30:00	ES	Futures	3106.34	3108.24	3104.72	3105.8	10476.0
2019-08-28 07:00:00	ES	Futures	3106.07	3107.15	3098.49	3098.49	13161.0
2019-08-28 07:30:00	ES	Futures	3098.49	3100.66	3094.16	3097.41	23068.0
2019-08-28 08:00:00	ES	Futures	3097.41	3098.22	3090.1	3092.26	49343.0
2019-08-28 08:30:00	ES	Futures	3092.26	3099.84	3091.99	3099.3	27606.0
2019-08-28 09:00:00	ES	Futures	3099.03	3104.45	3095.51	3097.68	46235.0
2019-08-28 09:30:00	ES	Futures	3097.68	3109.32	3087.93	3108.51	210505.0
2019-08-28 10:00:00	ES	Futures	3108.51	3113.92	3106.07	3107.96	119989.0
2019-08-28 10:30:00	ES	Futures	3107.96	3120.15	3107.69	3117.17	93583.0
2019-08-28 11:00:00	ES	Futures	3117.17	3124.75	3113.11	3123.4	88726.0
2019-08-28 11:30:00	ES	Futures	3123.4	3126.91	3121.5	3123.67	73807.0
2019-08-28 12:00:00	ES	Futures	3123.4	3126.37	3121.23	3122.31	35357.0
2019-08-28 12:30:00	ES	Futures	3122.31	3126.1	3119.88	3125.56	39939.0
2019-08-28 13:00:00	ES	Futures	3125.83	3126.1	3117.98	3122.58	42327.0
2019-08-28 13:30:00	ES	Futures	3122.58	3126.1	3120.96	3123.67	40507.0
2019-08-28 14:00:00	ES	Futures	3123.67	3125.02	3122.31	3124.21	28213.0
2019-08-28 14:30:00	ES	Futures	3124.48	3129.08	3123.67	3128.27	42814.0
2019-08-28 15:00:00	ES	Futures	3128.27	3129.89	3123.67	3123.67	51622.0
2019-08-28 15:30:00	ES	Futures	3123.67	3128.27	3121.23	3127.46	120575.0
2019-08-28 16:00:00	ES	Futures	3127.46	3129.89	3126.37	3129.35	48399.0
2019-08-28 16:30:00	ES	Futures	3129.08	3129.08	3119.88	3122.04	17609.0
2019-08-28 18:00:00	ES	Futures	3122.04	3126.64	3121.5	3125.83	5183.0
2019-08-28 18:30:00	ES	Futures	3125.83	3126.91	3124.48	3125.29	1792.0
2019-08-28 19:00:00	ES	Futures	3125.29	3125.29	3122.04	3123.67	2741.0
2019-08-28 19:30:00	ES	Futures	3123.4	3124.48	3121.5	3123.67	2844.0
2019-08-28 20:00:00	ES	Futures	3123.4	3125.29	3120.69	3122.31	6841.0
2019-08-28 20:30:00	ES	Futures	3122.04	3123.12	3120.96	3122.04	3713.0
2019-08-28 21:00:00	ES	Futures	3121.77	3121.77	3116.63	3117.71	9701.0
2019-08-28 21:30:00	ES	Futures	3117.98	3117.98	3113.38	3114.46	10962.0
2019-08-28 22:00:00	ES	Futures	3114.73	3117.17	3114.46	3116.36	4172.0
2019-08-28 22:30:00	ES	Futures	3116.09	3119.33	3115.54	3119.06	4647.0
2019-08-28 23:00:00	ES	Futures	3119.06	3119.33	3116.9	3117.71	2744.0
2019-08-28 23:30:00	ES	Futures	3117.71	3119.06	3117.17	3118.52	1705.0
2019-08-28 00:00:00	NQ	Futures	8810.76	8815.98	8804.66	8806.11	1674.0
2019-08-28 00:30:00	NQ	Futures	8806.4	8814.24	8803.5	8809.59	1354.0
2019-08-28 01:00:00	NQ	Futures	8809.59	8811.05	8804.66	8807.56	1250.0
2019-08-28 01:30:00	NQ	Futures	8807.56	8814.24	8806.69	8813.08	2380.0

> showing 50 of 3,383 rows — these rows as CSV

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