PREVIEW / futures_30min / 2019-11-25

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-25.parquet
  size:    86 KB
  rows:    3,454

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
2019-11-25 00:00:00	ES	Futures	3388.05	3389.41	3387.51	3389.14	2777.0
2019-11-25 00:30:00	ES	Futures	3389.14	3390.5	3388.87	3390.23	3107.0
2019-11-25 01:00:00	ES	Futures	3390.23	3390.77	3389.68	3390.23	2658.0
2019-11-25 01:30:00	ES	Futures	3389.95	3390.5	3389.14	3389.95	1514.0
2019-11-25 02:00:00	ES	Futures	3390.23	3390.5	3388.6	3389.14	5118.0
2019-11-25 02:30:00	ES	Futures	3389.41	3389.95	3388.32	3388.87	3333.0
2019-11-25 03:00:00	ES	Futures	3388.6	3389.95	3387.51	3388.05	10396.0
2019-11-25 03:30:00	ES	Futures	3388.05	3389.41	3387.51	3389.41	6046.0
2019-11-25 04:00:00	ES	Futures	3389.14	3389.68	3388.05	3389.14	5152.0
2019-11-25 04:30:00	ES	Futures	3388.87	3389.41	3388.05	3389.41	3771.0
2019-11-25 05:00:00	ES	Futures	3389.41	3389.68	3388.6	3389.14	3615.0
2019-11-25 05:30:00	ES	Futures	3389.14	3389.95	3388.87	3389.14	4492.0
2019-11-25 06:00:00	ES	Futures	3389.14	3389.68	3387.51	3388.05	3023.0
2019-11-25 06:30:00	ES	Futures	3388.05	3388.6	3387.51	3388.6	2338.0
2019-11-25 07:00:00	ES	Futures	3388.32	3389.68	3386.7	3387.24	5433.0
2019-11-25 07:30:00	ES	Futures	3387.24	3388.87	3386.97	3387.78	8253.0
2019-11-25 08:00:00	ES	Futures	3387.51	3389.95	3386.42	3388.87	12059.0
2019-11-25 08:30:00	ES	Futures	3388.6	3391.04	3388.6	3390.5	7014.0
2019-11-25 09:00:00	ES	Futures	3390.77	3390.77	3388.87	3389.41	8860.0
2019-11-25 09:30:00	ES	Futures	3389.41	3397.56	3389.14	3397.29	130743.0
2019-11-25 10:00:00	ES	Futures	3397.02	3400.0	3396.75	3399.73	66056.0
2019-11-25 10:30:00	ES	Futures	3399.73	3401.91	3398.65	3398.92	57819.0
2019-11-25 11:00:00	ES	Futures	3399.19	3399.73	3397.02	3399.46	53572.0
2019-11-25 11:30:00	ES	Futures	3399.46	3400.28	3398.1	3399.46	36165.0
2019-11-25 12:00:00	ES	Futures	3399.73	3400.28	3397.83	3398.38	33987.0
2019-11-25 12:30:00	ES	Futures	3398.38	3399.46	3397.83	3399.46	18609.0
2019-11-25 13:00:00	ES	Futures	3399.46	3401.36	3399.19	3400.0	24198.0
2019-11-25 13:30:00	ES	Futures	3400.28	3400.55	3398.65	3399.46	22643.0
2019-11-25 14:00:00	ES	Futures	3399.46	3400.82	3398.65	3399.73	18180.0
2019-11-25 14:30:00	ES	Futures	3399.46	3400.28	3398.92	3399.73	18627.0
2019-11-25 15:00:00	ES	Futures	3399.73	3403.26	3399.46	3403.26	38792.0
2019-11-25 15:30:00	ES	Futures	3403.26	3404.62	3399.73	3404.35	138959.0
2019-11-25 16:00:00	ES	Futures	3404.35	3404.62	3401.63	3403.54	53811.0
2019-11-25 16:30:00	ES	Futures	3403.81	3404.08	3402.18	3402.45	7576.0
2019-11-25 18:00:00	ES	Futures	3402.18	3402.72	3401.09	3402.18	2842.0
2019-11-25 18:30:00	ES	Futures	3402.45	3403.54	3401.91	3403.54	2411.0
2019-11-25 19:00:00	ES	Futures	3403.54	3405.98	3402.45	3405.71	7492.0
2019-11-25 19:30:00	ES	Futures	3405.98	3408.7	3405.17	3408.43	7256.0
2019-11-25 20:00:00	ES	Futures	3408.15	3408.43	3405.44	3407.07	6276.0
2019-11-25 20:30:00	ES	Futures	3407.07	3417.12	3406.25	3411.14	35017.0
2019-11-25 21:00:00	ES	Futures	3411.41	3411.69	3406.8	3407.88	12464.0
2019-11-25 21:30:00	ES	Futures	3408.15	3408.7	3404.89	3405.17	10252.0
2019-11-25 22:00:00	ES	Futures	3405.44	3406.25	3404.62	3405.71	3873.0
2019-11-25 22:30:00	ES	Futures	3405.44	3405.44	3404.08	3404.89	4836.0
2019-11-25 23:00:00	ES	Futures	3405.17	3405.71	3404.08	3405.44	2217.0
2019-11-25 23:30:00	ES	Futures	3405.71	3406.25	3405.17	3405.98	3101.0
2019-11-25 00:00:00	NQ	Futures	9650.74	9653.93	9648.12	9653.64	979.0
2019-11-25 00:30:00	NQ	Futures	9653.06	9658.29	9652.48	9657.13	1450.0
2019-11-25 01:00:00	NQ	Futures	9657.42	9660.03	9655.67	9657.13	1029.0
2019-11-25 01:30:00	NQ	Futures	9657.71	9658.58	9654.22	9657.13	600.0

> showing 50 of 3,454 rows — these rows as CSV

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