PREVIEW / futures_30min / 2019-09-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-19.parquet
  size:    92 KB
  rows:    3,439

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
2019-09-19 00:00:00	ES	Futures	3259.03	3260.39	3259.03	3260.39	3380.0
2019-09-19 00:30:00	ES	Futures	3260.11	3260.93	3258.76	3259.03	2882.0
2019-09-19 01:00:00	ES	Futures	3259.3	3260.39	3257.94	3258.49	3202.0
2019-09-19 01:30:00	ES	Futures	3258.76	3260.66	3258.49	3260.39	2930.0
2019-09-19 02:00:00	ES	Futures	3260.39	3261.74	3259.3	3260.11	3954.0
2019-09-19 02:30:00	ES	Futures	3260.11	3260.11	3256.86	3257.94	4716.0
2019-09-19 03:00:00	ES	Futures	3258.21	3258.21	3250.06	3257.13	26016.0
2019-09-19 03:30:00	ES	Futures	3257.13	3264.73	3257.13	3262.56	15036.0
2019-09-19 04:00:00	ES	Futures	3262.83	3263.65	3260.66	3262.56	11868.0
2019-09-19 04:30:00	ES	Futures	3262.56	3265.28	3262.02	3263.1	12833.0
2019-09-19 05:00:00	ES	Futures	3263.1	3265.28	3261.2	3262.56	11185.0
2019-09-19 05:30:00	ES	Futures	3262.29	3263.37	3259.84	3260.39	7770.0
2019-09-19 06:00:00	ES	Futures	3260.39	3262.83	3260.39	3261.74	4712.0
2019-09-19 06:30:00	ES	Futures	3261.47	3261.74	3259.57	3259.57	6260.0
2019-09-19 07:00:00	ES	Futures	3259.57	3264.73	3259.3	3264.19	9159.0
2019-09-19 07:30:00	ES	Futures	3264.46	3265.82	3263.92	3264.46	5401.0
2019-09-19 08:00:00	ES	Futures	3264.46	3268.54	3263.65	3267.99	13231.0
2019-09-19 08:30:00	ES	Futures	3267.72	3275.6	3267.18	3274.51	24470.0
2019-09-19 09:00:00	ES	Futures	3274.78	3276.41	3273.42	3274.24	20207.0
2019-09-19 09:30:00	ES	Futures	3274.24	3281.3	3273.7	3278.04	126373.0
2019-09-19 10:00:00	ES	Futures	3277.77	3283.48	3277.77	3281.85	80877.0
2019-09-19 10:30:00	ES	Futures	3281.57	3285.11	3281.03	3281.3	56167.0
2019-09-19 11:00:00	ES	Futures	3281.03	3283.75	3279.67	3282.93	46775.0
2019-09-19 11:30:00	ES	Futures	3283.2	3286.19	3280.49	3282.66	51843.0
2019-09-19 12:00:00	ES	Futures	3282.66	3284.02	3275.05	3275.6	58355.0
2019-09-19 12:30:00	ES	Futures	3275.33	3279.94	3274.24	3278.31	36358.0
2019-09-19 13:00:00	ES	Futures	3278.31	3280.49	3275.33	3277.23	32389.0
2019-09-19 13:30:00	ES	Futures	3277.23	3277.77	3270.17	3276.68	83016.0
2019-09-19 14:00:00	ES	Futures	3276.68	3277.77	3275.05	3275.6	29408.0
2019-09-19 14:30:00	ES	Futures	3275.87	3275.87	3272.07	3273.97	36824.0
2019-09-19 15:00:00	ES	Futures	3273.97	3275.33	3271.52	3273.42	50550.0
2019-09-19 15:30:00	ES	Futures	3273.42	3273.42	3264.73	3268.54	153908.0
2019-09-19 16:00:00	ES	Futures	3268.54	3270.17	3267.45	3268.54	40286.0
2019-09-19 16:30:00	ES	Futures	3268.81	3269.35	3266.63	3267.72	7244.0
2019-09-19 18:00:00	ES	Futures	3267.18	3271.25	3266.63	3271.25	3166.0
2019-09-19 18:30:00	ES	Futures	3270.98	3271.52	3270.44	3270.71	1430.0
2019-09-19 19:00:00	ES	Futures	3270.71	3272.07	3270.44	3270.98	1529.0
2019-09-19 19:30:00	ES	Futures	3270.98	3272.07	3270.44	3270.71	1135.0
2019-09-19 20:00:00	ES	Futures	3270.98	3270.98	3265.82	3269.35	4850.0
2019-09-19 20:30:00	ES	Futures	3269.35	3270.71	3266.63	3270.44	3027.0
2019-09-19 21:00:00	ES	Futures	3270.71	3272.88	3270.17	3272.34	3773.0
2019-09-19 21:30:00	ES	Futures	3272.61	3272.88	3270.44	3270.71	3333.0
2019-09-19 22:00:00	ES	Futures	3270.71	3272.07	3270.17	3271.25	2178.0
2019-09-19 22:30:00	ES	Futures	3271.52	3272.07	3270.98	3271.25	2144.0
2019-09-19 23:00:00	ES	Futures	3271.25	3272.34	3270.44	3272.07	1199.0
2019-09-19 23:30:00	ES	Futures	3272.34	3272.34	3270.98	3271.25	1873.0
2019-09-19 00:00:00	NQ	Futures	9150.8	9155.74	9150.51	9155.74	1349.0
2019-09-19 00:30:00	NQ	Futures	9155.16	9158.35	9151.67	9153.12	1616.0
2019-09-19 01:00:00	NQ	Futures	9152.83	9158.06	9148.47	9151.67	1665.0
2019-09-19 01:30:00	NQ	Futures	9151.67	9162.42	9151.09	9162.13	1478.0

> showing 50 of 3,439 rows — these rows as CSV

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