PREVIEW / futures_30min / 2019-12-16

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-16.parquet
  size:    90 KB
  rows:    3,445

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
2019-12-16 00:00:00	ES	Futures	3451.6	3451.6	3450.8	3451.1	1883.0
2019-12-16 00:30:00	ES	Futures	3451.1	3451.3	3450.2	3450.2	1254.0
2019-12-16 01:00:00	ES	Futures	3450.2	3452.4	3448.9	3451.6	4216.0
2019-12-16 01:30:00	ES	Futures	3451.3	3452.7	3450.5	3451.1	3389.0
2019-12-16 02:00:00	ES	Futures	3451.3	3452.7	3450.0	3450.5	4936.0
2019-12-16 02:30:00	ES	Futures	3450.5	3451.1	3450.0	3450.0	3858.0
2019-12-16 03:00:00	ES	Futures	3450.2	3453.8	3450.0	3452.7	19285.0
2019-12-16 03:30:00	ES	Futures	3452.4	3454.6	3451.6	3453.0	9863.0
2019-12-16 04:00:00	ES	Futures	3453.0	3453.2	3451.3	3452.4	6028.0
2019-12-16 04:30:00	ES	Futures	3452.4	3453.5	3451.1	3453.0	4226.0
2019-12-16 05:00:00	ES	Futures	3453.0	3453.2	3450.8	3452.1	3267.0
2019-12-16 05:30:00	ES	Futures	3452.1	3453.5	3450.8	3451.9	3726.0
2019-12-16 06:00:00	ES	Futures	3452.1	3455.1	3452.1	3454.3	7162.0
2019-12-16 06:30:00	ES	Futures	3454.3	3455.7	3453.5	3453.5	4814.0
2019-12-16 07:00:00	ES	Futures	3453.5	3455.7	3453.5	3455.4	8711.0
2019-12-16 07:30:00	ES	Futures	3455.4	3457.6	3455.1	3457.3	11745.0
2019-12-16 08:00:00	ES	Futures	3457.3	3458.9	3457.0	3457.0	10039.0
2019-12-16 08:30:00	ES	Futures	3457.3	3461.1	3457.3	3460.3	14543.0
2019-12-16 09:00:00	ES	Futures	3460.5	3461.6	3459.7	3459.7	22218.0
2019-12-16 09:30:00	ES	Futures	3460.0	3465.7	3459.7	3462.4	166521.0
2019-12-16 10:00:00	ES	Futures	3462.7	3469.8	3462.2	3468.1	101210.0
2019-12-16 10:30:00	ES	Futures	3468.4	3469.8	3467.0	3467.6	62531.0
2019-12-16 11:00:00	ES	Futures	3467.9	3468.9	3466.2	3468.4	53481.0
2019-12-16 11:30:00	ES	Futures	3468.4	3470.0	3467.3	3469.8	37643.0
2019-12-16 12:00:00	ES	Futures	3469.8	3471.1	3468.9	3470.0	28422.0
2019-12-16 12:30:00	ES	Futures	3470.3	3470.6	3469.2	3469.5	17549.0
2019-12-16 13:00:00	ES	Futures	3469.5	3470.3	3468.7	3469.5	19554.0
2019-12-16 13:30:00	ES	Futures	3469.5	3471.4	3468.1	3470.3	22608.0
2019-12-16 14:00:00	ES	Futures	3470.6	3471.4	3466.8	3467.0	32844.0
2019-12-16 14:30:00	ES	Futures	3467.0	3468.1	3466.0	3466.2	31275.0
2019-12-16 15:00:00	ES	Futures	3466.2	3468.9	3465.7	3466.8	44197.0
2019-12-16 15:30:00	ES	Futures	3466.8	3468.9	3464.1	3464.3	122915.0
2019-12-16 16:00:00	ES	Futures	3464.1	3467.9	3463.5	3467.0	49896.0
2019-12-16 16:30:00	ES	Futures	3467.3	3468.7	3466.0	3466.2	7719.0
2019-12-16 18:00:00	ES	Futures	3464.9	3466.2	3464.3	3465.4	3075.0
2019-12-16 18:30:00	ES	Futures	3465.2	3465.2	3462.7	3463.0	4813.0
2019-12-16 19:00:00	ES	Futures	3462.7	3463.8	3461.1	3462.2	5747.0
2019-12-16 19:30:00	ES	Futures	3462.2	3463.0	3461.4	3462.2	2185.0
2019-12-16 20:00:00	ES	Futures	3462.2	3463.3	3461.6	3463.3	3026.0
2019-12-16 20:30:00	ES	Futures	3463.3	3464.3	3462.2	3463.0	4501.0
2019-12-16 21:00:00	ES	Futures	3463.0	3463.5	3461.6	3463.5	2865.0
2019-12-16 21:30:00	ES	Futures	3463.5	3465.2	3463.3	3465.2	2206.0
2019-12-16 22:00:00	ES	Futures	3464.9	3466.0	3464.6	3465.4	2160.0
2019-12-16 22:30:00	ES	Futures	3465.7	3467.0	3465.2	3466.8	2322.0
2019-12-16 23:00:00	ES	Futures	3466.5	3467.6	3466.5	3467.6	1906.0
2019-12-16 23:30:00	ES	Futures	3467.6	3468.7	3466.2	3466.5	3525.0
2019-12-16 00:00:00	NQ	Futures	9885.97	9886.83	9883.94	9885.1	548.0
2019-12-16 00:30:00	NQ	Futures	9884.81	9886.26	9881.63	9882.21	505.0
2019-12-16 01:00:00	NQ	Futures	9882.21	9889.15	9878.74	9886.54	1727.0
2019-12-16 01:30:00	NQ	Futures	9886.26	9893.77	9884.52	9890.02	1505.0

> showing 50 of 3,445 rows — these rows as CSV

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