PREVIEW / futures_30min / 2019-09-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-20.parquet
  size:    78 KB
  rows:    2,833

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
2019-09-20 00:00:00	ES	Futures	3271.25	3271.8	3270.98	3271.25	1077.0
2019-09-20 00:30:00	ES	Futures	3271.25	3271.25	3269.89	3270.17	1357.0
2019-09-20 01:00:00	ES	Futures	3270.44	3270.71	3269.08	3269.35	1802.0
2019-09-20 01:30:00	ES	Futures	3269.35	3269.62	3267.18	3267.72	3062.0
2019-09-20 02:00:00	ES	Futures	3267.45	3269.89	3267.45	3269.35	3729.0
2019-09-20 02:30:00	ES	Futures	3269.08	3273.42	3268.54	3273.15	3894.0
2019-09-20 03:00:00	ES	Futures	3273.15	3274.24	3269.89	3271.25	8651.0
2019-09-20 03:30:00	ES	Futures	3271.52	3274.78	3270.98	3274.24	6309.0
2019-09-20 04:00:00	ES	Futures	3274.24	3274.51	3270.44	3270.98	8894.0
2019-09-20 04:30:00	ES	Futures	3270.71	3272.34	3270.44	3270.71	6302.0
2019-09-20 05:00:00	ES	Futures	3270.71	3272.34	3270.44	3271.52	3133.0
2019-09-20 05:30:00	ES	Futures	3271.52	3275.6	3271.52	3275.33	11421.0
2019-09-20 06:00:00	ES	Futures	3275.05	3277.5	3274.51	3276.14	9753.0
2019-09-20 06:30:00	ES	Futures	3276.14	3277.23	3273.15	3273.7	8800.0
2019-09-20 07:00:00	ES	Futures	3273.7	3274.51	3272.88	3274.24	6112.0
2019-09-20 07:30:00	ES	Futures	3274.24	3275.33	3272.07	3275.33	8858.0
2019-09-20 08:00:00	ES	Futures	3275.05	3275.87	3271.25	3271.52	14878.0
2019-09-20 08:30:00	ES	Futures	3271.52	3275.87	3270.44	3275.05	16888.0
2019-09-20 09:00:00	ES	Futures	3275.05	3278.04	3273.7	3275.6	49309.0
2019-09-20 09:30:00	ES	Futures	3275.87	3279.13	3272.07	3274.78	129537.0
2019-09-20 10:00:00	ES	Futures	3274.78	3278.59	3273.97	3276.96	78084.0
2019-09-20 10:30:00	ES	Futures	3276.96	3278.31	3272.34	3274.24	61012.0
2019-09-20 11:00:00	ES	Futures	3274.24	3275.6	3271.25	3272.07	50237.0
2019-09-20 11:30:00	ES	Futures	3272.07	3273.15	3268.26	3273.15	50486.0
2019-09-20 12:00:00	ES	Futures	3273.15	3274.51	3270.98	3272.07	32865.0
2019-09-20 12:30:00	ES	Futures	3272.34	3272.34	3268.81	3271.8	33554.0
2019-09-20 13:00:00	ES	Futures	3271.52	3272.34	3243.55	3257.13	206260.0
2019-09-20 13:30:00	ES	Futures	3257.4	3258.21	3250.61	3257.13	88872.0
2019-09-20 14:00:00	ES	Futures	3256.86	3261.74	3254.95	3259.57	78588.0
2019-09-20 14:30:00	ES	Futures	3259.84	3263.1	3259.03	3260.11	39840.0
2019-09-20 15:00:00	ES	Futures	3259.84	3262.56	3256.58	3257.67	47596.0
2019-09-20 15:30:00	ES	Futures	3257.67	3259.3	3250.34	3251.15	173622.0
2019-09-20 16:00:00	ES	Futures	3251.15	3253.87	3246.81	3247.89	91412.0
2019-09-20 16:30:00	ES	Futures	3248.43	3249.25	3245.18	3247.89	14979.0
2019-09-20 00:00:00	NQ	Futures	9219.94	9222.55	9219.64	9220.81	642.0
2019-09-20 00:30:00	NQ	Futures	9220.52	9220.52	9215.29	9216.45	652.0
2019-09-20 01:00:00	NQ	Futures	9216.74	9217.61	9212.38	9215.0	842.0
2019-09-20 01:30:00	NQ	Futures	9215.0	9215.87	9205.7	9207.15	1397.0
2019-09-20 02:00:00	NQ	Futures	9206.86	9214.13	9206.57	9210.93	1404.0
2019-09-20 02:30:00	NQ	Futures	9210.64	9224.58	9208.32	9221.97	1803.0
2019-09-20 03:00:00	NQ	Futures	9222.55	9227.78	9209.77	9217.61	4086.0
2019-09-20 03:30:00	NQ	Futures	9217.32	9226.62	9214.71	9224.87	2813.0
2019-09-20 04:00:00	NQ	Futures	9225.16	9226.33	9212.67	9215.0	2426.0
2019-09-20 04:30:00	NQ	Futures	9215.0	9219.64	9212.96	9214.71	1759.0
2019-09-20 05:00:00	NQ	Futures	9214.42	9219.35	9213.25	9217.9	1300.0
2019-09-20 05:30:00	NQ	Futures	9217.61	9228.07	9217.61	9226.91	3576.0
2019-09-20 06:00:00	NQ	Futures	9226.62	9234.17	9224.58	9228.65	2486.0
2019-09-20 06:30:00	NQ	Futures	9228.65	9232.14	9221.68	9223.42	2332.0
2019-09-20 07:00:00	NQ	Futures	9223.71	9224.58	9219.35	9222.55	1644.0
2019-09-20 07:30:00	NQ	Futures	9222.26	9227.2	9216.16	9226.62	2545.0

> showing 50 of 2,833 rows — these rows as CSV

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