PREVIEW / futures_30min / 2019-10-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-10.parquet
  size:    98 KB
  rows:    3,501

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
2019-10-10 00:00:00	ES	Futures	3165.32	3165.86	3162.33	3163.69	2479.0
2019-10-10 00:30:00	ES	Futures	3163.69	3167.22	3162.6	3165.04	2036.0
2019-10-10 01:00:00	ES	Futures	3165.32	3169.93	3165.04	3166.95	3232.0
2019-10-10 01:30:00	ES	Futures	3166.67	3169.93	3166.67	3168.03	3064.0
2019-10-10 02:00:00	ES	Futures	3168.03	3170.48	3165.86	3169.39	5913.0
2019-10-10 02:30:00	ES	Futures	3169.39	3171.83	3166.67	3168.58	5171.0
2019-10-10 03:00:00	ES	Futures	3168.58	3172.38	3166.13	3166.4	13641.0
2019-10-10 03:30:00	ES	Futures	3166.4	3166.67	3158.25	3162.33	22107.0
2019-10-10 04:00:00	ES	Futures	3162.6	3173.19	3160.43	3170.75	26605.0
2019-10-10 04:30:00	ES	Futures	3171.02	3171.29	3166.67	3168.03	8008.0
2019-10-10 05:00:00	ES	Futures	3167.76	3171.02	3166.13	3166.67	6695.0
2019-10-10 05:30:00	ES	Futures	3166.95	3170.21	3165.04	3168.03	7118.0
2019-10-10 06:00:00	ES	Futures	3168.03	3176.18	3168.03	3170.48	10893.0
2019-10-10 06:30:00	ES	Futures	3170.75	3172.92	3166.13	3167.49	7014.0
2019-10-10 07:00:00	ES	Futures	3167.49	3168.3	3163.96	3165.59	10845.0
2019-10-10 07:30:00	ES	Futures	3165.59	3166.13	3160.7	3164.23	16137.0
2019-10-10 08:00:00	ES	Futures	3164.23	3167.49	3163.96	3165.04	7996.0
2019-10-10 08:30:00	ES	Futures	3165.04	3169.93	3165.04	3168.3	15841.0
2019-10-10 09:00:00	ES	Futures	3168.3	3173.19	3166.13	3169.66	28740.0
2019-10-10 09:30:00	ES	Futures	3169.93	3193.02	3168.03	3191.94	173480.0
2019-10-10 10:00:00	ES	Futures	3191.94	3193.02	3185.14	3190.58	111592.0
2019-10-10 10:30:00	ES	Futures	3190.58	3198.73	3188.4	3198.45	78958.0
2019-10-10 11:00:00	ES	Futures	3198.73	3203.34	3196.82	3200.63	76668.0
2019-10-10 11:30:00	ES	Futures	3200.36	3202.53	3198.45	3200.63	52209.0
2019-10-10 12:00:00	ES	Futures	3200.9	3201.44	3192.75	3193.29	51252.0
2019-10-10 12:30:00	ES	Futures	3193.02	3193.29	3187.32	3193.02	56670.0
2019-10-10 13:00:00	ES	Futures	3193.29	3193.57	3189.49	3190.58	34771.0
2019-10-10 13:30:00	ES	Futures	3190.31	3197.37	3185.69	3194.38	57623.0
2019-10-10 14:00:00	ES	Futures	3194.11	3196.01	3179.44	3188.68	94822.0
2019-10-10 14:30:00	ES	Futures	3188.68	3191.94	3185.14	3188.13	37529.0
2019-10-10 15:00:00	ES	Futures	3187.86	3193.57	3187.05	3193.57	47764.0
2019-10-10 15:30:00	ES	Futures	3193.29	3195.47	3188.4	3193.02	105903.0
2019-10-10 16:00:00	ES	Futures	3192.75	3197.1	3191.94	3196.55	49467.0
2019-10-10 16:30:00	ES	Futures	3195.74	3209.59	3195.74	3204.7	26348.0
2019-10-10 18:00:00	ES	Futures	3204.16	3206.33	3198.73	3200.63	5353.0
2019-10-10 18:30:00	ES	Futures	3200.63	3213.39	3200.08	3203.07	11116.0
2019-10-10 19:00:00	ES	Futures	3203.07	3204.16	3200.36	3201.17	3478.0
2019-10-10 19:30:00	ES	Futures	3201.17	3202.53	3197.64	3201.99	4230.0
2019-10-10 20:00:00	ES	Futures	3201.71	3202.53	3196.28	3197.91	7653.0
2019-10-10 20:30:00	ES	Futures	3197.64	3201.44	3197.1	3199.81	5882.0
2019-10-10 21:00:00	ES	Futures	3199.81	3201.71	3197.91	3200.08	5729.0
2019-10-10 21:30:00	ES	Futures	3199.81	3203.62	3197.64	3201.71	7519.0
2019-10-10 22:00:00	ES	Futures	3201.71	3202.26	3200.63	3201.71	2440.0
2019-10-10 22:30:00	ES	Futures	3201.71	3202.8	3200.36	3202.26	2178.0
2019-10-10 23:00:00	ES	Futures	3202.26	3206.88	3202.26	3205.52	4565.0
2019-10-10 23:30:00	ES	Futures	3205.52	3206.33	3204.43	3206.06	2329.0
2019-10-10 00:00:00	NQ	Futures	8931.48	8933.22	8921.31	8926.54	1732.0
2019-10-10 00:30:00	NQ	Futures	8926.83	8938.74	8924.21	8931.77	1407.0
2019-10-10 01:00:00	NQ	Futures	8932.35	8946.87	8932.35	8937.87	1667.0
2019-10-10 01:30:00	NQ	Futures	8937.58	8946.58	8936.41	8940.48	1793.0

> showing 50 of 3,501 rows — these rows as CSV

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