PREVIEW / futures_30min / 2019-09-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-11.parquet
  size:    84 KB
  rows:    3,180

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
2019-09-11 00:00:00	ES	Futures	3225.45	3234.38	3225.45	3228.7	15693.0
2019-09-11 00:30:00	ES	Futures	3228.7	3228.97	3227.08	3228.7	2590.0
2019-09-11 01:00:00	ES	Futures	3228.7	3232.22	3226.8	3230.86	6591.0
2019-09-11 01:30:00	ES	Futures	3230.59	3231.68	3227.35	3228.43	6150.0
2019-09-11 02:00:00	ES	Futures	3228.43	3230.59	3226.8	3230.05	6352.0
2019-09-11 02:30:00	ES	Futures	3230.32	3230.86	3226.26	3228.7	5847.0
2019-09-11 03:00:00	ES	Futures	3228.7	3229.51	3223.56	3227.35	13730.0
2019-09-11 03:30:00	ES	Futures	3227.35	3231.68	3227.08	3230.86	13177.0
2019-09-11 04:00:00	ES	Futures	3230.59	3231.95	3225.72	3226.26	19264.0
2019-09-11 04:30:00	ES	Futures	3225.99	3229.24	3225.72	3227.35	11182.0
2019-09-11 05:00:00	ES	Futures	3227.35	3227.35	3221.66	3223.83	20024.0
2019-09-11 05:30:00	ES	Futures	3223.56	3225.99	3221.93	3225.72	7362.0
2019-09-11 06:00:00	ES	Futures	3225.72	3228.16	3224.64	3225.72	6558.0
2019-09-11 06:30:00	ES	Futures	3225.72	3228.16	3224.1	3224.64	7353.0
2019-09-11 07:00:00	ES	Futures	3224.91	3227.89	3224.1	3227.35	9397.0
2019-09-11 07:30:00	ES	Futures	3227.35	3231.41	3225.72	3230.86	17000.0
2019-09-11 08:00:00	ES	Futures	3230.86	3231.68	3229.51	3230.05	11421.0
2019-09-11 08:30:00	ES	Futures	3230.05	3230.59	3228.16	3229.78	9975.0
2019-09-11 09:00:00	ES	Futures	3229.78	3230.05	3227.35	3229.24	17905.0
2019-09-11 09:30:00	ES	Futures	3228.97	3234.38	3221.12	3230.59	186516.0
2019-09-11 10:00:00	ES	Futures	3230.32	3235.47	3229.51	3234.11	108741.0
2019-09-11 10:30:00	ES	Futures	3234.11	3236.01	3232.49	3235.74	88506.0
2019-09-11 11:00:00	ES	Futures	3235.47	3236.82	3233.84	3235.74	64346.0
2019-09-11 11:30:00	ES	Futures	3235.74	3240.07	3235.74	3239.8	74266.0
2019-09-11 12:00:00	ES	Futures	3239.8	3242.78	3239.53	3240.61	55694.0
2019-09-11 12:30:00	ES	Futures	3240.34	3244.67	3240.07	3243.05	43854.0
2019-09-11 13:00:00	ES	Futures	3243.05	3244.94	3241.96	3242.78	36701.0
2019-09-11 13:30:00	ES	Futures	3242.78	3244.67	3240.88	3241.42	37214.0
2019-09-11 14:00:00	ES	Futures	3241.42	3241.96	3239.53	3240.34	30322.0
2019-09-11 14:30:00	ES	Futures	3240.61	3240.88	3238.17	3240.07	31115.0
2019-09-11 15:00:00	ES	Futures	3239.8	3243.32	3239.8	3242.23	38076.0
2019-09-11 15:30:00	ES	Futures	3242.23	3249.54	3241.15	3249.0	167399.0
2019-09-11 16:00:00	ES	Futures	3249.0	3251.17	3247.65	3250.9	61617.0
2019-09-11 16:30:00	ES	Futures	3250.9	3253.06	3249.81	3250.9	10505.0
2019-09-11 18:00:00	ES	Futures	3251.71	3252.25	3250.36	3251.17	3293.0
2019-09-11 18:30:00	ES	Futures	3251.17	3251.17	3250.09	3250.36	1186.0
2019-09-11 19:00:00	ES	Futures	3250.36	3270.12	3250.09	3266.6	24314.0
2019-09-11 19:30:00	ES	Futures	3266.87	3269.31	3263.89	3268.22	16053.0
2019-09-11 20:00:00	ES	Futures	3268.22	3269.03	3264.7	3265.79	15025.0
2019-09-11 20:30:00	ES	Futures	3265.79	3267.95	3263.62	3267.68	11586.0
2019-09-11 21:00:00	ES	Futures	3267.68	3268.76	3266.33	3266.33	6522.0
2019-09-11 21:30:00	ES	Futures	3266.33	3267.14	3262.0	3262.81	8783.0
2019-09-11 22:00:00	ES	Futures	3262.81	3263.08	3260.64	3261.45	6915.0
2019-09-11 22:30:00	ES	Futures	3261.18	3263.62	3261.18	3263.35	3334.0
2019-09-11 23:00:00	ES	Futures	3263.35	3263.62	3262.27	3262.81	1894.0
2019-09-11 23:30:00	ES	Futures	3263.08	3268.49	3262.0	3265.24	7555.0
2019-09-11 00:00:00	NQ	Futures	9067.24	9107.57	9066.08	9083.49	6631.0
2019-09-11 00:30:00	NQ	Futures	9083.78	9084.07	9075.95	9083.78	1491.0
2019-09-11 01:00:00	NQ	Futures	9083.78	9098.29	9075.95	9093.35	3253.0
2019-09-11 01:30:00	NQ	Futures	9093.93	9097.71	9080.88	9084.36	2485.0

> showing 50 of 3,180 rows — these rows as CSV

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