PREVIEW / futures_30min / 2019-12-06

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-06.parquet
  size:    76 KB
  rows:    2,761

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
2019-12-06 00:00:00	ES	Futures	3391.31	3392.13	3391.04	3391.04	1516.0
2019-12-06 00:30:00	ES	Futures	3391.04	3391.31	3389.68	3390.5	2100.0
2019-12-06 01:00:00	ES	Futures	3390.23	3398.1	3390.23	3395.93	14313.0
2019-12-06 01:30:00	ES	Futures	3395.66	3395.93	3394.03	3394.57	5072.0
2019-12-06 02:00:00	ES	Futures	3394.57	3395.66	3392.94	3394.84	7316.0
2019-12-06 02:30:00	ES	Futures	3395.12	3395.39	3393.76	3394.3	5806.0
2019-12-06 03:00:00	ES	Futures	3394.03	3395.39	3392.4	3392.67	10367.0
2019-12-06 03:30:00	ES	Futures	3392.67	3395.12	3391.31	3394.84	7126.0
2019-12-06 04:00:00	ES	Futures	3394.84	3395.93	3394.03	3394.84	4977.0
2019-12-06 04:30:00	ES	Futures	3394.57	3397.02	3394.57	3395.93	4491.0
2019-12-06 05:00:00	ES	Futures	3395.93	3396.2	3394.03	3394.3	4274.0
2019-12-06 05:30:00	ES	Futures	3394.3	3395.93	3393.76	3394.57	4392.0
2019-12-06 06:00:00	ES	Futures	3394.3	3396.75	3394.03	3396.2	4369.0
2019-12-06 06:30:00	ES	Futures	3396.2	3397.02	3395.39	3396.47	6596.0
2019-12-06 07:00:00	ES	Futures	3396.47	3396.75	3393.21	3393.21	6987.0
2019-12-06 07:30:00	ES	Futures	3393.49	3394.3	3392.94	3394.03	6259.0
2019-12-06 08:00:00	ES	Futures	3393.76	3394.57	3392.67	3392.94	7361.0
2019-12-06 08:30:00	ES	Futures	3392.94	3410.6	3390.23	3408.7	97601.0
2019-12-06 09:00:00	ES	Futures	3408.7	3411.14	3407.88	3410.06	31838.0
2019-12-06 09:30:00	ES	Futures	3410.33	3416.85	3410.06	3416.03	207818.0
2019-12-06 10:00:00	ES	Futures	3415.76	3419.02	3414.13	3416.3	130408.0
2019-12-06 10:30:00	ES	Futures	3416.3	3420.65	3414.4	3419.29	72662.0
2019-12-06 11:00:00	ES	Futures	3419.02	3422.01	3418.48	3421.74	55492.0
2019-12-06 11:30:00	ES	Futures	3421.74	3423.09	3420.65	3421.46	44320.0
2019-12-06 12:00:00	ES	Futures	3421.46	3422.28	3420.38	3422.01	38325.0
2019-12-06 12:30:00	ES	Futures	3422.01	3423.37	3421.19	3422.55	26725.0
2019-12-06 13:00:00	ES	Futures	3422.55	3423.64	3421.46	3422.28	27662.0
2019-12-06 13:30:00	ES	Futures	3422.28	3423.09	3420.92	3420.92	27892.0
2019-12-06 14:00:00	ES	Futures	3421.19	3422.01	3419.29	3421.46	28743.0
2019-12-06 14:30:00	ES	Futures	3421.19	3421.46	3419.29	3419.83	25332.0
2019-12-06 15:00:00	ES	Futures	3419.56	3420.38	3418.2	3419.56	36313.0
2019-12-06 15:30:00	ES	Futures	3419.83	3423.09	3416.3	3418.2	150261.0
2019-12-06 16:00:00	ES	Futures	3418.48	3419.02	3417.12	3418.75	57659.0
2019-12-06 16:30:00	ES	Futures	3418.2	3419.29	3417.93	3418.75	6734.0
2019-12-06 00:00:00	NQ	Futures	9670.78	9673.39	9669.33	9671.07	648.0
2019-12-06 00:30:00	NQ	Futures	9670.49	9670.78	9665.55	9667.58	823.0
2019-12-06 01:00:00	NQ	Futures	9667.29	9697.21	9667.0	9688.79	5702.0
2019-12-06 01:30:00	NQ	Futures	9688.79	9690.53	9682.98	9685.3	1813.0
2019-12-06 02:00:00	NQ	Futures	9685.3	9689.37	9679.49	9686.47	3070.0
2019-12-06 02:30:00	NQ	Futures	9686.76	9687.63	9682.4	9685.3	2659.0
2019-12-06 03:00:00	NQ	Futures	9685.3	9689.37	9679.2	9679.78	3673.0
2019-12-06 03:30:00	NQ	Futures	9679.78	9687.63	9676.01	9687.05	2663.0
2019-12-06 04:00:00	NQ	Futures	9687.05	9691.4	9684.72	9688.79	2094.0
2019-12-06 04:30:00	NQ	Futures	9688.5	9695.18	9686.47	9691.11	1821.0
2019-12-06 05:00:00	NQ	Futures	9691.11	9692.28	9685.3	9686.76	1620.0
2019-12-06 05:30:00	NQ	Futures	9686.18	9693.44	9685.3	9687.63	1573.0
2019-12-06 06:00:00	NQ	Futures	9687.63	9693.73	9686.76	9691.4	1318.0
2019-12-06 06:30:00	NQ	Futures	9691.99	9694.89	9689.37	9694.31	1668.0
2019-12-06 07:00:00	NQ	Futures	9694.31	9694.89	9679.2	9682.69	2725.0
2019-12-06 07:30:00	NQ	Futures	9682.69	9685.88	9681.24	9685.01	1983.0

> showing 50 of 2,761 rows — these rows as CSV

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