PREVIEW / futures_30min / 2019-12-05

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-05.parquet
  size:    88 KB
  rows:    3,390

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
2019-12-05 00:00:00	ES	Futures	3379.9	3380.72	3378.82	3379.63	1967.0
2019-12-05 00:30:00	ES	Futures	3379.36	3379.63	3378.0	3378.82	3596.0
2019-12-05 01:00:00	ES	Futures	3378.82	3381.26	3378.27	3380.99	3198.0
2019-12-05 01:30:00	ES	Futures	3380.99	3382.89	3380.45	3382.62	2942.0
2019-12-05 02:00:00	ES	Futures	3382.62	3386.7	3380.72	3385.61	16891.0
2019-12-05 02:30:00	ES	Futures	3385.88	3389.14	3385.07	3388.05	8862.0
2019-12-05 03:00:00	ES	Futures	3388.05	3388.87	3382.89	3384.52	18770.0
2019-12-05 03:30:00	ES	Futures	3384.52	3387.51	3383.71	3386.7	9753.0
2019-12-05 04:00:00	ES	Futures	3386.42	3387.24	3382.62	3384.52	9236.0
2019-12-05 04:30:00	ES	Futures	3384.52	3389.14	3384.25	3388.87	5826.0
2019-12-05 05:00:00	ES	Futures	3388.6	3388.87	3386.97	3388.05	5078.0
2019-12-05 05:30:00	ES	Futures	3388.32	3394.57	3388.32	3392.13	19180.0
2019-12-05 06:00:00	ES	Futures	3392.13	3395.12	3391.31	3394.3	7517.0
2019-12-05 06:30:00	ES	Futures	3394.03	3394.84	3392.4	3392.67	7484.0
2019-12-05 07:00:00	ES	Futures	3392.4	3393.76	3391.04	3391.86	9144.0
2019-12-05 07:30:00	ES	Futures	3391.86	3391.86	3389.95	3391.04	8788.0
2019-12-05 08:00:00	ES	Futures	3390.77	3392.13	3387.24	3390.77	15665.0
2019-12-05 08:30:00	ES	Futures	3391.04	3392.13	3388.6	3389.68	15501.0
2019-12-05 09:00:00	ES	Futures	3389.95	3390.23	3387.51	3390.23	15080.0
2019-12-05 09:30:00	ES	Futures	3390.23	3390.23	3380.45	3381.26	142246.0
2019-12-05 10:00:00	ES	Futures	3381.26	3381.53	3371.76	3379.09	160938.0
2019-12-05 10:30:00	ES	Futures	3379.09	3381.81	3376.92	3380.18	102897.0
2019-12-05 11:00:00	ES	Futures	3380.18	3383.16	3378.27	3381.26	84449.0
2019-12-05 11:30:00	ES	Futures	3380.99	3381.81	3376.92	3379.36	58446.0
2019-12-05 12:00:00	ES	Futures	3379.36	3381.53	3377.73	3379.09	33099.0
2019-12-05 12:30:00	ES	Futures	3379.36	3379.36	3376.92	3379.36	33475.0
2019-12-05 13:00:00	ES	Futures	3379.09	3380.99	3378.0	3380.18	29598.0
2019-12-05 13:30:00	ES	Futures	3380.18	3384.25	3379.36	3382.62	42573.0
2019-12-05 14:00:00	ES	Futures	3382.62	3385.88	3381.53	3385.07	35598.0
2019-12-05 14:30:00	ES	Futures	3385.34	3387.24	3377.46	3382.89	88233.0
2019-12-05 15:00:00	ES	Futures	3382.89	3388.32	3382.35	3388.32	53158.0
2019-12-05 15:30:00	ES	Futures	3388.32	3389.41	3384.79	3387.78	93357.0
2019-12-05 16:00:00	ES	Futures	3387.78	3388.87	3386.15	3386.97	44746.0
2019-12-05 16:30:00	ES	Futures	3386.97	3388.05	3386.7	3387.78	4698.0
2019-12-05 18:00:00	ES	Futures	3387.51	3388.87	3386.7	3388.05	2802.0
2019-12-05 18:30:00	ES	Futures	3388.05	3389.41	3387.78	3388.32	2395.0
2019-12-05 19:00:00	ES	Futures	3388.6	3392.4	3388.32	3390.77	7934.0
2019-12-05 19:30:00	ES	Futures	3390.77	3393.49	3390.23	3392.4	5520.0
2019-12-05 20:00:00	ES	Futures	3392.4	3393.21	3391.31	3391.86	7133.0
2019-12-05 20:30:00	ES	Futures	3391.86	3392.4	3390.23	3391.86	4417.0
2019-12-05 21:00:00	ES	Futures	3392.13	3392.94	3390.77	3392.4	3002.0
2019-12-05 21:30:00	ES	Futures	3392.4	3392.67	3389.41	3389.95	3126.0
2019-12-05 22:00:00	ES	Futures	3389.68	3391.86	3389.14	3391.86	2504.0
2019-12-05 22:30:00	ES	Futures	3391.58	3392.4	3391.04	3391.86	1792.0
2019-12-05 23:00:00	ES	Futures	3391.86	3392.13	3391.31	3391.86	1039.0
2019-12-05 23:30:00	ES	Futures	3391.86	3392.13	3391.04	3391.31	1333.0
2019-12-05 00:00:00	NQ	Futures	9638.53	9641.15	9635.05	9636.5	1338.0
2019-12-05 00:30:00	NQ	Futures	9636.21	9636.5	9630.4	9633.6	2270.0
2019-12-05 01:00:00	NQ	Futures	9633.6	9643.76	9632.72	9643.18	2145.0
2019-12-05 01:30:00	NQ	Futures	9643.47	9648.12	9641.15	9647.25	1286.0

> showing 50 of 3,390 rows — these rows as CSV

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