PREVIEW / futures_30min / 2019-12-10

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-10.parquet
  size:    77 KB
  rows:    3,056

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
2019-12-10 00:00:00	ES	Futures	3407.61	3408.97	3407.34	3408.7	1891.0
2019-12-10 00:30:00	ES	Futures	3408.7	3408.97	3407.34	3408.15	2316.0
2019-12-10 01:00:00	ES	Futures	3408.15	3410.33	3407.88	3409.24	3169.0
2019-12-10 01:30:00	ES	Futures	3409.24	3409.24	3407.88	3408.43	1821.0
2019-12-10 02:00:00	ES	Futures	3408.43	3408.97	3407.61	3408.97	3801.0
2019-12-10 02:30:00	ES	Futures	3408.7	3410.06	3408.43	3408.7	3825.0
2019-12-10 03:00:00	ES	Futures	3408.7	3409.24	3402.99	3404.35	17508.0
2019-12-10 03:30:00	ES	Futures	3404.35	3404.35	3392.4	3395.39	24549.0
2019-12-10 04:00:00	ES	Futures	3395.39	3395.39	3391.58	3393.76	18151.0
2019-12-10 04:30:00	ES	Futures	3393.76	3395.39	3391.58	3393.76	16900.0
2019-12-10 05:00:00	ES	Futures	3393.76	3398.92	3393.21	3396.47	18652.0
2019-12-10 05:30:00	ES	Futures	3396.75	3397.56	3395.39	3395.93	8793.0
2019-12-10 06:00:00	ES	Futures	3395.93	3396.2	3385.88	3388.05	16060.0
2019-12-10 06:30:00	ES	Futures	3388.05	3396.2	3387.78	3395.66	15641.0
2019-12-10 07:00:00	ES	Futures	3395.66	3395.93	3393.21	3395.66	8827.0
2019-12-10 07:30:00	ES	Futures	3395.66	3396.2	3392.67	3393.49	12746.0
2019-12-10 08:00:00	ES	Futures	3393.21	3402.99	3392.67	3401.91	27535.0
2019-12-10 08:30:00	ES	Futures	3401.91	3413.86	3400.28	3409.24	107068.0
2019-12-10 09:00:00	ES	Futures	3409.24	3410.06	3406.52	3407.34	24093.0
2019-12-10 09:30:00	ES	Futures	3407.34	3407.61	3395.93	3403.54	192194.0
2019-12-10 10:00:00	ES	Futures	3403.54	3413.86	3402.72	3413.04	113558.0
2019-12-10 10:30:00	ES	Futures	3413.04	3413.86	3408.7	3412.5	73225.0
2019-12-10 11:00:00	ES	Futures	3412.23	3414.94	3404.35	3410.6	119634.0
2019-12-10 11:30:00	ES	Futures	3410.33	3411.96	3407.88	3408.7	43457.0
2019-12-10 12:00:00	ES	Futures	3408.7	3409.51	3404.89	3405.17	42363.0
2019-12-10 12:30:00	ES	Futures	3405.17	3409.51	3404.08	3408.15	41151.0
2019-12-10 13:00:00	ES	Futures	3408.43	3410.6	3407.88	3408.97	26830.0
2019-12-10 13:30:00	ES	Futures	3408.97	3408.97	3406.52	3407.07	21368.0
2019-12-10 14:00:00	ES	Futures	3407.34	3410.87	3406.52	3408.15	25852.0
2019-12-10 14:30:00	ES	Futures	3408.43	3409.78	3406.52	3407.88	22696.0
2019-12-10 15:00:00	ES	Futures	3408.15	3409.78	3404.89	3405.17	41714.0
2019-12-10 15:30:00	ES	Futures	3405.44	3405.44	3398.38	3403.81	135565.0
2019-12-10 16:00:00	ES	Futures	3403.81	3407.61	3403.81	3407.61	38155.0
2019-12-10 16:30:00	ES	Futures	3407.34	3408.7	3407.07	3408.43	5937.0
2019-12-10 18:00:00	ES	Futures	3406.8	3409.78	3405.44	3407.34	5013.0
2019-12-10 18:30:00	ES	Futures	3407.61	3407.61	3404.62	3405.17	3637.0
2019-12-10 19:00:00	ES	Futures	3405.44	3406.8	3404.62	3405.71	3947.0
2019-12-10 19:30:00	ES	Futures	3405.44	3406.25	3401.09	3403.26	7729.0
2019-12-10 20:00:00	ES	Futures	3402.99	3403.54	3401.09	3401.36	4164.0
2019-12-10 20:30:00	ES	Futures	3401.63	3403.81	3400.28	3402.45	4957.0
2019-12-10 21:00:00	ES	Futures	3402.45	3403.81	3401.91	3403.54	2693.0
2019-12-10 21:30:00	ES	Futures	3403.81	3404.62	3402.72	3404.62	2387.0
2019-12-10 22:00:00	ES	Futures	3404.35	3405.98	3403.81	3405.44	2052.0
2019-12-10 22:30:00	ES	Futures	3405.44	3405.98	3404.62	3405.71	1700.0
2019-12-10 23:00:00	ES	Futures	3405.71	3406.8	3404.89	3406.8	2073.0
2019-12-10 23:30:00	ES	Futures	3406.52	3406.8	3404.62	3404.89	1554.0
2019-12-10 00:00:00	NQ	Futures	9719.58	9724.81	9718.71	9723.94	673.0
2019-12-10 00:30:00	NQ	Futures	9723.94	9724.23	9719.29	9722.49	975.0
2019-12-10 01:00:00	NQ	Futures	9722.2	9730.62	9721.62	9726.55	1529.0
2019-12-10 01:30:00	NQ	Futures	9726.84	9727.43	9722.49	9722.78	944.0

> showing 50 of 3,056 rows — these rows as CSV

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