PREVIEW / futures_30min / 2019-10-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-29.parquet
  size:    90 KB
  rows:    3,541

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
2019-10-29 00:00:00	ES	Futures	3300.59	3301.4	3300.59	3301.13	712.0
2019-10-29 00:30:00	ES	Futures	3301.4	3301.67	3300.59	3301.13	1390.0
2019-10-29 01:00:00	ES	Futures	3301.4	3301.4	3299.5	3300.04	2777.0
2019-10-29 01:30:00	ES	Futures	3300.04	3301.4	3300.04	3301.13	1726.0
2019-10-29 02:00:00	ES	Futures	3301.13	3301.67	3300.32	3300.59	1527.0
2019-10-29 02:30:00	ES	Futures	3300.59	3300.86	3299.77	3300.32	1219.0
2019-10-29 03:00:00	ES	Futures	3300.32	3301.4	3299.77	3301.13	2121.0
2019-10-29 03:30:00	ES	Futures	3301.13	3301.13	3300.32	3300.86	2630.0
2019-10-29 04:00:00	ES	Futures	3300.86	3301.13	3295.97	3296.51	14070.0
2019-10-29 04:30:00	ES	Futures	3296.51	3297.87	3295.7	3297.6	5323.0
2019-10-29 05:00:00	ES	Futures	3297.6	3298.41	3296.24	3296.24	5317.0
2019-10-29 05:30:00	ES	Futures	3296.24	3297.87	3294.07	3294.07	10650.0
2019-10-29 06:00:00	ES	Futures	3294.07	3296.51	3293.8	3295.43	5639.0
2019-10-29 06:30:00	ES	Futures	3295.16	3297.33	3295.16	3297.06	4741.0
2019-10-29 07:00:00	ES	Futures	3297.33	3297.6	3292.44	3293.53	9339.0
2019-10-29 07:30:00	ES	Futures	3293.8	3296.24	3293.8	3295.97	7167.0
2019-10-29 08:00:00	ES	Futures	3295.43	3297.33	3291.62	3297.06	15081.0
2019-10-29 08:30:00	ES	Futures	3296.79	3297.87	3296.51	3297.6	5439.0
2019-10-29 09:00:00	ES	Futures	3297.6	3297.6	3294.88	3296.24	10686.0
2019-10-29 09:30:00	ES	Futures	3296.51	3302.76	3294.61	3299.77	109963.0
2019-10-29 10:00:00	ES	Futures	3300.04	3302.22	3297.6	3301.95	62935.0
2019-10-29 10:30:00	ES	Futures	3301.95	3309.82	3300.59	3307.11	94425.0
2019-10-29 11:00:00	ES	Futures	3306.84	3309.01	3302.22	3304.66	70873.0
2019-10-29 11:30:00	ES	Futures	3304.66	3305.48	3296.79	3298.96	73855.0
2019-10-29 12:00:00	ES	Futures	3299.23	3306.84	3295.97	3306.84	98404.0
2019-10-29 12:30:00	ES	Futures	3306.84	3307.38	3304.66	3304.93	33164.0
2019-10-29 13:00:00	ES	Futures	3304.93	3307.11	3304.12	3304.39	23144.0
2019-10-29 13:30:00	ES	Futures	3304.39	3306.02	3304.12	3305.21	21903.0
2019-10-29 14:00:00	ES	Futures	3305.21	3305.21	3300.32	3301.4	32571.0
2019-10-29 14:30:00	ES	Futures	3301.4	3301.95	3297.33	3297.6	37686.0
2019-10-29 15:00:00	ES	Futures	3297.6	3300.59	3297.06	3298.96	40726.0
2019-10-29 15:30:00	ES	Futures	3298.69	3300.04	3295.43	3298.41	109627.0
2019-10-29 16:00:00	ES	Futures	3298.41	3299.23	3296.51	3298.14	46547.0
2019-10-29 16:30:00	ES	Futures	3297.6	3299.77	3297.06	3298.96	6709.0
2019-10-29 18:00:00	ES	Futures	3299.23	3300.32	3298.96	3300.04	2170.0
2019-10-29 18:30:00	ES	Futures	3300.04	3300.32	3298.14	3298.14	1374.0
2019-10-29 19:00:00	ES	Futures	3298.14	3298.96	3297.87	3298.14	1163.0
2019-10-29 19:30:00	ES	Futures	3298.14	3298.69	3296.51	3298.41	2498.0
2019-10-29 20:00:00	ES	Futures	3298.69	3299.5	3295.97	3297.87	4491.0
2019-10-29 20:30:00	ES	Futures	3297.6	3298.41	3296.24	3297.06	2831.0
2019-10-29 21:00:00	ES	Futures	3297.33	3297.6	3295.97	3296.24	3239.0
2019-10-29 21:30:00	ES	Futures	3296.24	3297.33	3294.34	3295.16	4433.0
2019-10-29 22:00:00	ES	Futures	3295.16	3295.97	3294.34	3295.97	2160.0
2019-10-29 22:30:00	ES	Futures	3295.7	3297.33	3295.7	3296.51	2069.0
2019-10-29 23:00:00	ES	Futures	3296.24	3297.06	3295.43	3295.7	1243.0
2019-10-29 23:30:00	ES	Futures	3295.97	3296.51	3295.7	3295.97	1100.0
2019-10-29 00:00:00	NQ	Futures	9422.7	9425.6	9422.12	9425.6	530.0
2019-10-29 00:30:00	NQ	Futures	9425.6	9426.48	9422.99	9424.44	526.0
2019-10-29 01:00:00	NQ	Futures	9424.15	9424.15	9418.63	9420.08	982.0
2019-10-29 01:30:00	NQ	Futures	9420.08	9424.44	9419.5	9423.28	498.0

> showing 50 of 3,541 rows — these rows as CSV

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