PREVIEW / futures_30min / 2019-12-23

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-23.parquet
  size:    80 KB
  rows:    3,334

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
2019-12-23 00:00:00	ES	Futures	3499.0	3499.3	3498.5	3498.8	1235.0
2019-12-23 00:30:00	ES	Futures	3498.5	3499.3	3498.5	3499.0	1756.0
2019-12-23 01:00:00	ES	Futures	3499.0	3499.0	3497.7	3498.2	1686.0
2019-12-23 01:30:00	ES	Futures	3498.2	3498.5	3497.1	3497.1	1419.0
2019-12-23 02:00:00	ES	Futures	3497.4	3498.5	3497.1	3498.2	2371.0
2019-12-23 02:30:00	ES	Futures	3498.2	3498.5	3497.1	3497.7	3019.0
2019-12-23 03:00:00	ES	Futures	3497.9	3499.3	3497.4	3498.8	6620.0
2019-12-23 03:30:00	ES	Futures	3498.8	3499.6	3498.5	3498.8	4106.0
2019-12-23 04:00:00	ES	Futures	3498.5	3499.8	3498.2	3499.3	4393.0
2019-12-23 04:30:00	ES	Futures	3499.3	3499.8	3499.0	3499.3	3127.0
2019-12-23 05:00:00	ES	Futures	3499.0	3500.4	3498.8	3500.4	2999.0
2019-12-23 05:30:00	ES	Futures	3500.1	3500.7	3499.3	3499.6	2848.0
2019-12-23 06:00:00	ES	Futures	3499.8	3502.0	3499.6	3501.7	4435.0
2019-12-23 06:30:00	ES	Futures	3501.7	3502.0	3500.9	3501.7	2720.0
2019-12-23 07:00:00	ES	Futures	3501.5	3505.8	3501.5	3503.9	7870.0
2019-12-23 07:30:00	ES	Futures	3503.9	3504.2	3503.1	3503.4	4683.0
2019-12-23 08:00:00	ES	Futures	3503.4	3503.9	3502.5	3503.9	4784.0
2019-12-23 08:30:00	ES	Futures	3503.9	3505.3	3501.5	3502.3	8628.0
2019-12-23 09:00:00	ES	Futures	3502.5	3502.8	3500.1	3501.5	18471.0
2019-12-23 09:30:00	ES	Futures	3501.7	3502.0	3497.4	3498.5	93097.0
2019-12-23 10:00:00	ES	Futures	3498.8	3500.4	3497.7	3498.8	44411.0
2019-12-23 10:30:00	ES	Futures	3499.0	3500.9	3497.9	3500.9	30469.0
2019-12-23 11:00:00	ES	Futures	3500.7	3501.7	3499.3	3501.2	30547.0
2019-12-23 11:30:00	ES	Futures	3500.9	3501.7	3499.8	3500.1	22677.0
2019-12-23 12:00:00	ES	Futures	3500.4	3500.4	3497.7	3498.2	26780.0
2019-12-23 12:30:00	ES	Futures	3498.2	3499.8	3497.9	3498.8	20486.0
2019-12-23 13:00:00	ES	Futures	3498.8	3500.4	3498.5	3500.1	10808.0
2019-12-23 13:30:00	ES	Futures	3499.8	3500.1	3497.9	3498.8	16396.0
2019-12-23 14:00:00	ES	Futures	3499.0	3500.1	3498.8	3499.6	21761.0
2019-12-23 14:30:00	ES	Futures	3499.3	3500.1	3498.2	3499.6	16923.0
2019-12-23 15:00:00	ES	Futures	3499.3	3499.6	3496.9	3498.5	27639.0
2019-12-23 15:30:00	ES	Futures	3498.8	3499.0	3495.0	3497.1	85962.0
2019-12-23 16:00:00	ES	Futures	3496.9	3498.5	3496.6	3497.9	35185.0
2019-12-23 16:30:00	ES	Futures	3497.9	3499.0	3496.9	3499.0	5281.0
2019-12-23 18:00:00	ES	Futures	3499.3	3499.8	3497.7	3499.3	1914.0
2019-12-23 18:30:00	ES	Futures	3499.3	3500.4	3499.0	3499.6	1739.0
2019-12-23 19:00:00	ES	Futures	3499.6	3499.8	3498.5	3498.5	1802.0
2019-12-23 19:30:00	ES	Futures	3498.5	3499.0	3497.7	3497.9	1758.0
2019-12-23 20:00:00	ES	Futures	3497.9	3498.5	3497.4	3498.2	1411.0
2019-12-23 20:30:00	ES	Futures	3498.2	3498.5	3496.9	3497.7	1787.0
2019-12-23 21:00:00	ES	Futures	3497.7	3498.2	3496.9	3497.7	1610.0
2019-12-23 21:30:00	ES	Futures	3497.7	3498.5	3497.4	3498.2	730.0
2019-12-23 22:00:00	ES	Futures	3498.2	3499.0	3498.2	3498.5	730.0
2019-12-23 22:30:00	ES	Futures	3498.5	3498.8	3497.7	3498.2	1346.0
2019-12-23 23:00:00	ES	Futures	3498.5	3498.8	3498.2	3498.8	458.0
2019-12-23 23:30:00	ES	Futures	3498.5	3498.8	3498.2	3498.8	647.0
2019-12-23 00:00:00	NQ	Futures	10085.5	10085.79	10083.47	10084.34	571.0
2019-12-23 00:30:00	NQ	Futures	10084.34	10085.5	10084.05	10084.63	414.0
2019-12-23 01:00:00	NQ	Futures	10084.63	10084.92	10079.71	10081.16	746.0
2019-12-23 01:30:00	NQ	Futures	10081.16	10081.45	10077.69	10079.13	628.0

> showing 50 of 3,334 rows — these rows as CSV

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