PREVIEW / futures_30min / 2019-11-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-12.parquet
  size:    92 KB
  rows:    3,528

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
2019-11-12 00:00:00	ES	Futures	3352.2	3354.64	3351.38	3353.56	3498.0
2019-11-12 00:30:00	ES	Futures	3353.56	3358.99	3353.56	3358.17	6850.0
2019-11-12 01:00:00	ES	Futures	3358.17	3361.7	3356.54	3360.89	8198.0
2019-11-12 01:30:00	ES	Futures	3360.89	3361.43	3358.99	3358.99	3895.0
2019-11-12 02:00:00	ES	Futures	3358.99	3360.35	3358.45	3358.99	5713.0
2019-11-12 02:30:00	ES	Futures	3358.99	3360.08	3357.63	3358.17	5530.0
2019-11-12 03:00:00	ES	Futures	3357.9	3358.99	3354.91	3355.46	11932.0
2019-11-12 03:30:00	ES	Futures	3355.46	3356.54	3354.37	3355.73	6247.0
2019-11-12 04:00:00	ES	Futures	3355.73	3356.0	3354.37	3355.19	3898.0
2019-11-12 04:30:00	ES	Futures	3355.46	3356.54	3352.2	3354.37	6868.0
2019-11-12 05:00:00	ES	Futures	3354.37	3358.45	3354.37	3356.82	9559.0
2019-11-12 05:30:00	ES	Futures	3356.82	3358.17	3356.54	3357.36	4221.0
2019-11-12 06:00:00	ES	Futures	3357.36	3359.26	3356.54	3356.82	5448.0
2019-11-12 06:30:00	ES	Futures	3357.09	3357.36	3355.46	3356.27	3831.0
2019-11-12 07:00:00	ES	Futures	3356.27	3356.82	3354.64	3356.82	3838.0
2019-11-12 07:30:00	ES	Futures	3356.54	3357.09	3355.73	3356.27	3428.0
2019-11-12 08:00:00	ES	Futures	3356.27	3356.54	3354.37	3355.73	4739.0
2019-11-12 08:30:00	ES	Futures	3355.46	3356.0	3353.28	3354.91	8541.0
2019-11-12 09:00:00	ES	Futures	3354.91	3357.63	3354.64	3356.54	11106.0
2019-11-12 09:30:00	ES	Futures	3356.54	3364.42	3354.37	3364.42	129537.0
2019-11-12 10:00:00	ES	Futures	3364.15	3369.04	3362.52	3367.95	89757.0
2019-11-12 10:30:00	ES	Futures	3368.22	3370.4	3367.14	3367.68	70657.0
2019-11-12 11:00:00	ES	Futures	3367.95	3369.04	3366.05	3366.87	52823.0
2019-11-12 11:30:00	ES	Futures	3367.14	3367.68	3362.79	3363.88	65599.0
2019-11-12 12:00:00	ES	Futures	3363.88	3365.24	3360.08	3361.98	56952.0
2019-11-12 12:30:00	ES	Futures	3361.98	3363.88	3358.99	3362.79	54581.0
2019-11-12 13:00:00	ES	Futures	3363.06	3364.96	3362.25	3362.25	32743.0
2019-11-12 13:30:00	ES	Futures	3362.25	3365.78	3361.98	3364.69	31532.0
2019-11-12 14:00:00	ES	Futures	3364.69	3364.96	3356.0	3357.63	68632.0
2019-11-12 14:30:00	ES	Futures	3357.36	3358.99	3349.75	3352.74	64856.0
2019-11-12 15:00:00	ES	Futures	3352.74	3356.0	3352.2	3355.19	49405.0
2019-11-12 15:30:00	ES	Futures	3355.19	3359.53	3354.91	3358.72	100826.0
2019-11-12 16:00:00	ES	Futures	3358.45	3359.8	3356.54	3359.8	38153.0
2019-11-12 16:30:00	ES	Futures	3359.26	3359.8	3357.36	3357.9	6264.0
2019-11-12 18:00:00	ES	Futures	3358.72	3359.26	3354.37	3354.91	4793.0
2019-11-12 18:30:00	ES	Futures	3355.19	3356.27	3354.64	3355.73	2045.0
2019-11-12 19:00:00	ES	Futures	3356.0	3356.0	3353.28	3354.37	5588.0
2019-11-12 19:30:00	ES	Futures	3354.1	3354.91	3351.93	3352.47	5898.0
2019-11-12 20:00:00	ES	Futures	3352.74	3354.91	3351.93	3352.2	7504.0
2019-11-12 20:30:00	ES	Futures	3352.47	3352.74	3349.75	3350.3	8673.0
2019-11-12 21:00:00	ES	Futures	3350.3	3350.57	3348.67	3350.02	5804.0
2019-11-12 21:30:00	ES	Futures	3349.75	3350.57	3348.94	3350.57	4134.0
2019-11-12 22:00:00	ES	Futures	3350.3	3352.2	3350.02	3350.3	4241.0
2019-11-12 22:30:00	ES	Futures	3350.3	3351.11	3350.02	3350.3	2690.0
2019-11-12 23:00:00	ES	Futures	3350.3	3350.84	3349.21	3349.75	2177.0
2019-11-12 23:30:00	ES	Futures	3349.75	3350.3	3348.94	3350.02	2035.0
2019-11-12 00:00:00	NQ	Futures	9578.98	9587.99	9577.24	9584.21	1751.0
2019-11-12 00:30:00	NQ	Futures	9584.5	9605.42	9584.21	9602.8	3373.0
2019-11-12 01:00:00	NQ	Futures	9602.8	9614.13	9597.87	9610.65	3394.0
2019-11-12 01:30:00	NQ	Futures	9611.23	9612.1	9603.09	9603.39	2018.0

> showing 50 of 3,528 rows — these rows as CSV

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