PREVIEW / futures_30min / 2019-09-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-17.parquet
  size:    92 KB
  rows:    3,466

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
2019-09-17 00:00:00	ES	Futures	3259.3	3259.57	3258.49	3259.3	1288.0
2019-09-17 00:30:00	ES	Futures	3259.03	3259.57	3258.49	3258.49	1379.0
2019-09-17 01:00:00	ES	Futures	3258.76	3258.76	3254.68	3254.68	4720.0
2019-09-17 01:30:00	ES	Futures	3254.95	3256.58	3254.68	3255.5	3895.0
2019-09-17 02:00:00	ES	Futures	3255.77	3256.86	3254.95	3256.86	8676.0
2019-09-17 02:30:00	ES	Futures	3256.58	3257.13	3254.95	3256.58	4438.0
2019-09-17 03:00:00	ES	Futures	3256.58	3261.47	3254.68	3259.84	8966.0
2019-09-17 03:30:00	ES	Futures	3259.57	3261.47	3258.76	3259.3	6995.0
2019-09-17 04:00:00	ES	Futures	3259.03	3263.65	3259.03	3260.39	13855.0
2019-09-17 04:30:00	ES	Futures	3260.66	3260.66	3257.4	3258.76	8346.0
2019-09-17 05:00:00	ES	Futures	3258.76	3261.74	3258.21	3259.84	9169.0
2019-09-17 05:30:00	ES	Futures	3259.84	3260.39	3256.86	3256.86	6480.0
2019-09-17 06:00:00	ES	Futures	3257.13	3258.49	3256.31	3257.67	6167.0
2019-09-17 06:30:00	ES	Futures	3257.94	3258.21	3254.95	3255.77	3805.0
2019-09-17 07:00:00	ES	Futures	3255.77	3257.94	3254.95	3257.13	5765.0
2019-09-17 07:30:00	ES	Futures	3257.13	3262.29	3257.13	3260.39	6926.0
2019-09-17 08:00:00	ES	Futures	3260.39	3260.66	3255.5	3256.31	11761.0
2019-09-17 08:30:00	ES	Futures	3256.31	3256.86	3252.78	3256.58	14601.0
2019-09-17 09:00:00	ES	Futures	3256.58	3259.3	3253.05	3257.67	20438.0
2019-09-17 09:30:00	ES	Futures	3257.67	3262.83	3255.77	3259.84	145147.0
2019-09-17 10:00:00	ES	Futures	3260.11	3261.2	3256.58	3260.39	52748.0
2019-09-17 10:30:00	ES	Futures	3260.39	3262.29	3258.21	3258.49	45925.0
2019-09-17 11:00:00	ES	Futures	3258.21	3264.46	3258.21	3261.47	61022.0
2019-09-17 11:30:00	ES	Futures	3261.47	3263.65	3260.66	3261.47	37340.0
2019-09-17 12:00:00	ES	Futures	3261.74	3263.37	3257.94	3259.84	36733.0
2019-09-17 12:30:00	ES	Futures	3259.84	3260.11	3257.67	3258.21	29942.0
2019-09-17 13:00:00	ES	Futures	3258.49	3261.2	3257.67	3259.3	19834.0
2019-09-17 13:30:00	ES	Futures	3259.57	3265.28	3259.3	3261.74	34887.0
2019-09-17 14:00:00	ES	Futures	3261.74	3264.73	3259.57	3260.66	34663.0
2019-09-17 14:30:00	ES	Futures	3260.66	3262.83	3260.39	3261.47	23938.0
2019-09-17 15:00:00	ES	Futures	3261.74	3263.37	3260.11	3263.1	23797.0
2019-09-17 15:30:00	ES	Futures	3263.1	3269.35	3262.56	3268.26	79028.0
2019-09-17 16:00:00	ES	Futures	3268.54	3269.08	3267.45	3268.54	35930.0
2019-09-17 16:30:00	ES	Futures	3268.26	3269.08	3266.91	3268.54	5772.0
2019-09-17 18:00:00	ES	Futures	3269.08	3269.08	3265.82	3267.72	2861.0
2019-09-17 18:30:00	ES	Futures	3267.72	3268.81	3267.18	3267.99	2399.0
2019-09-17 19:00:00	ES	Futures	3267.99	3268.26	3266.09	3267.72	1310.0
2019-09-17 19:30:00	ES	Futures	3267.72	3267.99	3266.63	3266.91	2236.0
2019-09-17 20:00:00	ES	Futures	3267.18	3267.45	3264.73	3265.0	5261.0
2019-09-17 20:30:00	ES	Futures	3265.0	3266.63	3265.0	3265.55	2708.0
2019-09-17 21:00:00	ES	Futures	3265.82	3266.36	3264.73	3265.82	2341.0
2019-09-17 21:30:00	ES	Futures	3265.82	3266.36	3264.19	3265.0	2626.0
2019-09-17 22:00:00	ES	Futures	3265.28	3265.55	3263.92	3265.28	1756.0
2019-09-17 22:30:00	ES	Futures	3265.55	3266.09	3265.0	3265.28	1148.0
2019-09-17 23:00:00	ES	Futures	3265.28	3266.09	3264.46	3264.46	1668.0
2019-09-17 23:30:00	ES	Futures	3264.46	3264.73	3262.83	3264.19	2430.0
2019-09-17 00:00:00	NQ	Futures	9144.41	9145.28	9138.89	9141.5	367.0
2019-09-17 00:30:00	NQ	Futures	9141.21	9142.95	9139.76	9140.05	389.0
2019-09-17 01:00:00	NQ	Futures	9140.05	9140.34	9123.2	9123.2	1720.0
2019-09-17 01:30:00	NQ	Futures	9123.2	9131.92	9123.2	9125.82	1562.0

> showing 50 of 3,466 rows — these rows as CSV

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