PREVIEW / futures_30min / 2019-09-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-05.parquet
  size:    95 KB
  rows:    3,461

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
2019-09-05 00:00:00	ES	Futures	3212.73	3213.0	3210.02	3212.19	4516.0
2019-09-05 00:30:00	ES	Futures	3212.19	3213.81	3211.92	3213.81	3290.0
2019-09-05 01:00:00	ES	Futures	3213.81	3216.79	3213.27	3215.43	5692.0
2019-09-05 01:30:00	ES	Futures	3215.16	3215.98	3210.56	3211.37	10037.0
2019-09-05 02:00:00	ES	Futures	3211.37	3211.64	3203.52	3204.34	18863.0
2019-09-05 02:30:00	ES	Futures	3204.07	3208.4	3201.9	3203.52	12992.0
2019-09-05 03:00:00	ES	Futures	3203.52	3203.52	3196.76	3197.03	27187.0
2019-09-05 03:30:00	ES	Futures	3197.3	3202.44	3194.86	3201.36	23575.0
2019-09-05 04:00:00	ES	Futures	3201.36	3206.23	3199.19	3204.34	24634.0
2019-09-05 04:30:00	ES	Futures	3204.61	3206.77	3203.52	3206.5	7917.0
2019-09-05 05:00:00	ES	Futures	3206.23	3207.86	3203.79	3206.23	12308.0
2019-09-05 05:30:00	ES	Futures	3206.23	3210.29	3205.69	3209.48	9861.0
2019-09-05 06:00:00	ES	Futures	3209.48	3211.1	3208.67	3210.56	9410.0
2019-09-05 06:30:00	ES	Futures	3210.83	3212.73	3210.29	3210.83	7950.0
2019-09-05 07:00:00	ES	Futures	3211.1	3211.64	3208.4	3210.02	10799.0
2019-09-05 07:30:00	ES	Futures	3209.75	3209.75	3206.23	3207.58	13006.0
2019-09-05 08:00:00	ES	Futures	3207.31	3212.19	3207.04	3210.29	15466.0
2019-09-05 08:30:00	ES	Futures	3210.29	3213.81	3209.75	3212.46	15264.0
2019-09-05 09:00:00	ES	Futures	3212.46	3213.27	3209.75	3211.92	25563.0
2019-09-05 09:30:00	ES	Futures	3211.64	3222.2	3210.02	3219.77	181702.0
2019-09-05 10:00:00	ES	Futures	3220.04	3233.84	3220.04	3227.35	214406.0
2019-09-05 10:30:00	ES	Futures	3227.35	3230.59	3223.01	3225.18	107362.0
2019-09-05 11:00:00	ES	Futures	3225.45	3229.24	3221.93	3225.72	83501.0
2019-09-05 11:30:00	ES	Futures	3225.72	3228.16	3223.01	3223.56	66591.0
2019-09-05 12:00:00	ES	Futures	3223.83	3226.53	3220.04	3221.93	70389.0
2019-09-05 12:30:00	ES	Futures	3221.66	3224.1	3220.85	3223.29	35557.0
2019-09-05 13:00:00	ES	Futures	3223.29	3224.91	3218.41	3223.56	57965.0
2019-09-05 13:30:00	ES	Futures	3223.29	3223.56	3220.58	3221.93	42574.0
2019-09-05 14:00:00	ES	Futures	3221.66	3224.1	3219.77	3221.93	46663.0
2019-09-05 14:30:00	ES	Futures	3221.66	3224.91	3220.58	3224.37	36524.0
2019-09-05 15:00:00	ES	Futures	3224.64	3228.16	3224.1	3227.35	49317.0
2019-09-05 15:30:00	ES	Futures	3227.35	3228.16	3221.12	3222.74	123779.0
2019-09-05 16:00:00	ES	Futures	3222.74	3222.74	3217.33	3218.14	57677.0
2019-09-05 16:30:00	ES	Futures	3218.68	3219.5	3215.43	3215.98	9203.0
2019-09-05 18:00:00	ES	Futures	3216.79	3220.04	3216.25	3220.04	3703.0
2019-09-05 18:30:00	ES	Futures	3220.04	3220.85	3218.95	3220.58	1718.0
2019-09-05 19:00:00	ES	Futures	3220.58	3222.74	3220.04	3222.47	2649.0
2019-09-05 19:30:00	ES	Futures	3222.74	3224.64	3222.47	3223.56	3017.0
2019-09-05 20:00:00	ES	Futures	3223.56	3227.62	3222.47	3227.08	8639.0
2019-09-05 20:30:00	ES	Futures	3227.35	3227.62	3225.18	3226.26	4774.0
2019-09-05 21:00:00	ES	Futures	3226.26	3228.97	3224.37	3227.89	5329.0
2019-09-05 21:30:00	ES	Futures	3227.62	3228.7	3221.93	3227.08	9108.0
2019-09-05 22:00:00	ES	Futures	3227.35	3227.89	3224.64	3225.18	5023.0
2019-09-05 22:30:00	ES	Futures	3225.18	3226.8	3224.37	3225.99	2657.0
2019-09-05 23:00:00	ES	Futures	3225.72	3227.62	3225.72	3226.26	4124.0
2019-09-05 23:30:00	ES	Futures	3226.26	3226.53	3224.91	3225.18	2444.0
2019-09-05 00:00:00	NQ	Futures	9077.98	9078.56	9065.79	9073.62	3236.0
2019-09-05 00:30:00	NQ	Futures	9073.91	9077.98	9071.3	9077.4	1733.0
2019-09-05 01:00:00	NQ	Futures	9077.11	9088.71	9076.24	9083.49	2979.0
2019-09-05 01:30:00	NQ	Futures	9083.49	9085.23	9067.24	9067.82	4076.0

> showing 50 of 3,461 rows — these rows as CSV

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