PREVIEW / futures_30min / 2019-09-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-18.parquet
  size:    93 KB
  rows:    3,470

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
2019-09-18 00:00:00	ES	Futures	3263.92	3264.46	3263.65	3264.19	1097.0
2019-09-18 00:30:00	ES	Futures	3263.92	3264.46	3263.65	3263.65	1143.0
2019-09-18 01:00:00	ES	Futures	3263.92	3263.92	3263.1	3263.1	1067.0
2019-09-18 01:30:00	ES	Futures	3263.37	3264.19	3262.29	3263.92	2383.0
2019-09-18 02:00:00	ES	Futures	3263.92	3264.19	3262.83	3263.65	2484.0
2019-09-18 02:30:00	ES	Futures	3263.65	3264.73	3262.83	3263.92	2274.0
2019-09-18 03:00:00	ES	Futures	3263.92	3265.55	3262.02	3265.0	7064.0
2019-09-18 03:30:00	ES	Futures	3265.0	3265.82	3263.92	3265.28	5123.0
2019-09-18 04:00:00	ES	Futures	3265.0	3267.18	3265.0	3265.82	6662.0
2019-09-18 04:30:00	ES	Futures	3265.55	3266.09	3263.65	3264.19	6361.0
2019-09-18 05:00:00	ES	Futures	3263.92	3264.46	3263.37	3263.65	4231.0
2019-09-18 05:30:00	ES	Futures	3263.65	3264.46	3263.37	3263.92	3050.0
2019-09-18 06:00:00	ES	Futures	3264.19	3264.46	3262.29	3263.65	3577.0
2019-09-18 06:30:00	ES	Futures	3263.37	3264.46	3263.1	3264.19	3610.0
2019-09-18 07:00:00	ES	Futures	3264.19	3265.0	3261.74	3262.83	4315.0
2019-09-18 07:30:00	ES	Futures	3262.83	3264.46	3259.84	3262.02	10004.0
2019-09-18 08:00:00	ES	Futures	3262.02	3263.37	3261.47	3262.56	6120.0
2019-09-18 08:30:00	ES	Futures	3262.56	3265.55	3262.56	3264.73	11766.0
2019-09-18 09:00:00	ES	Futures	3264.73	3265.28	3263.1	3263.37	11661.0
2019-09-18 09:30:00	ES	Futures	3263.37	3264.46	3256.86	3260.11	101672.0
2019-09-18 10:00:00	ES	Futures	3259.84	3263.92	3259.3	3263.65	58947.0
2019-09-18 10:30:00	ES	Futures	3263.37	3264.46	3260.11	3261.2	49253.0
2019-09-18 11:00:00	ES	Futures	3260.93	3261.47	3259.3	3259.84	36427.0
2019-09-18 11:30:00	ES	Futures	3259.57	3260.39	3258.49	3260.39	26871.0
2019-09-18 12:00:00	ES	Futures	3260.11	3260.93	3258.76	3259.84	23490.0
2019-09-18 12:30:00	ES	Futures	3259.57	3260.66	3258.21	3258.49	20768.0
2019-09-18 13:00:00	ES	Futures	3258.21	3258.49	3254.41	3254.68	30631.0
2019-09-18 13:30:00	ES	Futures	3254.68	3260.66	3254.14	3259.84	33908.0
2019-09-18 14:00:00	ES	Futures	3260.11	3265.0	3241.92	3244.63	194727.0
2019-09-18 14:30:00	ES	Futures	3244.63	3250.34	3238.66	3247.35	164229.0
2019-09-18 15:00:00	ES	Futures	3247.35	3258.76	3244.9	3257.67	107088.0
2019-09-18 15:30:00	ES	Futures	3257.67	3271.25	3257.67	3269.89	190932.0
2019-09-18 16:00:00	ES	Futures	3269.62	3272.88	3268.26	3269.35	64866.0
2019-09-18 16:30:00	ES	Futures	3269.62	3274.51	3269.35	3270.17	11639.0
2019-09-18 18:00:00	ES	Futures	3270.44	3271.25	3268.81	3269.89	3637.0
2019-09-18 18:30:00	ES	Futures	3269.89	3270.17	3268.54	3269.08	2124.0
2019-09-18 19:00:00	ES	Futures	3269.08	3269.62	3267.99	3268.26	1944.0
2019-09-18 19:30:00	ES	Futures	3268.26	3268.26	3266.36	3266.63	3875.0
2019-09-18 20:00:00	ES	Futures	3266.63	3270.17	3265.28	3269.89	7150.0
2019-09-18 20:30:00	ES	Futures	3269.89	3271.25	3267.45	3267.99	4663.0
2019-09-18 21:00:00	ES	Futures	3267.99	3269.62	3266.91	3269.08	4039.0
2019-09-18 21:30:00	ES	Futures	3269.08	3269.08	3262.29	3262.83	7325.0
2019-09-18 22:00:00	ES	Futures	3262.56	3263.92	3261.47	3262.56	6231.0
2019-09-18 22:30:00	ES	Futures	3262.56	3262.83	3260.39	3260.93	5012.0
2019-09-18 23:00:00	ES	Futures	3261.2	3261.74	3258.49	3260.66	5217.0
2019-09-18 23:30:00	ES	Futures	3260.66	3260.66	3256.58	3259.03	7248.0
2019-09-18 00:00:00	NQ	Futures	9180.72	9182.17	9178.69	9180.72	626.0
2019-09-18 00:30:00	NQ	Futures	9180.72	9183.33	9179.56	9181.3	654.0
2019-09-18 01:00:00	NQ	Futures	9181.3	9181.59	9178.98	9179.56	475.0
2019-09-18 01:30:00	NQ	Futures	9179.56	9183.91	9175.2	9183.62	1048.0

> showing 50 of 3,470 rows — these rows as CSV

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