PREVIEW / futures_30min / 2019-12-11

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-11.parquet
  size:    80 KB
  rows:    3,101

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
2019-12-11 00:00:00	ES	Futures	3404.89	3406.25	3404.35	3404.89	1832.0
2019-12-11 00:30:00	ES	Futures	3404.62	3407.34	3404.62	3407.07	2278.0
2019-12-11 01:00:00	ES	Futures	3407.07	3407.88	3405.71	3406.25	2812.0
2019-12-11 01:30:00	ES	Futures	3406.25	3407.88	3406.25	3407.07	1192.0
2019-12-11 02:00:00	ES	Futures	3407.34	3408.15	3406.25	3406.8	2868.0
2019-12-11 02:30:00	ES	Futures	3406.52	3406.8	3404.08	3405.17	5733.0
2019-12-11 03:00:00	ES	Futures	3405.44	3415.49	3404.62	3411.14	26216.0
2019-12-11 03:30:00	ES	Futures	3411.14	3412.23	3403.26	3403.26	16536.0
2019-12-11 04:00:00	ES	Futures	3403.26	3406.52	3402.18	3405.17	10064.0
2019-12-11 04:30:00	ES	Futures	3405.17	3406.8	3403.26	3405.44	7519.0
2019-12-11 05:00:00	ES	Futures	3405.71	3407.61	3405.44	3405.98	6953.0
2019-12-11 05:30:00	ES	Futures	3405.98	3405.98	3403.54	3405.98	5397.0
2019-12-11 06:00:00	ES	Futures	3405.98	3407.34	3404.08	3404.89	4765.0
2019-12-11 06:30:00	ES	Futures	3405.17	3408.97	3404.89	3408.43	6670.0
2019-12-11 07:00:00	ES	Futures	3408.7	3409.51	3407.07	3407.34	8055.0
2019-12-11 07:30:00	ES	Futures	3407.61	3411.14	3407.34	3409.78	7443.0
2019-12-11 08:00:00	ES	Futures	3409.78	3411.41	3409.51	3410.6	12292.0
2019-12-11 08:30:00	ES	Futures	3410.87	3413.04	3409.24	3411.96	11821.0
2019-12-11 09:00:00	ES	Futures	3411.96	3412.5	3408.97	3409.51	16849.0
2019-12-11 09:30:00	ES	Futures	3409.24	3414.13	3405.71	3413.86	115194.0
2019-12-11 10:00:00	ES	Futures	3413.86	3414.94	3410.87	3411.69	65663.0
2019-12-11 10:30:00	ES	Futures	3411.41	3411.69	3407.07	3407.61	61767.0
2019-12-11 11:00:00	ES	Futures	3407.61	3409.24	3404.89	3408.43	59861.0
2019-12-11 11:30:00	ES	Futures	3408.43	3410.06	3405.44	3406.25	43222.0
2019-12-11 12:00:00	ES	Futures	3406.25	3407.61	3405.17	3405.98	32453.0
2019-12-11 12:30:00	ES	Futures	3405.98	3407.34	3404.89	3406.8	24240.0
2019-12-11 13:00:00	ES	Futures	3406.8	3407.61	3405.44	3407.07	22049.0
2019-12-11 13:30:00	ES	Futures	3407.07	3407.88	3404.62	3407.61	25026.0
2019-12-11 14:00:00	ES	Futures	3407.61	3413.59	3405.98	3411.69	58455.0
2019-12-11 14:30:00	ES	Futures	3411.41	3416.3	3410.06	3416.03	87486.0
2019-12-11 15:00:00	ES	Futures	3416.03	3416.57	3410.87	3413.31	68142.0
2019-12-11 15:30:00	ES	Futures	3413.31	3416.03	3409.78	3413.59	133103.0
2019-12-11 16:00:00	ES	Futures	3413.59	3415.49	3412.23	3415.22	40436.0
2019-12-11 16:30:00	ES	Futures	3414.67	3416.57	3414.4	3416.3	6184.0
2019-12-11 18:00:00	ES	Futures	3416.03	3417.12	3415.49	3417.12	3033.0
2019-12-11 18:30:00	ES	Futures	3417.12	3418.48	3416.85	3418.2	2662.0
2019-12-11 19:00:00	ES	Futures	3418.2	3418.48	3415.49	3416.03	7813.0
2019-12-11 19:30:00	ES	Futures	3416.03	3416.3	3414.67	3416.03	3394.0
2019-12-11 20:00:00	ES	Futures	3416.03	3419.29	3415.76	3419.02	5638.0
2019-12-11 20:30:00	ES	Futures	3419.02	3419.56	3418.2	3419.02	4818.0
2019-12-11 21:00:00	ES	Futures	3419.02	3419.02	3417.93	3418.75	3580.0
2019-12-11 21:30:00	ES	Futures	3418.48	3420.11	3418.2	3418.75	3804.0
2019-12-11 22:00:00	ES	Futures	3418.48	3419.02	3417.66	3418.75	1888.0
2019-12-11 22:30:00	ES	Futures	3418.48	3419.02	3417.66	3418.48	1742.0
2019-12-11 23:00:00	ES	Futures	3418.48	3419.02	3418.2	3418.75	991.0
2019-12-11 23:30:00	ES	Futures	3418.75	3419.02	3418.48	3418.48	646.0
2019-12-11 00:00:00	NQ	Futures	9713.48	9717.55	9711.16	9712.61	850.0
2019-12-11 00:30:00	NQ	Futures	9712.9	9721.33	9712.9	9719.87	1072.0
2019-12-11 01:00:00	NQ	Futures	9719.87	9723.36	9716.1	9719.58	1162.0
2019-12-11 01:30:00	NQ	Futures	9719.29	9725.1	9719.29	9723.36	1041.0

> showing 50 of 3,101 rows — these rows as CSV

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