PREVIEW / futures_30min / 2019-09-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-16.parquet
  size:    92 KB
  rows:    3,447

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
2019-09-16 00:00:00	ES	Futures	3251.97	3252.24	3246.53	3247.89	2491.0
2019-09-16 00:30:00	ES	Futures	3247.89	3249.25	3247.35	3248.71	1660.0
2019-09-16 01:00:00	ES	Futures	3248.71	3253.6	3248.16	3253.05	3141.0
2019-09-16 01:30:00	ES	Futures	3253.32	3253.6	3251.15	3252.78	2576.0
2019-09-16 02:00:00	ES	Futures	3252.51	3255.77	3252.51	3254.14	8313.0
2019-09-16 02:30:00	ES	Futures	3254.14	3255.5	3251.97	3254.68	5050.0
2019-09-16 03:00:00	ES	Futures	3254.68	3259.03	3252.24	3253.05	11921.0
2019-09-16 03:30:00	ES	Futures	3253.05	3255.5	3251.69	3254.68	7543.0
2019-09-16 04:00:00	ES	Futures	3254.68	3259.03	3253.32	3256.58	9206.0
2019-09-16 04:30:00	ES	Futures	3256.58	3257.94	3253.32	3255.5	7956.0
2019-09-16 05:00:00	ES	Futures	3255.23	3257.67	3250.06	3256.86	12026.0
2019-09-16 05:30:00	ES	Futures	3256.86	3257.13	3251.97	3254.95	11907.0
2019-09-16 06:00:00	ES	Futures	3254.68	3257.13	3253.6	3254.95	5979.0
2019-09-16 06:30:00	ES	Futures	3255.23	3256.58	3253.05	3256.04	7127.0
2019-09-16 07:00:00	ES	Futures	3256.04	3258.49	3252.51	3255.77	14684.0
2019-09-16 07:30:00	ES	Futures	3255.77	3259.03	3254.68	3258.21	12491.0
2019-09-16 08:00:00	ES	Futures	3258.49	3260.39	3257.67	3258.76	11444.0
2019-09-16 08:30:00	ES	Futures	3259.03	3259.57	3257.13	3257.4	9799.0
2019-09-16 09:00:00	ES	Futures	3257.4	3257.94	3255.5	3256.58	18458.0
2019-09-16 09:30:00	ES	Futures	3256.58	3264.46	3254.95	3263.65	134131.0
2019-09-16 10:00:00	ES	Futures	3263.92	3265.28	3259.03	3259.3	59066.0
2019-09-16 10:30:00	ES	Futures	3259.3	3260.93	3256.04	3258.49	62511.0
2019-09-16 11:00:00	ES	Futures	3258.49	3264.46	3257.13	3262.29	53362.0
2019-09-16 11:30:00	ES	Futures	3262.29	3262.83	3252.24	3253.32	60099.0
2019-09-16 12:00:00	ES	Futures	3253.05	3257.13	3252.51	3256.31	35331.0
2019-09-16 12:30:00	ES	Futures	3256.31	3258.49	3253.6	3256.86	41907.0
2019-09-16 13:00:00	ES	Futures	3256.86	3259.84	3256.04	3259.03	19887.0
2019-09-16 13:30:00	ES	Futures	3259.03	3261.47	3257.67	3260.93	21336.0
2019-09-16 14:00:00	ES	Futures	3261.2	3262.29	3258.49	3261.47	28771.0
2019-09-16 14:30:00	ES	Futures	3261.47	3261.74	3259.3	3260.93	18783.0
2019-09-16 15:00:00	ES	Futures	3260.93	3263.1	3258.49	3259.3	39449.0
2019-09-16 15:30:00	ES	Futures	3259.03	3261.74	3257.94	3259.84	69212.0
2019-09-16 16:00:00	ES	Futures	3260.11	3263.92	3259.84	3262.02	32639.0
2019-09-16 16:30:00	ES	Futures	3261.74	3264.73	3260.66	3264.46	5673.0
2019-09-16 18:00:00	ES	Futures	3264.19	3267.18	3264.19	3266.36	5035.0
2019-09-16 18:30:00	ES	Futures	3266.63	3266.63	3262.83	3264.73	2674.0
2019-09-16 19:00:00	ES	Futures	3264.73	3266.36	3263.92	3266.09	3838.0
2019-09-16 19:30:00	ES	Futures	3266.09	3266.63	3263.37	3263.37	2745.0
2019-09-16 20:00:00	ES	Futures	3263.65	3264.73	3260.66	3260.93	9288.0
2019-09-16 20:30:00	ES	Futures	3260.93	3264.19	3260.11	3264.19	6078.0
2019-09-16 21:00:00	ES	Futures	3264.19	3264.19	3259.57	3260.93	8087.0
2019-09-16 21:30:00	ES	Futures	3260.93	3263.1	3256.04	3256.04	8719.0
2019-09-16 22:00:00	ES	Futures	3256.31	3258.76	3256.04	3258.49	4694.0
2019-09-16 22:30:00	ES	Futures	3258.49	3259.57	3256.58	3259.3	1813.0
2019-09-16 23:00:00	ES	Futures	3259.3	3260.11	3257.94	3257.94	4625.0
2019-09-16 23:30:00	ES	Futures	3258.21	3259.84	3257.94	3259.57	3093.0
2019-09-16 00:00:00	NQ	Futures	9105.19	9106.64	9094.44	9097.06	1006.0
2019-09-16 00:30:00	NQ	Futures	9097.06	9103.74	9096.19	9101.41	805.0
2019-09-16 01:00:00	NQ	Futures	9101.7	9118.55	9098.8	9116.23	1169.0
2019-09-16 01:30:00	NQ	Futures	9116.52	9119.13	9107.22	9113.91	1124.0

> showing 50 of 3,447 rows — these rows as CSV

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