PREVIEW / futures_30min / 2019-10-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-16.parquet
  size:    94 KB
  rows:    3,537

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
2019-10-16 00:00:00	ES	Futures	3246.81	3247.62	3244.9	3246.81	4295.0
2019-10-16 00:30:00	ES	Futures	3246.81	3247.62	3246.26	3247.08	2108.0
2019-10-16 01:00:00	ES	Futures	3247.35	3249.52	3246.26	3246.53	3950.0
2019-10-16 01:30:00	ES	Futures	3246.53	3248.16	3245.99	3247.35	3489.0
2019-10-16 02:00:00	ES	Futures	3247.35	3254.95	3246.81	3251.97	10175.0
2019-10-16 02:30:00	ES	Futures	3252.24	3253.05	3250.88	3251.15	4772.0
2019-10-16 03:00:00	ES	Futures	3250.88	3253.6	3245.99	3246.53	17323.0
2019-10-16 03:30:00	ES	Futures	3246.26	3250.34	3246.26	3249.52	9096.0
2019-10-16 04:00:00	ES	Futures	3249.79	3250.06	3244.9	3246.81	10260.0
2019-10-16 04:30:00	ES	Futures	3246.81	3248.43	3245.18	3247.89	6409.0
2019-10-16 05:00:00	ES	Futures	3247.62	3248.16	3243.0	3245.72	15479.0
2019-10-16 05:30:00	ES	Futures	3245.72	3248.16	3244.63	3247.08	8787.0
2019-10-16 06:00:00	ES	Futures	3247.08	3251.15	3246.81	3249.25	11998.0
2019-10-16 06:30:00	ES	Futures	3248.98	3249.52	3246.53	3248.98	7431.0
2019-10-16 07:00:00	ES	Futures	3248.98	3251.15	3246.81	3250.61	10594.0
2019-10-16 07:30:00	ES	Futures	3250.34	3252.51	3248.71	3250.61	9443.0
2019-10-16 08:00:00	ES	Futures	3250.34	3256.31	3249.25	3253.87	17900.0
2019-10-16 08:30:00	ES	Futures	3253.6	3253.6	3247.62	3250.88	29621.0
2019-10-16 09:00:00	ES	Futures	3250.88	3251.15	3248.16	3248.43	15088.0
2019-10-16 09:30:00	ES	Futures	3248.16	3251.15	3244.36	3245.72	130750.0
2019-10-16 10:00:00	ES	Futures	3245.99	3252.24	3243.0	3251.97	94635.0
2019-10-16 10:30:00	ES	Futures	3251.97	3255.5	3250.06	3255.23	62288.0
2019-10-16 11:00:00	ES	Futures	3254.95	3256.86	3251.42	3252.24	55994.0
2019-10-16 11:30:00	ES	Futures	3252.24	3255.77	3248.98	3251.69	55437.0
2019-10-16 12:00:00	ES	Futures	3251.69	3253.6	3248.71	3249.79	31709.0
2019-10-16 12:30:00	ES	Futures	3249.52	3250.61	3245.99	3246.53	37202.0
2019-10-16 13:00:00	ES	Futures	3246.53	3248.16	3244.09	3245.18	31252.0
2019-10-16 13:30:00	ES	Futures	3245.18	3248.16	3244.09	3245.18	50075.0
2019-10-16 14:00:00	ES	Futures	3245.18	3247.89	3244.36	3247.08	26381.0
2019-10-16 14:30:00	ES	Futures	3247.08	3251.97	3247.08	3250.34	45865.0
2019-10-16 15:00:00	ES	Futures	3250.06	3250.34	3245.45	3247.35	37784.0
2019-10-16 15:30:00	ES	Futures	3247.35	3250.34	3245.99	3249.25	104106.0
2019-10-16 16:00:00	ES	Futures	3249.25	3251.42	3248.71	3250.06	62348.0
2019-10-16 16:30:00	ES	Futures	3249.79	3251.42	3249.52	3251.15	5559.0
2019-10-16 18:00:00	ES	Futures	3251.15	3251.69	3248.43	3248.98	2618.0
2019-10-16 18:30:00	ES	Futures	3249.25	3249.52	3247.08	3247.62	3021.0
2019-10-16 19:00:00	ES	Futures	3247.35	3249.25	3247.08	3247.35	1642.0
2019-10-16 19:30:00	ES	Futures	3247.35	3248.16	3245.72	3246.26	2257.0
2019-10-16 20:00:00	ES	Futures	3246.53	3247.35	3244.09	3246.81	5715.0
2019-10-16 20:30:00	ES	Futures	3246.81	3248.16	3245.72	3247.62	3191.0
2019-10-16 21:00:00	ES	Futures	3247.89	3249.25	3247.35	3248.16	4821.0
2019-10-16 21:30:00	ES	Futures	3248.16	3250.61	3246.81	3250.06	4806.0
2019-10-16 22:00:00	ES	Futures	3250.06	3250.88	3249.25	3250.61	3177.0
2019-10-16 22:30:00	ES	Futures	3250.88	3251.69	3249.25	3249.79	2999.0
2019-10-16 23:00:00	ES	Futures	3249.52	3250.06	3248.71	3249.25	1307.0
2019-10-16 23:30:00	ES	Futures	3248.98	3249.25	3247.62	3248.71	1788.0
2019-10-16 00:00:00	NQ	Futures	9223.13	9225.16	9216.74	9221.97	1989.0
2019-10-16 00:30:00	NQ	Futures	9221.97	9224.58	9219.94	9223.42	922.0
2019-10-16 01:00:00	NQ	Futures	9223.42	9229.81	9220.81	9221.97	1463.0
2019-10-16 01:30:00	NQ	Futures	9221.39	9227.2	9219.64	9224.87	1473.0

> showing 50 of 3,537 rows — these rows as CSV

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