PREVIEW / futures_30min / 2019-12-30

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-30.parquet
  size:    89 KB
  rows:    3,337

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
2019-12-30 00:00:00	ES	Futures	3516.1	3516.4	3515.0	3515.0	1513.0
2019-12-30 00:30:00	ES	Futures	3515.3	3515.3	3514.2	3514.7	1985.0
2019-12-30 01:00:00	ES	Futures	3514.7	3515.0	3513.7	3514.7	2206.0
2019-12-30 01:30:00	ES	Futures	3514.7	3514.7	3513.9	3514.2	988.0
2019-12-30 02:00:00	ES	Futures	3514.2	3515.6	3513.9	3514.7	2217.0
2019-12-30 02:30:00	ES	Futures	3514.5	3514.7	3513.1	3513.4	2728.0
2019-12-30 03:00:00	ES	Futures	3513.7	3516.4	3512.8	3515.8	9721.0
2019-12-30 03:30:00	ES	Futures	3516.1	3516.6	3515.0	3515.8	6065.0
2019-12-30 04:00:00	ES	Futures	3515.8	3516.1	3513.4	3514.7	5609.0
2019-12-30 04:30:00	ES	Futures	3514.7	3515.3	3513.1	3513.4	3683.0
2019-12-30 05:00:00	ES	Futures	3513.7	3513.9	3512.0	3513.1	3442.0
2019-12-30 05:30:00	ES	Futures	3512.8	3512.8	3510.1	3511.2	4990.0
2019-12-30 06:00:00	ES	Futures	3511.2	3511.2	3508.2	3509.3	6393.0
2019-12-30 06:30:00	ES	Futures	3509.1	3511.2	3509.1	3511.2	4325.0
2019-12-30 07:00:00	ES	Futures	3510.9	3512.6	3510.9	3512.3	4795.0
2019-12-30 07:30:00	ES	Futures	3512.0	3513.1	3511.2	3511.2	2844.0
2019-12-30 08:00:00	ES	Futures	3511.5	3513.4	3510.7	3512.6	8248.0
2019-12-30 08:30:00	ES	Futures	3512.6	3514.7	3512.0	3514.2	7589.0
2019-12-30 09:00:00	ES	Futures	3514.5	3515.8	3513.4	3513.7	12315.0
2019-12-30 09:30:00	ES	Futures	3513.7	3515.3	3495.5	3497.4	182207.0
2019-12-30 10:00:00	ES	Futures	3497.7	3499.3	3487.4	3491.2	151206.0
2019-12-30 10:30:00	ES	Futures	3491.2	3495.0	3488.7	3494.7	74539.0
2019-12-30 11:00:00	ES	Futures	3494.7	3497.1	3490.4	3496.6	66260.0
2019-12-30 11:30:00	ES	Futures	3496.6	3498.5	3493.9	3496.9	49315.0
2019-12-30 12:00:00	ES	Futures	3496.9	3501.7	3496.6	3501.5	43062.0
2019-12-30 12:30:00	ES	Futures	3501.5	3503.4	3501.2	3501.2	36478.0
2019-12-30 13:00:00	ES	Futures	3500.9	3502.0	3497.9	3498.2	39855.0
2019-12-30 13:30:00	ES	Futures	3498.2	3500.7	3497.4	3499.8	25117.0
2019-12-30 14:00:00	ES	Futures	3499.8	3500.1	3493.3	3495.0	34712.0
2019-12-30 14:30:00	ES	Futures	3494.7	3495.2	3493.1	3493.3	27568.0
2019-12-30 15:00:00	ES	Futures	3493.3	3496.6	3492.5	3495.8	38176.0
2019-12-30 15:30:00	ES	Futures	3495.8	3496.3	3488.7	3493.1	147077.0
2019-12-30 16:00:00	ES	Futures	3493.3	3496.0	3493.1	3493.9	42924.0
2019-12-30 16:30:00	ES	Futures	3493.6	3494.7	3493.1	3493.9	5366.0
2019-12-30 18:00:00	ES	Futures	3493.9	3495.8	3492.3	3495.0	2646.0
2019-12-30 18:30:00	ES	Futures	3495.2	3495.8	3494.1	3495.5	1330.0
2019-12-30 19:00:00	ES	Futures	3495.5	3496.0	3494.7	3495.5	1539.0
2019-12-30 19:30:00	ES	Futures	3495.5	3496.6	3495.5	3496.0	1192.0
2019-12-30 20:00:00	ES	Futures	3495.8	3498.8	3495.5	3498.5	3155.0
2019-12-30 20:30:00	ES	Futures	3498.2	3499.3	3497.4	3497.7	3081.0
2019-12-30 21:00:00	ES	Futures	3497.7	3499.0	3497.7	3498.5	1194.0
2019-12-30 21:30:00	ES	Futures	3498.5	3499.3	3498.2	3498.8	856.0
2019-12-30 22:00:00	ES	Futures	3498.8	3499.0	3497.7	3497.9	2154.0
2019-12-30 22:30:00	ES	Futures	3497.9	3498.5	3497.4	3498.5	1246.0
2019-12-30 23:00:00	ES	Futures	3498.2	3499.0	3497.9	3498.5	1137.0
2019-12-30 23:30:00	ES	Futures	3498.5	3498.8	3497.9	3497.9	1038.0
2019-12-30 00:00:00	NQ	Futures	10189.31	10190.18	10184.97	10184.97	970.0
2019-12-30 00:30:00	NQ	Futures	10185.26	10186.42	10182.66	10184.39	1017.0
2019-12-30 01:00:00	NQ	Futures	10184.68	10184.97	10179.19	10183.24	1258.0
2019-12-30 01:30:00	NQ	Futures	10182.95	10183.82	10180.35	10180.92	473.0

> showing 50 of 3,337 rows — these rows as CSV

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