PREVIEW / futures_30min / 2019-12-03

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-03.parquet
  size:    96 KB
  rows:    3,528

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
2019-12-03 00:00:00	ES	Futures	3390.23	3390.5	3389.41	3390.23	3163.0
2019-12-03 00:30:00	ES	Futures	3390.23	3391.86	3389.14	3390.77	4367.0
2019-12-03 01:00:00	ES	Futures	3391.04	3391.31	3388.05	3388.87	3231.0
2019-12-03 01:30:00	ES	Futures	3388.6	3389.68	3388.05	3389.68	2049.0
2019-12-03 02:00:00	ES	Futures	3389.41	3390.77	3388.6	3388.87	4771.0
2019-12-03 02:30:00	ES	Futures	3388.87	3389.41	3386.42	3386.7	5834.0
2019-12-03 03:00:00	ES	Futures	3386.7	3390.5	3386.42	3388.05	16077.0
2019-12-03 03:30:00	ES	Futures	3388.05	3390.5	3387.78	3389.41	7745.0
2019-12-03 04:00:00	ES	Futures	3389.14	3391.31	3388.32	3389.68	6087.0
2019-12-03 04:30:00	ES	Futures	3389.41	3390.23	3384.79	3388.32	13327.0
2019-12-03 05:00:00	ES	Futures	3388.32	3389.95	3369.85	3370.13	57437.0
2019-12-03 05:30:00	ES	Futures	3370.13	3373.39	3369.85	3371.76	22955.0
2019-12-03 06:00:00	ES	Futures	3371.76	3375.01	3370.4	3374.2	14901.0
2019-12-03 06:30:00	ES	Futures	3374.2	3376.37	3373.66	3375.83	12976.0
2019-12-03 07:00:00	ES	Futures	3375.83	3376.1	3372.03	3372.84	12316.0
2019-12-03 07:30:00	ES	Futures	3373.11	3373.39	3364.15	3365.24	30092.0
2019-12-03 08:00:00	ES	Futures	3365.24	3366.87	3357.63	3360.89	42036.0
2019-12-03 08:30:00	ES	Futures	3360.89	3360.89	3353.83	3355.19	50376.0
2019-12-03 09:00:00	ES	Futures	3355.19	3355.73	3347.85	3351.93	67457.0
2019-12-03 09:30:00	ES	Futures	3351.65	3353.28	3335.09	3346.22	399459.0
2019-12-03 10:00:00	ES	Futures	3346.22	3350.3	3337.8	3344.05	231266.0
2019-12-03 10:30:00	ES	Futures	3344.05	3350.84	3340.79	3344.32	150483.0
2019-12-03 11:00:00	ES	Futures	3344.32	3349.21	3339.97	3344.32	118948.0
2019-12-03 11:30:00	ES	Futures	3344.32	3349.21	3342.15	3347.04	76895.0
2019-12-03 12:00:00	ES	Futures	3346.77	3350.3	3343.78	3348.94	67958.0
2019-12-03 12:30:00	ES	Futures	3348.67	3349.75	3346.49	3349.48	39776.0
2019-12-03 13:00:00	ES	Futures	3349.21	3354.64	3348.94	3353.83	53156.0
2019-12-03 13:30:00	ES	Futures	3354.1	3356.82	3352.74	3353.01	59499.0
2019-12-03 14:00:00	ES	Futures	3353.28	3355.19	3348.67	3350.02	57792.0
2019-12-03 14:30:00	ES	Futures	3350.02	3353.28	3348.12	3351.93	44474.0
2019-12-03 15:00:00	ES	Futures	3352.2	3361.98	3350.02	3361.43	84995.0
2019-12-03 15:30:00	ES	Futures	3361.43	3362.52	3355.46	3360.89	163552.0
2019-12-03 16:00:00	ES	Futures	3360.89	3361.7	3357.63	3358.45	54623.0
2019-12-03 16:30:00	ES	Futures	3358.72	3359.53	3356.82	3359.26	8190.0
2019-12-03 18:00:00	ES	Futures	3359.26	3362.52	3358.45	3362.25	5094.0
2019-12-03 18:30:00	ES	Futures	3362.52	3362.52	3360.08	3362.25	4259.0
2019-12-03 19:00:00	ES	Futures	3362.52	3364.15	3355.73	3360.62	14865.0
2019-12-03 19:30:00	ES	Futures	3360.89	3360.89	3357.09	3358.17	7157.0
2019-12-03 20:00:00	ES	Futures	3357.9	3358.99	3355.19	3357.9	11557.0
2019-12-03 20:30:00	ES	Futures	3357.63	3361.7	3356.54	3358.45	10553.0
2019-12-03 21:00:00	ES	Futures	3358.17	3359.8	3357.36	3358.45	5706.0
2019-12-03 21:30:00	ES	Futures	3358.45	3360.08	3357.9	3358.99	4366.0
2019-12-03 22:00:00	ES	Futures	3358.72	3360.62	3357.63	3359.8	7466.0
2019-12-03 22:30:00	ES	Futures	3360.08	3361.98	3359.26	3360.89	8980.0
2019-12-03 23:00:00	ES	Futures	3360.89	3361.43	3360.35	3360.35	5887.0
2019-12-03 23:30:00	ES	Futures	3360.35	3362.25	3359.8	3361.7	7492.0
2019-12-03 00:00:00	NQ	Futures	9679.2	9679.78	9675.14	9679.49	3099.0
2019-12-03 00:30:00	NQ	Futures	9679.78	9687.92	9675.43	9682.69	2363.0
2019-12-03 01:00:00	NQ	Futures	9682.98	9684.43	9671.36	9676.59	1801.0
2019-12-03 01:30:00	NQ	Futures	9676.59	9678.62	9672.23	9676.88	1520.0

> showing 50 of 3,528 rows — these rows as CSV

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