PREVIEW / futures_30min / 2019-10-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-15.parquet
  size:    98 KB
  rows:    3,574

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
2019-10-15 00:00:00	ES	Futures	3229.15	3230.24	3228.88	3229.96	1603.0
2019-10-15 00:30:00	ES	Futures	3229.96	3231.32	3229.42	3230.78	1766.0
2019-10-15 01:00:00	ES	Futures	3230.78	3231.05	3229.42	3230.24	1995.0
2019-10-15 01:30:00	ES	Futures	3230.24	3234.04	3229.42	3232.68	3855.0
2019-10-15 02:00:00	ES	Futures	3232.95	3236.21	3232.14	3235.94	6508.0
2019-10-15 02:30:00	ES	Futures	3236.21	3240.56	3235.67	3238.93	13703.0
2019-10-15 03:00:00	ES	Futures	3239.2	3240.01	3236.48	3239.47	11453.0
2019-10-15 03:30:00	ES	Futures	3239.47	3240.56	3237.03	3237.3	8915.0
2019-10-15 04:00:00	ES	Futures	3237.03	3238.11	3235.12	3237.03	8973.0
2019-10-15 04:30:00	ES	Futures	3237.03	3240.56	3233.22	3234.85	12564.0
2019-10-15 05:00:00	ES	Futures	3234.85	3235.94	3232.95	3234.58	9840.0
2019-10-15 05:30:00	ES	Futures	3234.58	3236.75	3233.77	3236.21	5720.0
2019-10-15 06:00:00	ES	Futures	3236.21	3237.84	3228.61	3229.96	14180.0
2019-10-15 06:30:00	ES	Futures	3229.96	3233.77	3229.42	3231.87	11652.0
2019-10-15 07:00:00	ES	Futures	3232.14	3235.4	3231.32	3233.77	10990.0
2019-10-15 07:30:00	ES	Futures	3233.77	3236.48	3229.42	3231.59	19394.0
2019-10-15 08:00:00	ES	Futures	3231.59	3232.68	3229.42	3231.87	7127.0
2019-10-15 08:30:00	ES	Futures	3231.59	3233.22	3230.78	3231.59	5664.0
2019-10-15 09:00:00	ES	Futures	3231.59	3234.85	3230.51	3234.31	14865.0
2019-10-15 09:30:00	ES	Futures	3234.31	3239.47	3232.95	3237.84	101263.0
2019-10-15 10:00:00	ES	Futures	3237.57	3250.88	3237.57	3248.43	114662.0
2019-10-15 10:30:00	ES	Futures	3248.71	3260.11	3248.16	3259.84	141810.0
2019-10-15 11:00:00	ES	Futures	3260.11	3261.74	3253.6	3257.94	93513.0
2019-10-15 11:30:00	ES	Futures	3257.94	3258.21	3253.87	3257.67	48290.0
2019-10-15 12:00:00	ES	Futures	3257.94	3259.57	3255.5	3256.04	34769.0
2019-10-15 12:30:00	ES	Futures	3256.04	3259.57	3256.04	3259.57	28285.0
2019-10-15 13:00:00	ES	Futures	3259.57	3260.39	3256.31	3257.94	31543.0
2019-10-15 13:30:00	ES	Futures	3257.94	3262.02	3257.4	3260.39	28425.0
2019-10-15 14:00:00	ES	Futures	3260.66	3263.1	3259.03	3261.47	29179.0
2019-10-15 14:30:00	ES	Futures	3261.47	3262.02	3257.13	3258.76	32147.0
2019-10-15 15:00:00	ES	Futures	3258.49	3259.84	3255.23	3259.84	41299.0
2019-10-15 15:30:00	ES	Futures	3259.84	3260.39	3253.87	3254.68	127364.0
2019-10-15 16:00:00	ES	Futures	3254.41	3257.67	3253.32	3257.4	61059.0
2019-10-15 16:30:00	ES	Futures	3257.4	3258.21	3255.23	3255.77	7619.0
2019-10-15 18:00:00	ES	Futures	3255.77	3256.58	3253.87	3255.77	2994.0
2019-10-15 18:30:00	ES	Futures	3255.5	3257.13	3254.41	3254.95	2214.0
2019-10-15 19:00:00	ES	Futures	3254.95	3254.95	3252.24	3253.6	3226.0
2019-10-15 19:30:00	ES	Futures	3253.6	3254.14	3252.51	3253.87	2715.0
2019-10-15 20:00:00	ES	Futures	3253.87	3256.04	3252.24	3252.78	7660.0
2019-10-15 20:30:00	ES	Futures	3252.78	3253.05	3246.81	3249.79	15361.0
2019-10-15 21:00:00	ES	Futures	3249.79	3250.61	3247.08	3248.16	6432.0
2019-10-15 21:30:00	ES	Futures	3248.16	3251.97	3247.62	3251.69	5714.0
2019-10-15 22:00:00	ES	Futures	3251.69	3252.51	3249.52	3250.06	4798.0
2019-10-15 22:30:00	ES	Futures	3250.06	3252.24	3250.06	3250.34	3385.0
2019-10-15 23:00:00	ES	Futures	3250.34	3250.61	3245.99	3248.16	4893.0
2019-10-15 23:30:00	ES	Futures	3248.43	3249.52	3245.45	3246.53	4784.0
2019-10-15 00:00:00	NQ	Futures	9151.96	9155.45	9150.51	9153.99	830.0
2019-10-15 00:30:00	NQ	Futures	9153.99	9157.48	9151.38	9155.74	676.0
2019-10-15 01:00:00	NQ	Futures	9155.74	9156.32	9151.96	9154.57	612.0
2019-10-15 01:30:00	NQ	Futures	9153.7	9169.68	9151.96	9165.03	1793.0

> showing 50 of 3,574 rows — these rows as CSV

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