PREVIEW / futures_30min / 2019-10-07

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-07.parquet
  size:    93 KB
  rows:    3,497

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
2019-10-07 00:00:00	ES	Futures	3191.66	3192.75	3190.85	3192.48	1482.0
2019-10-07 00:30:00	ES	Futures	3192.21	3194.38	3192.21	3194.11	2745.0
2019-10-07 01:00:00	ES	Futures	3194.11	3194.11	3192.75	3193.29	1380.0
2019-10-07 01:30:00	ES	Futures	3193.29	3193.84	3192.48	3193.57	1272.0
2019-10-07 02:00:00	ES	Futures	3193.29	3196.01	3192.75	3194.38	4475.0
2019-10-07 02:30:00	ES	Futures	3194.65	3195.74	3191.94	3191.94	3379.0
2019-10-07 03:00:00	ES	Futures	3191.66	3197.91	3189.76	3196.01	11193.0
2019-10-07 03:30:00	ES	Futures	3196.01	3196.82	3189.49	3192.21	10499.0
2019-10-07 04:00:00	ES	Futures	3192.21	3193.57	3188.95	3190.85	14303.0
2019-10-07 04:30:00	ES	Futures	3190.85	3192.21	3188.95	3189.76	10574.0
2019-10-07 05:00:00	ES	Futures	3189.76	3192.21	3189.49	3190.03	6190.0
2019-10-07 05:30:00	ES	Futures	3190.31	3191.94	3189.49	3191.12	7001.0
2019-10-07 06:00:00	ES	Futures	3191.12	3196.28	3189.49	3194.65	10657.0
2019-10-07 06:30:00	ES	Futures	3194.92	3201.71	3194.65	3201.17	10190.0
2019-10-07 07:00:00	ES	Futures	3201.17	3201.71	3197.91	3199.27	7508.0
2019-10-07 07:30:00	ES	Futures	3199.27	3201.71	3197.64	3198.45	9982.0
2019-10-07 08:00:00	ES	Futures	3198.45	3201.17	3197.64	3198.45	8615.0
2019-10-07 08:30:00	ES	Futures	3198.45	3199.27	3196.82	3197.37	8222.0
2019-10-07 09:00:00	ES	Futures	3197.1	3198.73	3195.74	3196.01	10779.0
2019-10-07 09:30:00	ES	Futures	3196.01	3199.0	3188.13	3192.75	111244.0
2019-10-07 10:00:00	ES	Futures	3192.75	3200.36	3190.58	3199.54	76486.0
2019-10-07 10:30:00	ES	Futures	3199.27	3203.34	3195.47	3202.26	70302.0
2019-10-07 11:00:00	ES	Futures	3202.53	3207.96	3201.71	3205.25	78038.0
2019-10-07 11:30:00	ES	Futures	3205.25	3210.68	3204.7	3210.68	53278.0
2019-10-07 12:00:00	ES	Futures	3210.68	3210.68	3204.43	3204.7	37198.0
2019-10-07 12:30:00	ES	Futures	3204.7	3207.42	3203.07	3205.25	28421.0
2019-10-07 13:00:00	ES	Futures	3205.25	3207.69	3199.27	3202.8	42803.0
2019-10-07 13:30:00	ES	Futures	3202.53	3215.57	3202.26	3214.21	117320.0
2019-10-07 14:00:00	ES	Futures	3214.21	3215.02	3202.53	3204.97	66202.0
2019-10-07 14:30:00	ES	Futures	3204.97	3204.97	3193.02	3198.73	76687.0
2019-10-07 15:00:00	ES	Futures	3198.73	3203.34	3196.82	3201.71	60426.0
2019-10-07 15:30:00	ES	Futures	3201.44	3202.26	3190.85	3191.94	145320.0
2019-10-07 16:00:00	ES	Futures	3191.94	3192.48	3188.95	3191.66	59558.0
2019-10-07 16:30:00	ES	Futures	3191.66	3192.48	3188.95	3189.76	10172.0
2019-10-07 18:00:00	ES	Futures	3188.4	3191.12	3187.59	3189.49	3626.0
2019-10-07 18:30:00	ES	Futures	3189.76	3191.94	3189.76	3190.85	2171.0
2019-10-07 19:00:00	ES	Futures	3190.85	3192.21	3189.76	3191.39	1793.0
2019-10-07 19:30:00	ES	Futures	3191.12	3192.48	3190.03	3191.12	2065.0
2019-10-07 20:00:00	ES	Futures	3191.12	3193.84	3190.31	3193.29	5256.0
2019-10-07 20:30:00	ES	Futures	3193.29	3197.64	3193.29	3196.55	5198.0
2019-10-07 21:00:00	ES	Futures	3196.55	3197.64	3194.65	3195.47	4854.0
2019-10-07 21:30:00	ES	Futures	3195.47	3200.36	3195.2	3199.27	5504.0
2019-10-07 22:00:00	ES	Futures	3199.27	3202.26	3198.73	3200.08	7416.0
2019-10-07 22:30:00	ES	Futures	3200.36	3202.26	3200.08	3201.71	3369.0
2019-10-07 23:00:00	ES	Futures	3201.71	3204.7	3201.44	3203.62	5346.0
2019-10-07 23:30:00	ES	Futures	3203.62	3203.89	3201.44	3201.71	3163.0
2019-10-07 00:00:00	NQ	Futures	8980.57	8985.51	8977.37	8983.47	778.0
2019-10-07 00:30:00	NQ	Futures	8983.77	8993.35	8983.18	8991.32	1754.0
2019-10-07 01:00:00	NQ	Futures	8991.32	8991.61	8986.67	8988.12	625.0
2019-10-07 01:30:00	NQ	Futures	8987.83	8990.45	8984.93	8988.99	670.0

> showing 50 of 3,497 rows — these rows as CSV

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