PREVIEW / futures_30min / 2019-11-13

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-13.parquet
  size:    92 KB
  rows:    3,557

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
2019-11-13 00:00:00	ES	Futures	3350.02	3350.57	3348.4	3348.67	3329.0
2019-11-13 00:30:00	ES	Futures	3348.94	3351.65	3348.94	3350.84	4468.0
2019-11-13 01:00:00	ES	Futures	3350.84	3351.38	3348.94	3351.11	4053.0
2019-11-13 01:30:00	ES	Futures	3351.11	3352.47	3350.3	3352.47	2386.0
2019-11-13 02:00:00	ES	Futures	3352.47	3352.74	3351.11	3352.47	3728.0
2019-11-13 02:30:00	ES	Futures	3352.47	3353.56	3351.93	3353.01	3207.0
2019-11-13 03:00:00	ES	Futures	3353.01	3355.19	3352.2	3352.74	8952.0
2019-11-13 03:30:00	ES	Futures	3353.01	3353.28	3351.11	3351.11	6476.0
2019-11-13 04:00:00	ES	Futures	3351.11	3351.38	3345.95	3346.77	17620.0
2019-11-13 04:30:00	ES	Futures	3346.49	3347.04	3341.88	3343.51	21232.0
2019-11-13 05:00:00	ES	Futures	3343.51	3346.77	3343.23	3345.95	8981.0
2019-11-13 05:30:00	ES	Futures	3346.22	3347.31	3345.14	3346.77	5979.0
2019-11-13 06:00:00	ES	Futures	3346.77	3347.31	3345.14	3346.22	6789.0
2019-11-13 06:30:00	ES	Futures	3346.22	3346.77	3345.41	3346.77	4269.0
2019-11-13 07:00:00	ES	Futures	3346.49	3347.58	3344.59	3345.95	7843.0
2019-11-13 07:30:00	ES	Futures	3345.95	3349.48	3345.41	3348.12	9144.0
2019-11-13 08:00:00	ES	Futures	3348.12	3349.75	3347.85	3349.21	7944.0
2019-11-13 08:30:00	ES	Futures	3348.94	3350.57	3348.12	3350.02	11825.0
2019-11-13 09:00:00	ES	Futures	3350.02	3350.57	3346.77	3347.04	14869.0
2019-11-13 09:30:00	ES	Futures	3347.04	3353.28	3344.32	3352.2	129983.0
2019-11-13 10:00:00	ES	Futures	3352.2	3355.73	3350.57	3354.37	72263.0
2019-11-13 10:30:00	ES	Futures	3354.37	3359.26	3351.11	3358.99	97711.0
2019-11-13 11:00:00	ES	Futures	3358.99	3359.53	3355.46	3355.73	51328.0
2019-11-13 11:30:00	ES	Futures	3355.73	3361.43	3355.19	3360.35	63664.0
2019-11-13 12:00:00	ES	Futures	3360.08	3361.98	3358.72	3361.43	51164.0
2019-11-13 12:30:00	ES	Futures	3361.16	3363.61	3360.89	3362.79	44025.0
2019-11-13 13:00:00	ES	Futures	3362.52	3363.61	3360.89	3361.43	32304.0
2019-11-13 13:30:00	ES	Futures	3361.7	3364.96	3353.56	3357.09	95232.0
2019-11-13 14:00:00	ES	Futures	3357.36	3357.36	3352.47	3355.46	98398.0
2019-11-13 14:30:00	ES	Futures	3355.19	3361.16	3354.91	3360.35	42269.0
2019-11-13 15:00:00	ES	Futures	3360.62	3363.06	3359.8	3361.43	42937.0
2019-11-13 15:30:00	ES	Futures	3361.16	3363.06	3357.36	3360.08	119849.0
2019-11-13 16:00:00	ES	Futures	3360.08	3364.15	3358.99	3363.61	53776.0
2019-11-13 16:30:00	ES	Futures	3363.61	3364.42	3363.06	3364.15	7505.0
2019-11-13 18:00:00	ES	Futures	3364.15	3364.42	3361.16	3361.7	4350.0
2019-11-13 18:30:00	ES	Futures	3361.7	3362.79	3361.43	3362.25	1744.0
2019-11-13 19:00:00	ES	Futures	3362.25	3363.06	3360.08	3360.08	4541.0
2019-11-13 19:30:00	ES	Futures	3360.08	3360.35	3358.99	3359.8	3796.0
2019-11-13 20:00:00	ES	Futures	3359.53	3363.88	3359.53	3363.61	5726.0
2019-11-13 20:30:00	ES	Futures	3363.33	3367.95	3362.52	3365.51	11768.0
2019-11-13 21:00:00	ES	Futures	3365.51	3365.51	3361.43	3362.25	8009.0
2019-11-13 21:30:00	ES	Futures	3362.25	3362.79	3355.46	3358.45	13464.0
2019-11-13 22:00:00	ES	Futures	3358.45	3360.08	3357.63	3360.08	4742.0
2019-11-13 22:30:00	ES	Futures	3360.08	3360.08	3357.63	3357.9	2864.0
2019-11-13 23:00:00	ES	Futures	3357.9	3359.53	3356.0	3358.99	4325.0
2019-11-13 23:30:00	ES	Futures	3359.26	3360.08	3358.17	3359.8	2533.0
2019-11-13 00:00:00	NQ	Futures	9583.05	9585.37	9578.4	9579.27	999.0
2019-11-13 00:30:00	NQ	Futures	9579.27	9588.86	9579.27	9585.37	1441.0
2019-11-13 01:00:00	NQ	Futures	9585.37	9587.99	9579.27	9585.96	1385.0
2019-11-13 01:30:00	NQ	Futures	9585.96	9590.89	9584.5	9590.02	894.0

> showing 50 of 3,557 rows — these rows as CSV

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