PREVIEW / futures_30min / 2019-12-31

all futures 30-min files

  file:    by_date/futures_30min/2019/2019-12-31.parquet
  size:    64 KB
  rows:    2,214

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
2019-12-31 00:00:00	ES	Futures	3498.2	3498.2	3497.4	3497.9	1279.0
2019-12-31 00:30:00	ES	Futures	3497.9	3498.5	3497.7	3497.9	662.0
2019-12-31 01:00:00	ES	Futures	3498.2	3498.8	3498.2	3498.2	492.0
2019-12-31 01:30:00	ES	Futures	3498.5	3498.8	3498.2	3498.2	455.0
2019-12-31 02:00:00	ES	Futures	3498.2	3498.5	3495.2	3495.2	2532.0
2019-12-31 02:30:00	ES	Futures	3495.5	3496.3	3495.2	3495.5	2036.0
2019-12-31 03:00:00	ES	Futures	3495.8	3496.0	3493.6	3495.8	3706.0
2019-12-31 03:30:00	ES	Futures	3495.8	3497.4	3495.5	3496.9	1771.0
2019-12-31 04:00:00	ES	Futures	3496.9	3497.4	3496.3	3496.9	1536.0
2019-12-31 04:30:00	ES	Futures	3496.9	3497.4	3495.8	3496.6	1472.0
2019-12-31 05:00:00	ES	Futures	3496.3	3498.2	3496.0	3498.2	1991.0
2019-12-31 05:30:00	ES	Futures	3497.9	3499.0	3497.7	3497.9	2388.0
2019-12-31 06:00:00	ES	Futures	3497.9	3499.0	3496.0	3496.3	2391.0
2019-12-31 06:30:00	ES	Futures	3496.3	3496.6	3493.9	3494.4	2312.0
2019-12-31 07:00:00	ES	Futures	3494.7	3495.5	3490.6	3493.6	8286.0
2019-12-31 07:30:00	ES	Futures	3493.6	3494.1	3490.1	3490.9	6269.0
2019-12-31 08:00:00	ES	Futures	3490.6	3495.2	3490.1	3493.3	13006.0
2019-12-31 08:30:00	ES	Futures	3493.1	3493.6	3486.8	3487.9	17331.0
2019-12-31 09:00:00	ES	Futures	3487.6	3488.5	3485.5	3487.1	18548.0
2019-12-31 09:30:00	ES	Futures	3486.8	3497.7	3482.8	3494.7	144499.0
2019-12-31 10:00:00	ES	Futures	3495.0	3495.8	3489.3	3489.5	76781.0
2019-12-31 10:30:00	ES	Futures	3489.5	3490.6	3485.5	3485.7	69991.0
2019-12-31 11:00:00	ES	Futures	3485.7	3489.0	3485.2	3486.3	47855.0
2019-12-31 11:30:00	ES	Futures	3486.6	3490.6	3484.1	3487.9	57473.0
2019-12-31 12:00:00	ES	Futures	3487.6	3489.0	3485.7	3488.5	40834.0
2019-12-31 12:30:00	ES	Futures	3488.5	3489.5	3487.4	3488.5	23467.0
2019-12-31 13:00:00	ES	Futures	3488.2	3490.1	3488.2	3488.7	23457.0
2019-12-31 13:30:00	ES	Futures	3489.0	3491.2	3488.7	3490.9	22155.0
2019-12-31 14:00:00	ES	Futures	3490.9	3492.3	3489.0	3492.0	24860.0
2019-12-31 14:30:00	ES	Futures	3492.3	3493.1	3490.6	3491.2	24569.0
2019-12-31 15:00:00	ES	Futures	3491.2	3496.0	3490.6	3496.0	68341.0
2019-12-31 15:30:00	ES	Futures	3495.8	3503.9	3495.5	3500.9	274905.0
2019-12-31 16:00:00	ES	Futures	3500.7	3506.9	3500.4	3506.3	86142.0
2019-12-31 16:30:00	ES	Futures	3506.1	3508.0	3505.5	3507.7	8888.0
2019-12-31 00:00:00	NQ	Futures	10117.59	10117.88	10116.44	10117.02	333.0
2019-12-31 00:30:00	NQ	Futures	10117.02	10117.88	10116.15	10117.59	328.0
2019-12-31 01:00:00	NQ	Futures	10117.88	10119.62	10117.59	10118.75	348.0
2019-12-31 01:30:00	NQ	Futures	10118.75	10120.2	10118.17	10118.46	255.0
2019-12-31 02:00:00	NQ	Futures	10118.46	10118.75	10104.87	10106.32	2186.0
2019-12-31 02:30:00	NQ	Futures	10107.18	10110.08	10105.45	10108.05	1277.0
2019-12-31 03:00:00	NQ	Futures	10108.34	10109.5	10099.67	10108.63	2254.0
2019-12-31 03:30:00	NQ	Futures	10108.92	10113.55	10108.05	10111.81	1445.0
2019-12-31 04:00:00	NQ	Futures	10112.1	10112.97	10107.47	10108.92	897.0
2019-12-31 04:30:00	NQ	Futures	10108.92	10110.65	10105.45	10108.05	867.0
2019-12-31 05:00:00	NQ	Futures	10108.05	10113.26	10107.18	10111.23	1233.0
2019-12-31 05:30:00	NQ	Futures	10111.23	10114.99	10110.94	10112.97	1025.0
2019-12-31 06:00:00	NQ	Futures	10113.26	10118.17	10106.03	10108.05	1928.0
2019-12-31 06:30:00	NQ	Futures	10107.76	10108.34	10096.77	10101.69	1711.0
2019-12-31 07:00:00	NQ	Futures	10101.69	10104.58	10085.79	10098.22	5232.0
2019-12-31 07:30:00	NQ	Futures	10098.22	10098.51	10086.36	10087.52	2585.0

> showing 50 of 2,214 rows — these rows as CSV

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