PREVIEW / futures_30min / 2019-12-13

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-13.parquet
  size:    79 KB
  rows:    2,794

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
2019-12-13 00:00:00	ES	Futures	3455.15	3456.23	3454.06	3455.69	1888.0
2019-12-13 00:30:00	ES	Futures	3455.69	3457.32	3455.42	3455.42	3034.0
2019-12-13 01:00:00	ES	Futures	3455.69	3457.32	3454.6	3454.6	3982.0
2019-12-13 01:30:00	ES	Futures	3454.6	3457.6	3454.3	3456.2	3440.0
2019-12-13 02:00:00	ES	Futures	3456.2	3458.4	3454.1	3456.0	6789.0
2019-12-13 02:30:00	ES	Futures	3456.0	3457.0	3454.3	3457.0	5671.0
2019-12-13 03:00:00	ES	Futures	3457.0	3457.6	3452.7	3456.8	13415.0
2019-12-13 03:30:00	ES	Futures	3456.8	3457.6	3454.3	3455.7	12429.0
2019-12-13 04:00:00	ES	Futures	3455.4	3457.6	3454.3	3456.5	12034.0
2019-12-13 04:30:00	ES	Futures	3456.2	3457.0	3454.9	3457.0	5516.0
2019-12-13 05:00:00	ES	Futures	3457.0	3459.2	3456.8	3458.9	5763.0
2019-12-13 05:30:00	ES	Futures	3458.9	3460.6	3458.7	3459.5	7485.0
2019-12-13 06:00:00	ES	Futures	3459.8	3459.8	3456.0	3456.2	7905.0
2019-12-13 06:30:00	ES	Futures	3456.2	3457.3	3454.6	3456.0	9150.0
2019-12-13 07:00:00	ES	Futures	3455.7	3456.2	3452.4	3453.0	7856.0
2019-12-13 07:30:00	ES	Futures	3453.0	3455.4	3436.1	3445.4	39141.0
2019-12-13 08:00:00	ES	Futures	3445.4	3451.1	3442.4	3450.3	34622.0
2019-12-13 08:30:00	ES	Futures	3450.0	3454.9	3448.4	3451.6	21825.0
2019-12-13 09:00:00	ES	Futures	3451.6	3451.6	3433.4	3439.4	109737.0
2019-12-13 09:30:00	ES	Futures	3439.4	3446.2	3433.7	3444.0	101002.0
2019-12-13 10:00:00	ES	Futures	3444.3	3459.5	3440.5	3448.1	154514.0
2019-12-13 10:30:00	ES	Futures	3448.1	3448.1	3435.6	3435.9	113834.0
2019-12-13 11:00:00	ES	Futures	3435.9	3443.2	3429.9	3431.0	67947.0
2019-12-13 11:30:00	ES	Futures	3430.7	3442.4	3430.4	3442.1	45175.0
2019-12-13 12:00:00	ES	Futures	3442.1	3444.6	3439.9	3444.0	34767.0
2019-12-13 12:30:00	ES	Futures	3444.0	3446.7	3442.1	3446.5	27542.0
2019-12-13 13:00:00	ES	Futures	3446.2	3447.0	3444.3	3444.3	15518.0
2019-12-13 13:30:00	ES	Futures	3444.3	3446.7	3443.2	3445.6	23569.0
2019-12-13 14:00:00	ES	Futures	3445.6	3446.5	3443.7	3444.0	18001.0
2019-12-13 14:30:00	ES	Futures	3444.0	3445.1	3441.8	3444.3	17681.0
2019-12-13 15:00:00	ES	Futures	3444.0	3445.4	3442.7	3442.9	20013.0
2019-12-13 15:30:00	ES	Futures	3442.9	3446.5	3442.4	3444.0	68102.0
2019-12-13 16:00:00	ES	Futures	3444.0	3447.0	3443.5	3446.5	31554.0
2019-12-13 16:30:00	ES	Futures	3446.2	3447.0	3445.6	3446.5	3719.0
2019-12-13 00:00:00	NQ	Futures	9884.87	9888.65	9881.97	9887.78	759.0
2019-12-13 00:30:00	NQ	Futures	9887.49	9893.88	9887.49	9887.78	917.0
2019-12-13 01:00:00	NQ	Futures	9888.07	9895.91	9883.71	9888.07	1238.0
2019-12-13 01:30:00	NQ	Futures	9888.07	9895.04	9886.91	9891.55	1184.0
2019-12-13 02:00:00	NQ	Futures	9891.26	9895.33	9882.55	9889.23	2548.0
2019-12-13 02:30:00	NQ	Futures	9888.94	9892.43	9884.58	9891.26	1516.0
2019-12-13 03:00:00	NQ	Futures	9892.43	9893.3	9876.45	9890.97	3626.0
2019-12-13 03:30:00	NQ	Futures	9891.26	9895.33	9884.0	9888.07	2800.0
2019-12-13 04:00:00	NQ	Futures	9888.07	9892.43	9883.42	9889.52	2811.0
2019-12-13 04:30:00	NQ	Futures	9889.52	9890.68	9882.55	9890.1	2452.0
2019-12-13 05:00:00	NQ	Futures	9889.52	9897.36	9888.36	9897.07	1242.0
2019-12-13 05:30:00	NQ	Futures	9896.78	9904.34	9896.2	9899.98	3070.0
2019-12-13 06:00:00	NQ	Futures	9899.4	9901.14	9888.36	9888.94	2216.0
2019-12-13 06:30:00	NQ	Futures	9888.65	9893.59	9883.13	9888.07	1472.0
2019-12-13 07:00:00	NQ	Futures	9887.49	9888.07	9871.8	9875.0	2318.0
2019-12-13 07:30:00	NQ	Futures	9875.0	9886.03	9820.96	9853.5	7811.0

> showing 50 of 2,794 rows — these rows as CSV

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