PREVIEW / futures_30min / 2019-10-02

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-02.parquet
  size:    99 KB
  rows:    3,564

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
2019-10-02 00:00:00	ES	Futures	3199.81	3199.81	3197.91	3198.18	1645.0
2019-10-02 00:30:00	ES	Futures	3198.18	3198.73	3197.1	3198.45	1578.0
2019-10-02 01:00:00	ES	Futures	3198.45	3200.63	3197.91	3199.54	3344.0
2019-10-02 01:30:00	ES	Futures	3199.27	3199.54	3196.82	3198.18	2752.0
2019-10-02 02:00:00	ES	Futures	3198.18	3198.73	3192.75	3193.57	7139.0
2019-10-02 02:30:00	ES	Futures	3193.29	3196.82	3193.29	3195.2	3956.0
2019-10-02 03:00:00	ES	Futures	3195.47	3197.1	3181.89	3183.52	26758.0
2019-10-02 03:30:00	ES	Futures	3183.24	3183.79	3178.9	3181.89	17644.0
2019-10-02 04:00:00	ES	Futures	3181.61	3183.24	3178.9	3182.97	13832.0
2019-10-02 04:30:00	ES	Futures	3182.7	3182.97	3174.82	3177.27	15755.0
2019-10-02 05:00:00	ES	Futures	3177.27	3179.71	3171.29	3172.38	17383.0
2019-10-02 05:30:00	ES	Futures	3172.65	3173.46	3169.12	3173.19	20381.0
2019-10-02 06:00:00	ES	Futures	3173.46	3174.01	3170.21	3172.65	11791.0
2019-10-02 06:30:00	ES	Futures	3172.65	3174.28	3170.75	3171.02	10809.0
2019-10-02 07:00:00	ES	Futures	3171.29	3176.72	3171.29	3176.72	14003.0
2019-10-02 07:30:00	ES	Futures	3176.72	3178.9	3175.37	3178.35	13843.0
2019-10-02 08:00:00	ES	Futures	3178.35	3181.07	3175.64	3180.26	23908.0
2019-10-02 08:30:00	ES	Futures	3179.98	3181.07	3172.65	3173.19	19632.0
2019-10-02 09:00:00	ES	Futures	3173.19	3177.27	3171.56	3176.18	27462.0
2019-10-02 09:30:00	ES	Futures	3176.18	3176.72	3152.28	3157.71	249534.0
2019-10-02 10:00:00	ES	Futures	3157.44	3160.15	3149.56	3152.28	154358.0
2019-10-02 10:30:00	ES	Futures	3152.01	3152.01	3137.61	3141.96	202537.0
2019-10-02 11:00:00	ES	Futures	3141.96	3147.12	3138.7	3140.05	117311.0
2019-10-02 11:30:00	ES	Futures	3139.78	3141.68	3131.91	3140.05	124565.0
2019-10-02 12:00:00	ES	Futures	3139.78	3140.33	3130.55	3133.53	82511.0
2019-10-02 12:30:00	ES	Futures	3133.53	3134.35	3122.67	3126.47	92774.0
2019-10-02 13:00:00	ES	Futures	3126.2	3135.16	3123.76	3133.53	103198.0
2019-10-02 13:30:00	ES	Futures	3133.26	3134.35	3126.74	3130.0	59991.0
2019-10-02 14:00:00	ES	Futures	3129.73	3138.97	3127.02	3135.98	79238.0
2019-10-02 14:30:00	ES	Futures	3136.25	3143.59	3133.81	3142.77	70434.0
2019-10-02 15:00:00	ES	Futures	3142.5	3147.93	3137.34	3142.23	104471.0
2019-10-02 15:30:00	ES	Futures	3141.96	3145.76	3132.99	3137.88	195243.0
2019-10-02 16:00:00	ES	Futures	3137.88	3139.51	3128.37	3129.46	90134.0
2019-10-02 16:30:00	ES	Futures	3129.46	3133.81	3128.37	3133.26	12116.0
2019-10-02 18:00:00	ES	Futures	3133.26	3135.44	3131.91	3132.18	5176.0
2019-10-02 18:30:00	ES	Futures	3131.91	3137.34	3131.91	3136.25	3859.0
2019-10-02 19:00:00	ES	Futures	3136.25	3141.14	3135.71	3139.78	5822.0
2019-10-02 19:30:00	ES	Futures	3139.78	3140.6	3135.16	3135.71	4833.0
2019-10-02 20:00:00	ES	Futures	3135.71	3138.15	3132.99	3136.25	8625.0
2019-10-02 20:30:00	ES	Futures	3136.25	3136.52	3131.36	3133.53	7956.0
2019-10-02 21:00:00	ES	Futures	3133.53	3139.24	3133.53	3138.15	6807.0
2019-10-02 21:30:00	ES	Futures	3137.88	3140.05	3133.81	3138.42	7413.0
2019-10-02 22:00:00	ES	Futures	3138.7	3142.5	3137.88	3139.24	7928.0
2019-10-02 22:30:00	ES	Futures	3138.97	3140.87	3136.79	3138.7	5161.0
2019-10-02 23:00:00	ES	Futures	3138.7	3141.41	3137.61	3139.24	3874.0
2019-10-02 23:30:00	ES	Futures	3138.97	3141.14	3137.07	3138.15	3890.0
2019-10-02 00:00:00	NQ	Futures	8967.21	8967.5	8958.78	8960.24	826.0
2019-10-02 00:30:00	NQ	Futures	8960.24	8961.4	8955.59	8960.24	647.0
2019-10-02 01:00:00	NQ	Futures	8960.53	8969.53	8958.49	8964.59	1478.0
2019-10-02 01:30:00	NQ	Futures	8964.3	8965.46	8956.17	8959.65	993.0

> showing 50 of 3,564 rows — these rows as CSV

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