PREVIEW / futures_30min / 2019-10-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-21.parquet
  size:    92 KB
  rows:    3,493

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
2019-10-21 00:00:00	ES	Futures	3254.68	3255.23	3254.41	3254.95	868.0
2019-10-21 00:30:00	ES	Futures	3254.95	3254.95	3253.87	3253.87	925.0
2019-10-21 01:00:00	ES	Futures	3254.14	3254.41	3252.51	3253.05	1746.0
2019-10-21 01:30:00	ES	Futures	3253.05	3253.32	3250.88	3251.15	2772.0
2019-10-21 02:00:00	ES	Futures	3251.15	3253.6	3250.61	3253.05	4688.0
2019-10-21 02:30:00	ES	Futures	3252.78	3253.87	3250.61	3250.88	2634.0
2019-10-21 03:00:00	ES	Futures	3250.88	3254.14	3248.16	3253.05	11382.0
2019-10-21 03:30:00	ES	Futures	3253.05	3256.86	3252.24	3253.32	10877.0
2019-10-21 04:00:00	ES	Futures	3253.6	3255.77	3252.78	3254.68	7835.0
2019-10-21 04:30:00	ES	Futures	3254.68	3255.5	3251.69	3252.51	5019.0
2019-10-21 05:00:00	ES	Futures	3252.51	3254.14	3251.15	3252.24	5862.0
2019-10-21 05:30:00	ES	Futures	3251.97	3255.5	3251.69	3254.14	5912.0
2019-10-21 06:00:00	ES	Futures	3254.14	3256.58	3253.32	3255.23	4802.0
2019-10-21 06:30:00	ES	Futures	3255.23	3255.5	3252.51	3254.41	5596.0
2019-10-21 07:00:00	ES	Futures	3254.14	3254.95	3253.05	3254.68	3069.0
2019-10-21 07:30:00	ES	Futures	3254.41	3256.04	3254.14	3256.04	4996.0
2019-10-21 08:00:00	ES	Futures	3255.77	3257.94	3255.23	3257.67	10143.0
2019-10-21 08:30:00	ES	Futures	3257.4	3261.74	3256.58	3259.84	22852.0
2019-10-21 09:00:00	ES	Futures	3259.84	3260.93	3257.67	3259.03	13598.0
2019-10-21 09:30:00	ES	Futures	3259.03	3263.65	3254.68	3256.04	131852.0
2019-10-21 10:00:00	ES	Futures	3256.04	3259.3	3253.6	3258.49	68285.0
2019-10-21 10:30:00	ES	Futures	3258.76	3260.93	3256.58	3260.66	56288.0
2019-10-21 11:00:00	ES	Futures	3260.39	3262.83	3259.57	3262.56	51089.0
2019-10-21 11:30:00	ES	Futures	3262.29	3263.1	3259.3	3261.2	36836.0
2019-10-21 12:00:00	ES	Futures	3261.2	3262.83	3258.76	3262.56	31628.0
2019-10-21 12:30:00	ES	Futures	3262.83	3264.73	3262.29	3263.65	32160.0
2019-10-21 13:00:00	ES	Futures	3263.37	3264.19	3261.47	3262.83	21506.0
2019-10-21 13:30:00	ES	Futures	3262.83	3263.1	3260.66	3262.02	19376.0
2019-10-21 14:00:00	ES	Futures	3261.74	3266.09	3261.74	3263.65	29949.0
2019-10-21 14:30:00	ES	Futures	3263.65	3265.0	3263.37	3264.73	17324.0
2019-10-21 15:00:00	ES	Futures	3264.73	3266.09	3263.37	3264.73	27565.0
2019-10-21 15:30:00	ES	Futures	3264.73	3267.72	3263.92	3265.82	103533.0
2019-10-21 16:00:00	ES	Futures	3265.82	3267.18	3264.73	3266.36	46855.0
2019-10-21 16:30:00	ES	Futures	3266.09	3266.91	3265.28	3266.63	6769.0
2019-10-21 18:00:00	ES	Futures	3266.63	3267.18	3265.55	3266.09	1563.0
2019-10-21 18:30:00	ES	Futures	3266.09	3266.09	3265.0	3265.55	761.0
2019-10-21 19:00:00	ES	Futures	3265.55	3266.09	3265.0	3266.09	670.0
2019-10-21 19:30:00	ES	Futures	3265.82	3266.09	3265.28	3265.28	874.0
2019-10-21 20:00:00	ES	Futures	3265.55	3274.24	3265.0	3272.07	8378.0
2019-10-21 20:30:00	ES	Futures	3272.34	3273.42	3271.52	3272.07	3296.0
2019-10-21 21:00:00	ES	Futures	3272.07	3275.05	3271.8	3273.7	3319.0
2019-10-21 21:30:00	ES	Futures	3273.42	3273.97	3270.98	3270.98	4152.0
2019-10-21 22:00:00	ES	Futures	3270.98	3272.61	3270.17	3271.25	2450.0
2019-10-21 22:30:00	ES	Futures	3271.25	3272.34	3270.98	3271.52	1208.0
2019-10-21 23:00:00	ES	Futures	3271.52	3272.34	3270.71	3271.8	1213.0
2019-10-21 23:30:00	ES	Futures	3271.8	3272.88	3271.52	3272.61	1013.0
2019-10-21 00:00:00	NQ	Futures	9185.37	9188.27	9185.37	9186.82	690.0
2019-10-21 00:30:00	NQ	Futures	9186.53	9187.98	9182.17	9183.33	1082.0
2019-10-21 01:00:00	NQ	Futures	9183.91	9184.2	9178.69	9182.17	918.0
2019-10-21 01:30:00	NQ	Futures	9181.59	9181.88	9173.17	9173.46	1779.0

> showing 50 of 3,493 rows — these rows as CSV

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