PREVIEW / futures_30min / 2019-11-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-18.parquet
  size:    93 KB
  rows:    3,551

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
2019-11-18 00:00:00	ES	Futures	3386.42	3387.51	3385.61	3387.24	3569.0
2019-11-18 00:30:00	ES	Futures	3386.97	3388.6	3386.42	3388.32	3729.0
2019-11-18 01:00:00	ES	Futures	3388.6	3389.41	3388.05	3389.14	3030.0
2019-11-18 01:30:00	ES	Futures	3389.14	3389.41	3388.32	3388.6	1864.0
2019-11-18 02:00:00	ES	Futures	3388.32	3398.38	3388.05	3394.57	26268.0
2019-11-18 02:30:00	ES	Futures	3394.84	3396.47	3394.03	3394.84	6498.0
2019-11-18 03:00:00	ES	Futures	3394.57	3396.47	3392.94	3394.57	13914.0
2019-11-18 03:30:00	ES	Futures	3394.57	3396.75	3392.13	3392.67	10915.0
2019-11-18 04:00:00	ES	Futures	3392.4	3394.03	3391.86	3392.4	5701.0
2019-11-18 04:30:00	ES	Futures	3392.4	3394.3	3392.4	3393.21	5303.0
2019-11-18 05:00:00	ES	Futures	3393.21	3394.57	3393.21	3394.3	4009.0
2019-11-18 05:30:00	ES	Futures	3394.57	3394.84	3392.4	3392.67	5041.0
2019-11-18 06:00:00	ES	Futures	3392.67	3393.21	3391.86	3392.94	4315.0
2019-11-18 06:30:00	ES	Futures	3392.94	3394.84	3392.67	3394.03	4188.0
2019-11-18 07:00:00	ES	Futures	3394.03	3395.12	3393.21	3394.3	3774.0
2019-11-18 07:30:00	ES	Futures	3394.57	3395.93	3394.3	3395.66	7047.0
2019-11-18 08:00:00	ES	Futures	3395.39	3395.66	3383.71	3384.52	35660.0
2019-11-18 08:30:00	ES	Futures	3384.52	3387.24	3382.89	3386.7	31484.0
2019-11-18 09:00:00	ES	Futures	3386.7	3387.51	3384.52	3385.61	19884.0
2019-11-18 09:30:00	ES	Futures	3385.61	3386.15	3380.72	3384.52	122897.0
2019-11-18 10:00:00	ES	Futures	3384.52	3386.97	3380.18	3381.53	83140.0
2019-11-18 10:30:00	ES	Futures	3381.81	3388.32	3380.99	3386.7	75613.0
2019-11-18 11:00:00	ES	Futures	3386.7	3389.95	3384.79	3388.87	80852.0
2019-11-18 11:30:00	ES	Futures	3388.6	3390.77	3387.78	3389.95	53956.0
2019-11-18 12:00:00	ES	Futures	3389.95	3390.5	3387.24	3387.51	27439.0
2019-11-18 12:30:00	ES	Futures	3387.78	3390.23	3387.24	3389.68	20528.0
2019-11-18 13:00:00	ES	Futures	3389.68	3390.77	3388.87	3390.5	12030.0
2019-11-18 13:30:00	ES	Futures	3390.5	3393.21	3389.95	3392.4	27423.0
2019-11-18 14:00:00	ES	Futures	3392.13	3393.21	3390.23	3392.4	29981.0
2019-11-18 14:30:00	ES	Futures	3392.13	3393.76	3391.86	3392.13	23706.0
2019-11-18 15:00:00	ES	Futures	3392.4	3392.94	3388.6	3389.95	36107.0
2019-11-18 15:30:00	ES	Futures	3389.95	3391.31	3386.97	3391.04	96443.0
2019-11-18 16:00:00	ES	Futures	3390.77	3392.13	3390.23	3391.86	36849.0
2019-11-18 16:30:00	ES	Futures	3392.13	3392.94	3391.04	3391.58	6322.0
2019-11-18 18:00:00	ES	Futures	3391.58	3391.86	3389.14	3389.95	3690.0
2019-11-18 18:30:00	ES	Futures	3389.68	3390.5	3389.14	3389.14	1890.0
2019-11-18 19:00:00	ES	Futures	3389.41	3390.23	3387.51	3388.05	3847.0
2019-11-18 19:30:00	ES	Futures	3388.05	3388.05	3385.34	3387.24	6096.0
2019-11-18 20:00:00	ES	Futures	3387.51	3388.87	3385.61	3388.05	4972.0
2019-11-18 20:30:00	ES	Futures	3388.32	3393.21	3388.05	3391.58	8045.0
2019-11-18 21:00:00	ES	Futures	3391.86	3393.49	3391.04	3392.67	4072.0
2019-11-18 21:30:00	ES	Futures	3392.94	3395.39	3392.4	3392.94	5762.0
2019-11-18 22:00:00	ES	Futures	3392.94	3393.49	3392.13	3393.21	2160.0
2019-11-18 22:30:00	ES	Futures	3392.94	3393.21	3391.86	3392.13	2057.0
2019-11-18 23:00:00	ES	Futures	3392.4	3393.49	3392.13	3393.21	1018.0
2019-11-18 23:30:00	ES	Futures	3393.49	3394.84	3393.21	3394.03	1956.0
2019-11-18 00:00:00	NQ	Futures	9661.48	9664.97	9659.16	9663.52	3358.0
2019-11-18 00:30:00	NQ	Futures	9662.94	9667.0	9660.61	9666.42	1502.0
2019-11-18 01:00:00	NQ	Futures	9666.71	9669.33	9665.55	9669.04	1475.0
2019-11-18 01:30:00	NQ	Futures	9668.75	9671.36	9667.58	9667.58	1087.0

> showing 50 of 3,551 rows — these rows as CSV

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