PREVIEW / futures_30min / 2019-12-17

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-17.parquet
  size:    86 KB
  rows:    3,474

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
2019-12-17 00:00:00	ES	Futures	3466.5	3468.4	3466.5	3468.1	1717.0
2019-12-17 00:30:00	ES	Futures	3468.1	3469.8	3467.9	3469.5	3133.0
2019-12-17 01:00:00	ES	Futures	3469.5	3469.8	3468.4	3468.9	1922.0
2019-12-17 01:30:00	ES	Futures	3468.9	3469.2	3468.1	3468.4	2014.0
2019-12-17 02:00:00	ES	Futures	3468.4	3469.8	3468.1	3469.5	3885.0
2019-12-17 02:30:00	ES	Futures	3469.8	3471.1	3469.2	3469.5	5584.0
2019-12-17 03:00:00	ES	Futures	3469.8	3470.3	3464.1	3464.9	10851.0
2019-12-17 03:30:00	ES	Futures	3465.2	3466.0	3463.5	3466.0	5354.0
2019-12-17 04:00:00	ES	Futures	3466.0	3466.5	3463.3	3463.5	4702.0
2019-12-17 04:30:00	ES	Futures	3463.5	3465.4	3463.5	3465.4	4433.0
2019-12-17 05:00:00	ES	Futures	3465.4	3466.2	3464.6	3465.2	4576.0
2019-12-17 05:30:00	ES	Futures	3465.2	3465.2	3460.0	3462.7	8159.0
2019-12-17 06:00:00	ES	Futures	3463.0	3463.5	3460.3	3463.5	6088.0
2019-12-17 06:30:00	ES	Futures	3463.3	3464.9	3462.4	3464.9	3531.0
2019-12-17 07:00:00	ES	Futures	3464.6	3467.3	3464.3	3466.8	5127.0
2019-12-17 07:30:00	ES	Futures	3466.5	3467.9	3466.0	3466.2	6482.0
2019-12-17 08:00:00	ES	Futures	3466.2	3468.4	3464.3	3468.1	9451.0
2019-12-17 08:30:00	ES	Futures	3468.1	3472.5	3467.0	3470.0	18379.0
2019-12-17 09:00:00	ES	Futures	3469.8	3471.1	3467.6	3468.7	18085.0
2019-12-17 09:30:00	ES	Futures	3468.7	3472.5	3464.3	3464.9	149783.0
2019-12-17 10:00:00	ES	Futures	3465.2	3470.8	3464.3	3469.8	78794.0
2019-12-17 10:30:00	ES	Futures	3469.8	3469.8	3466.0	3466.2	58645.0
2019-12-17 11:00:00	ES	Futures	3466.2	3467.9	3465.4	3466.5	47193.0
2019-12-17 11:30:00	ES	Futures	3466.5	3468.7	3464.6	3467.9	43439.0
2019-12-17 12:00:00	ES	Futures	3467.9	3469.2	3467.9	3468.7	25013.0
2019-12-17 12:30:00	ES	Futures	3468.7	3470.0	3467.9	3469.2	29556.0
2019-12-17 13:00:00	ES	Futures	3469.5	3469.5	3466.2	3466.2	18580.0
2019-12-17 13:30:00	ES	Futures	3466.2	3468.1	3465.4	3467.9	29463.0
2019-12-17 14:00:00	ES	Futures	3467.9	3468.9	3465.4	3466.0	43244.0
2019-12-17 14:30:00	ES	Futures	3466.2	3468.4	3466.0	3467.3	28662.0
2019-12-17 15:00:00	ES	Futures	3467.0	3468.4	3465.7	3467.6	29348.0
2019-12-17 15:30:00	ES	Futures	3467.6	3468.1	3462.7	3463.8	134373.0
2019-12-17 16:00:00	ES	Futures	3463.8	3464.6	3463.3	3463.3	43786.0
2019-12-17 16:30:00	ES	Futures	3463.0	3463.3	3460.8	3461.6	7856.0
2019-12-17 18:00:00	ES	Futures	3460.5	3463.5	3460.5	3463.3	3016.0
2019-12-17 18:30:00	ES	Futures	3463.3	3463.5	3461.9	3462.7	1350.0
2019-12-17 19:00:00	ES	Futures	3462.7	3463.5	3461.9	3463.0	2172.0
2019-12-17 19:30:00	ES	Futures	3463.0	3463.5	3461.9	3462.2	1695.0
2019-12-17 20:00:00	ES	Futures	3462.4	3464.3	3461.6	3463.8	2998.0
2019-12-17 20:30:00	ES	Futures	3463.8	3464.9	3463.0	3463.5	2783.0
2019-12-17 21:00:00	ES	Futures	3463.8	3464.6	3463.0	3463.5	2464.0
2019-12-17 21:30:00	ES	Futures	3463.3	3463.8	3461.9	3462.2	2388.0
2019-12-17 22:00:00	ES	Futures	3462.2	3463.0	3462.2	3463.0	1694.0
2019-12-17 22:30:00	ES	Futures	3462.7	3463.5	3462.4	3463.3	1358.0
2019-12-17 23:00:00	ES	Futures	3463.3	3464.3	3462.7	3463.8	1919.0
2019-12-17 23:30:00	ES	Futures	3464.1	3464.1	3462.7	3463.0	1043.0
2019-12-17 00:00:00	NQ	Futures	9960.57	9965.2	9959.99	9964.91	920.0
2019-12-17 00:30:00	NQ	Futures	9964.62	9973.3	9964.04	9971.27	1951.0
2019-12-17 01:00:00	NQ	Futures	9971.56	9972.14	9965.49	9968.09	1065.0
2019-12-17 01:30:00	NQ	Futures	9967.8	9969.83	9965.49	9966.36	895.0

> showing 50 of 3,474 rows — these rows as CSV

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