PREVIEW / futures_30min / 2019-11-01

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-01.parquet
  size:    80 KB
  rows:    2,894

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
2019-11-01 00:00:00	ES	Futures	3305.48	3306.29	3305.21	3306.02	1367.0
2019-11-01 00:30:00	ES	Futures	3306.02	3306.84	3304.93	3306.56	1730.0
2019-11-01 01:00:00	ES	Futures	3306.56	3307.92	3305.75	3307.65	4180.0
2019-11-01 01:30:00	ES	Futures	3307.65	3308.19	3307.11	3307.38	4089.0
2019-11-01 02:00:00	ES	Futures	3307.65	3307.92	3305.75	3306.29	4855.0
2019-11-01 02:30:00	ES	Futures	3306.29	3307.65	3305.75	3307.11	2895.0
2019-11-01 03:00:00	ES	Futures	3307.38	3307.65	3304.12	3304.66	4262.0
2019-11-01 03:30:00	ES	Futures	3304.66	3305.48	3303.03	3304.66	3829.0
2019-11-01 04:00:00	ES	Futures	3304.39	3306.84	3303.03	3303.3	12305.0
2019-11-01 04:30:00	ES	Futures	3303.3	3305.21	3302.22	3303.85	6671.0
2019-11-01 05:00:00	ES	Futures	3303.85	3304.93	3303.58	3304.66	3403.0
2019-11-01 05:30:00	ES	Futures	3304.66	3305.75	3303.58	3304.93	5163.0
2019-11-01 06:00:00	ES	Futures	3304.93	3305.75	3304.12	3305.21	4158.0
2019-11-01 06:30:00	ES	Futures	3305.21	3306.29	3304.93	3306.02	3332.0
2019-11-01 07:00:00	ES	Futures	3306.02	3306.02	3301.95	3302.49	4548.0
2019-11-01 07:30:00	ES	Futures	3302.49	3306.29	3301.4	3302.22	11738.0
2019-11-01 08:00:00	ES	Futures	3301.95	3304.39	3300.32	3301.95	10365.0
2019-11-01 08:30:00	ES	Futures	3301.95	3313.63	3301.67	3312.0	56041.0
2019-11-01 09:00:00	ES	Futures	3312.0	3316.61	3311.72	3316.07	30811.0
2019-11-01 09:30:00	ES	Futures	3315.8	3321.23	3314.17	3319.87	149342.0
2019-11-01 10:00:00	ES	Futures	3319.6	3326.94	3314.44	3323.68	154578.0
2019-11-01 10:30:00	ES	Futures	3323.68	3324.76	3321.5	3323.95	59985.0
2019-11-01 11:00:00	ES	Futures	3324.22	3324.76	3320.96	3322.32	54045.0
2019-11-01 11:30:00	ES	Futures	3322.32	3324.22	3321.5	3322.86	40891.0
2019-11-01 12:00:00	ES	Futures	3323.13	3323.41	3317.7	3321.23	69938.0
2019-11-01 12:30:00	ES	Futures	3321.23	3323.13	3319.87	3320.42	39079.0
2019-11-01 13:00:00	ES	Futures	3320.69	3325.31	3319.87	3324.49	42814.0
2019-11-01 13:30:00	ES	Futures	3324.49	3328.29	3324.22	3326.94	42161.0
2019-11-01 14:00:00	ES	Futures	3326.66	3327.21	3323.95	3326.12	42117.0
2019-11-01 14:30:00	ES	Futures	3325.85	3326.94	3324.22	3325.58	27176.0
2019-11-01 15:00:00	ES	Futures	3325.85	3326.94	3322.86	3325.03	43439.0
2019-11-01 15:30:00	ES	Futures	3325.31	3330.2	3323.41	3329.92	162437.0
2019-11-01 16:00:00	ES	Futures	3329.92	3330.2	3327.21	3328.29	61133.0
2019-11-01 16:30:00	ES	Futures	3328.29	3329.65	3327.75	3328.02	10207.0
2019-11-01 00:00:00	NQ	Futures	9431.41	9433.74	9430.83	9432.58	396.0
2019-11-01 00:30:00	NQ	Futures	9432.58	9435.19	9429.96	9434.32	517.0
2019-11-01 01:00:00	NQ	Futures	9434.32	9439.55	9431.41	9439.55	1449.0
2019-11-01 01:30:00	NQ	Futures	9439.55	9440.71	9437.51	9438.1	1623.0
2019-11-01 02:00:00	NQ	Futures	9438.68	9440.13	9432.58	9433.16	2022.0
2019-11-01 02:30:00	NQ	Futures	9433.45	9436.06	9432.58	9435.19	949.0
2019-11-01 03:00:00	NQ	Futures	9435.48	9436.06	9425.31	9426.77	1555.0
2019-11-01 03:30:00	NQ	Futures	9426.48	9428.22	9421.54	9426.18	1257.0
2019-11-01 04:00:00	NQ	Futures	9426.18	9431.99	9418.92	9419.21	3842.0
2019-11-01 04:30:00	NQ	Futures	9419.5	9425.31	9416.89	9422.99	1880.0
2019-11-01 05:00:00	NQ	Futures	9422.7	9426.18	9421.54	9425.02	834.0
2019-11-01 05:30:00	NQ	Futures	9425.02	9428.22	9419.5	9423.57	1371.0
2019-11-01 06:00:00	NQ	Futures	9422.99	9425.89	9420.67	9424.44	1358.0
2019-11-01 06:30:00	NQ	Futures	9424.44	9427.64	9422.99	9427.06	1012.0
2019-11-01 07:00:00	NQ	Futures	9426.77	9426.77	9415.15	9415.73	2161.0
2019-11-01 07:30:00	NQ	Futures	9415.73	9427.35	9407.3	9409.34	3742.0

> showing 50 of 2,894 rows — these rows as CSV

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