PREVIEW / futures_30min / 2019-11-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-05.parquet
  size:    94 KB
  rows:    3,572

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
2019-11-05 00:00:00	ES	Futures	3347.58	3348.67	3347.04	3347.31	3987.0
2019-11-05 00:30:00	ES	Futures	3347.31	3347.58	3346.22	3346.77	2971.0
2019-11-05 01:00:00	ES	Futures	3346.77	3349.48	3346.77	3348.94	3705.0
2019-11-05 01:30:00	ES	Futures	3348.67	3348.94	3347.31	3347.85	2956.0
2019-11-05 02:00:00	ES	Futures	3347.58	3347.85	3345.14	3347.85	5359.0
2019-11-05 02:30:00	ES	Futures	3347.58	3349.75	3347.58	3347.85	4996.0
2019-11-05 03:00:00	ES	Futures	3348.12	3348.12	3345.95	3346.49	10874.0
2019-11-05 03:30:00	ES	Futures	3346.77	3348.94	3346.49	3348.67	6035.0
2019-11-05 04:00:00	ES	Futures	3348.4	3350.57	3347.85	3350.02	6528.0
2019-11-05 04:30:00	ES	Futures	3349.75	3350.84	3348.67	3349.75	5797.0
2019-11-05 05:00:00	ES	Futures	3349.75	3351.65	3349.75	3350.84	6242.0
2019-11-05 05:30:00	ES	Futures	3350.57	3351.93	3350.57	3351.11	5905.0
2019-11-05 06:00:00	ES	Futures	3350.84	3351.11	3345.14	3348.67	13712.0
2019-11-05 06:30:00	ES	Futures	3348.67	3348.67	3346.49	3347.85	6953.0
2019-11-05 07:00:00	ES	Futures	3347.85	3350.3	3347.58	3348.67	6606.0
2019-11-05 07:30:00	ES	Futures	3348.67	3350.02	3348.12	3348.94	6889.0
2019-11-05 08:00:00	ES	Futures	3348.67	3349.48	3347.85	3348.67	5377.0
2019-11-05 08:30:00	ES	Futures	3348.4	3350.57	3348.12	3349.75	9459.0
2019-11-05 09:00:00	ES	Futures	3350.02	3351.11	3343.78	3345.41	20436.0
2019-11-05 09:30:00	ES	Futures	3345.41	3346.22	3340.79	3342.69	128140.0
2019-11-05 10:00:00	ES	Futures	3342.96	3348.67	3336.71	3337.53	166089.0
2019-11-05 10:30:00	ES	Futures	3337.8	3340.25	3335.36	3337.8	87806.0
2019-11-05 11:00:00	ES	Futures	3337.53	3342.42	3337.53	3340.25	77068.0
2019-11-05 11:30:00	ES	Futures	3340.25	3341.6	3336.99	3338.62	46801.0
2019-11-05 12:00:00	ES	Futures	3338.62	3340.52	3335.63	3336.44	44139.0
2019-11-05 12:30:00	ES	Futures	3336.71	3341.88	3335.63	3341.88	42110.0
2019-11-05 13:00:00	ES	Futures	3341.88	3343.23	3340.52	3341.6	37049.0
2019-11-05 13:30:00	ES	Futures	3341.88	3343.23	3340.25	3342.15	29754.0
2019-11-05 14:00:00	ES	Futures	3341.88	3344.05	3341.06	3343.23	23729.0
2019-11-05 14:30:00	ES	Futures	3342.96	3344.32	3341.6	3342.69	25560.0
2019-11-05 15:00:00	ES	Futures	3342.69	3343.23	3340.52	3340.52	27126.0
2019-11-05 15:30:00	ES	Futures	3340.52	3343.23	3336.99	3338.62	108248.0
2019-11-05 16:00:00	ES	Futures	3338.89	3339.7	3337.26	3337.53	43265.0
2019-11-05 16:30:00	ES	Futures	3337.53	3338.07	3336.71	3336.99	6262.0
2019-11-05 18:00:00	ES	Futures	3337.26	3338.34	3336.44	3336.99	3752.0
2019-11-05 18:30:00	ES	Futures	3337.26	3338.89	3337.26	3338.07	2694.0
2019-11-05 19:00:00	ES	Futures	3337.8	3338.62	3335.63	3335.9	5116.0
2019-11-05 19:30:00	ES	Futures	3336.17	3337.26	3334.27	3334.27	5641.0
2019-11-05 20:00:00	ES	Futures	3334.54	3335.36	3332.91	3334.27	5551.0
2019-11-05 20:30:00	ES	Futures	3334.54	3335.9	3334.0	3335.36	4574.0
2019-11-05 21:00:00	ES	Futures	3335.36	3335.63	3334.0	3334.27	2802.0
2019-11-05 21:30:00	ES	Futures	3334.27	3335.09	3334.0	3334.54	1755.0
2019-11-05 22:00:00	ES	Futures	3334.27	3335.9	3334.27	3335.36	2197.0
2019-11-05 22:30:00	ES	Futures	3335.36	3336.71	3335.09	3335.9	2593.0
2019-11-05 23:00:00	ES	Futures	3335.9	3336.44	3335.63	3336.17	1080.0
2019-11-05 23:30:00	ES	Futures	3336.17	3336.44	3335.63	3336.17	731.0
2019-11-05 00:00:00	NQ	Futures	9571.72	9574.92	9569.69	9571.14	1729.0
2019-11-05 00:30:00	NQ	Futures	9571.14	9571.43	9567.95	9569.69	854.0
2019-11-05 01:00:00	NQ	Futures	9569.69	9579.86	9569.4	9576.08	1989.0
2019-11-05 01:30:00	NQ	Futures	9576.08	9576.66	9569.11	9572.01	1542.0

> showing 50 of 3,572 rows — these rows as CSV

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