PREVIEW / futures_30min / 2019-12-27

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-27.parquet
  size:    74 KB
  rows:    2,742

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
2019-12-27 00:00:00	ES	Futures	3521.8	3522.3	3521.2	3521.5	1706.0
2019-12-27 00:30:00	ES	Futures	3521.5	3521.8	3520.7	3521.2	2070.0
2019-12-27 01:00:00	ES	Futures	3521.5	3521.8	3520.4	3521.2	1782.0
2019-12-27 01:30:00	ES	Futures	3521.2	3521.8	3520.7	3521.0	1738.0
2019-12-27 02:00:00	ES	Futures	3521.0	3521.8	3520.4	3521.8	3711.0
2019-12-27 02:30:00	ES	Futures	3521.8	3522.1	3521.2	3521.5	3526.0
2019-12-27 03:00:00	ES	Futures	3521.2	3522.9	3521.2	3522.6	11502.0
2019-12-27 03:30:00	ES	Futures	3522.6	3525.0	3521.5	3522.3	11957.0
2019-12-27 04:00:00	ES	Futures	3522.6	3522.6	3520.7	3521.8	5343.0
2019-12-27 04:30:00	ES	Futures	3521.5	3522.3	3521.2	3522.3	2804.0
2019-12-27 05:00:00	ES	Futures	3522.3	3525.0	3522.1	3524.5	5673.0
2019-12-27 05:30:00	ES	Futures	3524.8	3526.7	3524.8	3525.9	8285.0
2019-12-27 06:00:00	ES	Futures	3525.9	3526.9	3524.8	3525.3	6149.0
2019-12-27 06:30:00	ES	Futures	3525.0	3526.7	3524.8	3525.9	4661.0
2019-12-27 07:00:00	ES	Futures	3525.9	3526.4	3525.3	3526.1	3387.0
2019-12-27 07:30:00	ES	Futures	3525.9	3526.4	3524.8	3525.6	4933.0
2019-12-27 08:00:00	ES	Futures	3525.6	3527.2	3525.0	3526.1	6965.0
2019-12-27 08:30:00	ES	Futures	3526.1	3526.7	3523.4	3523.7	7845.0
2019-12-27 09:00:00	ES	Futures	3523.7	3524.5	3521.5	3523.7	12452.0
2019-12-27 09:30:00	ES	Futures	3523.4	3524.0	3509.9	3510.4	140139.0
2019-12-27 10:00:00	ES	Futures	3510.4	3516.1	3509.9	3515.6	98910.0
2019-12-27 10:30:00	ES	Futures	3515.6	3518.0	3513.4	3517.2	55574.0
2019-12-27 11:00:00	ES	Futures	3517.5	3519.6	3517.2	3518.5	43741.0
2019-12-27 11:30:00	ES	Futures	3518.8	3520.2	3517.7	3517.7	32094.0
2019-12-27 12:00:00	ES	Futures	3518.0	3518.8	3515.3	3515.6	35150.0
2019-12-27 12:30:00	ES	Futures	3515.6	3517.7	3515.0	3517.5	25354.0
2019-12-27 13:00:00	ES	Futures	3517.5	3518.0	3514.2	3514.2	29925.0
2019-12-27 13:30:00	ES	Futures	3514.2	3515.3	3513.4	3513.9	24916.0
2019-12-27 14:00:00	ES	Futures	3514.2	3516.1	3513.9	3515.8	28869.0
2019-12-27 14:30:00	ES	Futures	3515.8	3518.3	3515.8	3517.5	27780.0
2019-12-27 15:00:00	ES	Futures	3517.5	3517.5	3514.7	3515.0	29674.0
2019-12-27 15:30:00	ES	Futures	3515.0	3515.8	3507.2	3513.7	169092.0
2019-12-27 16:00:00	ES	Futures	3513.4	3513.7	3508.8	3509.1	46057.0
2019-12-27 16:30:00	ES	Futures	3509.1	3509.3	3507.4	3508.2	6101.0
2019-12-27 00:00:00	NQ	Futures	10210.42	10212.15	10207.24	10208.39	918.0
2019-12-27 00:30:00	NQ	Futures	10208.68	10208.97	10206.08	10208.39	858.0
2019-12-27 01:00:00	NQ	Futures	10208.68	10210.71	10203.77	10209.84	1568.0
2019-12-27 01:30:00	NQ	Futures	10209.84	10210.13	10204.92	10206.66	1004.0
2019-12-27 02:00:00	NQ	Futures	10206.66	10208.68	10204.06	10207.53	1708.0
2019-12-27 02:30:00	NQ	Futures	10207.53	10210.71	10207.24	10207.82	1847.0
2019-12-27 03:00:00	NQ	Futures	10207.53	10212.73	10206.95	10211.58	3463.0
2019-12-27 03:30:00	NQ	Futures	10211.29	10217.65	10209.55	10213.31	3623.0
2019-12-27 04:00:00	NQ	Futures	10213.31	10213.6	10206.37	10209.26	2111.0
2019-12-27 04:30:00	NQ	Futures	10208.97	10210.42	10206.95	10210.13	1129.0
2019-12-27 05:00:00	NQ	Futures	10209.84	10216.78	10208.39	10215.91	1936.0
2019-12-27 05:30:00	NQ	Futures	10215.91	10226.03	10215.91	10221.99	3527.0
2019-12-27 06:00:00	NQ	Futures	10222.28	10228.06	10216.78	10218.23	2837.0
2019-12-27 06:30:00	NQ	Futures	10218.23	10224.3	10217.65	10221.7	1823.0
2019-12-27 07:00:00	NQ	Futures	10221.99	10226.03	10220.83	10225.46	1823.0
2019-12-27 07:30:00	NQ	Futures	10225.46	10227.48	10217.94	10221.7	2647.0

> showing 50 of 2,742 rows — these rows as CSV

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