PREVIEW / futures_30min / 2019-10-14

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-14.parquet
  size:    90 KB
  rows:    3,440

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
2019-10-14 00:00:00	ES	Futures	3236.21	3238.38	3235.67	3236.48	2913.0
2019-10-14 00:30:00	ES	Futures	3236.75	3237.03	3234.04	3234.04	1645.0
2019-10-14 01:00:00	ES	Futures	3234.04	3234.85	3231.59	3232.41	2237.0
2019-10-14 01:30:00	ES	Futures	3232.41	3234.04	3230.51	3231.87	2713.0
2019-10-14 02:00:00	ES	Futures	3232.14	3234.58	3229.96	3230.78	6250.0
2019-10-14 02:30:00	ES	Futures	3230.51	3233.22	3229.42	3231.87	5822.0
2019-10-14 03:00:00	ES	Futures	3231.87	3232.41	3225.35	3226.7	15069.0
2019-10-14 03:30:00	ES	Futures	3226.43	3227.25	3222.9	3223.72	9159.0
2019-10-14 04:00:00	ES	Futures	3223.44	3224.8	3220.73	3224.8	9162.0
2019-10-14 04:30:00	ES	Futures	3224.8	3228.33	3223.44	3226.7	6305.0
2019-10-14 05:00:00	ES	Futures	3226.43	3226.98	3213.94	3216.65	32642.0
2019-10-14 05:30:00	ES	Futures	3216.38	3219.37	3209.32	3210.68	20771.0
2019-10-14 06:00:00	ES	Futures	3210.95	3214.75	3210.68	3213.39	8523.0
2019-10-14 06:30:00	ES	Futures	3213.12	3218.83	3211.49	3217.74	10088.0
2019-10-14 07:00:00	ES	Futures	3217.74	3218.28	3215.84	3218.01	6209.0
2019-10-14 07:30:00	ES	Futures	3218.01	3222.36	3217.74	3221.82	10323.0
2019-10-14 08:00:00	ES	Futures	3221.82	3225.62	3219.37	3220.46	14695.0
2019-10-14 08:30:00	ES	Futures	3220.46	3221.54	3217.74	3219.37	9541.0
2019-10-14 09:00:00	ES	Futures	3219.37	3223.44	3217.2	3221.82	20421.0
2019-10-14 09:30:00	ES	Futures	3221.54	3225.89	3217.74	3223.99	104266.0
2019-10-14 10:00:00	ES	Futures	3224.26	3229.15	3220.73	3221.54	62092.0
2019-10-14 10:30:00	ES	Futures	3221.82	3228.88	3221.82	3228.61	41498.0
2019-10-14 11:00:00	ES	Futures	3228.61	3229.69	3223.44	3224.26	42317.0
2019-10-14 11:30:00	ES	Futures	3224.53	3229.15	3223.99	3226.16	26858.0
2019-10-14 12:00:00	ES	Futures	3225.89	3226.98	3222.63	3223.99	27144.0
2019-10-14 12:30:00	ES	Futures	3223.72	3225.89	3222.36	3223.99	17417.0
2019-10-14 13:00:00	ES	Futures	3223.72	3225.89	3222.9	3223.99	17325.0
2019-10-14 13:30:00	ES	Futures	3223.72	3226.43	3221.27	3226.43	23173.0
2019-10-14 14:00:00	ES	Futures	3226.43	3228.33	3225.07	3226.7	22007.0
2019-10-14 14:30:00	ES	Futures	3226.7	3226.98	3223.72	3224.8	18621.0
2019-10-14 15:00:00	ES	Futures	3224.8	3226.7	3222.9	3225.07	23055.0
2019-10-14 15:30:00	ES	Futures	3225.35	3225.62	3221.27	3222.36	70741.0
2019-10-14 16:00:00	ES	Futures	3222.9	3224.53	3219.91	3222.63	44059.0
2019-10-14 16:30:00	ES	Futures	3222.09	3223.44	3221.0	3222.9	5758.0
2019-10-14 18:00:00	ES	Futures	3223.44	3225.89	3223.17	3225.62	2663.0
2019-10-14 18:30:00	ES	Futures	3225.62	3226.43	3224.26	3226.43	1884.0
2019-10-14 19:00:00	ES	Futures	3226.43	3227.25	3225.89	3226.7	1071.0
2019-10-14 19:30:00	ES	Futures	3226.7	3231.32	3226.43	3229.96	4941.0
2019-10-14 20:00:00	ES	Futures	3229.96	3229.96	3227.25	3228.33	4898.0
2019-10-14 20:30:00	ES	Futures	3228.06	3228.33	3224.26	3226.98	5648.0
2019-10-14 21:00:00	ES	Futures	3227.25	3229.96	3226.16	3228.88	5146.0
2019-10-14 21:30:00	ES	Futures	3229.15	3231.05	3226.98	3228.61	6165.0
2019-10-14 22:00:00	ES	Futures	3228.88	3229.96	3228.06	3229.15	2729.0
2019-10-14 22:30:00	ES	Futures	3229.15	3229.69	3228.33	3229.15	1962.0
2019-10-14 23:00:00	ES	Futures	3229.15	3229.96	3226.43	3227.25	1858.0
2019-10-14 23:30:00	ES	Futures	3227.25	3229.15	3226.98	3229.15	1394.0
2019-10-14 00:00:00	NQ	Futures	9155.16	9163.29	9153.7	9156.32	1155.0
2019-10-14 00:30:00	NQ	Futures	9156.9	9158.35	9146.44	9147.31	1106.0
2019-10-14 01:00:00	NQ	Futures	9147.31	9149.06	9138.02	9141.79	1712.0
2019-10-14 01:30:00	NQ	Futures	9141.21	9147.89	9135.69	9140.34	1720.0

> showing 50 of 3,440 rows — these rows as CSV

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