PREVIEW / futures_30min / 2019-09-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-06.parquet
  size:    77 KB
  rows:    2,762

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
2019-09-06 00:00:00	ES	Futures	3225.18	3226.8	3224.64	3225.45	3442.0
2019-09-06 00:30:00	ES	Futures	3225.45	3225.45	3223.01	3223.83	2496.0
2019-09-06 01:00:00	ES	Futures	3223.83	3224.1	3221.93	3223.56	3038.0
2019-09-06 01:30:00	ES	Futures	3223.29	3223.83	3221.93	3223.29	2911.0
2019-09-06 02:00:00	ES	Futures	3223.56	3224.91	3220.58	3224.91	7584.0
2019-09-06 02:30:00	ES	Futures	3224.91	3227.08	3223.56	3227.08	6719.0
2019-09-06 03:00:00	ES	Futures	3227.08	3230.86	3224.37	3228.7	11038.0
2019-09-06 03:30:00	ES	Futures	3228.7	3228.97	3225.72	3226.53	7638.0
2019-09-06 04:00:00	ES	Futures	3226.26	3226.26	3224.1	3225.72	6243.0
2019-09-06 04:30:00	ES	Futures	3225.99	3226.26	3224.64	3225.72	6059.0
2019-09-06 05:00:00	ES	Futures	3225.45	3233.03	3224.91	3229.78	17608.0
2019-09-06 05:30:00	ES	Futures	3229.78	3231.68	3224.91	3225.18	16092.0
2019-09-06 06:00:00	ES	Futures	3225.18	3227.08	3223.56	3227.08	8140.0
2019-09-06 06:30:00	ES	Futures	3227.08	3228.16	3224.64	3227.35	6415.0
2019-09-06 07:00:00	ES	Futures	3227.35	3229.51	3226.8	3228.16	8358.0
2019-09-06 07:30:00	ES	Futures	3228.43	3231.95	3227.89	3231.41	15385.0
2019-09-06 08:00:00	ES	Futures	3231.14	3234.93	3230.05	3231.68	20672.0
2019-09-06 08:30:00	ES	Futures	3231.68	3235.74	3223.83	3228.16	53808.0
2019-09-06 09:00:00	ES	Futures	3228.16	3230.86	3226.8	3226.8	26477.0
2019-09-06 09:30:00	ES	Futures	3226.8	3228.7	3218.41	3224.37	165115.0
2019-09-06 10:00:00	ES	Futures	3224.37	3229.51	3221.93	3229.51	88429.0
2019-09-06 10:30:00	ES	Futures	3229.51	3231.41	3226.8	3229.24	66902.0
2019-09-06 11:00:00	ES	Futures	3229.24	3230.32	3227.62	3228.97	43629.0
2019-09-06 11:30:00	ES	Futures	3228.97	3229.78	3225.99	3227.35	40757.0
2019-09-06 12:00:00	ES	Futures	3227.08	3229.51	3226.53	3228.7	22350.0
2019-09-06 12:30:00	ES	Futures	3228.43	3228.97	3222.2	3227.08	57367.0
2019-09-06 13:00:00	ES	Futures	3226.8	3231.68	3226.53	3231.41	37462.0
2019-09-06 13:30:00	ES	Futures	3231.41	3233.03	3230.32	3231.41	31698.0
2019-09-06 14:00:00	ES	Futures	3231.68	3231.95	3229.24	3230.32	24155.0
2019-09-06 14:30:00	ES	Futures	3230.59	3230.86	3228.16	3228.97	28265.0
2019-09-06 15:00:00	ES	Futures	3228.97	3231.41	3228.16	3231.14	36955.0
2019-09-06 15:30:00	ES	Futures	3230.86	3232.49	3223.29	3225.45	130822.0
2019-09-06 16:00:00	ES	Futures	3225.72	3228.16	3224.64	3227.62	42136.0
2019-09-06 16:30:00	ES	Futures	3227.62	3230.32	3227.62	3230.05	7415.0
2019-09-06 00:00:00	NQ	Futures	9134.55	9139.78	9129.62	9133.1	3078.0
2019-09-06 00:30:00	NQ	Futures	9132.81	9133.1	9123.53	9125.27	1328.0
2019-09-06 01:00:00	NQ	Futures	9124.98	9126.72	9119.47	9124.69	1362.0
2019-09-06 01:30:00	NQ	Futures	9124.69	9126.14	9118.31	9124.4	1400.0
2019-09-06 02:00:00	NQ	Futures	9124.69	9129.91	9114.82	9129.62	3062.0
2019-09-06 02:30:00	NQ	Futures	9129.33	9137.46	9124.11	9136.59	2769.0
2019-09-06 03:00:00	NQ	Futures	9136.59	9148.77	9125.56	9145.0	5506.0
2019-09-06 03:30:00	NQ	Futures	9144.42	9145.0	9133.97	9135.42	2853.0
2019-09-06 04:00:00	NQ	Futures	9135.13	9136.59	9128.75	9134.84	2708.0
2019-09-06 04:30:00	NQ	Futures	9134.55	9137.75	9131.36	9134.55	1704.0
2019-09-06 05:00:00	NQ	Futures	9134.26	9159.8	9132.81	9148.19	4989.0
2019-09-06 05:30:00	NQ	Futures	9148.48	9149.93	9126.14	9126.14	6695.0
2019-09-06 06:00:00	NQ	Futures	9126.14	9131.94	9121.21	9131.94	3092.0
2019-09-06 06:30:00	NQ	Futures	9131.94	9136.88	9125.56	9135.13	2784.0
2019-09-06 07:00:00	NQ	Futures	9134.26	9142.97	9133.39	9138.33	3478.0
2019-09-06 07:30:00	NQ	Futures	9138.91	9149.35	9137.75	9146.45	4317.0

> showing 50 of 2,762 rows — these rows as CSV

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