PREVIEW / futures_30min / 2019-10-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-28.parquet
  size:    89 KB
  rows:    3,510

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
2019-10-28 00:00:00	ES	Futures	3287.01	3287.55	3286.46	3287.28	1122.0
2019-10-28 00:30:00	ES	Futures	3287.28	3288.09	3286.73	3288.09	1430.0
2019-10-28 01:00:00	ES	Futures	3288.09	3288.09	3285.65	3286.19	2459.0
2019-10-28 01:30:00	ES	Futures	3286.19	3287.55	3285.92	3286.73	1559.0
2019-10-28 02:00:00	ES	Futures	3286.73	3287.28	3285.65	3286.73	1719.0
2019-10-28 02:30:00	ES	Futures	3287.01	3287.01	3286.19	3286.73	1080.0
2019-10-28 03:00:00	ES	Futures	3286.73	3287.55	3285.65	3287.28	3666.0
2019-10-28 03:30:00	ES	Futures	3287.55	3289.18	3286.73	3287.28	4673.0
2019-10-28 04:00:00	ES	Futures	3287.55	3291.08	3286.46	3287.01	16408.0
2019-10-28 04:30:00	ES	Futures	3287.01	3288.64	3286.46	3287.28	4982.0
2019-10-28 05:00:00	ES	Futures	3287.01	3287.28	3285.92	3286.46	4280.0
2019-10-28 05:30:00	ES	Futures	3286.46	3287.82	3286.19	3287.01	3728.0
2019-10-28 06:00:00	ES	Futures	3287.01	3288.91	3286.73	3288.91	6144.0
2019-10-28 06:30:00	ES	Futures	3288.64	3289.45	3287.82	3288.64	4461.0
2019-10-28 07:00:00	ES	Futures	3288.36	3291.62	3288.36	3291.35	6453.0
2019-10-28 07:30:00	ES	Futures	3291.35	3291.35	3289.99	3290.81	3323.0
2019-10-28 08:00:00	ES	Futures	3290.81	3292.17	3289.72	3290.54	6793.0
2019-10-28 08:30:00	ES	Futures	3290.54	3296.51	3290.27	3295.7	24981.0
2019-10-28 09:00:00	ES	Futures	3295.97	3297.06	3294.07	3295.7	20134.0
2019-10-28 09:30:00	ES	Futures	3295.7	3303.85	3295.7	3302.22	160692.0
2019-10-28 10:00:00	ES	Futures	3302.49	3304.39	3301.13	3303.03	65096.0
2019-10-28 10:30:00	ES	Futures	3303.03	3306.02	3299.77	3300.59	72143.0
2019-10-28 11:00:00	ES	Futures	3300.32	3301.67	3297.87	3299.77	61045.0
2019-10-28 11:30:00	ES	Futures	3299.77	3301.67	3297.06	3299.77	54470.0
2019-10-28 12:00:00	ES	Futures	3300.04	3302.49	3298.41	3300.86	40109.0
2019-10-28 12:30:00	ES	Futures	3301.13	3301.4	3298.14	3298.69	33551.0
2019-10-28 13:00:00	ES	Futures	3298.96	3301.67	3298.69	3300.86	35306.0
2019-10-28 13:30:00	ES	Futures	3300.86	3302.49	3299.77	3301.67	37541.0
2019-10-28 14:00:00	ES	Futures	3301.4	3302.76	3300.59	3301.67	34222.0
2019-10-28 14:30:00	ES	Futures	3301.67	3303.3	3301.13	3302.22	29551.0
2019-10-28 15:00:00	ES	Futures	3301.95	3304.12	3301.13	3304.12	37536.0
2019-10-28 15:30:00	ES	Futures	3303.85	3304.12	3299.5	3300.59	122747.0
2019-10-28 16:00:00	ES	Futures	3300.86	3301.4	3297.6	3298.69	52372.0
2019-10-28 16:30:00	ES	Futures	3298.69	3302.49	3298.41	3299.77	9848.0
2019-10-28 18:00:00	ES	Futures	3301.13	3301.13	3299.5	3299.5	2283.0
2019-10-28 18:30:00	ES	Futures	3299.5	3300.59	3298.96	3300.04	1371.0
2019-10-28 19:00:00	ES	Futures	3299.77	3301.13	3298.96	3300.86	1468.0
2019-10-28 19:30:00	ES	Futures	3301.13	3302.76	3300.32	3301.67	3017.0
2019-10-28 20:00:00	ES	Futures	3301.67	3303.3	3300.59	3301.4	6591.0
2019-10-28 20:30:00	ES	Futures	3301.4	3303.85	3301.13	3302.76	4143.0
2019-10-28 21:00:00	ES	Futures	3302.76	3303.03	3301.95	3302.49	3188.0
2019-10-28 21:30:00	ES	Futures	3302.49	3302.49	3300.32	3301.13	4148.0
2019-10-28 22:00:00	ES	Futures	3301.4	3301.95	3300.86	3300.86	1777.0
2019-10-28 22:30:00	ES	Futures	3301.13	3301.95	3300.86	3301.67	1258.0
2019-10-28 23:00:00	ES	Futures	3301.4	3301.67	3300.32	3300.59	1404.0
2019-10-28 23:30:00	ES	Futures	3300.59	3301.13	3300.04	3300.86	1294.0
2019-10-28 00:00:00	NQ	Futures	9363.15	9364.89	9361.7	9363.15	546.0
2019-10-28 00:30:00	NQ	Futures	9363.15	9364.89	9361.11	9364.02	808.0
2019-10-28 01:00:00	NQ	Futures	9364.02	9364.31	9356.76	9357.34	1064.0
2019-10-28 01:30:00	NQ	Futures	9357.34	9361.11	9356.76	9358.21	786.0

> showing 50 of 3,510 rows — these rows as CSV

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