PREVIEW / futures_30min / 2019-09-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-25.parquet
  size:    95 KB
  rows:    3,474

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
2019-09-25 00:00:00	ES	Futures	3234.31	3235.12	3233.77	3234.31	2696.0
2019-09-25 00:30:00	ES	Futures	3234.04	3234.58	3232.68	3233.22	2233.0
2019-09-25 01:00:00	ES	Futures	3233.5	3234.04	3232.14	3232.68	2269.0
2019-09-25 01:30:00	ES	Futures	3232.68	3235.12	3232.41	3232.68	3762.0
2019-09-25 02:00:00	ES	Futures	3232.95	3233.22	3227.79	3229.15	9824.0
2019-09-25 02:30:00	ES	Futures	3228.88	3230.51	3226.43	3227.79	5084.0
2019-09-25 03:00:00	ES	Futures	3227.52	3230.24	3226.16	3227.25	12640.0
2019-09-25 03:30:00	ES	Futures	3227.25	3227.25	3220.46	3221.0	19153.0
2019-09-25 04:00:00	ES	Futures	3220.73	3223.72	3220.19	3222.09	15648.0
2019-09-25 04:30:00	ES	Futures	3221.82	3222.09	3216.11	3217.47	16205.0
2019-09-25 05:00:00	ES	Futures	3217.47	3219.64	3212.31	3217.47	22134.0
2019-09-25 05:30:00	ES	Futures	3217.47	3220.73	3215.02	3220.19	17991.0
2019-09-25 06:00:00	ES	Futures	3220.19	3221.82	3219.37	3219.91	9640.0
2019-09-25 06:30:00	ES	Futures	3219.91	3222.36	3219.1	3221.82	9328.0
2019-09-25 07:00:00	ES	Futures	3221.82	3222.36	3219.1	3220.73	8427.0
2019-09-25 07:30:00	ES	Futures	3220.73	3222.09	3218.83	3220.19	9110.0
2019-09-25 08:00:00	ES	Futures	3220.19	3227.25	3220.19	3225.89	20475.0
2019-09-25 08:30:00	ES	Futures	3226.16	3228.88	3224.26	3228.06	13674.0
2019-09-25 09:00:00	ES	Futures	3228.06	3230.24	3225.89	3226.7	18948.0
2019-09-25 09:30:00	ES	Futures	3226.7	3231.32	3217.74	3218.56	135967.0
2019-09-25 10:00:00	ES	Futures	3218.56	3225.62	3209.32	3222.36	229197.0
2019-09-25 10:30:00	ES	Futures	3222.36	3234.31	3220.73	3229.96	135101.0
2019-09-25 11:00:00	ES	Futures	3230.24	3235.12	3229.96	3232.14	91919.0
2019-09-25 11:30:00	ES	Futures	3231.87	3234.85	3228.88	3232.41	59171.0
2019-09-25 12:00:00	ES	Futures	3232.14	3237.57	3231.05	3234.58	63817.0
2019-09-25 12:30:00	ES	Futures	3234.58	3236.48	3230.78	3232.41	47621.0
2019-09-25 13:00:00	ES	Futures	3232.68	3235.94	3231.59	3233.5	28842.0
2019-09-25 13:30:00	ES	Futures	3233.5	3238.11	3232.41	3237.3	29775.0
2019-09-25 14:00:00	ES	Futures	3237.3	3242.46	3237.03	3241.1	54330.0
2019-09-25 14:30:00	ES	Futures	3240.83	3244.63	3239.2	3244.09	41396.0
2019-09-25 15:00:00	ES	Futures	3243.82	3246.81	3242.73	3245.45	47525.0
2019-09-25 15:30:00	ES	Futures	3245.45	3250.61	3244.09	3244.9	136260.0
2019-09-25 16:00:00	ES	Futures	3244.9	3246.26	3243.0	3245.18	67861.0
2019-09-25 16:30:00	ES	Futures	3245.18	3245.45	3243.82	3244.36	5384.0
2019-09-25 18:00:00	ES	Futures	3244.09	3247.35	3243.55	3246.53	3352.0
2019-09-25 18:30:00	ES	Futures	3246.53	3246.81	3243.55	3244.9	2566.0
2019-09-25 19:00:00	ES	Futures	3244.9	3244.9	3240.83	3241.1	4457.0
2019-09-25 19:30:00	ES	Futures	3241.37	3244.63	3240.83	3243.55	3741.0
2019-09-25 20:00:00	ES	Futures	3243.55	3244.36	3240.56	3241.1	6756.0
2019-09-25 20:30:00	ES	Futures	3241.1	3241.92	3239.47	3241.92	4726.0
2019-09-25 21:00:00	ES	Futures	3241.64	3243.55	3240.29	3243.0	4179.0
2019-09-25 21:30:00	ES	Futures	3243.0	3244.09	3241.1	3242.46	5184.0
2019-09-25 22:00:00	ES	Futures	3242.46	3242.73	3239.74	3240.56	3609.0
2019-09-25 22:30:00	ES	Futures	3240.56	3243.0	3240.29	3242.46	2675.0
2019-09-25 23:00:00	ES	Futures	3242.46	3242.46	3241.37	3241.37	2401.0
2019-09-25 23:30:00	ES	Futures	3241.64	3242.19	3240.83	3241.64	2440.0
2019-09-25 00:00:00	NQ	Futures	9010.2	9013.1	9006.42	9007.29	3342.0
2019-09-25 00:30:00	NQ	Futures	9007.29	9009.33	9001.19	9005.26	1981.0
2019-09-25 01:00:00	NQ	Futures	9005.55	9006.42	8999.45	9002.94	1220.0
2019-09-25 01:30:00	NQ	Futures	9003.52	9010.78	9002.94	9004.39	2357.0

> showing 50 of 3,474 rows — these rows as CSV

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