PREVIEW / futures_30min / 2019-10-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-25.parquet
  size:    76 KB
  rows:    2,779

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
2019-10-25 00:00:00	ES	Futures	3264.46	3265.0	3263.65	3264.19	972.0
2019-10-25 00:30:00	ES	Futures	3263.92	3264.73	3262.83	3264.73	1933.0
2019-10-25 01:00:00	ES	Futures	3264.73	3265.0	3263.92	3265.0	1609.0
2019-10-25 01:30:00	ES	Futures	3264.73	3267.45	3264.19	3267.18	3240.0
2019-10-25 02:00:00	ES	Futures	3267.18	3267.99	3266.36	3267.45	3088.0
2019-10-25 02:30:00	ES	Futures	3267.45	3268.26	3266.36	3267.72	3828.0
2019-10-25 03:00:00	ES	Futures	3267.45	3270.17	3266.63	3267.45	10094.0
2019-10-25 03:30:00	ES	Futures	3267.45	3267.72	3264.46	3264.46	6005.0
2019-10-25 04:00:00	ES	Futures	3264.46	3267.18	3264.46	3265.82	4727.0
2019-10-25 04:30:00	ES	Futures	3265.82	3266.09	3264.19	3265.55	5323.0
2019-10-25 05:00:00	ES	Futures	3265.28	3267.72	3264.46	3264.73	5333.0
2019-10-25 05:30:00	ES	Futures	3264.73	3267.72	3264.73	3266.63	4219.0
2019-10-25 06:00:00	ES	Futures	3266.36	3268.26	3266.36	3266.91	3865.0
2019-10-25 06:30:00	ES	Futures	3266.91	3268.54	3266.63	3268.54	2784.0
2019-10-25 07:00:00	ES	Futures	3268.26	3268.54	3266.63	3266.91	4106.0
2019-10-25 07:30:00	ES	Futures	3266.91	3267.45	3265.55	3265.55	4021.0
2019-10-25 08:00:00	ES	Futures	3265.55	3266.09	3264.19	3264.19	6257.0
2019-10-25 08:30:00	ES	Futures	3264.46	3264.46	3260.39	3262.29	13147.0
2019-10-25 09:00:00	ES	Futures	3262.02	3263.1	3259.57	3261.47	16902.0
2019-10-25 09:30:00	ES	Futures	3261.2	3269.35	3260.93	3268.26	101190.0
2019-10-25 10:00:00	ES	Futures	3268.26	3275.6	3267.18	3273.97	86659.0
2019-10-25 10:30:00	ES	Futures	3273.97	3279.4	3272.34	3278.86	88003.0
2019-10-25 11:00:00	ES	Futures	3278.86	3288.36	3277.23	3287.01	115866.0
2019-10-25 11:30:00	ES	Futures	3287.01	3287.82	3284.29	3286.19	71368.0
2019-10-25 12:00:00	ES	Futures	3286.46	3287.01	3281.3	3285.11	55378.0
2019-10-25 12:30:00	ES	Futures	3285.38	3285.92	3282.93	3283.48	26980.0
2019-10-25 13:00:00	ES	Futures	3283.75	3285.38	3282.66	3284.56	23014.0
2019-10-25 13:30:00	ES	Futures	3284.56	3284.56	3281.85	3282.93	32089.0
2019-10-25 14:00:00	ES	Futures	3282.93	3284.29	3279.67	3281.3	39381.0
2019-10-25 14:30:00	ES	Futures	3281.03	3283.2	3277.77	3282.39	41224.0
2019-10-25 15:00:00	ES	Futures	3282.39	3284.02	3280.49	3282.66	37672.0
2019-10-25 15:30:00	ES	Futures	3282.66	3284.29	3280.22	3282.39	137509.0
2019-10-25 16:00:00	ES	Futures	3282.39	3282.66	3279.67	3281.3	61765.0
2019-10-25 16:30:00	ES	Futures	3281.3	3282.66	3280.49	3281.03	5840.0
2019-10-25 00:00:00	NQ	Futures	9219.06	9220.23	9216.16	9217.61	338.0
2019-10-25 00:30:00	NQ	Futures	9217.32	9219.94	9213.25	9219.64	907.0
2019-10-25 01:00:00	NQ	Futures	9219.35	9220.23	9216.16	9219.94	621.0
2019-10-25 01:30:00	NQ	Futures	9219.64	9227.49	9217.32	9226.62	1725.0
2019-10-25 02:00:00	NQ	Futures	9226.91	9229.81	9223.42	9226.91	1352.0
2019-10-25 02:30:00	NQ	Futures	9226.62	9229.52	9222.84	9227.2	2194.0
2019-10-25 03:00:00	NQ	Futures	9227.49	9233.59	9222.84	9226.62	3590.0
2019-10-25 03:30:00	NQ	Futures	9226.62	9227.49	9215.87	9216.16	3165.0
2019-10-25 04:00:00	NQ	Futures	9216.16	9224.87	9216.16	9221.97	2166.0
2019-10-25 04:30:00	NQ	Futures	9221.68	9222.55	9216.16	9221.1	1748.0
2019-10-25 05:00:00	NQ	Futures	9221.1	9228.94	9218.19	9219.64	2713.0
2019-10-25 05:30:00	NQ	Futures	9219.35	9226.91	9218.77	9223.71	1574.0
2019-10-25 06:00:00	NQ	Futures	9223.71	9229.52	9223.13	9224.87	1498.0
2019-10-25 06:30:00	NQ	Futures	9225.16	9231.56	9225.16	9230.1	1257.0
2019-10-25 07:00:00	NQ	Futures	9230.1	9230.68	9224.29	9224.87	1644.0
2019-10-25 07:30:00	NQ	Futures	9224.58	9230.1	9221.68	9221.97	2281.0

> showing 50 of 2,779 rows — these rows as CSV

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