PREVIEW / futures_30min / 2019-11-22

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-22.parquet
  size:    76 KB
  rows:    2,766

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
2019-11-22 00:00:00	ES	Futures	3376.92	3378.55	3376.37	3377.73	2116.0
2019-11-22 00:30:00	ES	Futures	3377.73	3378.0	3375.56	3375.56	2648.0
2019-11-22 01:00:00	ES	Futures	3375.83	3376.92	3375.01	3376.37	3236.0
2019-11-22 01:30:00	ES	Futures	3376.37	3376.92	3375.29	3375.29	1554.0
2019-11-22 02:00:00	ES	Futures	3375.56	3376.92	3374.74	3376.1	3614.0
2019-11-22 02:30:00	ES	Futures	3376.37	3376.64	3374.74	3375.83	4070.0
2019-11-22 03:00:00	ES	Futures	3375.56	3382.35	3375.01	3381.53	21418.0
2019-11-22 03:30:00	ES	Futures	3381.81	3383.98	3379.63	3382.89	13385.0
2019-11-22 04:00:00	ES	Futures	3382.62	3383.44	3377.19	3378.82	15747.0
2019-11-22 04:30:00	ES	Futures	3378.55	3379.36	3376.64	3379.09	9830.0
2019-11-22 05:00:00	ES	Futures	3379.09	3380.45	3377.46	3379.63	5007.0
2019-11-22 05:30:00	ES	Futures	3379.63	3379.9	3377.46	3378.27	6604.0
2019-11-22 06:00:00	ES	Futures	3378.27	3378.55	3373.93	3375.83	8752.0
2019-11-22 06:30:00	ES	Futures	3375.83	3377.46	3375.29	3377.19	5482.0
2019-11-22 07:00:00	ES	Futures	3377.19	3379.63	3377.19	3378.55	7985.0
2019-11-22 07:30:00	ES	Futures	3378.55	3378.82	3377.46	3378.55	5265.0
2019-11-22 08:00:00	ES	Futures	3378.55	3379.09	3375.83	3376.37	7319.0
2019-11-22 08:30:00	ES	Futures	3376.37	3380.99	3374.2	3379.36	35634.0
2019-11-22 09:00:00	ES	Futures	3379.36	3380.72	3378.0	3379.36	12852.0
2019-11-22 09:30:00	ES	Futures	3379.63	3380.99	3375.56	3379.63	113575.0
2019-11-22 10:00:00	ES	Futures	3379.63	3380.99	3373.11	3373.39	73468.0
2019-11-22 10:30:00	ES	Futures	3373.11	3374.2	3369.58	3372.03	79792.0
2019-11-22 11:00:00	ES	Futures	3372.03	3373.39	3365.78	3370.94	79118.0
2019-11-22 11:30:00	ES	Futures	3370.94	3375.01	3370.13	3373.39	45514.0
2019-11-22 12:00:00	ES	Futures	3373.66	3376.37	3373.11	3375.56	30526.0
2019-11-22 12:30:00	ES	Futures	3375.83	3377.73	3374.47	3376.92	27265.0
2019-11-22 13:00:00	ES	Futures	3377.19	3378.27	3376.37	3377.19	18773.0
2019-11-22 13:30:00	ES	Futures	3377.46	3378.27	3375.29	3377.46	25888.0
2019-11-22 14:00:00	ES	Futures	3377.46	3377.73	3375.56	3376.64	20627.0
2019-11-22 14:30:00	ES	Futures	3376.37	3378.55	3376.37	3377.46	22810.0
2019-11-22 15:00:00	ES	Futures	3377.73	3379.09	3376.37	3378.55	23427.0
2019-11-22 15:30:00	ES	Futures	3378.27	3379.09	3373.93	3378.82	100626.0
2019-11-22 16:00:00	ES	Futures	3378.55	3381.26	3378.27	3380.99	49607.0
2019-11-22 16:30:00	ES	Futures	3380.99	3381.26	3379.63	3381.26	6247.0
2019-11-22 00:00:00	NQ	Futures	9636.21	9644.34	9635.34	9641.15	1234.0
2019-11-22 00:30:00	NQ	Futures	9641.15	9642.6	9634.47	9634.47	1104.0
2019-11-22 01:00:00	NQ	Futures	9634.76	9636.79	9632.14	9636.21	1354.0
2019-11-22 01:30:00	NQ	Futures	9636.5	9637.37	9632.14	9633.02	1122.0
2019-11-22 02:00:00	NQ	Futures	9633.02	9639.41	9628.95	9633.6	2424.0
2019-11-22 02:30:00	NQ	Futures	9633.6	9636.5	9628.37	9631.85	1993.0
2019-11-22 03:00:00	NQ	Futures	9631.85	9655.67	9628.95	9653.06	8642.0
2019-11-22 03:30:00	NQ	Futures	9653.35	9660.03	9646.67	9654.8	5458.0
2019-11-22 04:00:00	NQ	Futures	9654.8	9655.96	9636.21	9640.57	6472.0
2019-11-22 04:30:00	NQ	Futures	9640.57	9645.51	9634.47	9645.22	3445.0
2019-11-22 05:00:00	NQ	Futures	9644.93	9648.99	9638.53	9646.09	2279.0
2019-11-22 05:30:00	NQ	Futures	9646.09	9646.96	9639.12	9642.89	2492.0
2019-11-22 06:00:00	NQ	Futures	9642.6	9644.64	9629.82	9635.92	3492.0
2019-11-22 06:30:00	NQ	Futures	9635.92	9641.44	9634.47	9640.57	1974.0
2019-11-22 07:00:00	NQ	Futures	9640.57	9647.25	9639.99	9643.76	3849.0
2019-11-22 07:30:00	NQ	Futures	9643.47	9643.76	9636.21	9639.7	2821.0

> showing 50 of 2,766 rows — these rows as CSV

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