PREVIEW / futures_30min / 2019-10-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-22.parquet
  size:    95 KB
  rows:    3,509

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
2019-10-22 00:00:00	ES	Futures	3272.61	3273.15	3272.07	3272.88	771.0
2019-10-22 00:30:00	ES	Futures	3272.88	3273.42	3272.07	3273.15	1346.0
2019-10-22 01:00:00	ES	Futures	3273.42	3273.42	3272.07	3272.34	1169.0
2019-10-22 01:30:00	ES	Futures	3272.34	3272.88	3271.8	3272.07	1242.0
2019-10-22 02:00:00	ES	Futures	3271.8	3272.07	3270.17	3271.25	3915.0
2019-10-22 02:30:00	ES	Futures	3271.52	3271.8	3268.54	3269.08	5005.0
2019-10-22 03:00:00	ES	Futures	3269.35	3270.17	3266.63	3267.18	8654.0
2019-10-22 03:30:00	ES	Futures	3267.18	3267.45	3263.65	3264.19	10077.0
2019-10-22 04:00:00	ES	Futures	3264.19	3264.73	3261.2	3262.02	8856.0
2019-10-22 04:30:00	ES	Futures	3262.29	3263.92	3260.39	3263.1	8027.0
2019-10-22 05:00:00	ES	Futures	3263.37	3266.09	3262.83	3266.09	7563.0
2019-10-22 05:30:00	ES	Futures	3266.09	3267.72	3265.82	3267.45	5602.0
2019-10-22 06:00:00	ES	Futures	3267.45	3267.72	3265.28	3265.82	5208.0
2019-10-22 06:30:00	ES	Futures	3265.55	3267.45	3265.28	3267.45	5974.0
2019-10-22 07:00:00	ES	Futures	3267.45	3268.26	3266.63	3268.26	6851.0
2019-10-22 07:30:00	ES	Futures	3267.99	3270.71	3267.72	3270.17	10923.0
2019-10-22 08:00:00	ES	Futures	3270.17	3271.8	3267.99	3271.25	13359.0
2019-10-22 08:30:00	ES	Futures	3271.25	3272.61	3270.17	3270.98	11880.0
2019-10-22 09:00:00	ES	Futures	3270.98	3273.15	3270.17	3271.52	16415.0
2019-10-22 09:30:00	ES	Futures	3271.52	3273.7	3268.54	3272.34	99840.0
2019-10-22 10:00:00	ES	Futures	3272.34	3274.24	3267.72	3270.98	78681.0
2019-10-22 10:30:00	ES	Futures	3270.98	3274.78	3269.35	3272.34	63746.0
2019-10-22 11:00:00	ES	Futures	3272.34	3274.78	3269.62	3269.89	50460.0
2019-10-22 11:30:00	ES	Futures	3269.89	3272.88	3266.91	3268.26	46400.0
2019-10-22 12:00:00	ES	Futures	3268.54	3273.97	3267.45	3273.7	47434.0
2019-10-22 12:30:00	ES	Futures	3273.7	3274.78	3272.61	3273.7	39170.0
2019-10-22 13:00:00	ES	Futures	3273.7	3273.7	3270.98	3272.07	25930.0
2019-10-22 13:30:00	ES	Futures	3271.8	3273.7	3268.81	3270.71	34072.0
2019-10-22 14:00:00	ES	Futures	3270.71	3273.42	3268.81	3270.71	34629.0
2019-10-22 14:30:00	ES	Futures	3270.98	3271.52	3259.3	3261.74	109636.0
2019-10-22 15:00:00	ES	Futures	3261.74	3263.92	3256.31	3263.37	90874.0
2019-10-22 15:30:00	ES	Futures	3263.37	3265.0	3253.32	3254.41	129687.0
2019-10-22 16:00:00	ES	Futures	3254.41	3254.95	3251.42	3253.05	72092.0
2019-10-22 16:30:00	ES	Futures	3252.78	3253.05	3246.81	3248.98	14009.0
2019-10-22 18:00:00	ES	Futures	3250.88	3253.32	3248.71	3252.24	4277.0
2019-10-22 18:30:00	ES	Futures	3252.51	3252.78	3251.15	3251.97	1800.0
2019-10-22 19:00:00	ES	Futures	3251.97	3252.78	3249.79	3250.06	2135.0
2019-10-22 19:30:00	ES	Futures	3250.06	3250.88	3248.71	3249.52	2583.0
2019-10-22 20:00:00	ES	Futures	3249.52	3249.52	3240.01	3244.9	22658.0
2019-10-22 20:30:00	ES	Futures	3244.9	3247.62	3244.09	3247.35	6312.0
2019-10-22 21:00:00	ES	Futures	3247.35	3248.43	3246.53	3246.53	4396.0
2019-10-22 21:30:00	ES	Futures	3246.53	3248.16	3242.73	3243.27	6284.0
2019-10-22 22:00:00	ES	Futures	3243.27	3245.99	3243.0	3245.72	4187.0
2019-10-22 22:30:00	ES	Futures	3245.72	3247.89	3243.82	3244.36	4292.0
2019-10-22 23:00:00	ES	Futures	3244.09	3244.9	3242.73	3244.63	3251.0
2019-10-22 23:30:00	ES	Futures	3244.63	3245.99	3244.09	3245.18	2183.0
2019-10-22 00:00:00	NQ	Futures	9258.28	9259.73	9256.54	9258.57	424.0
2019-10-22 00:30:00	NQ	Futures	9258.57	9259.73	9256.25	9259.44	908.0
2019-10-22 01:00:00	NQ	Futures	9259.44	9261.77	9255.08	9255.67	1747.0
2019-10-22 01:30:00	NQ	Futures	9255.38	9257.7	9253.34	9254.5	977.0

> showing 50 of 3,509 rows — these rows as CSV

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