PREVIEW / futures_30min / 2019-09-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-04.parquet
  size:    97 KB
  rows:    3,472

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
2019-09-04 00:00:00	ES	Futures	3155.88	3159.4	3155.61	3159.4	3934.0
2019-09-04 00:30:00	ES	Futures	3159.4	3167.52	3158.59	3166.98	11658.0
2019-09-04 01:00:00	ES	Futures	3167.25	3169.41	3165.63	3166.71	8785.0
2019-09-04 01:30:00	ES	Futures	3166.71	3168.6	3164.27	3167.79	7969.0
2019-09-04 02:00:00	ES	Futures	3168.06	3175.37	3166.44	3171.31	20707.0
2019-09-04 02:30:00	ES	Futures	3171.31	3173.75	3170.77	3172.66	8782.0
2019-09-04 03:00:00	ES	Futures	3172.66	3176.45	3168.87	3174.56	19814.0
2019-09-04 03:30:00	ES	Futures	3174.56	3179.43	3174.02	3178.08	17916.0
2019-09-04 04:00:00	ES	Futures	3177.81	3178.89	3173.48	3175.37	18108.0
2019-09-04 04:30:00	ES	Futures	3175.1	3176.72	3174.02	3176.45	12465.0
2019-09-04 05:00:00	ES	Futures	3176.45	3178.08	3174.29	3175.91	13491.0
2019-09-04 05:30:00	ES	Futures	3175.64	3176.18	3171.04	3172.12	16076.0
2019-09-04 06:00:00	ES	Futures	3172.12	3173.48	3170.23	3171.85	17116.0
2019-09-04 06:30:00	ES	Futures	3171.58	3171.85	3168.87	3170.5	11346.0
2019-09-04 07:00:00	ES	Futures	3170.77	3172.12	3169.69	3170.5	11442.0
2019-09-04 07:30:00	ES	Futures	3170.77	3174.56	3170.77	3174.02	12626.0
2019-09-04 08:00:00	ES	Futures	3174.02	3175.37	3172.93	3174.83	10202.0
2019-09-04 08:30:00	ES	Futures	3174.83	3176.18	3173.48	3174.56	11878.0
2019-09-04 09:00:00	ES	Futures	3174.56	3176.45	3171.58	3172.66	20710.0
2019-09-04 09:30:00	ES	Futures	3172.66	3175.1	3168.87	3170.5	139411.0
2019-09-04 10:00:00	ES	Futures	3170.5	3172.66	3163.46	3168.06	106320.0
2019-09-04 10:30:00	ES	Futures	3167.79	3169.96	3165.35	3169.69	67856.0
2019-09-04 11:00:00	ES	Futures	3169.69	3173.75	3167.52	3173.2	53007.0
2019-09-04 11:30:00	ES	Futures	3173.2	3176.72	3172.66	3175.64	50912.0
2019-09-04 12:00:00	ES	Futures	3175.91	3176.72	3173.2	3174.02	33176.0
2019-09-04 12:30:00	ES	Futures	3174.29	3177.54	3173.2	3176.72	39149.0
2019-09-04 13:00:00	ES	Futures	3176.72	3177.54	3174.56	3176.99	31027.0
2019-09-04 13:30:00	ES	Futures	3176.99	3177.54	3172.39	3172.93	31456.0
2019-09-04 14:00:00	ES	Futures	3172.93	3175.64	3171.58	3175.1	34480.0
2019-09-04 14:30:00	ES	Futures	3175.1	3178.62	3174.83	3176.99	37141.0
2019-09-04 15:00:00	ES	Futures	3177.27	3180.78	3177.27	3179.16	40973.0
2019-09-04 15:30:00	ES	Futures	3178.89	3182.41	3178.89	3181.6	127507.0
2019-09-04 16:00:00	ES	Futures	3181.33	3182.41	3180.24	3182.41	44504.0
2019-09-04 16:30:00	ES	Futures	3182.41	3182.95	3181.06	3181.06	5814.0
2019-09-04 18:00:00	ES	Futures	3181.33	3182.95	3179.7	3182.14	8596.0
2019-09-04 18:30:00	ES	Futures	3182.14	3182.68	3181.6	3181.87	2360.0
2019-09-04 19:00:00	ES	Futures	3181.87	3182.41	3180.78	3180.78	669.0
2019-09-04 19:30:00	ES	Futures	3180.78	3181.87	3180.24	3181.6	1522.0
2019-09-04 20:00:00	ES	Futures	3181.6	3189.18	3181.06	3187.01	17041.0
2019-09-04 20:30:00	ES	Futures	3187.01	3188.91	3187.01	3188.09	3497.0
2019-09-04 21:00:00	ES	Futures	3187.82	3199.19	3185.12	3199.19	21797.0
2019-09-04 21:30:00	ES	Futures	3199.19	3213.27	3199.19	3212.73	46536.0
2019-09-04 22:00:00	ES	Futures	3213.0	3217.87	3212.19	3214.35	26619.0
2019-09-04 22:30:00	ES	Futures	3214.35	3215.16	3211.1	3212.19	9183.0
2019-09-04 23:00:00	ES	Futures	3212.19	3214.35	3212.19	3213.81	7536.0
2019-09-04 23:30:00	ES	Futures	3213.81	3214.62	3212.46	3213.0	3372.0
2019-09-04 00:00:00	NQ	Futures	8880.1	8888.22	8878.94	8887.93	1741.0
2019-09-04 00:30:00	NQ	Futures	8888.22	8915.5	8886.77	8913.76	5639.0
2019-09-04 01:00:00	NQ	Futures	8914.34	8922.75	8910.27	8914.34	3967.0
2019-09-04 01:30:00	NQ	Futures	8914.34	8923.33	8907.08	8921.88	3953.0

> showing 50 of 3,472 rows — these rows as CSV

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