PREVIEW / futures_30min / 2019-11-07

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-07.parquet
  size:    100 KB
  rows:    3,589

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
2019-11-07 00:00:00	ES	Futures	3338.34	3338.89	3337.53	3337.8	1944.0
2019-11-07 00:30:00	ES	Futures	3337.8	3339.7	3337.26	3339.43	2570.0
2019-11-07 01:00:00	ES	Futures	3339.7	3341.88	3339.16	3340.79	4476.0
2019-11-07 01:30:00	ES	Futures	3340.52	3341.06	3339.97	3341.06	1928.0
2019-11-07 02:00:00	ES	Futures	3340.79	3357.09	3339.97	3356.0	29305.0
2019-11-07 02:30:00	ES	Futures	3356.27	3360.08	3353.01	3354.1	34417.0
2019-11-07 03:00:00	ES	Futures	3353.83	3357.09	3352.2	3353.83	15794.0
2019-11-07 03:30:00	ES	Futures	3353.83	3357.09	3353.56	3355.73	11075.0
2019-11-07 04:00:00	ES	Futures	3355.73	3357.63	3354.64	3356.27	8769.0
2019-11-07 04:30:00	ES	Futures	3356.27	3358.45	3355.19	3356.82	9823.0
2019-11-07 05:00:00	ES	Futures	3356.82	3358.17	3355.73	3357.09	8081.0
2019-11-07 05:30:00	ES	Futures	3356.82	3357.9	3355.46	3356.82	6707.0
2019-11-07 06:00:00	ES	Futures	3357.09	3357.36	3355.46	3356.0	7151.0
2019-11-07 06:30:00	ES	Futures	3356.0	3356.0	3354.1	3354.37	5903.0
2019-11-07 07:00:00	ES	Futures	3354.1	3354.37	3352.47	3353.01	8529.0
2019-11-07 07:30:00	ES	Futures	3353.28	3354.64	3353.01	3354.1	5751.0
2019-11-07 08:00:00	ES	Futures	3354.1	3355.46	3352.2	3355.19	12559.0
2019-11-07 08:30:00	ES	Futures	3354.91	3356.0	3351.11	3353.28	13943.0
2019-11-07 09:00:00	ES	Futures	3353.28	3356.0	3353.01	3355.19	15114.0
2019-11-07 09:30:00	ES	Futures	3355.19	3362.25	3354.37	3360.35	170358.0
2019-11-07 10:00:00	ES	Futures	3360.35	3361.98	3357.09	3359.26	88705.0
2019-11-07 10:30:00	ES	Futures	3359.26	3364.42	3358.45	3361.98	92889.0
2019-11-07 11:00:00	ES	Futures	3362.25	3362.52	3358.99	3359.26	59921.0
2019-11-07 11:30:00	ES	Futures	3359.26	3364.96	3357.36	3363.88	86659.0
2019-11-07 12:00:00	ES	Futures	3364.15	3364.69	3358.45	3360.89	67533.0
2019-11-07 12:30:00	ES	Futures	3361.16	3361.7	3358.45	3360.89	37139.0
2019-11-07 13:00:00	ES	Futures	3360.89	3361.16	3357.9	3358.45	31358.0
2019-11-07 13:30:00	ES	Futures	3358.72	3358.72	3356.0	3357.36	33780.0
2019-11-07 14:00:00	ES	Futures	3357.09	3359.8	3357.09	3358.45	28255.0
2019-11-07 14:30:00	ES	Futures	3358.45	3358.45	3348.12	3353.01	103958.0
2019-11-07 15:00:00	ES	Futures	3353.28	3354.91	3345.14	3349.48	85259.0
2019-11-07 15:30:00	ES	Futures	3349.21	3351.65	3345.14	3351.38	129738.0
2019-11-07 16:00:00	ES	Futures	3351.65	3353.28	3350.02	3353.28	46791.0
2019-11-07 16:30:00	ES	Futures	3353.01	3354.1	3352.47	3352.74	8073.0
2019-11-07 18:00:00	ES	Futures	3353.28	3353.83	3351.38	3353.56	6474.0
2019-11-07 18:30:00	ES	Futures	3353.56	3354.37	3353.01	3353.83	2699.0
2019-11-07 19:00:00	ES	Futures	3354.1	3357.9	3352.47	3354.1	11878.0
2019-11-07 19:30:00	ES	Futures	3354.1	3354.64	3349.48	3350.02	8359.0
2019-11-07 20:00:00	ES	Futures	3350.02	3350.57	3347.04	3348.4	8243.0
2019-11-07 20:30:00	ES	Futures	3348.4	3348.4	3345.95	3347.04	7427.0
2019-11-07 21:00:00	ES	Futures	3347.31	3347.31	3343.51	3345.41	8660.0
2019-11-07 21:30:00	ES	Futures	3345.41	3346.77	3345.14	3345.95	3132.0
2019-11-07 22:00:00	ES	Futures	3345.95	3347.85	3345.41	3346.49	3266.0
2019-11-07 22:30:00	ES	Futures	3346.49	3347.04	3345.68	3347.04	2298.0
2019-11-07 23:00:00	ES	Futures	3347.04	3347.04	3345.95	3346.22	2575.0
2019-11-07 23:30:00	ES	Futures	3346.22	3346.49	3344.59	3344.86	2151.0
2019-11-07 00:00:00	NQ	Futures	9524.08	9526.11	9521.18	9523.21	1278.0
2019-11-07 00:30:00	NQ	Futures	9523.5	9530.47	9521.76	9530.18	1039.0
2019-11-07 01:00:00	NQ	Futures	9530.47	9538.9	9529.6	9534.54	1554.0
2019-11-07 01:30:00	NQ	Futures	9534.54	9536.28	9531.92	9535.12	861.0

> showing 50 of 3,589 rows — these rows as CSV

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