PREVIEW / futures_30min / 2019-09-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-27.parquet
  size:    79 KB
  rows:    2,834

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
2019-09-27 00:00:00	ES	Futures	3232.95	3235.12	3232.41	3234.31	1909.0
2019-09-27 00:30:00	ES	Futures	3234.04	3234.58	3231.87	3233.77	2721.0
2019-09-27 01:00:00	ES	Futures	3234.04	3236.21	3233.5	3236.21	3639.0
2019-09-27 01:30:00	ES	Futures	3236.21	3243.27	3235.94	3243.0	10854.0
2019-09-27 02:00:00	ES	Futures	3243.0	3243.27	3241.37	3241.64	6734.0
2019-09-27 02:30:00	ES	Futures	3241.92	3244.36	3241.37	3242.46	5895.0
2019-09-27 03:00:00	ES	Futures	3242.46	3244.09	3239.47	3239.74	9177.0
2019-09-27 03:30:00	ES	Futures	3240.01	3242.19	3239.47	3240.83	5655.0
2019-09-27 04:00:00	ES	Futures	3240.83	3247.35	3240.29	3247.35	8859.0
2019-09-27 04:30:00	ES	Futures	3247.35	3247.35	3244.36	3245.99	5693.0
2019-09-27 05:00:00	ES	Futures	3246.26	3246.26	3243.27	3245.18	6391.0
2019-09-27 05:30:00	ES	Futures	3245.18	3247.35	3244.63	3246.26	5434.0
2019-09-27 06:00:00	ES	Futures	3246.26	3251.97	3243.82	3248.16	13057.0
2019-09-27 06:30:00	ES	Futures	3248.43	3250.06	3247.35	3249.52	8092.0
2019-09-27 07:00:00	ES	Futures	3249.25	3249.52	3247.08	3247.62	5071.0
2019-09-27 07:30:00	ES	Futures	3247.89	3248.71	3246.81	3247.89	4748.0
2019-09-27 08:00:00	ES	Futures	3247.89	3249.52	3245.45	3246.53	11582.0
2019-09-27 08:30:00	ES	Futures	3246.81	3248.71	3244.9	3246.53	13322.0
2019-09-27 09:00:00	ES	Futures	3246.53	3248.43	3246.26	3246.81	12269.0
2019-09-27 09:30:00	ES	Futures	3246.81	3248.16	3234.04	3236.48	126368.0
2019-09-27 10:00:00	ES	Futures	3236.48	3237.84	3230.24	3237.57	99236.0
2019-09-27 10:30:00	ES	Futures	3237.57	3245.18	3235.12	3244.09	73010.0
2019-09-27 11:00:00	ES	Futures	3244.09	3245.45	3240.83	3243.55	54550.0
2019-09-27 11:30:00	ES	Futures	3243.27	3244.63	3218.83	3233.77	225157.0
2019-09-27 12:00:00	ES	Futures	3233.77	3234.85	3225.35	3228.06	91208.0
2019-09-27 12:30:00	ES	Futures	3228.06	3229.42	3214.75	3214.75	94558.0
2019-09-27 13:00:00	ES	Futures	3214.75	3222.9	3212.31	3218.56	84247.0
2019-09-27 13:30:00	ES	Futures	3218.56	3220.46	3211.49	3218.01	67348.0
2019-09-27 14:00:00	ES	Futures	3217.74	3218.28	3208.78	3210.68	77315.0
2019-09-27 14:30:00	ES	Futures	3210.68	3211.49	3201.17	3204.43	91506.0
2019-09-27 15:00:00	ES	Futures	3204.16	3212.31	3202.53	3208.23	85145.0
2019-09-27 15:30:00	ES	Futures	3207.96	3220.46	3207.42	3219.1	169975.0
2019-09-27 16:00:00	ES	Futures	3219.1	3221.82	3218.83	3220.19	63905.0
2019-09-27 16:30:00	ES	Futures	3220.73	3226.16	3219.64	3225.35	12273.0
2019-09-27 00:00:00	NQ	Futures	9021.24	9027.05	9019.79	9025.01	637.0
2019-09-27 00:30:00	NQ	Futures	9024.72	9026.18	9018.04	9025.6	1094.0
2019-09-27 01:00:00	NQ	Futures	9025.6	9032.57	9023.85	9032.28	1226.0
2019-09-27 01:30:00	NQ	Futures	9031.99	9056.1	9031.12	9053.48	3956.0
2019-09-27 02:00:00	NQ	Futures	9053.77	9055.23	9047.96	9050.87	2780.0
2019-09-27 02:30:00	NQ	Futures	9050.87	9060.75	9049.42	9054.06	2794.0
2019-09-27 03:00:00	NQ	Futures	9054.06	9059.87	9043.32	9045.93	4671.0
2019-09-27 03:30:00	NQ	Futures	9045.93	9052.32	9044.48	9048.84	2597.0
2019-09-27 04:00:00	NQ	Futures	9048.84	9071.2	9047.09	9070.33	3938.0
2019-09-27 04:30:00	NQ	Futures	9070.33	9071.78	9061.91	9067.43	2737.0
2019-09-27 05:00:00	NQ	Futures	9067.43	9068.59	9056.68	9063.07	2471.0
2019-09-27 05:30:00	NQ	Futures	9063.07	9071.49	9062.2	9066.26	2081.0
2019-09-27 06:00:00	NQ	Futures	9066.56	9088.92	9059.58	9075.85	5738.0
2019-09-27 06:30:00	NQ	Futures	9076.43	9082.53	9073.53	9079.63	3106.0
2019-09-27 07:00:00	NQ	Futures	9079.63	9080.21	9068.88	9070.33	2463.0
2019-09-27 07:30:00	NQ	Futures	9070.62	9075.27	9067.14	9070.04	2254.0

> showing 50 of 2,834 rows — these rows as CSV

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