PREVIEW / futures_30min / 2019-12-26

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-26.parquet
  size:    64 KB
  rows:    2,521

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
2019-12-26 00:00:00	ES	Futures	3500.9	3501.5	3500.7	3501.5	524.0
2019-12-26 00:30:00	ES	Futures	3501.2	3501.5	3500.9	3501.2	470.0
2019-12-26 01:00:00	ES	Futures	3501.2	3501.5	3500.7	3500.9	567.0
2019-12-26 01:30:00	ES	Futures	3500.9	3501.2	3500.9	3501.2	178.0
2019-12-26 02:00:00	ES	Futures	3501.2	3502.3	3501.2	3501.7	1714.0
2019-12-26 02:30:00	ES	Futures	3502.0	3502.5	3501.5	3501.7	905.0
2019-12-26 03:00:00	ES	Futures	3502.0	3502.0	3500.4	3500.4	1534.0
2019-12-26 03:30:00	ES	Futures	3500.4	3501.2	3500.4	3501.2	1005.0
2019-12-26 04:00:00	ES	Futures	3501.2	3502.0	3500.9	3501.7	641.0
2019-12-26 04:30:00	ES	Futures	3502.0	3502.0	3501.7	3502.0	261.0
2019-12-26 05:00:00	ES	Futures	3502.0	3502.3	3501.7	3502.3	1427.0
2019-12-26 05:30:00	ES	Futures	3502.0	3502.3	3501.7	3501.7	831.0
2019-12-26 06:00:00	ES	Futures	3501.7	3502.5	3501.5	3502.0	893.0
2019-12-26 06:30:00	ES	Futures	3502.0	3502.3	3501.7	3501.7	615.0
2019-12-26 07:00:00	ES	Futures	3502.0	3502.3	3501.2	3501.7	691.0
2019-12-26 07:30:00	ES	Futures	3501.7	3502.0	3501.2	3501.7	547.0
2019-12-26 08:00:00	ES	Futures	3501.5	3504.4	3500.7	3503.1	2782.0
2019-12-26 08:30:00	ES	Futures	3503.1	3503.6	3501.7	3501.7	3747.0
2019-12-26 09:00:00	ES	Futures	3501.7	3503.4	3500.4	3500.7	5981.0
2019-12-26 09:30:00	ES	Futures	3500.4	3506.1	3500.1	3504.2	54435.0
2019-12-26 10:00:00	ES	Futures	3504.4	3506.6	3504.2	3506.1	22401.0
2019-12-26 10:30:00	ES	Futures	3506.1	3508.2	3505.8	3507.4	19604.0
2019-12-26 11:00:00	ES	Futures	3507.7	3509.9	3507.4	3507.7	24677.0
2019-12-26 11:30:00	ES	Futures	3507.7	3508.2	3506.6	3507.7	19327.0
2019-12-26 12:00:00	ES	Futures	3507.7	3507.7	3504.2	3505.0	23412.0
2019-12-26 12:30:00	ES	Futures	3505.3	3507.2	3504.7	3506.9	12057.0
2019-12-26 13:00:00	ES	Futures	3506.6	3508.5	3506.3	3508.2	14148.0
2019-12-26 13:30:00	ES	Futures	3508.2	3509.1	3507.7	3508.5	15309.0
2019-12-26 14:00:00	ES	Futures	3508.2	3509.6	3507.7	3508.0	12231.0
2019-12-26 14:30:00	ES	Futures	3508.2	3508.2	3506.6	3506.9	10335.0
2019-12-26 15:00:00	ES	Futures	3506.6	3507.7	3506.1	3506.9	16167.0
2019-12-26 15:30:00	ES	Futures	3506.6	3515.0	3504.7	3514.7	99221.0
2019-12-26 16:00:00	ES	Futures	3514.7	3517.2	3513.7	3516.6	51266.0
2019-12-26 16:30:00	ES	Futures	3516.9	3516.9	3513.7	3514.5	8083.0
2019-12-26 18:00:00	ES	Futures	3514.2	3516.1	3513.7	3516.1	2656.0
2019-12-26 18:30:00	ES	Futures	3516.1	3516.1	3514.7	3515.6	1735.0
2019-12-26 19:00:00	ES	Futures	3515.8	3517.2	3515.0	3517.2	3288.0
2019-12-26 19:30:00	ES	Futures	3516.9	3520.4	3516.6	3519.9	6587.0
2019-12-26 20:00:00	ES	Futures	3519.9	3520.7	3519.1	3520.2	2982.0
2019-12-26 20:30:00	ES	Futures	3520.2	3521.8	3519.9	3521.5	4888.0
2019-12-26 21:00:00	ES	Futures	3521.2	3522.9	3521.0	3522.9	4926.0
2019-12-26 21:30:00	ES	Futures	3522.9	3522.9	3521.8	3522.1	2178.0
2019-12-26 22:00:00	ES	Futures	3521.8	3522.9	3521.8	3522.3	1898.0
2019-12-26 22:30:00	ES	Futures	3522.6	3522.9	3522.1	3522.3	1519.0
2019-12-26 23:00:00	ES	Futures	3522.3	3522.3	3521.5	3522.3	1153.0
2019-12-26 23:30:00	ES	Futures	3522.6	3522.9	3521.5	3521.5	1442.0
2019-12-26 00:00:00	NQ	Futures	10105.16	10106.61	10104.87	10106.03	393.0
2019-12-26 00:30:00	NQ	Futures	10106.03	10106.61	10104.87	10106.32	295.0
2019-12-26 01:00:00	NQ	Futures	10106.32	10108.34	10105.16	10106.03	409.0
2019-12-26 01:30:00	NQ	Futures	10106.03	10107.47	10106.03	10107.47	254.0

> showing 50 of 2,521 rows — these rows as CSV

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