PREVIEW / futures_30min / 2019-11-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-26.parquet
  size:    86 KB
  rows:    3,457

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
2019-11-26 00:00:00	ES	Futures	3405.98	3407.07	3405.71	3406.25	3065.0
2019-11-26 00:30:00	ES	Futures	3406.25	3406.25	3404.08	3404.35	4464.0
2019-11-26 01:00:00	ES	Futures	3404.35	3405.44	3404.08	3404.08	2589.0
2019-11-26 01:30:00	ES	Futures	3404.08	3404.35	3402.45	3404.35	3286.0
2019-11-26 02:00:00	ES	Futures	3404.08	3405.44	3403.81	3405.44	4067.0
2019-11-26 02:30:00	ES	Futures	3405.44	3405.71	3404.62	3404.89	4325.0
2019-11-26 03:00:00	ES	Futures	3404.62	3405.17	3401.63	3404.08	9253.0
2019-11-26 03:30:00	ES	Futures	3404.08	3405.17	3401.09	3402.45	7171.0
2019-11-26 04:00:00	ES	Futures	3402.72	3402.72	3398.65	3400.0	11968.0
2019-11-26 04:30:00	ES	Futures	3400.0	3401.91	3399.73	3401.63	5939.0
2019-11-26 05:00:00	ES	Futures	3401.36	3402.45	3400.28	3402.45	4584.0
2019-11-26 05:30:00	ES	Futures	3402.18	3403.81	3402.18	3402.99	4350.0
2019-11-26 06:00:00	ES	Futures	3402.99	3403.81	3401.91	3402.45	5470.0
2019-11-26 06:30:00	ES	Futures	3402.45	3404.62	3402.45	3402.45	4025.0
2019-11-26 07:00:00	ES	Futures	3402.45	3404.08	3401.63	3403.54	4583.0
2019-11-26 07:30:00	ES	Futures	3403.54	3404.62	3403.26	3403.26	3395.0
2019-11-26 08:00:00	ES	Futures	3403.26	3406.52	3402.99	3404.35	13623.0
2019-11-26 08:30:00	ES	Futures	3404.08	3405.98	3404.08	3404.62	6465.0
2019-11-26 09:00:00	ES	Futures	3404.62	3406.25	3403.26	3404.89	12947.0
2019-11-26 09:30:00	ES	Futures	3404.89	3408.97	3400.55	3408.15	122696.0
2019-11-26 10:00:00	ES	Futures	3408.15	3409.78	3404.62	3406.8	77170.0
2019-11-26 10:30:00	ES	Futures	3406.52	3408.97	3405.17	3407.61	61350.0
2019-11-26 11:00:00	ES	Futures	3407.88	3410.33	3406.25	3409.51	41931.0
2019-11-26 11:30:00	ES	Futures	3409.24	3410.6	3405.98	3409.78	65383.0
2019-11-26 12:00:00	ES	Futures	3410.06	3412.5	3408.7	3411.96	34947.0
2019-11-26 12:30:00	ES	Futures	3412.23	3412.77	3410.87	3411.14	24253.0
2019-11-26 13:00:00	ES	Futures	3411.41	3411.96	3408.15	3408.43	28022.0
2019-11-26 13:30:00	ES	Futures	3408.43	3408.7	3405.71	3407.34	35354.0
2019-11-26 14:00:00	ES	Futures	3407.34	3409.24	3407.07	3408.15	26276.0
2019-11-26 14:30:00	ES	Futures	3408.15	3409.51	3406.8	3408.7	26294.0
2019-11-26 15:00:00	ES	Futures	3408.43	3408.7	3405.17	3407.34	37381.0
2019-11-26 15:30:00	ES	Futures	3407.34	3413.86	3406.8	3411.14	150929.0
2019-11-26 16:00:00	ES	Futures	3411.41	3416.3	3410.33	3416.03	67292.0
2019-11-26 16:30:00	ES	Futures	3415.76	3416.57	3415.49	3416.03	7951.0
2019-11-26 18:00:00	ES	Futures	3415.76	3416.03	3414.4	3415.49	3482.0
2019-11-26 18:30:00	ES	Futures	3415.49	3415.76	3414.4	3414.94	2692.0
2019-11-26 19:00:00	ES	Futures	3415.22	3417.93	3414.67	3416.3	7376.0
2019-11-26 19:30:00	ES	Futures	3416.3	3416.57	3413.59	3415.49	5629.0
2019-11-26 20:00:00	ES	Futures	3415.22	3416.03	3414.67	3414.94	3256.0
2019-11-26 20:30:00	ES	Futures	3414.94	3416.85	3413.86	3414.94	4905.0
2019-11-26 21:00:00	ES	Futures	3415.22	3416.85	3414.67	3416.57	2336.0
2019-11-26 21:30:00	ES	Futures	3416.57	3416.85	3415.76	3416.57	1711.0
2019-11-26 22:00:00	ES	Futures	3416.85	3417.39	3416.57	3417.12	2221.0
2019-11-26 22:30:00	ES	Futures	3417.12	3418.75	3416.85	3417.93	2600.0
2019-11-26 23:00:00	ES	Futures	3417.66	3418.48	3417.12	3418.48	1749.0
2019-11-26 23:30:00	ES	Futures	3418.48	3418.75	3417.66	3418.2	1833.0
2019-11-26 00:00:00	NQ	Futures	9744.56	9749.79	9743.11	9746.6	971.0
2019-11-26 00:30:00	NQ	Futures	9746.6	9746.6	9737.88	9739.63	1358.0
2019-11-26 01:00:00	NQ	Futures	9739.63	9742.24	9736.43	9737.01	1080.0
2019-11-26 01:30:00	NQ	Futures	9736.72	9740.5	9732.07	9740.21	1508.0

> showing 50 of 3,457 rows — these rows as CSV

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