PREVIEW / futures_30min / 2019-12-24

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-24.parquet
  size:    49 KB
  rows:    1,762

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
2019-12-24 00:00:00	ES	Futures	3498.8	3499.0	3498.5	3499.0	572.0
2019-12-24 00:30:00	ES	Futures	3499.0	3499.6	3498.5	3499.6	1281.0
2019-12-24 01:00:00	ES	Futures	3499.6	3499.8	3499.0	3499.3	882.0
2019-12-24 01:30:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	1177.0
2019-12-24 02:00:00	ES	Futures	3499.3	3499.6	3499.0	3499.3	914.0
2019-12-24 02:30:00	ES	Futures	3499.3	3500.1	3499.0	3500.1	720.0
2019-12-24 03:00:00	ES	Futures	3500.1	3500.1	3498.2	3498.8	1484.0
2019-12-24 03:30:00	ES	Futures	3499.0	3499.6	3498.8	3499.6	1025.0
2019-12-24 04:00:00	ES	Futures	3499.6	3500.9	3499.3	3500.7	1490.0
2019-12-24 04:30:00	ES	Futures	3500.4	3500.7	3499.8	3500.1	871.0
2019-12-24 05:00:00	ES	Futures	3500.1	3500.7	3499.8	3499.8	1699.0
2019-12-24 05:30:00	ES	Futures	3500.1	3500.7	3499.8	3500.7	1226.0
2019-12-24 06:00:00	ES	Futures	3500.4	3500.9	3500.1	3500.7	1152.0
2019-12-24 06:30:00	ES	Futures	3500.7	3501.2	3500.4	3500.7	803.0
2019-12-24 07:00:00	ES	Futures	3500.9	3502.3	3500.4	3502.3	2607.0
2019-12-24 07:30:00	ES	Futures	3502.3	3502.5	3500.4	3500.7	2302.0
2019-12-24 08:00:00	ES	Futures	3500.4	3501.2	3499.8	3500.4	2741.0
2019-12-24 08:30:00	ES	Futures	3500.7	3500.9	3499.0	3499.8	3727.0
2019-12-24 09:00:00	ES	Futures	3499.8	3500.1	3498.8	3499.3	5390.0
2019-12-24 09:30:00	ES	Futures	3499.3	3499.8	3493.1	3495.0	64273.0
2019-12-24 10:00:00	ES	Futures	3494.7	3496.6	3494.4	3496.6	29662.0
2019-12-24 10:30:00	ES	Futures	3496.3	3497.1	3495.0	3495.5	23147.0
2019-12-24 11:00:00	ES	Futures	3495.8	3497.1	3495.2	3496.0	21963.0
2019-12-24 11:30:00	ES	Futures	3496.3	3497.1	3495.5	3495.5	17379.0
2019-12-24 12:00:00	ES	Futures	3495.5	3496.3	3495.0	3495.5	16337.0
2019-12-24 12:30:00	ES	Futures	3495.5	3497.4	3494.4	3497.1	39292.0
2019-12-24 13:00:00	ES	Futures	3496.9	3497.7	3495.8	3497.4	21135.0
2019-12-24 00:00:00	NQ	Futures	10089.83	10091.28	10089.26	10090.41	265.0
2019-12-24 00:30:00	NQ	Futures	10090.7	10093.88	10090.41	10093.59	572.0
2019-12-24 01:00:00	NQ	Futures	10093.59	10093.88	10090.99	10092.44	449.0
2019-12-24 01:30:00	NQ	Futures	10092.44	10094.75	10091.28	10093.88	759.0
2019-12-24 02:00:00	NQ	Futures	10093.88	10095.33	10092.15	10093.3	676.0
2019-12-24 02:30:00	NQ	Futures	10093.59	10096.48	10091.86	10096.2	950.0
2019-12-24 03:00:00	NQ	Futures	10095.91	10095.91	10090.99	10092.44	842.0
2019-12-24 03:30:00	NQ	Futures	10092.15	10094.17	10092.15	10093.88	497.0
2019-12-24 04:00:00	NQ	Futures	10093.88	10100.24	10093.59	10098.22	1265.0
2019-12-24 04:30:00	NQ	Futures	10098.22	10098.8	10097.06	10098.22	517.0
2019-12-24 05:00:00	NQ	Futures	10098.22	10099.95	10097.35	10097.93	657.0
2019-12-24 05:30:00	NQ	Futures	10097.93	10100.53	10096.77	10099.38	719.0
2019-12-24 06:00:00	NQ	Futures	10099.38	10099.95	10098.22	10099.09	503.0
2019-12-24 06:30:00	NQ	Futures	10099.67	10103.14	10099.38	10101.69	782.0
2019-12-24 07:00:00	NQ	Futures	10101.69	10104.87	10100.82	10104.58	1055.0
2019-12-24 07:30:00	NQ	Futures	10104.87	10104.87	10097.64	10099.38	1343.0
2019-12-24 08:00:00	NQ	Futures	10099.38	10100.82	10097.06	10100.24	1517.0
2019-12-24 08:30:00	NQ	Futures	10099.95	10101.98	10098.8	10100.53	1370.0
2019-12-24 09:00:00	NQ	Futures	10100.53	10101.98	10095.33	10098.22	2111.0
2019-12-24 09:30:00	NQ	Futures	10098.22	10103.42	10071.33	10082.03	25886.0
2019-12-24 10:00:00	NQ	Futures	10081.74	10091.28	10081.74	10090.12	12019.0
2019-12-24 10:30:00	NQ	Futures	10089.83	10090.99	10082.03	10087.23	9781.0
2019-12-24 11:00:00	NQ	Futures	10087.23	10093.88	10086.65	10090.41	6945.0

> showing 50 of 1,762 rows — these rows as CSV

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