PREVIEW / futures_30min / 2019-12-18

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-18.parquet
  size:    89 KB
  rows:    3,467

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
2019-12-18 00:00:00	ES	Futures	3463.0	3463.3	3462.4	3462.7	1551.0
2019-12-18 00:30:00	ES	Futures	3462.7	3463.8	3462.4	3463.3	1625.0
2019-12-18 01:00:00	ES	Futures	3463.3	3463.3	3460.8	3461.4	3254.0
2019-12-18 01:30:00	ES	Futures	3461.1	3461.6	3460.5	3461.1	1336.0
2019-12-18 02:00:00	ES	Futures	3461.4	3461.9	3460.0	3461.1	4298.0
2019-12-18 02:30:00	ES	Futures	3461.4	3462.4	3460.3	3460.5	2726.0
2019-12-18 03:00:00	ES	Futures	3460.8	3465.7	3460.5	3464.9	13883.0
2019-12-18 03:30:00	ES	Futures	3464.9	3465.2	3463.5	3464.3	4865.0
2019-12-18 04:00:00	ES	Futures	3464.3	3466.5	3464.1	3466.5	5391.0
2019-12-18 04:30:00	ES	Futures	3466.2	3467.6	3466.0	3466.8	3842.0
2019-12-18 05:00:00	ES	Futures	3466.8	3467.6	3466.5	3466.5	4626.0
2019-12-18 05:30:00	ES	Futures	3466.5	3467.3	3466.0	3466.5	2342.0
2019-12-18 06:00:00	ES	Futures	3466.5	3466.8	3465.2	3465.4	3377.0
2019-12-18 06:30:00	ES	Futures	3465.4	3466.0	3464.1	3465.2	3070.0
2019-12-18 07:00:00	ES	Futures	3464.9	3465.4	3462.4	3464.9	4546.0
2019-12-18 07:30:00	ES	Futures	3464.9	3466.5	3464.6	3465.2	5216.0
2019-12-18 08:00:00	ES	Futures	3465.4	3467.0	3464.3	3466.8	5520.0
2019-12-18 08:30:00	ES	Futures	3466.5	3467.6	3464.6	3464.6	8960.0
2019-12-18 09:00:00	ES	Futures	3464.6	3469.2	3464.3	3468.9	12538.0
2019-12-18 09:30:00	ES	Futures	3468.7	3470.8	3465.7	3466.0	122907.0
2019-12-18 10:00:00	ES	Futures	3465.7	3467.6	3463.8	3464.3	54396.0
2019-12-18 10:30:00	ES	Futures	3464.3	3469.8	3464.3	3469.2	60082.0
2019-12-18 11:00:00	ES	Futures	3468.9	3471.9	3467.0	3470.6	58607.0
2019-12-18 11:30:00	ES	Futures	3470.6	3471.1	3466.8	3467.0	45852.0
2019-12-18 12:00:00	ES	Futures	3467.0	3468.9	3466.2	3467.3	32814.0
2019-12-18 12:30:00	ES	Futures	3467.0	3467.6	3466.2	3467.0	19934.0
2019-12-18 13:00:00	ES	Futures	3467.0	3468.7	3467.0	3467.3	19816.0
2019-12-18 13:30:00	ES	Futures	3467.3	3469.2	3467.0	3469.2	21163.0
2019-12-18 14:00:00	ES	Futures	3468.9	3469.8	3467.0	3468.7	33666.0
2019-12-18 14:30:00	ES	Futures	3468.4	3470.0	3468.1	3469.8	17428.0
2019-12-18 15:00:00	ES	Futures	3469.5	3470.0	3467.6	3468.7	33983.0
2019-12-18 15:30:00	ES	Futures	3468.7	3469.8	3464.9	3465.2	136047.0
2019-12-18 16:00:00	ES	Futures	3465.2	3468.1	3464.3	3468.1	53841.0
2019-12-18 16:30:00	ES	Futures	3467.9	3468.7	3467.6	3467.9	6109.0
2019-12-18 18:00:00	ES	Futures	3468.1	3469.2	3467.6	3467.6	4125.0
2019-12-18 18:30:00	ES	Futures	3467.9	3468.4	3466.8	3467.3	2034.0
2019-12-18 19:00:00	ES	Futures	3467.6	3469.5	3466.8	3468.7	4423.0
2019-12-18 19:30:00	ES	Futures	3468.7	3470.6	3468.7	3468.7	3304.0
2019-12-18 20:00:00	ES	Futures	3468.7	3469.5	3468.1	3468.4	3676.0
2019-12-18 20:30:00	ES	Futures	3468.4	3468.4	3465.7	3466.5	6229.0
2019-12-18 21:00:00	ES	Futures	3466.5	3466.8	3465.4	3466.5	3236.0
2019-12-18 21:30:00	ES	Futures	3466.5	3466.8	3464.9	3465.2	3102.0
2019-12-18 22:00:00	ES	Futures	3465.2	3466.5	3465.2	3465.7	2652.0
2019-12-18 22:30:00	ES	Futures	3466.0	3466.8	3465.7	3466.2	1030.0
2019-12-18 23:00:00	ES	Futures	3466.2	3467.3	3466.0	3466.5	2134.0
2019-12-18 23:30:00	ES	Futures	3466.2	3466.5	3465.7	3465.7	840.0
2019-12-18 00:00:00	NQ	Futures	9950.74	9951.61	9949.87	9950.16	515.0
2019-12-18 00:30:00	NQ	Futures	9950.45	9953.63	9949.3	9951.61	653.0
2019-12-18 01:00:00	NQ	Futures	9951.61	9951.61	9944.67	9945.54	1212.0
2019-12-18 01:30:00	NQ	Futures	9945.83	9946.4	9943.22	9946.11	738.0

> showing 50 of 3,467 rows — these rows as CSV

> unlock the full archive -- $79 one-time