PREVIEW / futures_30min / 2019-12-12

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-12.parquet
  size:    94 KB
  rows:    3,330

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
2019-12-12 00:00:00	ES	Futures	3418.48	3418.75	3417.66	3417.66	2174.0
2019-12-12 00:30:00	ES	Futures	3417.93	3418.75	3417.12	3417.12	2962.0
2019-12-12 01:00:00	ES	Futures	3417.39	3419.29	3416.85	3418.48	3846.0
2019-12-12 01:30:00	ES	Futures	3418.48	3419.83	3418.48	3419.29	2281.0
2019-12-12 02:00:00	ES	Futures	3419.02	3419.83	3418.2	3418.2	4097.0
2019-12-12 02:30:00	ES	Futures	3418.48	3419.29	3417.39	3418.2	4376.0
2019-12-12 03:00:00	ES	Futures	3418.2	3421.46	3417.66	3418.75	13193.0
2019-12-12 03:30:00	ES	Futures	3419.02	3421.46	3418.48	3420.92	7631.0
2019-12-12 04:00:00	ES	Futures	3420.65	3422.01	3418.75	3421.74	8759.0
2019-12-12 04:30:00	ES	Futures	3421.46	3423.37	3420.92	3421.46	7546.0
2019-12-12 05:00:00	ES	Futures	3421.74	3422.55	3418.2	3419.02	11425.0
2019-12-12 05:30:00	ES	Futures	3419.02	3419.29	3416.3	3417.39	8104.0
2019-12-12 06:00:00	ES	Futures	3417.39	3419.02	3417.12	3417.12	5159.0
2019-12-12 06:30:00	ES	Futures	3417.39	3418.75	3416.3	3418.75	4306.0
2019-12-12 07:00:00	ES	Futures	3418.48	3418.75	3414.4	3416.03	7004.0
2019-12-12 07:30:00	ES	Futures	3416.03	3417.12	3414.4	3414.94	6597.0
2019-12-12 08:00:00	ES	Futures	3414.94	3415.76	3409.78	3413.04	24760.0
2019-12-12 08:30:00	ES	Futures	3413.04	3414.4	3408.7	3413.31	28082.0
2019-12-12 09:00:00	ES	Futures	3413.04	3414.94	3411.96	3413.31	19942.0
2019-12-12 09:30:00	ES	Futures	3413.31	3439.93	3410.33	3439.66	347390.0
2019-12-12 10:00:00	ES	Futures	3439.66	3452.43	3439.66	3449.44	240492.0
2019-12-12 10:30:00	ES	Futures	3449.17	3449.99	3438.58	3445.1	118658.0
2019-12-12 11:00:00	ES	Futures	3445.1	3445.64	3434.5	3434.77	93218.0
2019-12-12 11:30:00	ES	Futures	3435.05	3437.49	3426.08	3432.33	123243.0
2019-12-12 12:00:00	ES	Futures	3432.33	3432.33	3422.82	3425.54	94809.0
2019-12-12 12:30:00	ES	Futures	3425.81	3434.5	3425.27	3430.16	77902.0
2019-12-12 13:00:00	ES	Futures	3430.43	3436.13	3429.88	3433.69	49172.0
2019-12-12 13:30:00	ES	Futures	3433.42	3434.5	3430.43	3432.6	29592.0
2019-12-12 14:00:00	ES	Futures	3432.6	3434.23	3427.71	3430.43	55332.0
2019-12-12 14:30:00	ES	Futures	3430.43	3444.82	3429.07	3438.03	149931.0
2019-12-12 15:00:00	ES	Futures	3438.03	3443.19	3436.95	3442.92	65219.0
2019-12-12 15:30:00	ES	Futures	3442.92	3448.63	3438.58	3442.38	169872.0
2019-12-12 16:00:00	ES	Futures	3442.38	3442.65	3437.49	3441.56	66061.0
2019-12-12 16:30:00	ES	Futures	3442.38	3445.1	3441.56	3444.01	13618.0
2019-12-12 18:00:00	ES	Futures	3450.53	3456.23	3449.17	3453.52	13763.0
2019-12-12 18:30:00	ES	Futures	3453.79	3458.13	3452.97	3455.96	5788.0
2019-12-12 19:00:00	ES	Futures	3455.96	3457.05	3450.8	3454.06	11613.0
2019-12-12 19:30:00	ES	Futures	3454.33	3456.78	3452.43	3456.78	4778.0
2019-12-12 20:00:00	ES	Futures	3456.78	3458.41	3455.15	3457.59	6660.0
2019-12-12 20:30:00	ES	Futures	3457.32	3458.13	3455.69	3456.23	5420.0
2019-12-12 21:00:00	ES	Futures	3456.5	3457.59	3455.69	3456.5	4630.0
2019-12-12 21:30:00	ES	Futures	3456.5	3457.05	3455.15	3456.23	3422.0
2019-12-12 22:00:00	ES	Futures	3455.96	3460.31	3455.96	3457.86	6857.0
2019-12-12 22:30:00	ES	Futures	3457.86	3457.86	3454.6	3454.87	4346.0
2019-12-12 23:00:00	ES	Futures	3454.87	3455.69	3454.6	3455.42	1287.0
2019-12-12 23:30:00	ES	Futures	3455.15	3455.69	3454.87	3455.15	1029.0
2019-12-12 00:00:00	NQ	Futures	9775.94	9776.52	9773.32	9774.49	653.0
2019-12-12 00:30:00	NQ	Futures	9774.19	9776.52	9773.32	9773.32	556.0
2019-12-12 01:00:00	NQ	Futures	9773.32	9777.68	9772.16	9775.36	1132.0
2019-12-12 01:30:00	NQ	Futures	9775.65	9781.46	9775.36	9780.59	1307.0

> showing 50 of 3,330 rows — these rows as CSV

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