PREVIEW / futures_30min / 2019-11-14

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-14.parquet
  size:    93 KB
  rows:    3,537

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
2019-11-14 00:00:00	ES	Futures	3359.8	3361.98	3359.8	3360.35	4417.0
2019-11-14 00:30:00	ES	Futures	3360.62	3362.25	3359.53	3360.62	3930.0
2019-11-14 01:00:00	ES	Futures	3360.35	3360.35	3357.9	3359.26	4287.0
2019-11-14 01:30:00	ES	Futures	3359.26	3359.53	3357.36	3357.63	2272.0
2019-11-14 02:00:00	ES	Futures	3357.9	3359.8	3354.64	3358.45	10673.0
2019-11-14 02:30:00	ES	Futures	3358.45	3360.89	3358.17	3359.53	7733.0
2019-11-14 03:00:00	ES	Futures	3359.53	3361.16	3358.17	3358.45	11586.0
2019-11-14 03:30:00	ES	Futures	3358.45	3358.72	3355.73	3357.36	8359.0
2019-11-14 04:00:00	ES	Futures	3357.36	3359.26	3354.64	3358.45	10019.0
2019-11-14 04:30:00	ES	Futures	3358.45	3358.72	3356.27	3357.9	6231.0
2019-11-14 05:00:00	ES	Futures	3358.17	3364.69	3357.63	3361.98	12643.0
2019-11-14 05:30:00	ES	Futures	3361.7	3362.79	3358.99	3359.26	6238.0
2019-11-14 06:00:00	ES	Futures	3359.26	3359.8	3356.27	3357.36	6252.0
2019-11-14 06:30:00	ES	Futures	3357.36	3360.35	3357.36	3360.35	4452.0
2019-11-14 07:00:00	ES	Futures	3360.35	3361.16	3358.17	3358.45	6537.0
2019-11-14 07:30:00	ES	Futures	3358.17	3358.45	3356.54	3358.17	6015.0
2019-11-14 08:00:00	ES	Futures	3358.45	3358.99	3356.82	3357.09	6637.0
2019-11-14 08:30:00	ES	Futures	3356.82	3358.45	3354.37	3356.27	13200.0
2019-11-14 09:00:00	ES	Futures	3356.54	3357.63	3355.46	3356.0	10828.0
2019-11-14 09:30:00	ES	Futures	3355.73	3360.62	3354.91	3360.62	85333.0
2019-11-14 10:00:00	ES	Futures	3360.35	3363.33	3359.53	3360.89	75747.0
2019-11-14 10:30:00	ES	Futures	3360.89	3361.7	3356.54	3356.82	62917.0
2019-11-14 11:00:00	ES	Futures	3356.82	3362.25	3356.27	3359.8	57430.0
2019-11-14 11:30:00	ES	Futures	3360.08	3360.62	3348.4	3351.93	104465.0
2019-11-14 12:00:00	ES	Futures	3351.65	3355.73	3350.84	3355.73	50165.0
2019-11-14 12:30:00	ES	Futures	3355.73	3359.26	3355.19	3358.72	45785.0
2019-11-14 13:00:00	ES	Futures	3358.45	3360.35	3356.82	3357.36	39319.0
2019-11-14 13:30:00	ES	Futures	3357.63	3359.26	3350.02	3355.46	63028.0
2019-11-14 14:00:00	ES	Futures	3355.46	3360.89	3353.83	3360.08	45167.0
2019-11-14 14:30:00	ES	Futures	3360.08	3361.7	3359.53	3361.43	20776.0
2019-11-14 15:00:00	ES	Futures	3361.43	3363.06	3359.26	3363.06	34562.0
2019-11-14 15:30:00	ES	Futures	3363.06	3365.24	3361.98	3364.15	99343.0
2019-11-14 16:00:00	ES	Futures	3364.15	3366.32	3363.88	3365.24	42491.0
2019-11-14 16:30:00	ES	Futures	3364.96	3366.05	3364.69	3365.51	6030.0
2019-11-14 18:00:00	ES	Futures	3364.96	3365.24	3363.61	3363.61	2083.0
2019-11-14 18:30:00	ES	Futures	3363.88	3367.68	3363.61	3367.14	5254.0
2019-11-14 19:00:00	ES	Futures	3367.14	3367.41	3364.96	3366.05	5920.0
2019-11-14 19:30:00	ES	Futures	3366.05	3377.19	3366.05	3376.37	24398.0
2019-11-14 20:00:00	ES	Futures	3376.37	3378.27	3375.01	3375.83	15513.0
2019-11-14 20:30:00	ES	Futures	3375.83	3377.73	3375.29	3376.1	11277.0
2019-11-14 21:00:00	ES	Futures	3375.83	3376.64	3375.29	3375.83	6475.0
2019-11-14 21:30:00	ES	Futures	3375.83	3380.72	3375.56	3378.55	11334.0
2019-11-14 22:00:00	ES	Futures	3378.82	3378.82	3376.1	3376.37	4918.0
2019-11-14 22:30:00	ES	Futures	3376.37	3376.92	3375.83	3376.64	3032.0
2019-11-14 23:00:00	ES	Futures	3376.64	3376.92	3375.56	3375.83	1902.0
2019-11-14 23:30:00	ES	Futures	3375.83	3376.64	3375.83	3376.37	1592.0
2019-11-14 00:00:00	NQ	Futures	9596.41	9603.09	9596.41	9599.61	1789.0
2019-11-14 00:30:00	NQ	Futures	9599.9	9606.87	9599.32	9602.51	1554.0
2019-11-14 01:00:00	NQ	Futures	9601.93	9601.93	9592.64	9598.45	1701.0
2019-11-14 01:30:00	NQ	Futures	9597.87	9598.74	9590.6	9591.47	836.0

> showing 50 of 3,537 rows — these rows as CSV

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