PREVIEW / futures_30min / 2019-12-04

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-04.parquet
  size:    93 KB
  rows:    3,460

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
2019-12-04 00:00:00	ES	Futures	3361.43	3361.98	3360.08	3360.89	5188.0
2019-12-04 00:30:00	ES	Futures	3360.62	3361.98	3360.08	3360.62	6584.0
2019-12-04 01:00:00	ES	Futures	3360.62	3361.98	3359.8	3361.16	6440.0
2019-12-04 01:30:00	ES	Futures	3361.43	3362.25	3361.16	3361.43	1870.0
2019-12-04 02:00:00	ES	Futures	3361.43	3361.7	3353.56	3354.37	12435.0
2019-12-04 02:30:00	ES	Futures	3354.37	3354.37	3348.94	3349.21	21943.0
2019-12-04 03:00:00	ES	Futures	3349.48	3355.19	3348.4	3354.64	31221.0
2019-12-04 03:30:00	ES	Futures	3354.64	3357.36	3354.37	3356.82	15225.0
2019-12-04 04:00:00	ES	Futures	3356.54	3377.46	3356.54	3373.66	93026.0
2019-12-04 04:30:00	ES	Futures	3373.66	3375.56	3366.32	3375.56	36147.0
2019-12-04 05:00:00	ES	Futures	3375.56	3375.83	3370.94	3373.39	21887.0
2019-12-04 05:30:00	ES	Futures	3373.39	3374.47	3370.13	3370.4	11806.0
2019-12-04 06:00:00	ES	Futures	3370.4	3373.93	3370.13	3372.84	6950.0
2019-12-04 06:30:00	ES	Futures	3372.84	3375.56	3371.76	3375.56	8698.0
2019-12-04 07:00:00	ES	Futures	3375.29	3376.37	3373.11	3376.1	10288.0
2019-12-04 07:30:00	ES	Futures	3376.1	3376.1	3372.84	3374.2	10213.0
2019-12-04 08:00:00	ES	Futures	3374.2	3375.83	3369.31	3372.3	30969.0
2019-12-04 08:30:00	ES	Futures	3372.57	3373.66	3369.31	3372.84	16792.0
2019-12-04 09:00:00	ES	Futures	3372.84	3376.1	3372.03	3373.66	25430.0
2019-12-04 09:30:00	ES	Futures	3373.93	3386.15	3369.58	3384.25	203547.0
2019-12-04 10:00:00	ES	Futures	3383.98	3387.24	3381.81	3382.08	140980.0
2019-12-04 10:30:00	ES	Futures	3382.08	3386.7	3380.99	3385.88	68735.0
2019-12-04 11:00:00	ES	Futures	3385.88	3386.97	3381.81	3384.25	65237.0
2019-12-04 11:30:00	ES	Futures	3384.25	3387.78	3383.44	3383.71	42758.0
2019-12-04 12:00:00	ES	Futures	3383.71	3384.52	3380.72	3381.81	45357.0
2019-12-04 12:30:00	ES	Futures	3382.08	3385.07	3380.99	3384.52	27052.0
2019-12-04 13:00:00	ES	Futures	3384.79	3385.07	3382.08	3384.52	26085.0
2019-12-04 13:30:00	ES	Futures	3384.25	3384.79	3382.62	3384.79	23257.0
2019-12-04 14:00:00	ES	Futures	3384.79	3388.05	3384.25	3387.78	34632.0
2019-12-04 14:30:00	ES	Futures	3387.78	3389.41	3386.97	3388.32	29618.0
2019-12-04 15:00:00	ES	Futures	3388.05	3388.6	3384.79	3384.79	29208.0
2019-12-04 15:30:00	ES	Futures	3384.79	3387.24	3381.26	3382.35	139840.0
2019-12-04 16:00:00	ES	Futures	3382.35	3383.16	3377.19	3380.99	77910.0
2019-12-04 16:30:00	ES	Futures	3380.72	3380.99	3379.09	3379.9	6354.0
2019-12-04 18:00:00	ES	Futures	3380.18	3382.08	3379.36	3381.81	3479.0
2019-12-04 18:30:00	ES	Futures	3381.81	3381.81	3378.27	3378.55	4150.0
2019-12-04 19:00:00	ES	Futures	3378.27	3380.99	3378.27	3379.9	9969.0
2019-12-04 19:30:00	ES	Futures	3379.63	3379.9	3377.46	3378.55	5083.0
2019-12-04 20:00:00	ES	Futures	3378.55	3384.79	3378.55	3379.09	11664.0
2019-12-04 20:30:00	ES	Futures	3379.09	3379.9	3376.1	3379.09	10916.0
2019-12-04 21:00:00	ES	Futures	3379.36	3380.72	3378.55	3380.45	5563.0
2019-12-04 21:30:00	ES	Futures	3380.45	3381.26	3378.27	3378.82	4145.0
2019-12-04 22:00:00	ES	Futures	3378.55	3379.36	3377.73	3378.0	2936.0
2019-12-04 22:30:00	ES	Futures	3378.0	3379.09	3377.19	3379.09	2319.0
2019-12-04 23:00:00	ES	Futures	3379.09	3380.18	3378.82	3379.9	1936.0
2019-12-04 23:30:00	ES	Futures	3379.9	3380.72	3379.09	3379.9	2659.0
2019-12-04 00:00:00	NQ	Futures	9601.93	9603.09	9596.7	9598.74	3189.0
2019-12-04 00:30:00	NQ	Futures	9598.74	9605.13	9597.87	9599.03	4711.0
2019-12-04 01:00:00	NQ	Futures	9599.32	9601.93	9594.96	9600.77	3484.0
2019-12-04 01:30:00	NQ	Futures	9601.06	9604.55	9600.77	9601.64	689.0

> showing 50 of 3,460 rows — these rows as CSV

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