PREVIEW / futures_30min / 2019-11-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-04.parquet
  size:    95 KB
  rows:    3,601

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
2019-11-04 00:00:00	ES	Futures	3335.63	3336.17	3335.09	3335.63	1200.0
2019-11-04 00:30:00	ES	Futures	3335.36	3335.9	3335.09	3335.36	1296.0
2019-11-04 01:00:00	ES	Futures	3335.36	3335.9	3334.81	3335.36	2107.0
2019-11-04 01:30:00	ES	Futures	3335.36	3336.17	3334.81	3335.9	2139.0
2019-11-04 02:00:00	ES	Futures	3335.63	3336.44	3334.27	3336.44	4699.0
2019-11-04 02:30:00	ES	Futures	3336.44	3337.53	3335.9	3336.99	4319.0
2019-11-04 03:00:00	ES	Futures	3336.99	3341.6	3335.09	3338.34	19399.0
2019-11-04 03:30:00	ES	Futures	3338.62	3340.52	3337.26	3339.16	7532.0
2019-11-04 04:00:00	ES	Futures	3339.43	3342.96	3339.16	3342.42	10437.0
2019-11-04 04:30:00	ES	Futures	3342.42	3342.69	3341.06	3342.42	6433.0
2019-11-04 05:00:00	ES	Futures	3342.69	3346.49	3342.42	3345.95	13130.0
2019-11-04 05:30:00	ES	Futures	3346.22	3346.22	3344.05	3344.59	7447.0
2019-11-04 06:00:00	ES	Futures	3344.59	3345.95	3342.96	3344.32	7938.0
2019-11-04 06:30:00	ES	Futures	3344.59	3345.68	3343.78	3344.32	8103.0
2019-11-04 07:00:00	ES	Futures	3344.05	3344.86	3343.23	3343.51	7204.0
2019-11-04 07:30:00	ES	Futures	3343.78	3344.32	3342.69	3342.96	7406.0
2019-11-04 08:00:00	ES	Futures	3343.23	3345.95	3342.96	3345.68	8923.0
2019-11-04 08:30:00	ES	Futures	3345.68	3350.57	3345.41	3348.12	24090.0
2019-11-04 09:00:00	ES	Futures	3348.12	3348.4	3346.22	3348.12	20379.0
2019-11-04 09:30:00	ES	Futures	3348.12	3349.75	3344.59	3345.68	171173.0
2019-11-04 10:00:00	ES	Futures	3345.41	3348.12	3342.15	3347.85	110143.0
2019-11-04 10:30:00	ES	Futures	3348.12	3348.4	3342.69	3344.59	63355.0
2019-11-04 11:00:00	ES	Futures	3344.86	3347.85	3343.78	3344.86	61194.0
2019-11-04 11:30:00	ES	Futures	3344.86	3345.95	3342.42	3342.69	42061.0
2019-11-04 12:00:00	ES	Futures	3342.96	3344.86	3341.6	3342.96	46799.0
2019-11-04 12:30:00	ES	Futures	3342.96	3344.86	3341.33	3344.32	43073.0
2019-11-04 13:00:00	ES	Futures	3344.59	3345.68	3342.96	3345.41	28811.0
2019-11-04 13:30:00	ES	Futures	3345.68	3345.95	3344.05	3345.41	28806.0
2019-11-04 14:00:00	ES	Futures	3345.14	3345.95	3343.51	3345.14	30343.0
2019-11-04 14:30:00	ES	Futures	3345.41	3345.68	3342.96	3343.23	40442.0
2019-11-04 15:00:00	ES	Futures	3343.23	3343.51	3338.34	3339.7	65857.0
2019-11-04 15:30:00	ES	Futures	3339.43	3344.59	3338.34	3342.69	118295.0
2019-11-04 16:00:00	ES	Futures	3342.69	3343.78	3340.25	3341.6	59133.0
2019-11-04 16:30:00	ES	Futures	3341.6	3342.96	3341.06	3341.88	5960.0
2019-11-04 18:00:00	ES	Futures	3342.96	3343.78	3341.06	3341.06	2891.0
2019-11-04 18:30:00	ES	Futures	3341.06	3352.74	3339.97	3349.75	17924.0
2019-11-04 19:00:00	ES	Futures	3349.48	3349.75	3347.04	3348.67	6911.0
2019-11-04 19:30:00	ES	Futures	3348.67	3348.94	3344.05	3344.86	6291.0
2019-11-04 20:00:00	ES	Futures	3344.86	3345.68	3343.23	3344.05	5661.0
2019-11-04 20:30:00	ES	Futures	3343.78	3345.95	3343.23	3345.68	5282.0
2019-11-04 21:00:00	ES	Futures	3345.68	3346.22	3344.59	3345.41	3608.0
2019-11-04 21:30:00	ES	Futures	3345.41	3348.4	3345.41	3348.12	4973.0
2019-11-04 22:00:00	ES	Futures	3348.12	3349.21	3347.04	3347.85	4527.0
2019-11-04 22:30:00	ES	Futures	3347.85	3350.02	3347.31	3349.75	3816.0
2019-11-04 23:00:00	ES	Futures	3349.75	3350.02	3347.58	3347.85	3271.0
2019-11-04 23:30:00	ES	Futures	3347.85	3348.94	3347.31	3347.58	3027.0
2019-11-04 00:00:00	NQ	Futures	9515.95	9516.82	9513.04	9514.79	517.0
2019-11-04 00:30:00	NQ	Futures	9515.08	9515.08	9511.88	9513.04	579.0
2019-11-04 01:00:00	NQ	Futures	9513.04	9514.79	9510.72	9513.04	695.0
2019-11-04 01:30:00	NQ	Futures	9513.04	9515.66	9511.01	9513.91	723.0

> showing 50 of 3,601 rows — these rows as CSV

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