PREVIEW / futures_30min / 2019-09-30

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-09-30.parquet
  size:    93 KB
  rows:    3,432

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
2019-09-30 00:00:00	ES	Futures	3234.31	3234.31	3231.05	3231.32	2615.0
2019-09-30 00:30:00	ES	Futures	3231.32	3231.87	3230.24	3230.78	2173.0
2019-09-30 01:00:00	ES	Futures	3230.78	3233.22	3230.51	3230.78	3131.0
2019-09-30 01:30:00	ES	Futures	3230.78	3231.87	3229.96	3231.32	2886.0
2019-09-30 02:00:00	ES	Futures	3231.32	3234.85	3228.61	3233.5	9863.0
2019-09-30 02:30:00	ES	Futures	3233.5	3234.04	3230.78	3231.32	4155.0
2019-09-30 03:00:00	ES	Futures	3231.32	3233.22	3229.15	3231.59	11835.0
2019-09-30 03:30:00	ES	Futures	3231.59	3232.68	3229.69	3231.32	13290.0
2019-09-30 04:00:00	ES	Futures	3231.32	3236.48	3230.78	3233.22	11660.0
2019-09-30 04:30:00	ES	Futures	3233.22	3233.77	3230.78	3233.5	7677.0
2019-09-30 05:00:00	ES	Futures	3233.77	3234.31	3231.32	3231.32	6705.0
2019-09-30 05:30:00	ES	Futures	3231.59	3234.58	3230.24	3231.87	11843.0
2019-09-30 06:00:00	ES	Futures	3232.14	3233.22	3230.51	3232.14	6786.0
2019-09-30 06:30:00	ES	Futures	3232.14	3232.14	3226.7	3227.25	5824.0
2019-09-30 07:00:00	ES	Futures	3227.25	3230.24	3226.7	3229.96	8748.0
2019-09-30 07:30:00	ES	Futures	3229.69	3229.96	3228.06	3228.88	4297.0
2019-09-30 08:00:00	ES	Futures	3229.15	3230.51	3224.53	3225.35	17430.0
2019-09-30 08:30:00	ES	Futures	3225.35	3226.16	3221.0	3222.09	19514.0
2019-09-30 09:00:00	ES	Futures	3222.09	3226.43	3221.27	3225.89	15984.0
2019-09-30 09:30:00	ES	Futures	3225.89	3234.31	3225.07	3231.32	112938.0
2019-09-30 10:00:00	ES	Futures	3231.32	3235.12	3228.88	3229.69	59646.0
2019-09-30 10:30:00	ES	Futures	3229.69	3234.58	3228.61	3232.68	59001.0
2019-09-30 11:00:00	ES	Futures	3232.68	3237.57	3229.42	3237.3	60837.0
2019-09-30 11:30:00	ES	Futures	3237.57	3239.2	3235.4	3237.84	52868.0
2019-09-30 12:00:00	ES	Futures	3237.84	3242.46	3237.84	3242.19	42756.0
2019-09-30 12:30:00	ES	Futures	3242.19	3242.46	3240.29	3241.37	25120.0
2019-09-30 13:00:00	ES	Futures	3241.37	3242.73	3239.74	3240.56	21250.0
2019-09-30 13:30:00	ES	Futures	3240.56	3243.27	3240.01	3240.56	24792.0
2019-09-30 14:00:00	ES	Futures	3240.83	3241.37	3238.38	3240.01	27461.0
2019-09-30 14:30:00	ES	Futures	3240.01	3241.37	3237.84	3237.84	36080.0
2019-09-30 15:00:00	ES	Futures	3238.11	3240.01	3235.94	3237.84	41533.0
2019-09-30 15:30:00	ES	Futures	3237.84	3239.74	3232.68	3235.4	228167.0
2019-09-30 16:00:00	ES	Futures	3235.4	3244.09	3235.12	3243.27	74204.0
2019-09-30 16:30:00	ES	Futures	3244.36	3244.63	3242.46	3242.73	9407.0
2019-09-30 18:00:00	ES	Futures	3242.19	3245.18	3241.92	3243.0	3800.0
2019-09-30 18:30:00	ES	Futures	3243.27	3243.27	3240.83	3241.37	2013.0
2019-09-30 19:00:00	ES	Futures	3241.37	3243.27	3241.1	3243.0	1362.0
2019-09-30 19:30:00	ES	Futures	3243.0	3243.82	3240.29	3241.37	2865.0
2019-09-30 20:00:00	ES	Futures	3241.37	3242.73	3240.29	3241.64	5180.0
2019-09-30 20:30:00	ES	Futures	3241.92	3247.35	3241.64	3246.26	7136.0
2019-09-30 21:00:00	ES	Futures	3246.26	3251.15	3245.99	3249.52	7582.0
2019-09-30 21:30:00	ES	Futures	3249.52	3250.06	3248.16	3248.16	3382.0
2019-09-30 22:00:00	ES	Futures	3248.16	3249.25	3247.35	3248.16	2146.0
2019-09-30 22:30:00	ES	Futures	3248.16	3248.71	3247.62	3247.62	1173.0
2019-09-30 23:00:00	ES	Futures	3247.62	3248.16	3247.08	3247.62	1358.0
2019-09-30 23:30:00	ES	Futures	3247.62	3250.06	3246.81	3249.25	2131.0
2019-09-30 00:00:00	NQ	Futures	8997.71	8998.29	8985.8	8987.25	1532.0
2019-09-30 00:30:00	NQ	Futures	8986.96	8988.41	8983.18	8984.93	1452.0
2019-09-30 01:00:00	NQ	Futures	8984.93	8995.38	8984.64	8986.96	1581.0
2019-09-30 01:30:00	NQ	Futures	8986.67	8989.87	8983.47	8988.12	1185.0

> showing 50 of 3,432 rows — these rows as CSV

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