PREVIEW / futures_30min / 2019-10-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-17.parquet
  size:    95 KB
  rows:    3,553

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
2019-10-17 00:00:00	ES	Futures	3248.43	3249.25	3247.89	3248.98	1080.0
2019-10-17 00:30:00	ES	Futures	3249.25	3249.79	3248.43	3248.71	1245.0
2019-10-17 01:00:00	ES	Futures	3248.98	3249.25	3247.35	3248.16	1484.0
2019-10-17 01:30:00	ES	Futures	3248.16	3248.43	3244.63	3244.9	3837.0
2019-10-17 02:00:00	ES	Futures	3244.63	3246.26	3243.55	3244.09	4273.0
2019-10-17 02:30:00	ES	Futures	3244.09	3246.26	3244.09	3244.36	4789.0
2019-10-17 03:00:00	ES	Futures	3244.63	3249.25	3244.36	3247.62	8673.0
2019-10-17 03:30:00	ES	Futures	3247.62	3252.78	3247.35	3251.15	8747.0
2019-10-17 04:00:00	ES	Futures	3251.15	3254.14	3250.34	3252.24	7781.0
2019-10-17 04:30:00	ES	Futures	3252.51	3256.86	3251.69	3253.32	10492.0
2019-10-17 05:00:00	ES	Futures	3253.32	3256.86	3250.61	3255.77	10227.0
2019-10-17 05:30:00	ES	Futures	3255.77	3266.63	3254.95	3263.1	54858.0
2019-10-17 06:00:00	ES	Futures	3263.37	3266.91	3262.56	3263.65	14877.0
2019-10-17 06:30:00	ES	Futures	3263.37	3263.92	3260.11	3261.74	11808.0
2019-10-17 07:00:00	ES	Futures	3261.47	3263.65	3257.4	3263.1	15337.0
2019-10-17 07:30:00	ES	Futures	3263.1	3263.92	3259.57	3260.11	10040.0
2019-10-17 08:00:00	ES	Futures	3260.39	3261.74	3255.77	3258.21	20189.0
2019-10-17 08:30:00	ES	Futures	3258.21	3262.56	3257.94	3260.93	11588.0
2019-10-17 09:00:00	ES	Futures	3260.93	3263.1	3258.76	3262.29	16708.0
2019-10-17 09:30:00	ES	Futures	3262.02	3267.99	3259.57	3266.36	120250.0
2019-10-17 10:00:00	ES	Futures	3266.63	3268.26	3262.56	3264.73	82347.0
2019-10-17 10:30:00	ES	Futures	3265.0	3265.0	3256.58	3257.4	80268.0
2019-10-17 11:00:00	ES	Futures	3257.67	3260.93	3251.69	3258.21	84262.0
2019-10-17 11:30:00	ES	Futures	3258.49	3258.76	3250.61	3253.6	76560.0
2019-10-17 12:00:00	ES	Futures	3253.87	3255.23	3249.25	3254.14	47208.0
2019-10-17 12:30:00	ES	Futures	3254.14	3257.94	3253.87	3257.67	23353.0
2019-10-17 13:00:00	ES	Futures	3257.94	3259.3	3255.5	3257.4	25707.0
2019-10-17 13:30:00	ES	Futures	3257.4	3260.11	3257.13	3258.76	24870.0
2019-10-17 14:00:00	ES	Futures	3258.76	3259.3	3254.68	3258.21	33187.0
2019-10-17 14:30:00	ES	Futures	3258.49	3261.74	3256.04	3260.93	31805.0
2019-10-17 15:00:00	ES	Futures	3260.93	3261.74	3258.21	3259.57	31447.0
2019-10-17 15:30:00	ES	Futures	3259.84	3261.47	3255.23	3257.13	94743.0
2019-10-17 16:00:00	ES	Futures	3257.13	3257.94	3255.77	3257.4	41471.0
2019-10-17 16:30:00	ES	Futures	3257.13	3258.49	3256.58	3257.67	5190.0
2019-10-17 18:00:00	ES	Futures	3257.13	3257.67	3254.14	3255.77	5507.0
2019-10-17 18:30:00	ES	Futures	3255.77	3257.4	3255.77	3256.04	1860.0
2019-10-17 19:00:00	ES	Futures	3256.31	3256.86	3254.95	3256.58	1846.0
2019-10-17 19:30:00	ES	Futures	3256.58	3256.58	3254.95	3255.77	1908.0
2019-10-17 20:00:00	ES	Futures	3256.04	3257.67	3256.04	3257.4	3676.0
2019-10-17 20:30:00	ES	Futures	3257.67	3257.67	3252.51	3254.95	5089.0
2019-10-17 21:00:00	ES	Futures	3254.68	3256.58	3253.05	3254.41	3416.0
2019-10-17 21:30:00	ES	Futures	3254.68	3255.5	3252.78	3253.32	4667.0
2019-10-17 22:00:00	ES	Futures	3253.05	3258.76	3251.42	3255.77	8574.0
2019-10-17 22:30:00	ES	Futures	3256.04	3256.58	3251.97	3253.32	4569.0
2019-10-17 23:00:00	ES	Futures	3253.32	3254.41	3251.97	3252.78	3193.0
2019-10-17 23:30:00	ES	Futures	3252.78	3253.05	3250.61	3252.78	3879.0
2019-10-17 00:00:00	NQ	Futures	9232.14	9233.88	9229.81	9233.3	412.0
2019-10-17 00:30:00	NQ	Futures	9233.59	9236.49	9232.43	9233.3	481.0
2019-10-17 01:00:00	NQ	Futures	9233.01	9235.04	9228.07	9230.68	704.0
2019-10-17 01:30:00	NQ	Futures	9231.26	9231.56	9217.61	9217.9	1879.0

> showing 50 of 3,553 rows — these rows as CSV

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