PREVIEW / futures_30min / 2019-10-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-24.parquet
  size:    92 KB
  rows:    3,506

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
2019-10-24 00:00:00	ES	Futures	3265.82	3266.36	3265.55	3265.55	662.0
2019-10-24 00:30:00	ES	Futures	3265.55	3265.82	3264.73	3265.0	755.0
2019-10-24 01:00:00	ES	Futures	3265.0	3265.82	3263.1	3263.92	2671.0
2019-10-24 01:30:00	ES	Futures	3263.92	3265.55	3263.65	3264.73	2141.0
2019-10-24 02:00:00	ES	Futures	3264.73	3267.18	3264.19	3266.91	3315.0
2019-10-24 02:30:00	ES	Futures	3266.91	3268.81	3266.36	3268.54	5189.0
2019-10-24 03:00:00	ES	Futures	3268.54	3272.88	3266.09	3272.07	19116.0
2019-10-24 03:30:00	ES	Futures	3272.07	3272.07	3266.91	3269.08	12968.0
2019-10-24 04:00:00	ES	Futures	3269.08	3269.08	3262.83	3266.63	12473.0
2019-10-24 04:30:00	ES	Futures	3266.36	3268.81	3266.09	3268.26	5262.0
2019-10-24 05:00:00	ES	Futures	3268.26	3269.89	3267.45	3267.99	4454.0
2019-10-24 05:30:00	ES	Futures	3267.72	3269.89	3267.72	3269.08	4486.0
2019-10-24 06:00:00	ES	Futures	3269.08	3270.17	3268.26	3269.35	4209.0
2019-10-24 06:30:00	ES	Futures	3269.35	3270.44	3269.08	3269.89	5609.0
2019-10-24 07:00:00	ES	Futures	3269.89	3272.07	3268.81	3271.8	9692.0
2019-10-24 07:30:00	ES	Futures	3271.52	3272.88	3270.71	3272.88	7480.0
2019-10-24 08:00:00	ES	Futures	3272.88	3273.7	3271.52	3271.8	7037.0
2019-10-24 08:30:00	ES	Futures	3271.8	3273.42	3269.89	3272.07	14102.0
2019-10-24 09:00:00	ES	Futures	3272.34	3274.51	3271.25	3274.24	11839.0
2019-10-24 09:30:00	ES	Futures	3274.51	3276.14	3262.29	3263.1	143590.0
2019-10-24 10:00:00	ES	Futures	3263.1	3265.0	3259.3	3261.74	104668.0
2019-10-24 10:30:00	ES	Futures	3261.74	3264.46	3258.21	3263.65	64429.0
2019-10-24 11:00:00	ES	Futures	3263.37	3269.89	3263.37	3269.35	59542.0
2019-10-24 11:30:00	ES	Futures	3269.62	3272.34	3265.0	3270.44	74392.0
2019-10-24 12:00:00	ES	Futures	3270.44	3272.34	3259.3	3264.19	95520.0
2019-10-24 12:30:00	ES	Futures	3264.46	3267.99	3263.92	3265.82	37034.0
2019-10-24 13:00:00	ES	Futures	3265.82	3266.09	3262.29	3264.73	33833.0
2019-10-24 13:30:00	ES	Futures	3264.73	3265.0	3259.84	3261.74	31361.0
2019-10-24 14:00:00	ES	Futures	3261.47	3264.46	3260.66	3264.46	22507.0
2019-10-24 14:30:00	ES	Futures	3264.19	3266.91	3263.92	3265.82	22504.0
2019-10-24 15:00:00	ES	Futures	3265.82	3269.35	3265.55	3267.99	29006.0
2019-10-24 15:30:00	ES	Futures	3267.99	3271.52	3266.91	3268.81	83442.0
2019-10-24 16:00:00	ES	Futures	3269.08	3271.25	3263.1	3264.19	60774.0
2019-10-24 16:30:00	ES	Futures	3264.19	3265.55	3261.74	3262.56	7588.0
2019-10-24 18:00:00	ES	Futures	3263.65	3264.46	3262.02	3262.02	2904.0
2019-10-24 18:30:00	ES	Futures	3262.29	3264.19	3261.74	3263.1	2089.0
2019-10-24 19:00:00	ES	Futures	3263.1	3263.92	3263.1	3263.37	1016.0
2019-10-24 19:30:00	ES	Futures	3263.37	3263.65	3259.57	3261.47	2957.0
2019-10-24 20:00:00	ES	Futures	3261.47	3263.1	3260.66	3263.1	3501.0
2019-10-24 20:30:00	ES	Futures	3263.1	3266.09	3262.56	3264.46	5507.0
2019-10-24 21:00:00	ES	Futures	3264.46	3265.82	3263.37	3263.92	3098.0
2019-10-24 21:30:00	ES	Futures	3263.65	3264.46	3260.66	3262.56	5168.0
2019-10-24 22:00:00	ES	Futures	3262.56	3263.92	3261.74	3263.1	2518.0
2019-10-24 22:30:00	ES	Futures	3262.83	3264.73	3261.47	3263.92	2875.0
2019-10-24 23:00:00	ES	Futures	3263.92	3264.19	3263.1	3263.92	1102.0
2019-10-24 23:30:00	ES	Futures	3263.92	3264.73	3263.1	3264.73	1197.0
2019-10-24 00:00:00	NQ	Futures	9202.22	9205.12	9202.22	9203.09	373.0
2019-10-24 00:30:00	NQ	Futures	9202.8	9203.38	9200.47	9200.47	258.0
2019-10-24 01:00:00	NQ	Futures	9200.76	9204.25	9194.95	9197.57	1101.0
2019-10-24 01:30:00	NQ	Futures	9197.28	9205.41	9196.11	9201.05	1019.0

> showing 50 of 3,506 rows — these rows as CSV

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