PREVIEW / futures_30min / 2019-12-09

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-09.parquet
  size:    81 KB
  rows:    3,360

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
2019-12-09 00:00:00	ES	Futures	3413.04	3413.31	3411.69	3412.5	1978.0
2019-12-09 00:30:00	ES	Futures	3412.5	3413.31	3412.23	3413.04	1625.0
2019-12-09 01:00:00	ES	Futures	3413.04	3414.4	3412.23	3414.4	2914.0
2019-12-09 01:30:00	ES	Futures	3414.13	3416.03	3413.31	3415.76	3347.0
2019-12-09 02:00:00	ES	Futures	3415.49	3416.03	3414.94	3416.03	3209.0
2019-12-09 02:30:00	ES	Futures	3416.03	3417.66	3415.49	3416.85	4836.0
2019-12-09 03:00:00	ES	Futures	3416.85	3417.66	3415.22	3416.57	14012.0
2019-12-09 03:30:00	ES	Futures	3416.3	3417.12	3414.94	3414.94	5964.0
2019-12-09 04:00:00	ES	Futures	3414.94	3414.94	3411.69	3413.59	9636.0
2019-12-09 04:30:00	ES	Futures	3413.31	3415.22	3413.04	3415.22	3735.0
2019-12-09 05:00:00	ES	Futures	3414.94	3416.57	3414.13	3416.03	4887.0
2019-12-09 05:30:00	ES	Futures	3416.03	3417.66	3415.22	3417.39	3598.0
2019-12-09 06:00:00	ES	Futures	3417.39	3417.66	3414.67	3416.03	3352.0
2019-12-09 06:30:00	ES	Futures	3416.03	3416.57	3412.5	3413.31	6498.0
2019-12-09 07:00:00	ES	Futures	3413.31	3416.57	3413.04	3416.3	5283.0
2019-12-09 07:30:00	ES	Futures	3416.57	3416.85	3415.49	3415.49	5610.0
2019-12-09 08:00:00	ES	Futures	3415.22	3416.57	3414.94	3415.22	6214.0
2019-12-09 08:30:00	ES	Futures	3414.94	3415.49	3413.86	3414.67	8095.0
2019-12-09 09:00:00	ES	Futures	3414.4	3415.22	3412.77	3413.86	11055.0
2019-12-09 09:30:00	ES	Futures	3413.86	3421.46	3413.31	3419.56	126881.0
2019-12-09 10:00:00	ES	Futures	3419.83	3422.01	3419.56	3419.56	77697.0
2019-12-09 10:30:00	ES	Futures	3419.56	3421.46	3418.48	3420.11	55940.0
2019-12-09 11:00:00	ES	Futures	3420.38	3420.38	3416.03	3417.66	59508.0
2019-12-09 11:30:00	ES	Futures	3417.93	3417.93	3415.22	3415.49	44040.0
2019-12-09 12:00:00	ES	Futures	3415.76	3416.85	3414.13	3415.22	39420.0
2019-12-09 12:30:00	ES	Futures	3414.94	3415.76	3412.5	3414.94	36980.0
2019-12-09 13:00:00	ES	Futures	3414.67	3415.49	3412.5	3413.31	30914.0
2019-12-09 13:30:00	ES	Futures	3413.59	3414.94	3412.5	3413.86	35198.0
2019-12-09 14:00:00	ES	Futures	3413.86	3414.13	3408.43	3410.6	65367.0
2019-12-09 14:30:00	ES	Futures	3410.6	3413.04	3410.06	3412.23	36133.0
2019-12-09 15:00:00	ES	Futures	3412.5	3414.13	3411.14	3413.31	42303.0
2019-12-09 15:30:00	ES	Futures	3413.31	3413.59	3406.8	3407.88	149870.0
2019-12-09 16:00:00	ES	Futures	3407.88	3408.15	3403.81	3405.71	72027.0
2019-12-09 16:30:00	ES	Futures	3405.44	3405.71	3402.18	3404.08	11804.0
2019-12-09 18:00:00	ES	Futures	3404.62	3405.71	3404.35	3404.62	4002.0
2019-12-09 18:30:00	ES	Futures	3404.89	3407.34	3404.89	3406.25	4605.0
2019-12-09 19:00:00	ES	Futures	3406.25	3407.88	3404.08	3405.17	8056.0
2019-12-09 19:30:00	ES	Futures	3405.17	3406.8	3404.89	3405.17	5955.0
2019-12-09 20:00:00	ES	Futures	3405.17	3405.98	3403.26	3404.35	6590.0
2019-12-09 20:30:00	ES	Futures	3404.08	3407.07	3404.08	3405.17	8511.0
2019-12-09 21:00:00	ES	Futures	3405.17	3408.43	3405.17	3408.43	5262.0
2019-12-09 21:30:00	ES	Futures	3408.43	3409.51	3408.15	3409.24	4187.0
2019-12-09 22:00:00	ES	Futures	3409.24	3409.78	3407.88	3409.24	3037.0
2019-12-09 22:30:00	ES	Futures	3409.24	3410.06	3408.7	3408.7	2924.0
2019-12-09 23:00:00	ES	Futures	3408.7	3408.97	3407.34	3407.34	1871.0
2019-12-09 23:30:00	ES	Futures	3407.61	3408.97	3407.34	3407.34	3307.0
2019-12-09 00:00:00	NQ	Futures	9744.56	9745.73	9741.37	9743.69	772.0
2019-12-09 00:30:00	NQ	Futures	9743.69	9746.31	9743.4	9745.44	461.0
2019-12-09 01:00:00	NQ	Futures	9745.44	9748.92	9742.24	9747.76	931.0
2019-12-09 01:30:00	NQ	Futures	9747.47	9754.15	9744.56	9751.54	1500.0

> showing 50 of 3,360 rows — these rows as CSV

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