PREVIEW / futures_30min / 2019-09-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-12.parquet
  size:    91 KB
  rows:    3,278

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
2019-09-12 00:00:00	ES	Futures	3264.97	3265.79	3263.89	3264.16	3348.0
2019-09-12 00:30:00	ES	Futures	3264.16	3264.16	3262.0	3263.35	3777.0
2019-09-12 01:00:00	ES	Futures	3263.35	3263.62	3262.27	3263.08	2835.0
2019-09-12 01:30:00	ES	Futures	3263.08	3263.35	3256.58	3256.85	9229.0
2019-09-12 02:00:00	ES	Futures	3256.85	3260.91	3255.5	3257.66	12049.0
2019-09-12 02:30:00	ES	Futures	3257.94	3259.56	3256.85	3257.94	5930.0
2019-09-12 03:00:00	ES	Futures	3257.94	3262.27	3254.42	3256.85	23205.0
2019-09-12 03:30:00	ES	Futures	3257.12	3259.29	3256.85	3257.94	8960.0
2019-09-12 04:00:00	ES	Futures	3257.94	3258.21	3256.04	3257.12	7296.0
2019-09-12 04:30:00	ES	Futures	3257.39	3258.48	3254.69	3255.77	7779.0
2019-09-12 05:00:00	ES	Futures	3255.77	3256.85	3255.23	3255.5	5962.0
2019-09-12 05:30:00	ES	Futures	3255.5	3256.04	3254.42	3255.77	6911.0
2019-09-12 06:00:00	ES	Futures	3255.5	3256.58	3252.79	3253.33	9974.0
2019-09-12 06:30:00	ES	Futures	3253.06	3255.77	3253.06	3253.87	7381.0
2019-09-12 07:00:00	ES	Futures	3253.87	3255.77	3253.6	3254.69	5810.0
2019-09-12 07:30:00	ES	Futures	3254.69	3262.27	3251.17	3259.02	37523.0
2019-09-12 08:00:00	ES	Futures	3258.75	3261.73	3255.77	3257.12	34181.0
2019-09-12 08:30:00	ES	Futures	3257.12	3260.64	3255.23	3258.21	21021.0
2019-09-12 09:00:00	ES	Futures	3258.21	3260.64	3257.12	3258.75	20828.0
2019-09-12 09:30:00	ES	Futures	3258.75	3263.35	3249.54	3254.96	214875.0
2019-09-12 10:00:00	ES	Futures	3254.96	3270.66	3252.52	3266.87	214846.0
2019-09-12 10:30:00	ES	Futures	3267.14	3268.49	3250.09	3254.69	170072.0
2019-09-12 11:00:00	ES	Futures	3254.42	3262.81	3252.25	3261.73	74447.0
2019-09-12 11:30:00	ES	Futures	3261.73	3265.52	3260.37	3264.97	52033.0
2019-09-12 12:00:00	ES	Futures	3264.97	3265.24	3260.91	3264.16	41370.0
2019-09-12 12:30:00	ES	Futures	3264.16	3268.49	3263.62	3267.68	28819.0
2019-09-12 13:00:00	ES	Futures	3267.68	3272.01	3266.87	3267.68	45048.0
2019-09-12 13:30:00	ES	Futures	3267.68	3271.2	3267.41	3269.03	28034.0
2019-09-12 14:00:00	ES	Futures	3269.31	3269.58	3265.79	3267.41	28736.0
2019-09-12 14:30:00	ES	Futures	3267.41	3271.74	3266.33	3268.49	30120.0
2019-09-12 15:00:00	ES	Futures	3268.76	3269.31	3265.79	3266.06	29045.0
2019-09-12 15:30:00	ES	Futures	3266.06	3268.22	3257.66	3259.02	114553.0
2019-09-12 16:00:00	ES	Futures	3259.29	3262.27	3259.02	3260.64	33658.0
2019-09-12 16:30:00	ES	Futures	3260.1	3261.18	3257.12	3257.66	6796.0
2019-09-12 18:00:00	ES	Futures	3259.29	3264.43	3259.29	3263.35	4516.0
2019-09-12 18:30:00	ES	Futures	3263.35	3263.89	3262.54	3263.62	884.0
2019-09-12 19:00:00	ES	Futures	3263.62	3263.89	3262.54	3263.08	570.0
2019-09-12 19:30:00	ES	Futures	3262.81	3264.7	3262.54	3264.43	1290.0
2019-09-12 20:00:00	ES	Futures	3264.43	3264.7	3260.91	3261.73	3006.0
2019-09-12 20:30:00	ES	Futures	3261.73	3266.06	3261.73	3265.52	2824.0
2019-09-12 21:00:00	ES	Futures	3265.24	3266.33	3264.97	3266.33	1722.0
2019-09-12 21:30:00	ES	Futures	3266.06	3266.87	3264.43	3264.7	2329.0
2019-09-12 22:00:00	ES	Futures	3264.7	3265.24	3262.81	3263.08	1359.0
2019-09-12 22:30:00	ES	Futures	3263.08	3265.24	3261.73	3264.7	2881.0
2019-09-12 23:00:00	ES	Futures	3264.7	3265.24	3264.43	3264.7	683.0
2019-09-12 23:30:00	ES	Futures	3264.7	3265.52	3264.43	3264.97	930.0
2019-09-12 00:00:00	NQ	Futures	9220.73	9224.5	9218.12	9218.99	1165.0
2019-09-12 00:30:00	NQ	Futures	9218.99	9219.28	9212.02	9216.95	1573.0
2019-09-12 01:00:00	NQ	Futures	9216.95	9217.83	9210.86	9215.21	965.0
2019-09-12 01:30:00	NQ	Futures	9215.5	9216.37	9193.16	9193.74	3370.0

> showing 50 of 3,278 rows — these rows as CSV

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