PREVIEW / futures_30min / 2019-10-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-01.parquet
  size:    99 KB
  rows:    3,557

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
2019-10-01 00:00:00	ES	Futures	3249.25	3250.34	3248.71	3249.25	1850.0
2019-10-01 00:30:00	ES	Futures	3249.52	3250.34	3247.89	3248.43	2251.0
2019-10-01 01:00:00	ES	Futures	3248.43	3249.52	3247.35	3248.71	2422.0
2019-10-01 01:30:00	ES	Futures	3248.71	3249.52	3247.89	3248.16	2823.0
2019-10-01 02:00:00	ES	Futures	3248.16	3252.51	3247.35	3250.88	7725.0
2019-10-01 02:30:00	ES	Futures	3250.88	3251.69	3249.25	3250.88	4649.0
2019-10-01 03:00:00	ES	Futures	3250.88	3253.6	3248.16	3249.52	11008.0
2019-10-01 03:30:00	ES	Futures	3249.52	3250.34	3246.26	3246.53	5573.0
2019-10-01 04:00:00	ES	Futures	3246.81	3247.08	3243.0	3246.53	9390.0
2019-10-01 04:30:00	ES	Futures	3246.26	3250.34	3244.9	3245.72	8371.0
2019-10-01 05:00:00	ES	Futures	3245.99	3246.26	3241.92	3242.73	11461.0
2019-10-01 05:30:00	ES	Futures	3243.0	3244.36	3241.1	3243.82	9092.0
2019-10-01 06:00:00	ES	Futures	3243.82	3245.99	3241.92	3243.82	8087.0
2019-10-01 06:30:00	ES	Futures	3243.82	3245.45	3241.37	3241.92	7366.0
2019-10-01 07:00:00	ES	Futures	3242.19	3244.09	3240.83	3243.27	7566.0
2019-10-01 07:30:00	ES	Futures	3243.27	3244.36	3241.64	3242.46	5707.0
2019-10-01 08:00:00	ES	Futures	3242.46	3244.09	3241.37	3243.55	6343.0
2019-10-01 08:30:00	ES	Futures	3243.55	3247.62	3243.55	3245.72	15021.0
2019-10-01 09:00:00	ES	Futures	3245.45	3247.62	3243.82	3244.9	13883.0
2019-10-01 09:30:00	ES	Futures	3245.18	3253.05	3243.27	3250.06	116503.0
2019-10-01 10:00:00	ES	Futures	3249.79	3249.79	3219.91	3228.33	249201.0
2019-10-01 10:30:00	ES	Futures	3228.33	3229.96	3218.83	3219.64	104687.0
2019-10-01 11:00:00	ES	Futures	3219.37	3221.54	3213.67	3220.73	106164.0
2019-10-01 11:30:00	ES	Futures	3221.0	3222.09	3210.13	3212.04	85091.0
2019-10-01 12:00:00	ES	Futures	3211.76	3212.31	3202.26	3206.06	104672.0
2019-10-01 12:30:00	ES	Futures	3205.79	3210.13	3204.43	3204.7	44322.0
2019-10-01 13:00:00	ES	Futures	3204.43	3204.97	3196.82	3197.37	71559.0
2019-10-01 13:30:00	ES	Futures	3197.37	3198.73	3193.57	3195.2	61439.0
2019-10-01 14:00:00	ES	Futures	3195.2	3199.54	3192.75	3198.18	62101.0
2019-10-01 14:30:00	ES	Futures	3198.18	3205.79	3197.91	3202.26	70858.0
2019-10-01 15:00:00	ES	Futures	3201.99	3205.79	3197.91	3203.89	59543.0
2019-10-01 15:30:00	ES	Futures	3203.62	3203.62	3193.57	3194.92	175444.0
2019-10-01 16:00:00	ES	Futures	3195.2	3197.37	3191.12	3192.75	61456.0
2019-10-01 16:30:00	ES	Futures	3192.75	3197.1	3191.94	3197.1	6606.0
2019-10-01 18:00:00	ES	Futures	3196.82	3197.91	3193.57	3196.28	4507.0
2019-10-01 18:30:00	ES	Futures	3196.55	3200.08	3196.28	3199.54	3479.0
2019-10-01 19:00:00	ES	Futures	3199.27	3200.36	3197.91	3198.45	1687.0
2019-10-01 19:30:00	ES	Futures	3198.73	3200.9	3197.37	3200.9	2991.0
2019-10-01 20:00:00	ES	Futures	3200.63	3204.16	3198.73	3199.54	10516.0
2019-10-01 20:30:00	ES	Futures	3199.54	3200.36	3197.1	3199.54	4627.0
2019-10-01 21:00:00	ES	Futures	3199.81	3201.44	3196.01	3197.64	6158.0
2019-10-01 21:30:00	ES	Futures	3197.64	3200.08	3196.28	3197.37	5901.0
2019-10-01 22:00:00	ES	Futures	3197.1	3198.18	3194.92	3196.28	4422.0
2019-10-01 22:30:00	ES	Futures	3196.55	3198.45	3196.28	3197.37	2497.0
2019-10-01 23:00:00	ES	Futures	3197.64	3199.54	3197.64	3199.27	1954.0
2019-10-01 23:30:00	ES	Futures	3199.0	3200.08	3197.91	3199.54	2366.0
2019-10-01 00:00:00	NQ	Futures	9078.47	9082.53	9076.14	9078.47	979.0
2019-10-01 00:30:00	NQ	Futures	9078.76	9082.24	9073.24	9075.27	1223.0
2019-10-01 01:00:00	NQ	Futures	9075.27	9079.34	9072.07	9076.43	963.0
2019-10-01 01:30:00	NQ	Futures	9076.43	9078.47	9074.4	9075.56	888.0

> showing 50 of 3,557 rows — these rows as CSV

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