PREVIEW / futures_30min / 2019-10-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-09.parquet
  size:    96 KB
  rows:    3,541

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
2019-10-09 00:00:00	ES	Futures	3152.28	3152.55	3150.65	3151.19	1773.0
2019-10-09 00:30:00	ES	Futures	3151.19	3151.19	3147.12	3148.75	4020.0
2019-10-09 01:00:00	ES	Futures	3148.75	3151.19	3147.93	3147.93	2686.0
2019-10-09 01:30:00	ES	Futures	3148.2	3150.65	3147.93	3149.83	3214.0
2019-10-09 02:00:00	ES	Futures	3149.83	3152.28	3147.39	3147.66	4804.0
2019-10-09 02:30:00	ES	Futures	3147.93	3148.2	3143.04	3145.49	7650.0
2019-10-09 03:00:00	ES	Futures	3145.49	3156.08	3142.23	3154.72	26817.0
2019-10-09 03:30:00	ES	Futures	3154.45	3158.53	3150.92	3151.19	16315.0
2019-10-09 04:00:00	ES	Futures	3151.46	3157.17	3149.83	3156.9	12816.0
2019-10-09 04:30:00	ES	Futures	3156.9	3159.88	3154.45	3157.71	16045.0
2019-10-09 05:00:00	ES	Futures	3157.71	3175.64	3157.17	3168.03	55232.0
2019-10-09 05:30:00	ES	Futures	3168.03	3188.13	3164.5	3172.92	41175.0
2019-10-09 06:00:00	ES	Futures	3173.19	3173.19	3164.77	3170.48	16823.0
2019-10-09 06:30:00	ES	Futures	3170.75	3171.83	3167.76	3168.58	12800.0
2019-10-09 07:00:00	ES	Futures	3168.58	3172.92	3166.95	3172.11	13620.0
2019-10-09 07:30:00	ES	Futures	3172.11	3173.19	3169.12	3173.19	9602.0
2019-10-09 08:00:00	ES	Futures	3173.19	3174.01	3168.3	3168.85	15439.0
2019-10-09 08:30:00	ES	Futures	3168.85	3169.93	3164.77	3167.76	20017.0
2019-10-09 09:00:00	ES	Futures	3167.49	3167.76	3163.14	3165.59	15725.0
2019-10-09 09:30:00	ES	Futures	3165.86	3171.02	3158.8	3162.33	139312.0
2019-10-09 10:00:00	ES	Futures	3162.33	3168.3	3160.7	3167.76	78949.0
2019-10-09 10:30:00	ES	Futures	3167.76	3169.12	3163.14	3166.13	58909.0
2019-10-09 11:00:00	ES	Futures	3166.13	3167.76	3157.98	3162.6	66209.0
2019-10-09 11:30:00	ES	Futures	3162.6	3172.11	3161.78	3168.03	53600.0
2019-10-09 12:00:00	ES	Futures	3168.03	3172.11	3168.03	3169.39	31937.0
2019-10-09 12:30:00	ES	Futures	3169.39	3172.38	3168.03	3172.11	27855.0
2019-10-09 13:00:00	ES	Futures	3172.38	3177.54	3168.03	3169.93	53887.0
2019-10-09 13:30:00	ES	Futures	3169.93	3175.09	3169.39	3172.65	24090.0
2019-10-09 14:00:00	ES	Futures	3172.65	3176.45	3169.93	3174.28	40948.0
2019-10-09 14:30:00	ES	Futures	3174.28	3179.98	3174.28	3178.9	40864.0
2019-10-09 15:00:00	ES	Futures	3178.63	3181.07	3177.81	3179.98	37152.0
2019-10-09 15:30:00	ES	Futures	3179.98	3182.97	3168.58	3171.02	187075.0
2019-10-09 16:00:00	ES	Futures	3171.02	3172.38	3167.49	3172.38	54504.0
2019-10-09 16:30:00	ES	Futures	3172.11	3175.64	3171.56	3173.19	8884.0
2019-10-09 18:00:00	ES	Futures	3173.19	3176.45	3132.18	3137.34	37202.0
2019-10-09 18:30:00	ES	Futures	3137.61	3145.49	3131.09	3135.16	33248.0
2019-10-09 19:00:00	ES	Futures	3135.16	3139.51	3132.72	3135.98	14653.0
2019-10-09 19:30:00	ES	Futures	3136.25	3150.38	3135.71	3150.38	14639.0
2019-10-09 20:00:00	ES	Futures	3150.38	3169.93	3136.25	3143.04	71724.0
2019-10-09 20:30:00	ES	Futures	3143.04	3153.09	3141.14	3146.3	24529.0
2019-10-09 21:00:00	ES	Futures	3146.57	3162.33	3146.03	3159.61	26745.0
2019-10-09 21:30:00	ES	Futures	3159.88	3175.91	3158.53	3163.96	34726.0
2019-10-09 22:00:00	ES	Futures	3164.23	3171.02	3163.69	3169.12	10393.0
2019-10-09 22:30:00	ES	Futures	3168.85	3170.21	3166.13	3167.49	5183.0
2019-10-09 23:00:00	ES	Futures	3167.22	3168.03	3165.32	3166.4	3300.0
2019-10-09 23:30:00	ES	Futures	3166.67	3168.3	3165.04	3165.32	2395.0
2019-10-09 00:00:00	NQ	Futures	8877.74	8879.48	8872.51	8874.25	608.0
2019-10-09 00:30:00	NQ	Futures	8874.54	8874.54	8858.27	8864.37	2804.0
2019-10-09 01:00:00	NQ	Futures	8864.37	8874.25	8862.05	8862.05	1491.0
2019-10-09 01:30:00	NQ	Futures	8862.34	8871.64	8861.47	8868.73	1423.0

> showing 50 of 3,541 rows — these rows as CSV

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