PREVIEW / futures_30min / 2019-10-31

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-10-31.parquet
  size:    98 KB
  rows:    3,588

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
2019-10-31 00:00:00	ES	Futures	3311.45	3312.54	3311.18	3311.72	1522.0
2019-10-31 00:30:00	ES	Futures	3311.45	3312.27	3311.18	3312.0	1090.0
2019-10-31 01:00:00	ES	Futures	3312.0	3312.0	3311.18	3312.0	1696.0
2019-10-31 01:30:00	ES	Futures	3311.72	3312.27	3310.64	3311.18	2886.0
2019-10-31 02:00:00	ES	Futures	3310.91	3311.72	3310.37	3310.37	2333.0
2019-10-31 02:30:00	ES	Futures	3310.64	3310.91	3309.82	3310.64	1880.0
2019-10-31 03:00:00	ES	Futures	3310.37	3313.08	3310.37	3312.81	4228.0
2019-10-31 03:30:00	ES	Futures	3312.81	3313.9	3312.27	3313.63	3734.0
2019-10-31 04:00:00	ES	Futures	3313.63	3315.26	3311.72	3313.35	15051.0
2019-10-31 04:30:00	ES	Futures	3313.08	3313.63	3310.91	3313.08	7565.0
2019-10-31 05:00:00	ES	Futures	3312.81	3313.9	3299.77	3301.95	61657.0
2019-10-31 05:30:00	ES	Futures	3301.95	3302.49	3295.97	3299.5	22676.0
2019-10-31 06:00:00	ES	Futures	3299.77	3301.13	3297.87	3299.77	12799.0
2019-10-31 06:30:00	ES	Futures	3299.5	3302.76	3298.96	3302.49	14550.0
2019-10-31 07:00:00	ES	Futures	3302.49	3303.58	3300.32	3301.67	13527.0
2019-10-31 07:30:00	ES	Futures	3301.67	3302.22	3298.14	3301.67	13394.0
2019-10-31 08:00:00	ES	Futures	3301.4	3305.48	3300.04	3303.58	13770.0
2019-10-31 08:30:00	ES	Futures	3303.3	3307.65	3303.03	3305.75	24321.0
2019-10-31 09:00:00	ES	Futures	3305.75	3309.82	3304.12	3307.38	24268.0
2019-10-31 09:30:00	ES	Futures	3307.38	3307.92	3298.41	3298.41	157430.0
2019-10-31 10:00:00	ES	Futures	3298.69	3298.69	3287.28	3289.72	172578.0
2019-10-31 10:30:00	ES	Futures	3289.72	3293.25	3281.57	3292.98	147749.0
2019-10-31 11:00:00	ES	Futures	3292.98	3295.43	3289.45	3291.08	91962.0
2019-10-31 11:30:00	ES	Futures	3290.81	3294.61	3288.09	3291.62	76554.0
2019-10-31 12:00:00	ES	Futures	3291.9	3292.71	3285.38	3288.36	74499.0
2019-10-31 12:30:00	ES	Futures	3288.64	3288.91	3282.66	3286.19	67779.0
2019-10-31 13:00:00	ES	Futures	3286.19	3289.99	3285.11	3289.45	58853.0
2019-10-31 13:30:00	ES	Futures	3289.72	3291.35	3287.55	3288.09	40988.0
2019-10-31 14:00:00	ES	Futures	3287.82	3288.64	3284.29	3287.82	46183.0
2019-10-31 14:30:00	ES	Futures	3287.82	3289.18	3282.39	3287.55	62407.0
2019-10-31 15:00:00	ES	Futures	3287.28	3292.17	3286.19	3289.18	64263.0
2019-10-31 15:30:00	ES	Futures	3289.18	3299.77	3288.36	3298.69	239119.0
2019-10-31 16:00:00	ES	Futures	3298.69	3301.4	3297.33	3298.41	92060.0
2019-10-31 16:30:00	ES	Futures	3298.41	3299.5	3297.87	3298.14	9653.0
2019-10-31 18:00:00	ES	Futures	3298.69	3298.69	3295.43	3296.24	3170.0
2019-10-31 18:30:00	ES	Futures	3296.51	3297.33	3295.7	3295.97	1738.0
2019-10-31 19:00:00	ES	Futures	3295.97	3296.79	3295.97	3296.51	755.0
2019-10-31 19:30:00	ES	Futures	3296.51	3298.41	3295.7	3296.79	2147.0
2019-10-31 20:00:00	ES	Futures	3297.06	3299.5	3296.79	3297.06	5636.0
2019-10-31 20:30:00	ES	Futures	3297.33	3300.32	3297.33	3299.23	3484.0
2019-10-31 21:00:00	ES	Futures	3299.23	3301.67	3299.23	3301.4	4581.0
2019-10-31 21:30:00	ES	Futures	3301.4	3306.84	3300.59	3305.75	10901.0
2019-10-31 22:00:00	ES	Futures	3305.75	3306.84	3304.93	3306.02	4700.0
2019-10-31 22:30:00	ES	Futures	3306.02	3306.56	3305.21	3306.02	2281.0
2019-10-31 23:00:00	ES	Futures	3306.02	3306.84	3304.66	3306.02	3620.0
2019-10-31 23:30:00	ES	Futures	3306.29	3306.56	3305.21	3305.21	1415.0
2019-10-31 00:00:00	NQ	Futures	9434.61	9438.39	9434.32	9435.19	696.0
2019-10-31 00:30:00	NQ	Futures	9435.77	9436.06	9432.29	9433.45	538.0
2019-10-31 01:00:00	NQ	Futures	9433.16	9434.9	9431.12	9433.45	588.0
2019-10-31 01:30:00	NQ	Futures	9433.45	9435.77	9431.12	9431.7	743.0

> showing 50 of 3,588 rows — these rows as CSV

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