PREVIEW / futures_30min / 2019-09-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-23.parquet
  size:    93 KB
  rows:    3,452

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
2019-09-23 00:00:00	ES	Futures	3260.93	3261.74	3259.84	3259.84	1191.0
2019-09-23 00:30:00	ES	Futures	3259.84	3261.47	3259.57	3259.84	1184.0
2019-09-23 01:00:00	ES	Futures	3259.84	3261.2	3259.3	3260.39	1618.0
2019-09-23 01:30:00	ES	Futures	3260.66	3262.56	3260.11	3262.02	1434.0
2019-09-23 02:00:00	ES	Futures	3262.29	3262.83	3260.39	3260.93	2970.0
2019-09-23 02:30:00	ES	Futures	3260.93	3263.92	3260.93	3262.56	5051.0
2019-09-23 03:00:00	ES	Futures	3262.29	3265.82	3256.31	3257.13	14010.0
2019-09-23 03:30:00	ES	Futures	3257.13	3257.13	3248.71	3249.52	26100.0
2019-09-23 04:00:00	ES	Futures	3249.25	3250.88	3241.92	3245.45	20568.0
2019-09-23 04:30:00	ES	Futures	3245.45	3245.45	3240.01	3241.37	18410.0
2019-09-23 05:00:00	ES	Futures	3241.1	3245.72	3240.56	3244.09	18218.0
2019-09-23 05:30:00	ES	Futures	3243.82	3249.52	3243.82	3248.16	12837.0
2019-09-23 06:00:00	ES	Futures	3247.89	3249.25	3246.81	3248.43	7798.0
2019-09-23 06:30:00	ES	Futures	3248.43	3250.88	3246.81	3250.06	7934.0
2019-09-23 07:00:00	ES	Futures	3250.06	3250.61	3248.98	3249.79	6096.0
2019-09-23 07:30:00	ES	Futures	3249.79	3250.61	3246.81	3247.08	5853.0
2019-09-23 08:00:00	ES	Futures	3247.08	3249.25	3245.99	3246.26	9475.0
2019-09-23 08:30:00	ES	Futures	3246.53	3248.98	3244.63	3248.43	9834.0
2019-09-23 09:00:00	ES	Futures	3248.43	3250.61	3243.0	3244.63	21961.0
2019-09-23 09:30:00	ES	Futures	3244.63	3253.87	3241.64	3250.06	139497.0
2019-09-23 10:00:00	ES	Futures	3250.34	3250.61	3243.55	3250.06	83706.0
2019-09-23 10:30:00	ES	Futures	3249.79	3251.42	3245.18	3246.26	67261.0
2019-09-23 11:00:00	ES	Futures	3246.26	3253.05	3245.99	3252.78	63233.0
2019-09-23 11:30:00	ES	Futures	3252.51	3256.04	3252.51	3254.41	49581.0
2019-09-23 12:00:00	ES	Futures	3254.41	3257.4	3253.32	3256.04	28480.0
2019-09-23 12:30:00	ES	Futures	3256.04	3257.4	3252.78	3254.41	24878.0
2019-09-23 13:00:00	ES	Futures	3254.41	3257.13	3253.6	3256.58	27917.0
2019-09-23 13:30:00	ES	Futures	3256.86	3258.21	3255.77	3257.67	22978.0
2019-09-23 14:00:00	ES	Futures	3257.67	3257.94	3255.23	3256.04	22766.0
2019-09-23 14:30:00	ES	Futures	3256.31	3257.4	3254.95	3256.31	21939.0
2019-09-23 15:00:00	ES	Futures	3256.58	3260.39	3255.77	3259.3	36662.0
2019-09-23 15:30:00	ES	Futures	3259.03	3259.57	3251.69	3252.51	124774.0
2019-09-23 16:00:00	ES	Futures	3252.78	3256.86	3251.69	3256.86	50179.0
2019-09-23 16:30:00	ES	Futures	3256.58	3261.2	3256.58	3260.66	10817.0
2019-09-23 18:00:00	ES	Futures	3260.66	3262.83	3260.39	3262.29	3749.0
2019-09-23 18:30:00	ES	Futures	3262.29	3263.1	3261.74	3262.83	2573.0
2019-09-23 19:00:00	ES	Futures	3262.83	3272.88	3262.83	3267.99	13116.0
2019-09-23 19:30:00	ES	Futures	3267.72	3272.61	3267.45	3267.99	6355.0
2019-09-23 20:00:00	ES	Futures	3267.72	3270.44	3267.45	3268.26	8621.0
2019-09-23 20:30:00	ES	Futures	3267.99	3269.35	3267.45	3267.45	3380.0
2019-09-23 21:00:00	ES	Futures	3267.45	3269.62	3266.63	3268.54	4042.0
2019-09-23 21:30:00	ES	Futures	3268.26	3268.54	3263.65	3263.92	6581.0
2019-09-23 22:00:00	ES	Futures	3263.65	3267.45	3263.65	3266.36	3491.0
2019-09-23 22:30:00	ES	Futures	3266.36	3267.18	3264.46	3266.36	2567.0
2019-09-23 23:00:00	ES	Futures	3266.36	3266.63	3264.19	3265.82	2138.0
2019-09-23 23:30:00	ES	Futures	3265.82	3266.09	3264.19	3264.73	1416.0
2019-09-23 00:00:00	NQ	Futures	9141.5	9144.41	9137.73	9138.02	605.0
2019-09-23 00:30:00	NQ	Futures	9137.73	9144.99	9137.73	9138.89	702.0
2019-09-23 01:00:00	NQ	Futures	9139.47	9144.41	9137.73	9142.37	714.0
2019-09-23 01:30:00	NQ	Futures	9142.66	9151.09	9140.92	9148.47	1017.0

> showing 50 of 3,452 rows — these rows as CSV

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