PREVIEW / futures_30min / 2019-11-28

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-28.parquet
  size:    60 KB
  rows:    2,468

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
2019-11-28 00:00:00	ES	Futures	3417.12	3417.39	3416.3	3416.3	1766.0
2019-11-28 00:30:00	ES	Futures	3416.57	3417.12	3416.03	3416.3	2200.0
2019-11-28 01:00:00	ES	Futures	3416.57	3417.12	3415.22	3416.57	1775.0
2019-11-28 01:30:00	ES	Futures	3416.85	3417.39	3416.57	3417.39	1388.0
2019-11-28 02:00:00	ES	Futures	3417.39	3419.02	3416.57	3417.93	3566.0
2019-11-28 02:30:00	ES	Futures	3417.93	3418.2	3417.12	3417.39	2498.0
2019-11-28 03:00:00	ES	Futures	3417.39	3417.93	3414.67	3415.49	7003.0
2019-11-28 03:30:00	ES	Futures	3415.22	3417.12	3414.94	3416.57	4319.0
2019-11-28 04:00:00	ES	Futures	3416.85	3417.12	3415.76	3416.3	2050.0
2019-11-28 04:30:00	ES	Futures	3416.3	3416.85	3415.76	3416.85	2205.0
2019-11-28 05:00:00	ES	Futures	3416.57	3417.39	3416.3	3416.85	2198.0
2019-11-28 05:30:00	ES	Futures	3417.12	3418.2	3416.3	3417.93	3452.0
2019-11-28 06:00:00	ES	Futures	3417.93	3419.02	3417.93	3418.75	2519.0
2019-11-28 06:30:00	ES	Futures	3418.75	3421.19	3418.48	3420.38	3668.0
2019-11-28 07:00:00	ES	Futures	3420.38	3422.01	3420.38	3420.65	3869.0
2019-11-28 07:30:00	ES	Futures	3420.92	3421.46	3420.38	3420.65	2785.0
2019-11-28 08:00:00	ES	Futures	3420.92	3421.19	3419.83	3420.11	2778.0
2019-11-28 08:30:00	ES	Futures	3420.38	3420.92	3419.29	3419.83	3074.0
2019-11-28 09:00:00	ES	Futures	3419.56	3420.92	3418.48	3420.65	3300.0
2019-11-28 09:30:00	ES	Futures	3420.92	3420.92	3419.83	3420.38	4541.0
2019-11-28 10:00:00	ES	Futures	3420.38	3420.92	3419.83	3420.92	2426.0
2019-11-28 10:30:00	ES	Futures	3420.92	3422.01	3420.38	3420.65	4931.0
2019-11-28 11:00:00	ES	Futures	3420.65	3422.55	3420.65	3422.28	4548.0
2019-11-28 11:30:00	ES	Futures	3422.28	3422.82	3421.74	3422.01	3033.0
2019-11-28 12:00:00	ES	Futures	3422.28	3423.64	3421.74	3423.37	1999.0
2019-11-28 12:30:00	ES	Futures	3423.37	3423.37	3422.01	3422.82	2333.0
2019-11-28 18:00:00	ES	Futures	3422.55	3424.45	3422.28	3422.82	2307.0
2019-11-28 18:30:00	ES	Futures	3423.09	3423.91	3422.55	3423.91	1746.0
2019-11-28 19:00:00	ES	Futures	3423.64	3424.18	3421.46	3422.28	3777.0
2019-11-28 19:30:00	ES	Futures	3422.28	3423.09	3421.19	3421.46	1903.0
2019-11-28 20:00:00	ES	Futures	3421.46	3421.74	3419.83	3420.38	4558.0
2019-11-28 20:30:00	ES	Futures	3420.38	3421.19	3417.93	3418.48	6949.0
2019-11-28 21:00:00	ES	Futures	3418.48	3420.38	3418.2	3418.75	3565.0
2019-11-28 21:30:00	ES	Futures	3418.75	3419.56	3417.93	3419.56	3064.0
2019-11-28 22:00:00	ES	Futures	3419.29	3419.56	3416.57	3416.85	3888.0
2019-11-28 22:30:00	ES	Futures	3416.85	3417.93	3416.3	3417.93	3037.0
2019-11-28 23:00:00	ES	Futures	3418.2	3418.2	3417.12	3417.39	1631.0
2019-11-28 23:30:00	ES	Futures	3417.39	3417.66	3416.57	3417.39	1510.0
2019-11-28 00:00:00	NQ	Futures	9794.24	9795.11	9790.75	9791.33	801.0
2019-11-28 00:30:00	NQ	Futures	9791.33	9793.08	9788.72	9791.33	703.0
2019-11-28 01:00:00	NQ	Futures	9791.62	9792.79	9787.56	9792.21	581.0
2019-11-28 01:30:00	NQ	Futures	9792.5	9793.66	9791.33	9792.79	436.0
2019-11-28 02:00:00	NQ	Futures	9792.79	9800.92	9790.75	9797.43	1598.0
2019-11-28 02:30:00	NQ	Futures	9797.72	9799.18	9795.69	9796.85	849.0
2019-11-28 03:00:00	NQ	Futures	9796.85	9798.89	9790.46	9792.5	2895.0
2019-11-28 03:30:00	NQ	Futures	9792.21	9799.18	9791.04	9796.85	2246.0
2019-11-28 04:00:00	NQ	Futures	9797.14	9797.43	9792.5	9793.95	1280.0
2019-11-28 04:30:00	NQ	Futures	9793.95	9795.11	9792.21	9794.53	701.0
2019-11-28 05:00:00	NQ	Futures	9794.53	9798.02	9793.95	9796.85	718.0
2019-11-28 05:30:00	NQ	Futures	9796.85	9798.31	9793.66	9797.72	1017.0

> showing 50 of 2,468 rows — these rows as CSV

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