PREVIEW / futures_30min / 2019-10-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-23.parquet
  size:    92 KB
  rows:    3,491

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
2019-10-23 00:00:00	ES	Futures	3245.45	3247.08	3245.45	3246.81	1843.0
2019-10-23 00:30:00	ES	Futures	3246.81	3248.43	3246.53	3247.35	2943.0
2019-10-23 01:00:00	ES	Futures	3247.62	3250.06	3246.26	3248.98	4576.0
2019-10-23 01:30:00	ES	Futures	3248.98	3250.61	3248.16	3249.25	3654.0
2019-10-23 02:00:00	ES	Futures	3249.52	3250.61	3248.43	3248.98	4881.0
2019-10-23 02:30:00	ES	Futures	3248.71	3250.61	3247.89	3247.89	4359.0
2019-10-23 03:00:00	ES	Futures	3248.16	3251.15	3248.16	3248.43	11231.0
2019-10-23 03:30:00	ES	Futures	3248.16	3250.88	3245.99	3248.71	9717.0
2019-10-23 04:00:00	ES	Futures	3248.71	3254.41	3248.71	3251.97	13215.0
2019-10-23 04:30:00	ES	Futures	3251.97	3252.24	3250.61	3251.69	4844.0
2019-10-23 05:00:00	ES	Futures	3251.42	3252.51	3250.34	3250.88	4542.0
2019-10-23 05:30:00	ES	Futures	3250.88	3251.97	3250.06	3251.15	4390.0
2019-10-23 06:00:00	ES	Futures	3250.88	3256.86	3250.88	3253.32	14502.0
2019-10-23 06:30:00	ES	Futures	3253.32	3253.6	3244.9	3246.53	15430.0
2019-10-23 07:00:00	ES	Futures	3246.81	3248.71	3242.73	3243.55	13091.0
2019-10-23 07:30:00	ES	Futures	3243.55	3248.43	3241.92	3247.62	21658.0
2019-10-23 08:00:00	ES	Futures	3247.62	3250.88	3245.99	3250.88	12570.0
2019-10-23 08:30:00	ES	Futures	3250.61	3252.24	3249.79	3250.34	11278.0
2019-10-23 09:00:00	ES	Futures	3250.06	3251.97	3249.52	3251.15	14366.0
2019-10-23 09:30:00	ES	Futures	3250.88	3258.21	3248.43	3257.13	126209.0
2019-10-23 10:00:00	ES	Futures	3257.13	3258.21	3252.51	3254.41	72495.0
2019-10-23 10:30:00	ES	Futures	3254.68	3260.11	3251.42	3258.49	79919.0
2019-10-23 11:00:00	ES	Futures	3258.49	3262.29	3257.94	3261.2	56897.0
2019-10-23 11:30:00	ES	Futures	3261.2	3262.29	3258.21	3259.03	47308.0
2019-10-23 12:00:00	ES	Futures	3258.76	3259.57	3256.31	3257.4	37748.0
2019-10-23 12:30:00	ES	Futures	3257.13	3260.66	3256.86	3257.67	25944.0
2019-10-23 13:00:00	ES	Futures	3257.4	3259.57	3255.5	3257.13	24912.0
2019-10-23 13:30:00	ES	Futures	3256.86	3258.76	3256.31	3256.86	19068.0
2019-10-23 14:00:00	ES	Futures	3257.13	3257.13	3252.51	3253.05	31045.0
2019-10-23 14:30:00	ES	Futures	3253.32	3254.95	3251.42	3254.68	39076.0
2019-10-23 15:00:00	ES	Futures	3254.41	3257.94	3253.32	3257.4	38460.0
2019-10-23 15:30:00	ES	Futures	3257.4	3264.46	3257.4	3263.37	113153.0
2019-10-23 16:00:00	ES	Futures	3263.65	3266.09	3262.83	3265.55	67183.0
2019-10-23 16:30:00	ES	Futures	3265.28	3266.09	3264.19	3266.09	8631.0
2019-10-23 18:00:00	ES	Futures	3266.09	3270.44	3266.09	3268.81	5594.0
2019-10-23 18:30:00	ES	Futures	3268.81	3269.08	3267.18	3267.99	2107.0
2019-10-23 19:00:00	ES	Futures	3267.99	3268.54	3266.36	3267.72	1515.0
2019-10-23 19:30:00	ES	Futures	3267.45	3268.26	3266.36	3266.91	2091.0
2019-10-23 20:00:00	ES	Futures	3266.91	3266.91	3264.73	3266.36	4801.0
2019-10-23 20:30:00	ES	Futures	3266.36	3267.18	3264.73	3265.55	2550.0
2019-10-23 21:00:00	ES	Futures	3265.55	3266.09	3264.19	3265.28	2942.0
2019-10-23 21:30:00	ES	Futures	3265.28	3266.91	3263.92	3266.91	3934.0
2019-10-23 22:00:00	ES	Futures	3266.63	3267.72	3266.09	3266.63	3186.0
2019-10-23 22:30:00	ES	Futures	3266.63	3267.18	3265.0	3265.0	1886.0
2019-10-23 23:00:00	ES	Futures	3265.0	3266.09	3264.73	3265.55	1729.0
2019-10-23 23:30:00	ES	Futures	3265.55	3266.63	3265.28	3265.82	1011.0
2019-10-23 00:00:00	NQ	Futures	9103.16	9108.39	9102.58	9107.81	812.0
2019-10-23 00:30:00	NQ	Futures	9107.51	9115.07	9107.22	9112.16	1535.0
2019-10-23 01:00:00	NQ	Futures	9112.16	9122.04	9109.55	9119.13	1919.0
2019-10-23 01:30:00	NQ	Futures	9118.84	9125.53	9117.97	9120.88	2425.0

> showing 50 of 3,491 rows — these rows as CSV

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