PREVIEW / futures_30min / 2019-11-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-27.parquet
  size:    84 KB
  rows:    3,385

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
2019-11-27 00:00:00	ES	Futures	3418.2	3418.75	3417.12	3417.66	2065.0
2019-11-27 00:30:00	ES	Futures	3417.39	3417.93	3416.3	3416.85	2284.0
2019-11-27 01:00:00	ES	Futures	3416.57	3417.66	3416.3	3417.66	2328.0
2019-11-27 01:30:00	ES	Futures	3417.39	3417.66	3416.85	3416.85	1209.0
2019-11-27 02:00:00	ES	Futures	3417.12	3419.29	3417.12	3418.48	3120.0
2019-11-27 02:30:00	ES	Futures	3418.75	3420.38	3418.2	3419.83	4870.0
2019-11-27 03:00:00	ES	Futures	3419.56	3420.11	3417.39	3417.93	15377.0
2019-11-27 03:30:00	ES	Futures	3418.2	3420.11	3418.2	3419.83	6040.0
2019-11-27 04:00:00	ES	Futures	3419.83	3422.28	3419.56	3422.01	11031.0
2019-11-27 04:30:00	ES	Futures	3422.01	3422.55	3420.92	3422.01	7170.0
2019-11-27 05:00:00	ES	Futures	3421.74	3422.82	3421.19	3421.46	6251.0
2019-11-27 05:30:00	ES	Futures	3421.46	3422.55	3421.46	3421.46	3458.0
2019-11-27 06:00:00	ES	Futures	3421.46	3422.01	3419.56	3420.11	5680.0
2019-11-27 06:30:00	ES	Futures	3420.38	3420.38	3419.02	3419.29	4333.0
2019-11-27 07:00:00	ES	Futures	3419.02	3420.11	3419.02	3419.56	3513.0
2019-11-27 07:30:00	ES	Futures	3419.29	3420.38	3418.48	3419.83	7689.0
2019-11-27 08:00:00	ES	Futures	3419.83	3420.38	3418.48	3419.29	6220.0
2019-11-27 08:30:00	ES	Futures	3419.56	3421.74	3417.93	3418.2	15992.0
2019-11-27 09:00:00	ES	Futures	3417.93	3418.75	3416.57	3417.12	14254.0
2019-11-27 09:30:00	ES	Futures	3417.12	3417.93	3414.13	3417.12	107857.0
2019-11-27 10:00:00	ES	Futures	3417.12	3417.12	3414.13	3416.03	57362.0
2019-11-27 10:30:00	ES	Futures	3416.03	3418.75	3414.67	3417.93	71176.0
2019-11-27 11:00:00	ES	Futures	3417.93	3418.75	3415.76	3417.93	46432.0
2019-11-27 11:30:00	ES	Futures	3417.93	3420.38	3417.12	3419.56	35279.0
2019-11-27 12:00:00	ES	Futures	3419.56	3421.46	3419.56	3419.83	30315.0
2019-11-27 12:30:00	ES	Futures	3420.11	3421.46	3419.56	3420.65	28214.0
2019-11-27 13:00:00	ES	Futures	3420.92	3424.99	3420.38	3424.18	47925.0
2019-11-27 13:30:00	ES	Futures	3424.18	3426.08	3423.91	3424.72	40924.0
2019-11-27 14:00:00	ES	Futures	3424.45	3425.54	3423.64	3425.27	22525.0
2019-11-27 14:30:00	ES	Futures	3425.27	3426.08	3424.45	3424.99	24013.0
2019-11-27 15:00:00	ES	Futures	3425.27	3426.35	3424.18	3425.54	34081.0
2019-11-27 15:30:00	ES	Futures	3425.81	3426.62	3423.91	3426.08	110041.0
2019-11-27 16:00:00	ES	Futures	3426.08	3427.98	3424.99	3426.62	54567.0
2019-11-27 16:30:00	ES	Futures	3426.35	3427.71	3425.54	3427.44	5809.0
2019-11-27 18:00:00	ES	Futures	3427.71	3427.98	3414.67	3417.39	17151.0
2019-11-27 18:30:00	ES	Futures	3417.12	3417.66	3415.22	3416.57	5175.0
2019-11-27 19:00:00	ES	Futures	3416.57	3418.48	3415.49	3416.3	6807.0
2019-11-27 19:30:00	ES	Futures	3416.57	3417.39	3414.13	3416.03	5869.0
2019-11-27 20:00:00	ES	Futures	3416.3	3417.12	3412.77	3415.22	7062.0
2019-11-27 20:30:00	ES	Futures	3414.94	3418.48	3413.59	3418.48	6902.0
2019-11-27 21:00:00	ES	Futures	3418.48	3418.48	3416.3	3417.39	2822.0
2019-11-27 21:30:00	ES	Futures	3417.66	3418.75	3417.12	3417.93	2728.0
2019-11-27 22:00:00	ES	Futures	3417.66	3418.2	3417.12	3418.2	1270.0
2019-11-27 22:30:00	ES	Futures	3417.93	3418.75	3417.39	3417.66	2274.0
2019-11-27 23:00:00	ES	Futures	3417.93	3417.93	3416.57	3416.57	1422.0
2019-11-27 23:30:00	ES	Futures	3416.85	3417.12	3416.85	3416.85	914.0
2019-11-27 00:00:00	NQ	Futures	9775.36	9777.39	9773.03	9773.9	829.0
2019-11-27 00:30:00	NQ	Futures	9773.9	9774.78	9771.0	9772.45	937.0
2019-11-27 01:00:00	NQ	Futures	9772.16	9775.07	9771.0	9774.49	673.0
2019-11-27 01:30:00	NQ	Futures	9774.19	9775.07	9773.03	9773.9	375.0

> showing 50 of 3,385 rows — these rows as CSV

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