PREVIEW / futures_30min / 2019-11-29

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-11-29.parquet
  size:    63 KB
  rows:    2,211

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
2019-11-29 00:00:00	ES	Futures	3417.12	3417.66	3414.67	3415.22	4028.0
2019-11-29 00:30:00	ES	Futures	3415.49	3416.03	3414.4	3415.49	3509.0
2019-11-29 01:00:00	ES	Futures	3415.76	3415.76	3413.86	3415.49	4076.0
2019-11-29 01:30:00	ES	Futures	3415.49	3416.85	3415.49	3416.3	2552.0
2019-11-29 02:00:00	ES	Futures	3416.3	3416.85	3414.94	3416.3	4680.0
2019-11-29 02:30:00	ES	Futures	3416.3	3416.85	3415.49	3416.3	3768.0
2019-11-29 03:00:00	ES	Futures	3416.3	3416.57	3413.59	3415.76	12901.0
2019-11-29 03:30:00	ES	Futures	3415.76	3418.2	3415.22	3418.2	9228.0
2019-11-29 04:00:00	ES	Futures	3418.2	3420.92	3417.93	3418.75	10215.0
2019-11-29 04:30:00	ES	Futures	3419.02	3419.83	3418.75	3419.29	5153.0
2019-11-29 05:00:00	ES	Futures	3419.29	3419.83	3418.75	3419.29	3681.0
2019-11-29 05:30:00	ES	Futures	3419.29	3420.11	3417.93	3418.75	4544.0
2019-11-29 06:00:00	ES	Futures	3418.75	3419.29	3417.93	3419.02	3114.0
2019-11-29 06:30:00	ES	Futures	3419.02	3420.38	3418.75	3419.56	4844.0
2019-11-29 07:00:00	ES	Futures	3419.29	3421.46	3419.29	3421.19	6852.0
2019-11-29 07:30:00	ES	Futures	3421.19	3421.46	3420.11	3420.92	5776.0
2019-11-29 08:00:00	ES	Futures	3420.92	3421.46	3419.83	3420.38	5975.0
2019-11-29 08:30:00	ES	Futures	3420.11	3422.01	3420.11	3420.11	7392.0
2019-11-29 09:00:00	ES	Futures	3420.11	3421.19	3419.56	3420.11	11371.0
2019-11-29 09:30:00	ES	Futures	3419.83	3422.55	3416.85	3421.19	100061.0
2019-11-29 10:00:00	ES	Futures	3421.19	3422.82	3419.29	3420.65	58841.0
2019-11-29 10:30:00	ES	Futures	3420.38	3421.74	3419.02	3419.83	42363.0
2019-11-29 11:00:00	ES	Futures	3420.11	3420.11	3417.12	3417.93	47778.0
2019-11-29 11:30:00	ES	Futures	3418.2	3419.56	3415.22	3418.75	49982.0
2019-11-29 12:00:00	ES	Futures	3418.75	3419.56	3415.49	3415.49	43741.0
2019-11-29 12:30:00	ES	Futures	3415.49	3417.39	3411.14	3413.59	155752.0
2019-11-29 13:00:00	ES	Futures	3413.86	3417.12	3413.31	3415.76	60127.0
2019-11-29 00:00:00	NQ	Futures	9788.14	9788.72	9780.29	9782.91	1806.0
2019-11-29 00:30:00	NQ	Futures	9782.62	9784.36	9777.39	9782.62	1914.0
2019-11-29 01:00:00	NQ	Futures	9782.33	9783.49	9770.42	9780.0	2665.0
2019-11-29 01:30:00	NQ	Futures	9780.0	9787.85	9780.0	9784.36	1803.0
2019-11-29 02:00:00	NQ	Futures	9784.36	9788.43	9780.0	9786.1	2216.0
2019-11-29 02:30:00	NQ	Futures	9786.1	9789.01	9784.07	9787.27	1415.0
2019-11-29 03:00:00	NQ	Futures	9787.56	9788.43	9777.68	9784.65	3688.0
2019-11-29 03:30:00	NQ	Futures	9784.36	9794.53	9782.91	9793.95	2351.0
2019-11-29 04:00:00	NQ	Futures	9793.95	9799.18	9792.5	9793.37	2967.0
2019-11-29 04:30:00	NQ	Futures	9793.37	9795.98	9791.91	9795.11	1664.0
2019-11-29 05:00:00	NQ	Futures	9795.11	9798.02	9793.08	9795.98	1175.0
2019-11-29 05:30:00	NQ	Futures	9796.27	9798.89	9791.33	9794.24	1482.0
2019-11-29 06:00:00	NQ	Futures	9794.53	9798.31	9791.91	9797.72	1073.0
2019-11-29 06:30:00	NQ	Futures	9798.02	9802.66	9797.72	9800.63	1260.0
2019-11-29 07:00:00	NQ	Futures	9800.34	9807.6	9798.31	9802.37	2129.0
2019-11-29 07:30:00	NQ	Futures	9802.08	9803.24	9798.6	9801.21	1296.0
2019-11-29 08:00:00	NQ	Futures	9800.92	9802.66	9795.98	9796.56	2050.0
2019-11-29 08:30:00	NQ	Futures	9796.85	9802.66	9793.66	9793.95	2613.0
2019-11-29 09:00:00	NQ	Futures	9793.95	9799.47	9792.21	9794.82	3599.0
2019-11-29 09:30:00	NQ	Futures	9794.82	9805.86	9785.52	9804.7	31037.0
2019-11-29 10:00:00	NQ	Futures	9804.41	9807.6	9795.69	9796.85	16767.0
2019-11-29 10:30:00	NQ	Futures	9797.43	9803.24	9789.01	9795.98	14739.0
2019-11-29 11:00:00	NQ	Futures	9796.27	9796.56	9786.98	9791.33	12449.0

> showing 50 of 2,211 rows — these rows as CSV

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