PREVIEW / futures_30min / 2019-12-19

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-19.parquet
  size:    89 KB
  rows:    3,432

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
2019-12-19 00:00:00	ES	Futures	3466.0	3466.2	3465.4	3466.0	1636.0
2019-12-19 00:30:00	ES	Futures	3466.0	3467.0	3465.7	3466.8	2341.0
2019-12-19 01:00:00	ES	Futures	3467.0	3468.1	3466.8	3467.6	3302.0
2019-12-19 01:30:00	ES	Futures	3467.3	3467.9	3467.0	3467.9	1164.0
2019-12-19 02:00:00	ES	Futures	3467.6	3467.9	3466.5	3467.0	3378.0
2019-12-19 02:30:00	ES	Futures	3467.3	3467.9	3466.5	3467.6	2503.0
2019-12-19 03:00:00	ES	Futures	3467.6	3469.8	3466.8	3467.6	8345.0
2019-12-19 03:30:00	ES	Futures	3467.6	3467.9	3464.1	3466.8	10919.0
2019-12-19 04:00:00	ES	Futures	3466.8	3468.9	3466.5	3467.9	6372.0
2019-12-19 04:30:00	ES	Futures	3467.6	3470.3	3467.3	3470.3	6508.0
2019-12-19 05:00:00	ES	Futures	3470.3	3470.6	3468.4	3468.7	5739.0
2019-12-19 05:30:00	ES	Futures	3468.4	3470.6	3468.4	3470.0	5501.0
2019-12-19 06:00:00	ES	Futures	3470.0	3470.6	3467.3	3467.9	4267.0
2019-12-19 06:30:00	ES	Futures	3467.6	3468.9	3467.6	3468.7	2761.0
2019-12-19 07:00:00	ES	Futures	3468.9	3469.2	3467.6	3468.4	4465.0
2019-12-19 07:30:00	ES	Futures	3468.4	3468.7	3464.1	3465.2	10632.0
2019-12-19 08:00:00	ES	Futures	3465.2	3465.7	3464.1	3465.2	7459.0
2019-12-19 08:30:00	ES	Futures	3465.2	3465.4	3462.7	3464.6	14615.0
2019-12-19 09:00:00	ES	Futures	3464.6	3466.8	3464.1	3466.5	12135.0
2019-12-19 09:30:00	ES	Futures	3466.5	3470.3	3466.0	3468.4	95893.0
2019-12-19 10:00:00	ES	Futures	3468.4	3470.0	3466.8	3470.0	64308.0
2019-12-19 10:30:00	ES	Futures	3470.0	3471.7	3468.7	3470.3	47665.0
2019-12-19 11:00:00	ES	Futures	3470.3	3476.0	3470.0	3474.4	64584.0
2019-12-19 11:30:00	ES	Futures	3474.4	3476.5	3473.3	3474.4	48503.0
2019-12-19 12:00:00	ES	Futures	3474.6	3477.6	3474.1	3476.0	37915.0
2019-12-19 12:30:00	ES	Futures	3476.0	3476.3	3474.4	3475.2	23102.0
2019-12-19 13:00:00	ES	Futures	3475.2	3477.1	3474.1	3476.0	28235.0
2019-12-19 13:30:00	ES	Futures	3476.0	3478.4	3475.4	3477.9	29269.0
2019-12-19 14:00:00	ES	Futures	3477.9	3480.1	3477.3	3479.5	27142.0
2019-12-19 14:30:00	ES	Futures	3479.5	3480.1	3478.2	3478.7	23260.0
2019-12-19 15:00:00	ES	Futures	3479.0	3479.8	3476.0	3476.3	36626.0
2019-12-19 15:30:00	ES	Futures	3476.5	3480.6	3474.1	3479.8	129038.0
2019-12-19 16:00:00	ES	Futures	3480.1	3482.0	3478.7	3481.4	48524.0
2019-12-19 16:30:00	ES	Futures	3481.1	3483.6	3480.9	3482.5	10558.0
2019-12-19 18:00:00	ES	Futures	3483.3	3483.6	3481.4	3482.0	4316.0
2019-12-19 18:30:00	ES	Futures	3482.2	3483.0	3482.0	3483.0	2894.0
2019-12-19 19:00:00	ES	Futures	3483.0	3483.3	3482.0	3482.2	4318.0
2019-12-19 19:30:00	ES	Futures	3482.2	3482.2	3480.9	3481.7	4183.0
2019-12-19 20:00:00	ES	Futures	3481.7	3482.0	3480.1	3480.9	3602.0
2019-12-19 20:30:00	ES	Futures	3480.6	3481.7	3479.8	3481.7	5439.0
2019-12-19 21:00:00	ES	Futures	3482.0	3482.0	3480.3	3480.9	3021.0
2019-12-19 21:30:00	ES	Futures	3480.9	3481.4	3480.6	3481.4	1654.0
2019-12-19 22:00:00	ES	Futures	3481.4	3481.4	3480.6	3481.4	1615.0
2019-12-19 22:30:00	ES	Futures	3481.4	3482.0	3481.1	3481.1	3401.0
2019-12-19 23:00:00	ES	Futures	3481.1	3481.4	3480.9	3481.1	1341.0
2019-12-19 23:30:00	ES	Futures	3480.9	3481.1	3480.1	3480.3	2274.0
2019-12-19 00:00:00	NQ	Futures	9965.2	9966.07	9964.04	9965.78	444.0
2019-12-19 00:30:00	NQ	Futures	9965.78	9968.38	9965.2	9968.09	744.0
2019-12-19 01:00:00	NQ	Futures	9968.09	9971.56	9967.8	9971.27	1123.0
2019-12-19 01:30:00	NQ	Futures	9971.27	9973.01	9969.54	9971.56	803.0

> showing 50 of 3,432 rows — these rows as CSV

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