PREVIEW / futures_30min / 2019-11-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-06.parquet
  size:    93 KB
  rows:    3,571

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
2019-11-06 00:00:00	ES	Futures	3336.17	3338.07	3335.9	3337.8	2309.0
2019-11-06 00:30:00	ES	Futures	3337.8	3338.62	3337.53	3338.34	2469.0
2019-11-06 01:00:00	ES	Futures	3338.34	3338.89	3337.53	3337.53	2509.0
2019-11-06 01:30:00	ES	Futures	3337.53	3337.8	3336.44	3337.26	1677.0
2019-11-06 02:00:00	ES	Futures	3337.26	3338.07	3334.81	3337.26	3070.0
2019-11-06 02:30:00	ES	Futures	3337.26	3337.53	3336.17	3337.26	3120.0
2019-11-06 03:00:00	ES	Futures	3337.53	3340.25	3336.99	3339.97	6579.0
2019-11-06 03:30:00	ES	Futures	3340.25	3341.88	3339.97	3340.52	6899.0
2019-11-06 04:00:00	ES	Futures	3340.52	3340.79	3338.07	3338.34	6076.0
2019-11-06 04:30:00	ES	Futures	3338.34	3339.16	3333.46	3335.09	7218.0
2019-11-06 05:00:00	ES	Futures	3334.81	3337.8	3334.54	3337.26	6287.0
2019-11-06 05:30:00	ES	Futures	3337.53	3338.07	3336.71	3337.8	5140.0
2019-11-06 06:00:00	ES	Futures	3337.53	3338.89	3336.99	3338.89	5122.0
2019-11-06 06:30:00	ES	Futures	3338.89	3338.89	3336.71	3337.8	4343.0
2019-11-06 07:00:00	ES	Futures	3337.8	3341.6	3337.8	3340.79	9022.0
2019-11-06 07:30:00	ES	Futures	3340.79	3341.06	3339.7	3340.52	6065.0
2019-11-06 08:00:00	ES	Futures	3340.52	3342.42	3339.43	3341.06	9182.0
2019-11-06 08:30:00	ES	Futures	3341.06	3343.51	3339.97	3341.88	11536.0
2019-11-06 09:00:00	ES	Futures	3341.6	3341.88	3338.89	3338.89	11983.0
2019-11-06 09:30:00	ES	Futures	3339.16	3339.43	3332.64	3338.34	113683.0
2019-11-06 10:00:00	ES	Futures	3338.34	3340.79	3336.99	3337.26	77155.0
2019-11-06 10:30:00	ES	Futures	3337.26	3338.89	3335.63	3336.44	63121.0
2019-11-06 11:00:00	ES	Futures	3336.17	3338.89	3335.9	3337.26	45095.0
2019-11-06 11:30:00	ES	Futures	3337.26	3343.23	3328.02	3331.28	168363.0
2019-11-06 12:00:00	ES	Futures	3331.28	3335.36	3331.01	3331.55	60583.0
2019-11-06 12:30:00	ES	Futures	3331.55	3334.27	3331.01	3332.64	35456.0
2019-11-06 13:00:00	ES	Futures	3332.91	3337.26	3330.74	3336.44	47130.0
2019-11-06 13:30:00	ES	Futures	3336.44	3340.25	3335.09	3339.7	43127.0
2019-11-06 14:00:00	ES	Futures	3339.7	3340.25	3336.71	3338.34	32963.0
2019-11-06 14:30:00	ES	Futures	3338.62	3339.43	3336.99	3338.62	23037.0
2019-11-06 15:00:00	ES	Futures	3338.62	3340.52	3336.99	3338.62	33852.0
2019-11-06 15:30:00	ES	Futures	3338.89	3340.52	3336.71	3339.97	88109.0
2019-11-06 16:00:00	ES	Futures	3339.97	3342.42	3339.16	3341.88	55623.0
2019-11-06 16:30:00	ES	Futures	3341.88	3344.32	3341.33	3342.96	7938.0
2019-11-06 18:00:00	ES	Futures	3343.51	3344.05	3340.79	3341.06	3107.0
2019-11-06 18:30:00	ES	Futures	3341.06	3341.6	3339.97	3339.97	2547.0
2019-11-06 19:00:00	ES	Futures	3339.97	3341.33	3339.43	3340.79	3378.0
2019-11-06 19:30:00	ES	Futures	3341.06	3341.88	3339.97	3339.97	3714.0
2019-11-06 20:00:00	ES	Futures	3340.25	3340.25	3338.62	3339.43	4374.0
2019-11-06 20:30:00	ES	Futures	3339.43	3340.25	3335.9	3336.71	8307.0
2019-11-06 21:00:00	ES	Futures	3336.71	3338.89	3336.17	3338.62	4113.0
2019-11-06 21:30:00	ES	Futures	3338.34	3339.16	3336.71	3337.26	3335.0
2019-11-06 22:00:00	ES	Futures	3337.26	3337.53	3336.17	3336.99	2190.0
2019-11-06 22:30:00	ES	Futures	3337.26	3338.62	3336.71	3337.8	2255.0
2019-11-06 23:00:00	ES	Futures	3338.07	3338.62	3337.53	3338.34	1059.0
2019-11-06 23:30:00	ES	Futures	3338.62	3338.62	3337.8	3338.34	869.0
2019-11-06 00:00:00	NQ	Futures	9540.06	9548.77	9539.19	9548.19	1346.0
2019-11-06 00:30:00	NQ	Futures	9548.19	9550.23	9547.03	9549.93	957.0
2019-11-06 01:00:00	NQ	Futures	9549.93	9551.68	9546.45	9546.74	1136.0
2019-11-06 01:30:00	NQ	Futures	9546.74	9547.61	9542.96	9545.0	786.0

> showing 50 of 3,571 rows — these rows as CSV

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