PREVIEW / futures_30min / 2019-11-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-19.parquet
  size:    94 KB
  rows:    3,526

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
2019-11-19 00:00:00	ES	Futures	3394.03	3395.39	3394.03	3394.3	1967.0
2019-11-19 00:30:00	ES	Futures	3394.3	3394.84	3392.13	3394.3	3928.0
2019-11-19 01:00:00	ES	Futures	3394.3	3397.02	3393.49	3396.2	3835.0
2019-11-19 01:30:00	ES	Futures	3395.93	3396.47	3395.66	3396.2	1727.0
2019-11-19 02:00:00	ES	Futures	3395.93	3396.75	3394.57	3395.39	5307.0
2019-11-19 02:30:00	ES	Futures	3395.39	3395.93	3394.57	3394.84	2798.0
2019-11-19 03:00:00	ES	Futures	3394.57	3399.46	3394.3	3398.1	15367.0
2019-11-19 03:30:00	ES	Futures	3397.83	3400.0	3396.2	3397.56	10506.0
2019-11-19 04:00:00	ES	Futures	3397.29	3400.0	3397.02	3398.65	15164.0
2019-11-19 04:30:00	ES	Futures	3398.65	3402.99	3398.38	3402.72	15601.0
2019-11-19 05:00:00	ES	Futures	3402.72	3402.99	3401.36	3402.45	7692.0
2019-11-19 05:30:00	ES	Futures	3402.45	3403.26	3401.36	3401.63	6365.0
2019-11-19 06:00:00	ES	Futures	3401.36	3403.54	3399.46	3400.55	14435.0
2019-11-19 06:30:00	ES	Futures	3400.55	3401.09	3399.46	3400.82	7099.0
2019-11-19 07:00:00	ES	Futures	3400.82	3400.82	3399.19	3399.19	6977.0
2019-11-19 07:30:00	ES	Futures	3399.46	3401.09	3399.19	3400.82	7352.0
2019-11-19 08:00:00	ES	Futures	3400.82	3401.09	3398.92	3399.46	10684.0
2019-11-19 08:30:00	ES	Futures	3399.46	3400.0	3397.56	3398.38	10520.0
2019-11-19 09:00:00	ES	Futures	3398.1	3400.28	3398.1	3398.1	15914.0
2019-11-19 09:30:00	ES	Futures	3398.1	3398.65	3390.5	3391.31	123145.0
2019-11-19 10:00:00	ES	Futures	3391.04	3392.13	3388.05	3390.5	95240.0
2019-11-19 10:30:00	ES	Futures	3390.23	3390.77	3382.08	3383.71	107767.0
2019-11-19 11:00:00	ES	Futures	3383.71	3389.41	3383.16	3388.87	69492.0
2019-11-19 11:30:00	ES	Futures	3388.87	3395.66	3388.32	3392.13	113618.0
2019-11-19 12:00:00	ES	Futures	3392.13	3392.67	3386.42	3390.5	60622.0
2019-11-19 12:30:00	ES	Futures	3390.5	3390.5	3386.42	3389.41	33430.0
2019-11-19 13:00:00	ES	Futures	3389.68	3391.58	3387.24	3389.95	26223.0
2019-11-19 13:30:00	ES	Futures	3389.95	3392.13	3389.68	3389.95	20934.0
2019-11-19 14:00:00	ES	Futures	3389.95	3394.84	3389.68	3394.3	35740.0
2019-11-19 14:30:00	ES	Futures	3394.3	3394.57	3390.5	3391.04	37145.0
2019-11-19 15:00:00	ES	Futures	3391.04	3394.03	3390.23	3390.77	46302.0
2019-11-19 15:30:00	ES	Futures	3390.5	3393.76	3388.6	3389.41	108118.0
2019-11-19 16:00:00	ES	Futures	3389.14	3390.23	3387.51	3388.05	31924.0
2019-11-19 16:30:00	ES	Futures	3387.51	3389.14	3386.42	3386.7	6323.0
2019-11-19 18:00:00	ES	Futures	3386.15	3386.42	3380.45	3382.35	11351.0
2019-11-19 18:30:00	ES	Futures	3382.62	3384.25	3379.36	3380.72	6297.0
2019-11-19 19:00:00	ES	Futures	3380.99	3386.15	3380.45	3383.98	10817.0
2019-11-19 19:30:00	ES	Futures	3384.25	3385.34	3383.71	3383.71	3045.0
2019-11-19 20:00:00	ES	Futures	3383.98	3384.52	3377.46	3377.73	13188.0
2019-11-19 20:30:00	ES	Futures	3377.73	3380.99	3377.19	3378.27	12453.0
2019-11-19 21:00:00	ES	Futures	3378.55	3381.26	3377.46	3380.99	7737.0
2019-11-19 21:30:00	ES	Futures	3380.99	3382.08	3378.0	3380.72	7303.0
2019-11-19 22:00:00	ES	Futures	3380.72	3382.08	3379.9	3381.81	4638.0
2019-11-19 22:30:00	ES	Futures	3381.81	3382.62	3380.45	3380.99	3162.0
2019-11-19 23:00:00	ES	Futures	3380.99	3382.62	3380.72	3381.53	3129.0
2019-11-19 23:30:00	ES	Futures	3381.53	3383.71	3381.26	3383.44	3126.0
2019-11-19 00:00:00	NQ	Futures	9699.54	9701.86	9696.92	9698.67	1542.0
2019-11-19 00:30:00	NQ	Futures	9698.67	9700.7	9689.95	9698.38	1622.0
2019-11-19 01:00:00	NQ	Futures	9697.8	9707.09	9695.76	9705.06	1458.0
2019-11-19 01:30:00	NQ	Futures	9705.35	9705.64	9701.28	9702.44	944.0

> showing 50 of 3,526 rows — these rows as CSV

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