PREVIEW / futures_30min / 2019-11-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-11.parquet
  size:    89 KB
  rows:    3,475

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
2019-11-11 00:00:00	ES	Futures	3349.48	3349.48	3347.85	3349.21	3961.0
2019-11-11 00:30:00	ES	Futures	3349.21	3349.48	3347.58	3348.67	2861.0
2019-11-11 01:00:00	ES	Futures	3348.4	3348.67	3344.59	3345.14	7782.0
2019-11-11 01:30:00	ES	Futures	3345.14	3346.22	3344.32	3345.14	4977.0
2019-11-11 02:00:00	ES	Futures	3345.14	3346.22	3342.96	3344.86	8586.0
2019-11-11 02:30:00	ES	Futures	3344.86	3346.22	3343.78	3345.95	4760.0
2019-11-11 03:00:00	ES	Futures	3345.68	3348.94	3344.86	3348.4	12358.0
2019-11-11 03:30:00	ES	Futures	3348.67	3350.02	3347.85	3349.75	7431.0
2019-11-11 04:00:00	ES	Futures	3349.75	3349.75	3344.86	3347.85	10401.0
2019-11-11 04:30:00	ES	Futures	3347.58	3348.67	3345.68	3346.49	6929.0
2019-11-11 05:00:00	ES	Futures	3346.49	3346.77	3345.41	3345.95	5467.0
2019-11-11 05:30:00	ES	Futures	3345.95	3345.95	3343.23	3344.86	6990.0
2019-11-11 06:00:00	ES	Futures	3345.14	3345.68	3343.23	3344.86	9096.0
2019-11-11 06:30:00	ES	Futures	3344.86	3347.31	3343.78	3346.22	9466.0
2019-11-11 07:00:00	ES	Futures	3346.22	3346.77	3344.59	3344.86	9159.0
2019-11-11 07:30:00	ES	Futures	3344.86	3346.22	3344.05	3345.41	7854.0
2019-11-11 08:00:00	ES	Futures	3345.41	3345.95	3343.78	3344.05	7172.0
2019-11-11 08:30:00	ES	Futures	3343.78	3345.95	3343.78	3344.32	9635.0
2019-11-11 09:00:00	ES	Futures	3344.32	3344.86	3341.6	3342.42	16398.0
2019-11-11 09:30:00	ES	Futures	3342.15	3348.67	3340.52	3348.67	131113.0
2019-11-11 10:00:00	ES	Futures	3348.67	3350.57	3347.04	3349.75	59719.0
2019-11-11 10:30:00	ES	Futures	3349.75	3350.3	3347.04	3347.31	48038.0
2019-11-11 11:00:00	ES	Futures	3347.58	3349.48	3346.49	3347.31	40244.0
2019-11-11 11:30:00	ES	Futures	3347.31	3349.75	3346.77	3349.48	31232.0
2019-11-11 12:00:00	ES	Futures	3349.48	3351.38	3348.67	3351.11	40401.0
2019-11-11 12:30:00	ES	Futures	3350.84	3352.47	3350.57	3351.93	22326.0
2019-11-11 13:00:00	ES	Futures	3351.93	3353.01	3351.65	3352.74	16188.0
2019-11-11 13:30:00	ES	Futures	3352.74	3354.37	3352.74	3354.1	23582.0
2019-11-11 14:00:00	ES	Futures	3354.1	3354.1	3352.47	3353.28	17523.0
2019-11-11 14:30:00	ES	Futures	3353.01	3353.56	3351.65	3352.74	18838.0
2019-11-11 15:00:00	ES	Futures	3352.74	3354.1	3351.65	3352.47	26459.0
2019-11-11 15:30:00	ES	Futures	3352.2	3353.01	3349.75	3352.74	85266.0
2019-11-11 16:00:00	ES	Futures	3353.01	3355.19	3351.93	3354.91	43648.0
2019-11-11 16:30:00	ES	Futures	3354.91	3354.91	3353.83	3354.64	4996.0
2019-11-11 18:00:00	ES	Futures	3354.91	3355.46	3352.2	3352.2	3060.0
2019-11-11 18:30:00	ES	Futures	3352.47	3354.1	3351.65	3351.93	3505.0
2019-11-11 19:00:00	ES	Futures	3352.2	3352.74	3349.75	3351.93	5607.0
2019-11-11 19:30:00	ES	Futures	3351.65	3353.56	3351.65	3353.56	2063.0
2019-11-11 20:00:00	ES	Futures	3353.56	3353.56	3350.57	3350.84	3629.0
2019-11-11 20:30:00	ES	Futures	3350.84	3351.11	3348.94	3349.21	5180.0
2019-11-11 21:00:00	ES	Futures	3349.21	3350.02	3348.67	3349.75	2519.0
2019-11-11 21:30:00	ES	Futures	3350.02	3350.57	3348.12	3348.67	2606.0
2019-11-11 22:00:00	ES	Futures	3348.67	3350.3	3347.85	3350.3	3091.0
2019-11-11 22:30:00	ES	Futures	3350.02	3350.57	3349.48	3349.75	1561.0
2019-11-11 23:00:00	ES	Futures	3350.02	3350.02	3349.21	3349.75	589.0
2019-11-11 23:30:00	ES	Futures	3349.75	3352.2	3349.75	3351.93	2316.0
2019-11-11 00:00:00	NQ	Futures	9570.85	9570.85	9565.04	9570.56	1175.0
2019-11-11 00:30:00	NQ	Futures	9570.85	9571.14	9564.17	9568.53	1139.0
2019-11-11 01:00:00	NQ	Futures	9568.53	9568.53	9555.45	9557.49	2911.0
2019-11-11 01:30:00	NQ	Futures	9557.49	9559.52	9552.84	9556.33	1948.0

> showing 50 of 3,475 rows — these rows as CSV

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