PREVIEW / futures_30min / 2019-10-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-03.parquet
  size:    94 KB
  rows:    3,506

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
2019-10-03 00:00:00	ES	Futures	3137.88	3138.7	3135.71	3136.79	3721.0
2019-10-03 00:30:00	ES	Futures	3136.52	3137.34	3135.71	3136.79	2639.0
2019-10-03 01:00:00	ES	Futures	3136.79	3138.97	3136.79	3138.15	2629.0
2019-10-03 01:30:00	ES	Futures	3138.15	3138.97	3135.71	3137.34	3472.0
2019-10-03 02:00:00	ES	Futures	3137.07	3137.34	3130.55	3134.62	9980.0
2019-10-03 02:30:00	ES	Futures	3134.35	3142.77	3134.08	3141.96	10993.0
2019-10-03 03:00:00	ES	Futures	3141.96	3142.5	3137.88	3140.6	17338.0
2019-10-03 03:30:00	ES	Futures	3140.6	3144.94	3138.97	3141.41	15319.0
2019-10-03 04:00:00	ES	Futures	3141.41	3144.94	3136.52	3143.31	17488.0
2019-10-03 04:30:00	ES	Futures	3143.31	3144.13	3139.78	3140.33	14850.0
2019-10-03 05:00:00	ES	Futures	3140.33	3143.04	3139.51	3139.78	8361.0
2019-10-03 05:30:00	ES	Futures	3140.05	3142.77	3138.15	3141.96	10113.0
2019-10-03 06:00:00	ES	Futures	3142.23	3143.04	3140.33	3143.04	9417.0
2019-10-03 06:30:00	ES	Futures	3142.77	3143.31	3134.62	3135.16	17724.0
2019-10-03 07:00:00	ES	Futures	3135.16	3138.15	3134.08	3137.07	11144.0
2019-10-03 07:30:00	ES	Futures	3137.34	3137.61	3127.02	3129.73	22365.0
2019-10-03 08:00:00	ES	Futures	3129.46	3133.81	3129.19	3133.26	17879.0
2019-10-03 08:30:00	ES	Futures	3132.99	3135.71	3131.36	3131.91	24396.0
2019-10-03 09:00:00	ES	Futures	3131.91	3136.79	3131.63	3134.89	22907.0
2019-10-03 09:30:00	ES	Futures	3134.89	3141.68	3130.28	3140.33	164322.0
2019-10-03 10:00:00	ES	Futures	3140.33	3140.33	3102.03	3126.2	385232.0
2019-10-03 10:30:00	ES	Futures	3126.47	3134.08	3119.14	3129.73	189601.0
2019-10-03 11:00:00	ES	Futures	3129.46	3152.28	3126.47	3143.04	218446.0
2019-10-03 11:30:00	ES	Futures	3143.04	3144.13	3135.98	3137.34	91205.0
2019-10-03 12:00:00	ES	Futures	3137.34	3148.2	3137.34	3146.3	73550.0
2019-10-03 12:30:00	ES	Futures	3146.03	3154.18	3144.94	3153.09	72254.0
2019-10-03 13:00:00	ES	Futures	3153.09	3154.72	3149.29	3151.46	50955.0
2019-10-03 13:30:00	ES	Futures	3151.73	3159.34	3150.65	3158.53	54315.0
2019-10-03 14:00:00	ES	Futures	3158.53	3161.24	3154.99	3160.15	54079.0
2019-10-03 14:30:00	ES	Futures	3160.43	3160.7	3154.45	3155.27	45465.0
2019-10-03 15:00:00	ES	Futures	3155.54	3156.9	3151.19	3153.64	51456.0
2019-10-03 15:30:00	ES	Futures	3153.91	3163.14	3148.47	3162.87	139046.0
2019-10-03 16:00:00	ES	Futures	3162.87	3164.5	3162.33	3163.69	52431.0
2019-10-03 16:30:00	ES	Futures	3163.96	3164.5	3162.87	3163.14	7125.0
2019-10-03 18:00:00	ES	Futures	3163.41	3164.23	3161.24	3163.69	3648.0
2019-10-03 18:30:00	ES	Futures	3163.69	3163.69	3160.43	3160.43	3133.0
2019-10-03 19:00:00	ES	Futures	3160.7	3161.78	3160.15	3161.24	1934.0
2019-10-03 19:30:00	ES	Futures	3161.24	3161.51	3157.98	3158.53	3258.0
2019-10-03 20:00:00	ES	Futures	3158.25	3161.51	3157.17	3157.98	5879.0
2019-10-03 20:30:00	ES	Futures	3157.71	3160.15	3157.44	3159.07	3673.0
2019-10-03 21:00:00	ES	Futures	3159.07	3160.97	3157.98	3158.8	3736.0
2019-10-03 21:30:00	ES	Futures	3158.53	3159.61	3156.62	3159.07	4777.0
2019-10-03 22:00:00	ES	Futures	3159.34	3161.24	3158.53	3160.15	3668.0
2019-10-03 22:30:00	ES	Futures	3160.43	3161.24	3157.98	3158.53	2958.0
2019-10-03 23:00:00	ES	Futures	3158.25	3159.61	3157.44	3159.61	2935.0
2019-10-03 23:30:00	ES	Futures	3159.61	3160.15	3158.8	3159.34	2094.0
2019-10-03 00:00:00	NQ	Futures	8790.01	8791.17	8782.16	8784.78	2573.0
2019-10-03 00:30:00	NQ	Futures	8784.78	8786.52	8778.97	8784.78	988.0
2019-10-03 01:00:00	NQ	Futures	8784.49	8790.88	8783.33	8787.97	1025.0
2019-10-03 01:30:00	NQ	Futures	8788.55	8790.88	8779.84	8785.36	1327.0

> showing 50 of 3,506 rows — these rows as CSV

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