PREVIEW / futures_30min / 2019-11-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-20.parquet
  size:    94 KB
  rows:    3,569

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
2019-11-20 00:00:00	ES	Futures	3383.71	3384.52	3382.89	3382.89	2946.0
2019-11-20 00:30:00	ES	Futures	3383.16	3383.98	3382.08	3383.44	3338.0
2019-11-20 01:00:00	ES	Futures	3383.44	3383.71	3382.08	3382.08	2197.0
2019-11-20 01:30:00	ES	Futures	3382.08	3382.35	3381.26	3382.08	2905.0
2019-11-20 02:00:00	ES	Futures	3381.81	3385.61	3381.26	3385.34	7155.0
2019-11-20 02:30:00	ES	Futures	3385.34	3385.61	3378.27	3380.18	17566.0
2019-11-20 03:00:00	ES	Futures	3380.18	3380.72	3375.29	3377.46	23776.0
2019-11-20 03:30:00	ES	Futures	3377.46	3378.82	3374.47	3375.56	14909.0
2019-11-20 04:00:00	ES	Futures	3375.29	3377.73	3373.11	3377.46	15972.0
2019-11-20 04:30:00	ES	Futures	3377.46	3379.36	3377.19	3377.73	10612.0
2019-11-20 05:00:00	ES	Futures	3377.73	3378.27	3374.2	3375.56	8311.0
2019-11-20 05:30:00	ES	Futures	3375.56	3376.92	3374.47	3376.37	8611.0
2019-11-20 06:00:00	ES	Futures	3376.37	3377.19	3373.11	3374.47	10324.0
2019-11-20 06:30:00	ES	Futures	3374.47	3380.18	3374.47	3380.18	11547.0
2019-11-20 07:00:00	ES	Futures	3379.9	3381.53	3378.27	3380.18	10370.0
2019-11-20 07:30:00	ES	Futures	3380.18	3381.26	3378.0	3378.82	12703.0
2019-11-20 08:00:00	ES	Futures	3378.55	3382.08	3377.73	3380.45	12600.0
2019-11-20 08:30:00	ES	Futures	3380.45	3381.53	3377.46	3377.73	11933.0
2019-11-20 09:00:00	ES	Futures	3378.0	3383.16	3377.46	3382.89	18419.0
2019-11-20 09:30:00	ES	Futures	3382.62	3386.42	3381.81	3384.79	122311.0
2019-11-20 10:00:00	ES	Futures	3385.07	3386.42	3380.18	3383.44	74543.0
2019-11-20 10:30:00	ES	Futures	3383.44	3388.32	3383.44	3386.42	72829.0
2019-11-20 11:00:00	ES	Futures	3386.7	3388.05	3383.71	3385.88	49812.0
2019-11-20 11:30:00	ES	Futures	3385.61	3386.15	3382.35	3383.16	49278.0
2019-11-20 12:00:00	ES	Futures	3383.16	3384.52	3380.99	3382.62	35554.0
2019-11-20 12:30:00	ES	Futures	3382.89	3383.98	3363.33	3370.13	145386.0
2019-11-20 13:00:00	ES	Futures	3370.4	3371.48	3358.17	3361.7	190070.0
2019-11-20 13:30:00	ES	Futures	3361.7	3370.67	3358.99	3368.5	115529.0
2019-11-20 14:00:00	ES	Futures	3368.5	3373.11	3364.42	3372.57	85904.0
2019-11-20 14:30:00	ES	Futures	3372.57	3376.1	3371.76	3372.57	67508.0
2019-11-20 15:00:00	ES	Futures	3372.3	3376.92	3370.94	3370.94	65025.0
2019-11-20 15:30:00	ES	Futures	3370.94	3378.55	3369.85	3377.19	177617.0
2019-11-20 16:00:00	ES	Futures	3377.19	3378.82	3373.93	3377.73	58848.0
2019-11-20 16:30:00	ES	Futures	3377.73	3378.55	3376.1	3377.73	12284.0
2019-11-20 18:00:00	ES	Futures	3365.24	3370.94	3360.89	3370.67	16676.0
2019-11-20 18:30:00	ES	Futures	3370.67	3372.3	3369.85	3370.13	5282.0
2019-11-20 19:00:00	ES	Futures	3370.4	3372.03	3367.68	3367.68	7468.0
2019-11-20 19:30:00	ES	Futures	3367.68	3369.31	3361.43	3361.98	16419.0
2019-11-20 20:00:00	ES	Futures	3361.98	3364.42	3360.08	3363.06	21665.0
2019-11-20 20:30:00	ES	Futures	3363.33	3364.15	3358.72	3360.62	14686.0
2019-11-20 21:00:00	ES	Futures	3360.62	3373.93	3360.35	3370.4	28646.0
2019-11-20 21:30:00	ES	Futures	3370.67	3376.37	3368.22	3370.94	24560.0
2019-11-20 22:00:00	ES	Futures	3370.94	3370.94	3367.41	3369.31	6897.0
2019-11-20 22:30:00	ES	Futures	3369.58	3372.03	3369.31	3370.94	5878.0
2019-11-20 23:00:00	ES	Futures	3370.94	3371.21	3369.85	3370.13	2443.0
2019-11-20 23:30:00	ES	Futures	3369.85	3370.67	3368.5	3369.31	5379.0
2019-11-20 00:00:00	NQ	Futures	9664.39	9668.46	9663.23	9663.81	1398.0
2019-11-20 00:30:00	NQ	Futures	9663.81	9665.55	9660.03	9663.81	1300.0
2019-11-20 01:00:00	NQ	Futures	9664.1	9664.39	9660.03	9660.03	993.0
2019-11-20 01:30:00	NQ	Futures	9660.03	9663.81	9659.45	9662.36	1397.0

> showing 50 of 3,569 rows — these rows as CSV

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