PREVIEW / futures_30min / 2020-01-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-02.parquet
  size:    97 KB
  rows:    3,434

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
2020-01-02 00:00:00	ES	Futures	3511.8	3512.0	3510.7	3510.7	1631.0
2020-01-02 00:30:00	ES	Futures	3510.7	3512.3	3510.4	3512.3	1610.0
2020-01-02 01:00:00	ES	Futures	3512.3	3512.6	3511.2	3511.5	1215.0
2020-01-02 01:30:00	ES	Futures	3511.8	3512.6	3511.2	3512.0	1340.0
2020-01-02 02:00:00	ES	Futures	3512.3	3515.0	3512.0	3514.5	6549.0
2020-01-02 02:30:00	ES	Futures	3514.5	3515.8	3514.2	3515.3	3877.0
2020-01-02 03:00:00	ES	Futures	3515.3	3517.5	3514.5	3515.3	14494.0
2020-01-02 03:30:00	ES	Futures	3515.3	3520.7	3514.7	3519.9	17334.0
2020-01-02 04:00:00	ES	Futures	3519.9	3522.1	3519.6	3521.2	12072.0
2020-01-02 04:30:00	ES	Futures	3521.2	3522.6	3520.2	3522.1	9754.0
2020-01-02 05:00:00	ES	Futures	3522.1	3523.4	3521.5	3523.1	7264.0
2020-01-02 05:30:00	ES	Futures	3523.1	3524.0	3522.9	3522.9	6207.0
2020-01-02 06:00:00	ES	Futures	3522.9	3523.4	3521.0	3521.5	5893.0
2020-01-02 06:30:00	ES	Futures	3521.2	3521.2	3519.9	3520.2	5723.0
2020-01-02 07:00:00	ES	Futures	3520.2	3521.8	3519.9	3521.8	5749.0
2020-01-02 07:30:00	ES	Futures	3521.8	3522.3	3521.2	3522.3	6225.0
2020-01-02 08:00:00	ES	Futures	3522.1	3523.4	3522.1	3522.6	8821.0
2020-01-02 08:30:00	ES	Futures	3522.6	3524.8	3522.3	3524.0	10190.0
2020-01-02 09:00:00	ES	Futures	3524.2	3524.5	3518.0	3519.1	25485.0
2020-01-02 09:30:00	ES	Futures	3519.1	3524.0	3517.5	3522.3	199356.0
2020-01-02 10:00:00	ES	Futures	3522.3	3522.6	3508.2	3512.3	168477.0
2020-01-02 10:30:00	ES	Futures	3512.6	3515.8	3508.5	3515.3	93595.0
2020-01-02 11:00:00	ES	Futures	3515.0	3516.1	3513.4	3514.2	51931.0
2020-01-02 11:30:00	ES	Futures	3514.2	3514.2	3507.2	3512.8	78551.0
2020-01-02 12:00:00	ES	Futures	3513.1	3515.6	3511.5	3513.9	43621.0
2020-01-02 12:30:00	ES	Futures	3513.9	3517.2	3513.7	3516.1	38131.0
2020-01-02 13:00:00	ES	Futures	3516.4	3516.4	3512.3	3513.1	33468.0
2020-01-02 13:30:00	ES	Futures	3513.4	3514.5	3511.8	3514.2	35842.0
2020-01-02 14:00:00	ES	Futures	3514.2	3518.8	3513.7	3518.0	38985.0
2020-01-02 14:30:00	ES	Futures	3518.0	3521.8	3517.7	3521.0	41790.0
2020-01-02 15:00:00	ES	Futures	3521.0	3522.6	3520.4	3522.1	45576.0
2020-01-02 15:30:00	ES	Futures	3522.1	3532.4	3521.2	3532.1	212682.0
2020-01-02 16:00:00	ES	Futures	3532.1	3533.4	3530.7	3532.9	72645.0
2020-01-02 16:30:00	ES	Futures	3532.9	3535.6	3532.4	3535.3	11352.0
2020-01-02 18:00:00	ES	Futures	3534.8	3537.5	3534.5	3536.4	5341.0
2020-01-02 18:30:00	ES	Futures	3536.2	3537.0	3534.5	3535.1	2099.0
2020-01-02 19:00:00	ES	Futures	3534.8	3536.7	3534.5	3535.1	3604.0
2020-01-02 19:30:00	ES	Futures	3535.3	3535.9	3534.3	3535.3	2762.0
2020-01-02 20:00:00	ES	Futures	3535.1	3536.7	3535.1	3535.1	2432.0
2020-01-02 20:30:00	ES	Futures	3534.8	3535.3	3525.3	3526.4	15149.0
2020-01-02 21:00:00	ES	Futures	3526.4	3527.8	3512.3	3515.6	33511.0
2020-01-02 21:30:00	ES	Futures	3515.3	3516.9	3506.6	3510.4	32643.0
2020-01-02 22:00:00	ES	Futures	3510.4	3512.6	3502.3	3504.7	21729.0
2020-01-02 22:30:00	ES	Futures	3504.7	3506.9	3503.6	3506.6	8559.0
2020-01-02 23:00:00	ES	Futures	3506.6	3509.6	3505.3	3508.8	8470.0
2020-01-02 23:30:00	ES	Futures	3508.8	3512.0	3508.2	3508.5	5395.0
2020-01-02 00:00:00	NQ	Futures	10164.73	10165.31	10160.39	10160.39	805.0
2020-01-02 00:30:00	NQ	Futures	10160.39	10166.75	10159.81	10166.18	834.0
2020-01-02 01:00:00	NQ	Futures	10166.18	10167.04	10161.55	10163.28	722.0
2020-01-02 01:30:00	NQ	Futures	10162.99	10166.18	10161.84	10165.6	1335.0

> showing 50 of 3,434 rows — these rows as CSV

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