PREVIEW / futures_30min / 2019-12-02

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-02.parquet
  size:    96 KB
  rows:    3,543

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
2019-12-02 00:00:00	ES	Futures	3426.08	3426.08	3424.99	3425.27	3294.0
2019-12-02 00:30:00	ES	Futures	3425.27	3426.35	3424.99	3425.81	2306.0
2019-12-02 01:00:00	ES	Futures	3426.08	3426.08	3424.99	3425.27	2434.0
2019-12-02 01:30:00	ES	Futures	3425.27	3425.27	3424.45	3424.72	1862.0
2019-12-02 02:00:00	ES	Futures	3424.72	3424.99	3423.37	3423.37	4855.0
2019-12-02 02:30:00	ES	Futures	3423.64	3424.45	3423.09	3423.91	5776.0
2019-12-02 03:00:00	ES	Futures	3423.91	3430.7	3422.82	3428.8	16846.0
2019-12-02 03:30:00	ES	Futures	3428.8	3431.24	3427.71	3429.61	11814.0
2019-12-02 04:00:00	ES	Futures	3429.61	3430.16	3427.71	3428.25	8804.0
2019-12-02 04:30:00	ES	Futures	3428.25	3428.8	3426.62	3427.71	6788.0
2019-12-02 05:00:00	ES	Futures	3427.98	3429.88	3427.17	3429.61	6599.0
2019-12-02 05:30:00	ES	Futures	3429.34	3429.88	3427.17	3427.17	7264.0
2019-12-02 06:00:00	ES	Futures	3427.17	3427.71	3421.74	3423.37	14681.0
2019-12-02 06:30:00	ES	Futures	3423.37	3423.64	3418.48	3421.19	21022.0
2019-12-02 07:00:00	ES	Futures	3420.92	3421.46	3418.75	3420.38	11393.0
2019-12-02 07:30:00	ES	Futures	3420.38	3421.74	3419.29	3420.92	9765.0
2019-12-02 08:00:00	ES	Futures	3420.92	3421.19	3416.85	3418.48	12572.0
2019-12-02 08:30:00	ES	Futures	3418.48	3418.75	3415.49	3418.48	19903.0
2019-12-02 09:00:00	ES	Futures	3418.48	3419.56	3416.57	3416.57	16154.0
2019-12-02 09:30:00	ES	Futures	3416.85	3417.39	3400.28	3400.55	209619.0
2019-12-02 10:00:00	ES	Futures	3400.28	3400.28	3386.15	3391.31	272988.0
2019-12-02 10:30:00	ES	Futures	3391.31	3391.86	3380.18	3382.89	209086.0
2019-12-02 11:00:00	ES	Futures	3382.89	3386.97	3379.36	3385.07	129602.0
2019-12-02 11:30:00	ES	Futures	3385.07	3388.87	3380.18	3387.78	87697.0
2019-12-02 12:00:00	ES	Futures	3387.78	3391.31	3380.99	3385.61	100567.0
2019-12-02 12:30:00	ES	Futures	3385.88	3386.42	3382.08	3382.35	70187.0
2019-12-02 13:00:00	ES	Futures	3382.08	3389.68	3381.81	3388.87	46105.0
2019-12-02 13:30:00	ES	Futures	3389.14	3390.23	3385.88	3388.87	35404.0
2019-12-02 14:00:00	ES	Futures	3388.6	3393.49	3387.78	3392.94	40854.0
2019-12-02 14:30:00	ES	Futures	3392.94	3394.84	3391.31	3392.4	39567.0
2019-12-02 15:00:00	ES	Futures	3392.67	3393.21	3385.07	3385.88	73839.0
2019-12-02 15:30:00	ES	Futures	3385.88	3391.04	3382.89	3383.98	203990.0
2019-12-02 16:00:00	ES	Futures	3384.25	3386.42	3382.89	3383.44	74289.0
2019-12-02 16:30:00	ES	Futures	3383.44	3384.25	3381.81	3382.35	7962.0
2019-12-02 18:00:00	ES	Futures	3383.71	3384.79	3376.92	3378.27	8930.0
2019-12-02 18:30:00	ES	Futures	3378.27	3382.62	3378.27	3381.53	8622.0
2019-12-02 19:00:00	ES	Futures	3381.53	3383.44	3379.09	3383.44	9924.0
2019-12-02 19:30:00	ES	Futures	3383.44	3387.24	3383.16	3386.15	9335.0
2019-12-02 20:00:00	ES	Futures	3385.88	3388.32	3384.52	3386.15	8872.0
2019-12-02 20:30:00	ES	Futures	3385.88	3386.42	3382.35	3386.15	11447.0
2019-12-02 21:00:00	ES	Futures	3385.88	3389.41	3385.34	3389.14	8040.0
2019-12-02 21:30:00	ES	Futures	3388.87	3389.14	3386.97	3387.78	3650.0
2019-12-02 22:00:00	ES	Futures	3387.78	3389.68	3387.24	3388.87	4819.0
2019-12-02 22:30:00	ES	Futures	3388.87	3391.86	3388.87	3389.95	7293.0
2019-12-02 23:00:00	ES	Futures	3389.95	3391.31	3389.68	3391.04	1732.0
2019-12-02 23:30:00	ES	Futures	3391.04	3391.31	3389.68	3390.5	1935.0
2019-12-02 00:00:00	NQ	Futures	9817.19	9817.77	9813.99	9814.86	1552.0
2019-12-02 00:30:00	NQ	Futures	9814.57	9817.77	9814.57	9816.61	1626.0
2019-12-02 01:00:00	NQ	Futures	9816.61	9816.9	9812.54	9812.83	2301.0
2019-12-02 01:30:00	NQ	Futures	9813.12	9813.41	9811.09	9811.67	1349.0

> showing 50 of 3,543 rows — these rows as CSV

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