PREVIEW / futures_30min / 2019-09-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-26.parquet
  size:    93 KB
  rows:    3,483

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
2019-09-26 00:00:00	ES	Futures	3241.37	3241.92	3239.74	3240.01	2555.0
2019-09-26 00:30:00	ES	Futures	3239.74	3240.29	3238.93	3240.01	1802.0
2019-09-26 01:00:00	ES	Futures	3240.01	3240.01	3236.21	3236.21	5480.0
2019-09-26 01:30:00	ES	Futures	3236.21	3241.37	3236.21	3240.29	8518.0
2019-09-26 02:00:00	ES	Futures	3240.56	3242.46	3238.11	3238.38	5983.0
2019-09-26 02:30:00	ES	Futures	3238.66	3240.83	3237.3	3237.57	4474.0
2019-09-26 03:00:00	ES	Futures	3237.57	3243.82	3237.3	3242.73	11790.0
2019-09-26 03:30:00	ES	Futures	3243.0	3247.62	3242.73	3247.08	11048.0
2019-09-26 04:00:00	ES	Futures	3246.81	3247.35	3245.18	3245.72	6674.0
2019-09-26 04:30:00	ES	Futures	3245.72	3254.14	3245.45	3250.88	16453.0
2019-09-26 05:00:00	ES	Futures	3250.61	3251.97	3249.79	3250.61	5826.0
2019-09-26 05:30:00	ES	Futures	3250.61	3251.42	3248.71	3249.25	5637.0
2019-09-26 06:00:00	ES	Futures	3248.98	3251.42	3248.98	3249.79	3860.0
2019-09-26 06:30:00	ES	Futures	3249.79	3250.88	3248.16	3249.79	4135.0
2019-09-26 07:00:00	ES	Futures	3250.06	3251.97	3248.71	3251.97	5588.0
2019-09-26 07:30:00	ES	Futures	3251.69	3252.78	3250.61	3252.24	5915.0
2019-09-26 08:00:00	ES	Futures	3252.24	3252.78	3250.61	3251.15	7093.0
2019-09-26 08:30:00	ES	Futures	3251.42	3251.69	3244.63	3248.71	28777.0
2019-09-26 09:00:00	ES	Futures	3248.71	3249.25	3242.73	3244.9	20484.0
2019-09-26 09:30:00	ES	Futures	3244.9	3245.18	3232.41	3234.85	153451.0
2019-09-26 10:00:00	ES	Futures	3235.12	3240.29	3229.69	3235.12	119516.0
2019-09-26 10:30:00	ES	Futures	3234.85	3238.66	3229.69	3232.95	89821.0
2019-09-26 11:00:00	ES	Futures	3232.68	3232.95	3220.73	3225.35	124875.0
2019-09-26 11:30:00	ES	Futures	3225.62	3229.15	3221.82	3225.07	73583.0
2019-09-26 12:00:00	ES	Futures	3225.07	3235.12	3222.36	3234.04	64681.0
2019-09-26 12:30:00	ES	Futures	3234.04	3235.67	3230.51	3233.22	39671.0
2019-09-26 13:00:00	ES	Futures	3233.22	3234.85	3227.79	3229.42	33738.0
2019-09-26 13:30:00	ES	Futures	3229.15	3236.48	3228.61	3236.48	48502.0
2019-09-26 14:00:00	ES	Futures	3236.21	3243.82	3236.21	3240.29	74137.0
2019-09-26 14:30:00	ES	Futures	3240.56	3242.19	3236.75	3237.3	36477.0
2019-09-26 15:00:00	ES	Futures	3237.3	3245.72	3237.3	3243.27	70872.0
2019-09-26 15:30:00	ES	Futures	3243.27	3247.08	3234.31	3237.57	125699.0
2019-09-26 16:00:00	ES	Futures	3237.57	3240.83	3236.21	3238.11	46735.0
2019-09-26 16:30:00	ES	Futures	3237.84	3238.38	3236.21	3237.3	4963.0
2019-09-26 18:00:00	ES	Futures	3237.57	3241.1	3236.75	3238.66	3658.0
2019-09-26 18:30:00	ES	Futures	3238.66	3240.01	3238.38	3239.2	924.0
2019-09-26 19:00:00	ES	Futures	3238.93	3239.74	3237.84	3238.66	720.0
2019-09-26 19:30:00	ES	Futures	3238.93	3240.01	3235.94	3236.21	2064.0
2019-09-26 20:00:00	ES	Futures	3235.94	3237.3	3232.14	3232.68	7647.0
2019-09-26 20:30:00	ES	Futures	3232.41	3234.58	3231.32	3233.77	5379.0
2019-09-26 21:00:00	ES	Futures	3233.77	3235.67	3232.68	3232.68	5717.0
2019-09-26 21:30:00	ES	Futures	3232.68	3233.5	3228.61	3230.51	11204.0
2019-09-26 22:00:00	ES	Futures	3230.78	3232.41	3228.88	3232.41	5302.0
2019-09-26 22:30:00	ES	Futures	3232.41	3235.12	3231.59	3234.31	4292.0
2019-09-26 23:00:00	ES	Futures	3234.31	3234.58	3231.59	3231.59	3548.0
2019-09-26 23:30:00	ES	Futures	3231.32	3234.58	3231.32	3233.22	2451.0
2019-09-26 00:00:00	NQ	Futures	9070.33	9070.91	9059.87	9060.46	1701.0
2019-09-26 00:30:00	NQ	Futures	9060.46	9063.36	9057.55	9061.62	1145.0
2019-09-26 01:00:00	NQ	Futures	9061.91	9061.91	9045.06	9045.06	2422.0
2019-09-26 01:30:00	NQ	Futures	9045.35	9064.52	9044.48	9063.36	3829.0

> showing 50 of 3,483 rows — these rows as CSV

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