PREVIEW / futures_30min / 2019-10-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-04.parquet
  size:    79 KB
  rows:    2,838

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
2019-10-04 00:00:00	ES	Futures	3159.34	3161.78	3159.34	3161.78	1902.0
2019-10-04 00:30:00	ES	Futures	3161.51	3162.33	3160.97	3162.06	2071.0
2019-10-04 01:00:00	ES	Futures	3162.33	3170.48	3162.06	3166.13	9620.0
2019-10-04 01:30:00	ES	Futures	3166.13	3166.4	3163.41	3164.5	5327.0
2019-10-04 02:00:00	ES	Futures	3164.77	3164.77	3155.81	3159.34	14426.0
2019-10-04 02:30:00	ES	Futures	3159.07	3160.7	3157.44	3158.25	6499.0
2019-10-04 03:00:00	ES	Futures	3157.98	3161.78	3154.45	3157.17	18724.0
2019-10-04 03:30:00	ES	Futures	3157.17	3160.7	3155.27	3159.34	17533.0
2019-10-04 04:00:00	ES	Futures	3159.34	3161.51	3157.44	3158.25	13055.0
2019-10-04 04:30:00	ES	Futures	3158.25	3158.8	3154.45	3156.08	8324.0
2019-10-04 05:00:00	ES	Futures	3156.35	3156.9	3153.91	3154.99	9003.0
2019-10-04 05:30:00	ES	Futures	3154.99	3155.27	3150.38	3150.92	14286.0
2019-10-04 06:00:00	ES	Futures	3150.92	3155.27	3150.92	3152.82	9220.0
2019-10-04 06:30:00	ES	Futures	3152.55	3153.36	3148.75	3151.73	11995.0
2019-10-04 07:00:00	ES	Futures	3151.73	3152.01	3150.1	3151.19	10516.0
2019-10-04 07:30:00	ES	Futures	3151.19	3154.72	3150.38	3152.28	12619.0
2019-10-04 08:00:00	ES	Futures	3152.55	3154.18	3147.39	3151.19	15626.0
2019-10-04 08:30:00	ES	Futures	3151.73	3174.01	3151.19	3172.11	96106.0
2019-10-04 09:00:00	ES	Futures	3171.83	3173.19	3168.85	3171.02	31417.0
2019-10-04 09:30:00	ES	Futures	3170.75	3183.52	3169.93	3183.52	192442.0
2019-10-04 10:00:00	ES	Futures	3183.52	3187.86	3179.17	3179.44	125049.0
2019-10-04 10:30:00	ES	Futures	3179.17	3181.61	3173.46	3178.35	95676.0
2019-10-04 11:00:00	ES	Futures	3178.63	3186.23	3176.18	3185.69	84905.0
2019-10-04 11:30:00	ES	Futures	3185.42	3192.75	3185.14	3190.03	80204.0
2019-10-04 12:00:00	ES	Futures	3190.03	3192.48	3188.13	3190.31	40297.0
2019-10-04 12:30:00	ES	Futures	3190.31	3191.66	3188.95	3190.03	35693.0
2019-10-04 13:00:00	ES	Futures	3190.31	3191.12	3188.4	3191.12	27634.0
2019-10-04 13:30:00	ES	Futures	3191.12	3194.92	3190.31	3191.39	38068.0
2019-10-04 14:00:00	ES	Futures	3191.66	3197.1	3190.03	3196.28	40978.0
2019-10-04 14:30:00	ES	Futures	3196.55	3199.0	3196.01	3197.37	38261.0
2019-10-04 15:00:00	ES	Futures	3197.37	3200.9	3196.55	3199.0	47280.0
2019-10-04 15:30:00	ES	Futures	3199.0	3208.78	3198.18	3206.06	166780.0
2019-10-04 16:00:00	ES	Futures	3205.79	3207.96	3203.62	3205.25	61796.0
2019-10-04 16:30:00	ES	Futures	3205.79	3206.88	3204.7	3206.06	8722.0
2019-10-04 00:00:00	NQ	Futures	8884.42	8893.13	8884.13	8891.97	1010.0
2019-10-04 00:30:00	NQ	Futures	8891.39	8896.04	8888.77	8895.75	1490.0
2019-10-04 01:00:00	NQ	Futures	8895.75	8930.31	8895.16	8914.05	4806.0
2019-10-04 01:30:00	NQ	Futures	8913.76	8917.82	8904.46	8910.85	2364.0
2019-10-04 02:00:00	NQ	Futures	8911.14	8911.14	8879.48	8892.55	6198.0
2019-10-04 02:30:00	NQ	Futures	8891.97	8897.2	8883.84	8887.32	2839.0
2019-10-04 03:00:00	NQ	Futures	8887.32	8903.3	8875.7	8886.74	7193.0
2019-10-04 03:30:00	NQ	Futures	8886.16	8897.49	8880.35	8893.42	4736.0
2019-10-04 04:00:00	NQ	Futures	8893.42	8900.97	8886.16	8889.65	4322.0
2019-10-04 04:30:00	NQ	Futures	8890.23	8891.97	8875.7	8883.55	4289.0
2019-10-04 05:00:00	NQ	Futures	8882.96	8883.55	8874.25	8876.28	3880.0
2019-10-04 05:30:00	NQ	Futures	8876.28	8876.86	8860.02	8862.05	4226.0
2019-10-04 06:00:00	NQ	Futures	8862.63	8874.83	8862.63	8869.31	2570.0
2019-10-04 06:30:00	NQ	Futures	8869.02	8873.38	8858.85	8867.86	3553.0
2019-10-04 07:00:00	NQ	Futures	8868.15	8871.93	8863.5	8869.6	2921.0
2019-10-04 07:30:00	NQ	Futures	8869.89	8881.8	8867.86	8876.28	4388.0

> showing 50 of 2,838 rows — these rows as CSV

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