PREVIEW / futures_30min / 2019-09-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-24.parquet
  size:    97 KB
  rows:    3,547

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
2019-09-24 00:00:00	ES	Futures	3264.73	3265.0	3263.65	3264.73	1413.0
2019-09-24 00:30:00	ES	Futures	3264.46	3267.72	3263.92	3266.91	3607.0
2019-09-24 01:00:00	ES	Futures	3266.91	3268.81	3265.0	3268.81	3738.0
2019-09-24 01:30:00	ES	Futures	3268.54	3268.81	3265.82	3265.82	3182.0
2019-09-24 02:00:00	ES	Futures	3266.09	3266.09	3262.29	3263.1	6619.0
2019-09-24 02:30:00	ES	Futures	3262.83	3263.92	3262.29	3263.37	3477.0
2019-09-24 03:00:00	ES	Futures	3263.65	3264.19	3261.2	3262.83	7181.0
2019-09-24 03:30:00	ES	Futures	3262.56	3264.46	3262.29	3263.37	5481.0
2019-09-24 04:00:00	ES	Futures	3263.1	3265.82	3262.83	3264.19	7756.0
2019-09-24 04:30:00	ES	Futures	3264.19	3265.28	3263.1	3264.73	5485.0
2019-09-24 05:00:00	ES	Futures	3264.73	3266.91	3264.19	3266.36	5095.0
2019-09-24 05:30:00	ES	Futures	3266.63	3268.26	3266.09	3267.18	5450.0
2019-09-24 06:00:00	ES	Futures	3267.45	3267.45	3264.46	3264.73	3406.0
2019-09-24 06:30:00	ES	Futures	3264.73	3267.18	3264.19	3266.91	7279.0
2019-09-24 07:00:00	ES	Futures	3266.91	3270.17	3266.91	3268.26	9694.0
2019-09-24 07:30:00	ES	Futures	3268.26	3268.54	3266.63	3267.45	4578.0
2019-09-24 08:00:00	ES	Futures	3267.45	3267.45	3264.46	3265.55	5892.0
2019-09-24 08:30:00	ES	Futures	3265.55	3266.36	3262.29	3263.92	11142.0
2019-09-24 09:00:00	ES	Futures	3264.19	3266.36	3263.37	3264.73	13745.0
2019-09-24 09:30:00	ES	Futures	3265.0	3269.62	3261.2	3266.91	106405.0
2019-09-24 10:00:00	ES	Futures	3266.63	3266.91	3256.04	3259.03	150617.0
2019-09-24 10:30:00	ES	Futures	3259.3	3264.73	3257.94	3259.3	77544.0
2019-09-24 11:00:00	ES	Futures	3259.03	3259.57	3253.32	3254.14	75545.0
2019-09-24 11:30:00	ES	Futures	3253.87	3254.41	3240.83	3244.09	127851.0
2019-09-24 12:00:00	ES	Futures	3243.82	3248.16	3226.98	3231.32	141562.0
2019-09-24 12:30:00	ES	Futures	3231.32	3232.14	3217.74	3219.37	180711.0
2019-09-24 13:00:00	ES	Futures	3219.1	3225.35	3214.48	3216.93	109710.0
2019-09-24 13:30:00	ES	Futures	3216.65	3225.89	3216.65	3221.54	75440.0
2019-09-24 14:00:00	ES	Futures	3221.54	3237.57	3214.48	3233.77	180717.0
2019-09-24 14:30:00	ES	Futures	3234.04	3235.67	3222.09	3224.8	140922.0
2019-09-24 15:00:00	ES	Futures	3224.53	3229.15	3218.56	3221.27	78669.0
2019-09-24 15:30:00	ES	Futures	3221.27	3226.98	3216.93	3225.62	191227.0
2019-09-24 16:00:00	ES	Futures	3225.62	3231.05	3225.35	3228.88	67976.0
2019-09-24 16:30:00	ES	Futures	3229.15	3229.69	3226.98	3229.15	7239.0
2019-09-24 18:00:00	ES	Futures	3228.06	3230.78	3223.99	3229.42	10195.0
2019-09-24 18:30:00	ES	Futures	3229.69	3230.24	3228.33	3229.42	2069.0
2019-09-24 19:00:00	ES	Futures	3229.42	3232.68	3229.42	3231.32	4027.0
2019-09-24 19:30:00	ES	Futures	3231.32	3234.04	3231.05	3233.22	4378.0
2019-09-24 20:00:00	ES	Futures	3233.22	3234.31	3230.78	3232.95	7614.0
2019-09-24 20:30:00	ES	Futures	3232.95	3233.22	3224.8	3227.79	11934.0
2019-09-24 21:00:00	ES	Futures	3227.79	3232.95	3227.52	3231.32	6044.0
2019-09-24 21:30:00	ES	Futures	3231.32	3232.95	3228.33	3228.61	4807.0
2019-09-24 22:00:00	ES	Futures	3228.61	3232.14	3228.61	3231.32	3303.0
2019-09-24 22:30:00	ES	Futures	3231.32	3236.75	3231.32	3235.12	7187.0
2019-09-24 23:00:00	ES	Futures	3235.12	3235.4	3233.5	3234.31	2476.0
2019-09-24 23:30:00	ES	Futures	3234.04	3234.85	3232.95	3234.31	2827.0
2019-09-24 00:00:00	NQ	Futures	9149.93	9150.51	9144.41	9149.06	935.0
2019-09-24 00:30:00	NQ	Futures	9148.76	9156.03	9145.86	9153.7	1569.0
2019-09-24 01:00:00	NQ	Futures	9153.7	9161.55	9147.31	9160.09	1705.0
2019-09-24 01:30:00	NQ	Futures	9159.22	9159.8	9151.96	9153.12	1274.0

> showing 50 of 3,547 rows — these rows as CSV

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