PREVIEW / futures_30min / 2019-11-21

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-21.parquet
  size:    92 KB
  rows:    3,534

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
2019-11-21 00:00:00	ES	Futures	3369.58	3371.21	3368.5	3370.67	4049.0
2019-11-21 00:30:00	ES	Futures	3370.94	3374.2	3370.4	3372.57	5586.0
2019-11-21 01:00:00	ES	Futures	3372.57	3373.39	3371.76	3372.84	2550.0
2019-11-21 01:30:00	ES	Futures	3372.84	3374.2	3372.03	3372.03	3073.0
2019-11-21 02:00:00	ES	Futures	3372.3	3376.92	3370.94	3372.57	16786.0
2019-11-21 02:30:00	ES	Futures	3372.3	3372.57	3368.5	3370.67	9099.0
2019-11-21 03:00:00	ES	Futures	3370.67	3372.03	3369.04	3370.67	14733.0
2019-11-21 03:30:00	ES	Futures	3370.4	3372.84	3366.32	3372.3	17177.0
2019-11-21 04:00:00	ES	Futures	3372.03	3374.47	3371.21	3371.76	10409.0
2019-11-21 04:30:00	ES	Futures	3372.03	3373.93	3371.48	3372.57	6420.0
2019-11-21 05:00:00	ES	Futures	3372.57	3381.53	3372.3	3377.73	34303.0
2019-11-21 05:30:00	ES	Futures	3378.0	3378.82	3375.01	3376.37	12514.0
2019-11-21 06:00:00	ES	Futures	3376.37	3376.64	3374.47	3375.83	6619.0
2019-11-21 06:30:00	ES	Futures	3375.83	3378.55	3375.29	3377.46	9741.0
2019-11-21 07:00:00	ES	Futures	3377.19	3377.46	3373.93	3374.74	10275.0
2019-11-21 07:30:00	ES	Futures	3375.01	3378.0	3374.47	3377.19	8526.0
2019-11-21 08:00:00	ES	Futures	3376.92	3383.98	3375.83	3381.81	40386.0
2019-11-21 08:30:00	ES	Futures	3381.81	3382.62	3378.0	3378.55	19161.0
2019-11-21 09:00:00	ES	Futures	3378.82	3380.18	3376.37	3377.46	20257.0
2019-11-21 09:30:00	ES	Futures	3377.46	3378.82	3368.5	3371.21	145352.0
2019-11-21 10:00:00	ES	Futures	3370.94	3373.93	3363.33	3364.15	149722.0
2019-11-21 10:30:00	ES	Futures	3364.15	3369.31	3361.16	3368.77	109737.0
2019-11-21 11:00:00	ES	Futures	3368.5	3372.3	3367.14	3367.95	75591.0
2019-11-21 11:30:00	ES	Futures	3367.95	3369.85	3364.96	3365.78	58021.0
2019-11-21 12:00:00	ES	Futures	3365.78	3371.76	3365.24	3370.67	46780.0
2019-11-21 12:30:00	ES	Futures	3370.67	3374.74	3370.13	3373.39	37749.0
2019-11-21 13:00:00	ES	Futures	3373.39	3374.74	3372.3	3373.66	22216.0
2019-11-21 13:30:00	ES	Futures	3373.39	3374.47	3371.21	3372.03	27746.0
2019-11-21 14:00:00	ES	Futures	3372.03	3376.1	3369.31	3375.29	46512.0
2019-11-21 14:30:00	ES	Futures	3375.29	3376.92	3374.74	3375.29	28285.0
2019-11-21 15:00:00	ES	Futures	3375.56	3376.1	3373.11	3373.66	28457.0
2019-11-21 15:30:00	ES	Futures	3373.66	3374.47	3366.59	3371.21	139167.0
2019-11-21 16:00:00	ES	Futures	3371.21	3374.2	3369.31	3372.3	37399.0
2019-11-21 16:30:00	ES	Futures	3372.3	3373.11	3371.76	3372.3	6175.0
2019-11-21 18:00:00	ES	Futures	3372.57	3373.39	3371.21	3373.11	3355.0
2019-11-21 18:30:00	ES	Futures	3373.11	3373.39	3369.58	3369.58	2919.0
2019-11-21 19:00:00	ES	Futures	3369.85	3372.03	3368.77	3371.48	5462.0
2019-11-21 19:30:00	ES	Futures	3371.48	3375.56	3370.67	3373.66	4576.0
2019-11-21 20:00:00	ES	Futures	3373.93	3378.0	3373.66	3376.92	7763.0
2019-11-21 20:30:00	ES	Futures	3376.92	3378.55	3376.1	3378.27	5263.0
2019-11-21 21:00:00	ES	Futures	3378.27	3378.27	3376.92	3377.19	2742.0
2019-11-21 21:30:00	ES	Futures	3377.19	3377.46	3376.1	3376.64	2754.0
2019-11-21 22:00:00	ES	Futures	3376.64	3377.19	3375.29	3376.64	2576.0
2019-11-21 22:30:00	ES	Futures	3376.64	3377.73	3376.1	3376.64	2146.0
2019-11-21 23:00:00	ES	Futures	3376.64	3376.64	3375.56	3376.37	1302.0
2019-11-21 23:30:00	ES	Futures	3376.64	3376.92	3375.29	3376.92	1485.0
2019-11-21 00:00:00	NQ	Futures	9606.58	9611.23	9602.8	9609.78	1118.0
2019-11-21 00:30:00	NQ	Futures	9610.07	9621.98	9608.9	9616.17	1975.0
2019-11-21 01:00:00	NQ	Futures	9616.46	9619.65	9613.84	9617.91	810.0
2019-11-21 01:30:00	NQ	Futures	9617.91	9622.85	9616.17	9616.75	1568.0

> showing 50 of 3,534 rows — these rows as CSV

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