PREVIEW / futures_30min / 2019-12-20

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-20.parquet
  size:    75 KB
  rows:    2,798

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
2019-12-20 00:00:00	ES	Futures	3480.6	3480.9	3480.1	3480.1	2006.0
2019-12-20 00:30:00	ES	Futures	3480.1	3480.9	3479.8	3480.1	2625.0
2019-12-20 01:00:00	ES	Futures	3480.3	3480.6	3478.7	3479.0	3044.0
2019-12-20 01:30:00	ES	Futures	3479.0	3479.8	3478.7	3478.7	1989.0
2019-12-20 02:00:00	ES	Futures	3478.7	3479.5	3477.9	3479.0	4221.0
2019-12-20 02:30:00	ES	Futures	3479.0	3480.1	3478.2	3479.8	3149.0
2019-12-20 03:00:00	ES	Futures	3480.1	3480.9	3478.7	3479.2	9590.0
2019-12-20 03:30:00	ES	Futures	3479.2	3481.4	3479.0	3480.9	10554.0
2019-12-20 04:00:00	ES	Futures	3480.9	3481.1	3479.5	3479.5	6765.0
2019-12-20 04:30:00	ES	Futures	3479.2	3480.3	3478.4	3478.7	6042.0
2019-12-20 05:00:00	ES	Futures	3479.0	3480.6	3479.0	3479.8	5626.0
2019-12-20 05:30:00	ES	Futures	3479.5	3482.0	3478.7	3481.4	14625.0
2019-12-20 06:00:00	ES	Futures	3481.4	3483.9	3481.4	3482.0	9376.0
2019-12-20 06:30:00	ES	Futures	3482.0	3482.2	3481.1	3481.7	3549.0
2019-12-20 07:00:00	ES	Futures	3481.7	3482.2	3480.1	3480.6	7121.0
2019-12-20 07:30:00	ES	Futures	3480.3	3483.6	3480.3	3483.0	8201.0
2019-12-20 08:00:00	ES	Futures	3483.0	3484.4	3482.8	3483.6	10072.0
2019-12-20 08:30:00	ES	Futures	3483.9	3486.0	3483.0	3485.5	17743.0
2019-12-20 09:00:00	ES	Futures	3485.5	3494.4	3485.2	3491.7	73410.0
2019-12-20 09:30:00	ES	Futures	3491.7	3495.5	3489.5	3492.0	198516.0
2019-12-20 10:00:00	ES	Futures	3491.7	3493.9	3490.4	3493.6	81185.0
2019-12-20 10:30:00	ES	Futures	3493.6	3495.0	3492.5	3494.4	39311.0
2019-12-20 11:00:00	ES	Futures	3494.4	3497.9	3494.1	3496.9	60055.0
2019-12-20 11:30:00	ES	Futures	3496.9	3499.8	3496.9	3497.9	60357.0
2019-12-20 12:00:00	ES	Futures	3497.9	3497.9	3496.0	3497.9	29074.0
2019-12-20 12:30:00	ES	Futures	3497.7	3498.8	3496.9	3497.7	22845.0
2019-12-20 13:00:00	ES	Futures	3497.4	3499.0	3497.4	3497.7	19875.0
2019-12-20 13:30:00	ES	Futures	3497.7	3498.2	3496.9	3497.1	20391.0
2019-12-20 14:00:00	ES	Futures	3497.1	3497.4	3495.8	3496.3	23190.0
2019-12-20 14:30:00	ES	Futures	3496.6	3500.7	3496.0	3499.6	37597.0
2019-12-20 15:00:00	ES	Futures	3499.6	3499.8	3496.9	3497.4	40908.0
2019-12-20 15:30:00	ES	Futures	3497.4	3498.2	3493.3	3494.7	223872.0
2019-12-20 16:00:00	ES	Futures	3494.7	3498.2	3493.3	3496.0	91514.0
2019-12-20 16:30:00	ES	Futures	3496.0	3496.6	3495.0	3495.2	9423.0
2019-12-20 00:00:00	NQ	Futures	10030.55	10031.71	10029.4	10029.69	723.0
2019-12-20 00:30:00	NQ	Futures	10029.69	10031.13	10027.66	10028.82	915.0
2019-12-20 01:00:00	NQ	Futures	10028.82	10029.97	10025.06	10026.5	1012.0
2019-12-20 01:30:00	NQ	Futures	10026.5	10028.53	10025.06	10026.5	623.0
2019-12-20 02:00:00	NQ	Futures	10026.22	10030.26	10024.19	10025.64	1289.0
2019-12-20 02:30:00	NQ	Futures	10025.93	10029.11	10023.61	10028.82	1227.0
2019-12-20 03:00:00	NQ	Futures	10028.82	10032.0	10023.03	10026.5	3916.0
2019-12-20 03:30:00	NQ	Futures	10026.22	10033.73	10025.35	10030.84	3672.0
2019-12-20 04:00:00	NQ	Futures	10030.84	10031.13	10026.22	10027.66	2790.0
2019-12-20 04:30:00	NQ	Futures	10027.37	10029.4	10025.06	10026.22	2438.0
2019-12-20 05:00:00	NQ	Futures	10026.5	10030.55	10025.93	10028.82	1567.0
2019-12-20 05:30:00	NQ	Futures	10028.53	10036.63	10026.5	10034.02	4540.0
2019-12-20 06:00:00	NQ	Futures	10033.73	10045.3	10033.45	10039.52	4025.0
2019-12-20 06:30:00	NQ	Futures	10039.23	10040.1	10035.76	10038.65	1783.0
2019-12-20 07:00:00	NQ	Futures	10038.65	10039.81	10034.31	10037.49	2610.0
2019-12-20 07:30:00	NQ	Futures	10037.2	10047.61	10036.92	10047.04	2872.0

> showing 50 of 2,798 rows — these rows as CSV

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