PREVIEW / futures_30min / 2019-11-08

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-08.parquet
  size:    80 KB
  rows:    2,866

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
2019-11-08 00:00:00	ES	Futures	3344.59	3344.86	3342.96	3344.05	4324.0
2019-11-08 00:30:00	ES	Futures	3343.78	3346.22	3343.51	3345.95	2835.0
2019-11-08 01:00:00	ES	Futures	3345.95	3346.77	3344.86	3345.41	2780.0
2019-11-08 01:30:00	ES	Futures	3345.14	3346.49	3344.05	3346.22	2195.0
2019-11-08 02:00:00	ES	Futures	3346.49	3348.12	3345.95	3348.12	4625.0
2019-11-08 02:30:00	ES	Futures	3348.12	3350.3	3347.58	3349.21	7823.0
2019-11-08 03:00:00	ES	Futures	3349.21	3351.93	3348.12	3350.3	10480.0
2019-11-08 03:30:00	ES	Futures	3350.3	3350.84	3348.4	3348.94	4897.0
2019-11-08 04:00:00	ES	Futures	3348.67	3349.75	3347.31	3348.12	5241.0
2019-11-08 04:30:00	ES	Futures	3347.85	3350.02	3347.58	3349.21	4203.0
2019-11-08 05:00:00	ES	Futures	3349.21	3350.57	3348.94	3350.02	3253.0
2019-11-08 05:30:00	ES	Futures	3350.3	3351.38	3350.02	3350.84	5082.0
2019-11-08 06:00:00	ES	Futures	3350.84	3352.47	3350.57	3351.65	5706.0
2019-11-08 06:30:00	ES	Futures	3351.38	3352.47	3350.57	3351.38	4494.0
2019-11-08 07:00:00	ES	Futures	3351.11	3355.46	3350.84	3354.1	13178.0
2019-11-08 07:30:00	ES	Futures	3354.1	3354.37	3347.58	3349.48	13822.0
2019-11-08 08:00:00	ES	Futures	3349.48	3351.93	3348.67	3349.48	12070.0
2019-11-08 08:30:00	ES	Futures	3349.21	3350.3	3347.85	3350.02	10206.0
2019-11-08 09:00:00	ES	Futures	3349.75	3350.57	3346.49	3346.49	12997.0
2019-11-08 09:30:00	ES	Futures	3346.49	3352.2	3340.25	3341.6	139041.0
2019-11-08 10:00:00	ES	Futures	3341.6	3348.94	3338.34	3348.67	151521.0
2019-11-08 10:30:00	ES	Futures	3348.94	3350.84	3347.58	3349.75	64191.0
2019-11-08 11:00:00	ES	Futures	3350.02	3351.65	3345.95	3347.31	60466.0
2019-11-08 11:30:00	ES	Futures	3347.31	3351.93	3346.77	3351.38	44580.0
2019-11-08 12:00:00	ES	Futures	3351.38	3353.28	3351.11	3352.47	30781.0
2019-11-08 12:30:00	ES	Futures	3352.47	3353.56	3350.84	3351.93	27213.0
2019-11-08 13:00:00	ES	Futures	3351.93	3352.74	3350.02	3351.65	23102.0
2019-11-08 13:30:00	ES	Futures	3351.38	3352.2	3349.75	3350.02	23186.0
2019-11-08 14:00:00	ES	Futures	3349.75	3350.84	3349.21	3349.75	28958.0
2019-11-08 14:30:00	ES	Futures	3349.48	3351.38	3349.48	3351.38	20189.0
2019-11-08 15:00:00	ES	Futures	3351.11	3355.19	3351.11	3354.91	35219.0
2019-11-08 15:30:00	ES	Futures	3355.19	3359.53	3354.1	3359.53	120504.0
2019-11-08 16:00:00	ES	Futures	3359.26	3360.08	3357.36	3357.63	54634.0
2019-11-08 16:30:00	ES	Futures	3357.9	3359.53	3357.9	3359.53	7284.0
2019-11-08 00:00:00	NQ	Futures	9530.76	9530.76	9523.79	9526.99	1729.0
2019-11-08 00:30:00	NQ	Futures	9526.7	9535.12	9525.53	9534.25	1072.0
2019-11-08 01:00:00	NQ	Futures	9534.25	9536.28	9529.31	9529.89	1129.0
2019-11-08 01:30:00	NQ	Futures	9530.18	9534.83	9525.82	9534.25	1078.0
2019-11-08 02:00:00	NQ	Futures	9534.25	9542.67	9533.67	9542.09	2177.0
2019-11-08 02:30:00	NQ	Futures	9542.38	9551.1	9540.64	9548.19	2907.0
2019-11-08 03:00:00	NQ	Futures	9547.9	9557.49	9542.96	9550.23	3962.0
2019-11-08 03:30:00	NQ	Futures	9550.23	9551.97	9543.83	9544.12	1976.0
2019-11-08 04:00:00	NQ	Futures	9544.42	9548.48	9536.57	9541.51	3110.0
2019-11-08 04:30:00	NQ	Futures	9541.22	9548.48	9540.06	9546.74	1614.0
2019-11-08 05:00:00	NQ	Futures	9546.45	9551.68	9545.0	9550.52	1478.0
2019-11-08 05:30:00	NQ	Futures	9550.52	9555.74	9549.35	9552.55	2060.0
2019-11-08 06:00:00	NQ	Futures	9552.26	9558.65	9551.39	9554.58	1804.0
2019-11-08 06:30:00	NQ	Futures	9554.58	9556.62	9550.81	9553.13	1346.0
2019-11-08 07:00:00	NQ	Futures	9553.13	9570.27	9550.81	9563.59	4439.0
2019-11-08 07:30:00	NQ	Futures	9563.59	9563.59	9540.64	9547.32	3998.0

> showing 50 of 2,866 rows — these rows as CSV

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