PREVIEW / futures_30min / 2019-11-15

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-15.parquet
  size:    76 KB
  rows:    2,848

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
2019-11-15 00:00:00	ES	Futures	3376.37	3377.19	3376.1	3376.37	1698.0
2019-11-15 00:30:00	ES	Futures	3376.37	3377.19	3376.1	3376.37	2679.0
2019-11-15 01:00:00	ES	Futures	3376.37	3377.46	3375.56	3376.92	2941.0
2019-11-15 01:30:00	ES	Futures	3376.64	3377.19	3375.83	3376.92	2674.0
2019-11-15 02:00:00	ES	Futures	3376.92	3376.92	3375.01	3375.29	8036.0
2019-11-15 02:30:00	ES	Futures	3375.56	3376.1	3374.74	3375.01	5801.0
2019-11-15 03:00:00	ES	Futures	3375.01	3375.83	3372.3	3373.66	11579.0
2019-11-15 03:30:00	ES	Futures	3373.39	3373.93	3372.03	3373.39	5767.0
2019-11-15 04:00:00	ES	Futures	3373.66	3376.64	3372.84	3374.47	9346.0
2019-11-15 04:30:00	ES	Futures	3374.47	3376.1	3374.2	3375.56	3665.0
2019-11-15 05:00:00	ES	Futures	3375.29	3376.37	3372.84	3373.39	5900.0
2019-11-15 05:30:00	ES	Futures	3373.39	3374.2	3371.21	3372.03	12396.0
2019-11-15 06:00:00	ES	Futures	3372.03	3372.3	3370.94	3372.03	6553.0
2019-11-15 06:30:00	ES	Futures	3372.03	3373.11	3371.48	3372.3	5502.0
2019-11-15 07:00:00	ES	Futures	3372.57	3375.01	3372.03	3373.66	12052.0
2019-11-15 07:30:00	ES	Futures	3373.39	3375.56	3372.84	3373.66	8220.0
2019-11-15 08:00:00	ES	Futures	3373.66	3374.2	3372.3	3373.93	7294.0
2019-11-15 08:30:00	ES	Futures	3373.66	3376.64	3372.57	3376.37	15640.0
2019-11-15 09:00:00	ES	Futures	3376.1	3380.18	3375.56	3379.9	34495.0
2019-11-15 09:30:00	ES	Futures	3379.9	3380.45	3371.76	3372.57	130827.0
2019-11-15 10:00:00	ES	Futures	3372.3	3378.55	3372.03	3377.73	79408.0
2019-11-15 10:30:00	ES	Futures	3378.0	3379.36	3375.56	3378.55	50204.0
2019-11-15 11:00:00	ES	Futures	3378.55	3384.79	3378.55	3384.25	79960.0
2019-11-15 11:30:00	ES	Futures	3384.25	3385.07	3381.81	3382.62	66236.0
2019-11-15 12:00:00	ES	Futures	3382.89	3385.07	3382.35	3382.62	52267.0
2019-11-15 12:30:00	ES	Futures	3382.62	3384.52	3382.08	3382.89	40503.0
2019-11-15 13:00:00	ES	Futures	3382.89	3383.16	3381.53	3381.53	36437.0
2019-11-15 13:30:00	ES	Futures	3381.53	3382.62	3380.72	3381.53	24056.0
2019-11-15 14:00:00	ES	Futures	3381.81	3384.79	3381.26	3383.71	32310.0
2019-11-15 14:30:00	ES	Futures	3383.71	3385.88	3382.35	3385.61	36366.0
2019-11-15 15:00:00	ES	Futures	3385.61	3386.42	3382.35	3382.62	52743.0
2019-11-15 15:30:00	ES	Futures	3382.89	3389.14	3381.26	3389.14	150884.0
2019-11-15 16:00:00	ES	Futures	3388.87	3389.41	3386.97	3387.51	80397.0
2019-11-15 16:30:00	ES	Futures	3388.05	3389.41	3387.24	3388.87	8610.0
2019-11-15 00:00:00	NQ	Futures	9641.44	9643.76	9640.86	9641.15	2089.0
2019-11-15 00:30:00	NQ	Futures	9641.15	9644.05	9639.99	9640.28	3595.0
2019-11-15 01:00:00	NQ	Futures	9640.57	9644.64	9637.66	9641.15	1158.0
2019-11-15 01:30:00	NQ	Futures	9641.44	9642.89	9638.53	9642.6	701.0
2019-11-15 02:00:00	NQ	Futures	9642.31	9644.05	9637.37	9639.12	3905.0
2019-11-15 02:30:00	NQ	Futures	9639.12	9642.02	9637.37	9638.83	3366.0
2019-11-15 03:00:00	NQ	Futures	9638.83	9642.6	9628.08	9631.85	4902.0
2019-11-15 03:30:00	NQ	Futures	9631.56	9634.47	9627.5	9632.72	3256.0
2019-11-15 04:00:00	NQ	Futures	9633.02	9644.64	9631.85	9639.41	3708.0
2019-11-15 04:30:00	NQ	Futures	9639.7	9644.93	9639.12	9643.18	1571.0
2019-11-15 05:00:00	NQ	Futures	9643.47	9647.54	9635.05	9636.79	2810.0
2019-11-15 05:30:00	NQ	Futures	9636.5	9638.53	9629.53	9632.43	3621.0
2019-11-15 06:00:00	NQ	Futures	9632.14	9635.05	9627.79	9633.6	2085.0
2019-11-15 06:30:00	NQ	Futures	9633.31	9638.24	9630.69	9635.63	1926.0
2019-11-15 07:00:00	NQ	Futures	9635.63	9644.64	9634.47	9641.44	3311.0
2019-11-15 07:30:00	NQ	Futures	9641.15	9648.12	9640.28	9642.31	2658.0

> showing 50 of 2,848 rows — these rows as CSV

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