PREVIEW / futures_30min / 2020-01-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-03.parquet
  size:    82 KB
  rows:    2,856

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
2020-01-03 00:00:00	ES	Futures	3508.8	3510.1	3501.7	3506.1	9596.0
2020-01-03 00:30:00	ES	Futures	3506.3	3508.0	3503.9	3504.4	5097.0
2020-01-03 01:00:00	ES	Futures	3504.7	3505.0	3502.3	3503.1	5332.0
2020-01-03 01:30:00	ES	Futures	3503.1	3506.1	3503.1	3505.5	5068.0
2020-01-03 02:00:00	ES	Futures	3505.5	3506.6	3502.5	3506.1	9621.0
2020-01-03 02:30:00	ES	Futures	3506.3	3506.3	3497.1	3497.9	20536.0
2020-01-03 03:00:00	ES	Futures	3497.9	3502.0	3493.1	3501.5	29295.0
2020-01-03 03:30:00	ES	Futures	3501.5	3502.3	3497.4	3498.2	14022.0
2020-01-03 04:00:00	ES	Futures	3498.2	3498.8	3492.8	3495.5	16246.0
2020-01-03 04:30:00	ES	Futures	3495.5	3496.0	3490.9	3493.9	14727.0
2020-01-03 05:00:00	ES	Futures	3493.9	3496.9	3493.3	3493.9	10410.0
2020-01-03 05:30:00	ES	Futures	3494.1	3494.4	3476.0	3481.1	33772.0
2020-01-03 06:00:00	ES	Futures	3480.9	3488.2	3479.2	3486.6	20422.0
2020-01-03 06:30:00	ES	Futures	3486.6	3487.4	3483.6	3484.7	11937.0
2020-01-03 07:00:00	ES	Futures	3484.4	3495.0	3484.1	3492.8	21260.0
2020-01-03 07:30:00	ES	Futures	3492.5	3494.7	3492.3	3494.4	12525.0
2020-01-03 08:00:00	ES	Futures	3494.1	3503.4	3493.9	3501.7	29837.0
2020-01-03 08:30:00	ES	Futures	3501.7	3502.0	3497.4	3498.2	21639.0
2020-01-03 09:00:00	ES	Futures	3498.2	3500.7	3490.6	3491.7	32850.0
2020-01-03 09:30:00	ES	Futures	3492.0	3511.5	3491.2	3509.1	229106.0
2020-01-03 10:00:00	ES	Futures	3509.1	3510.7	3501.2	3509.3	141179.0
2020-01-03 10:30:00	ES	Futures	3509.3	3512.8	3505.3	3506.3	83307.0
2020-01-03 11:00:00	ES	Futures	3506.3	3509.1	3502.0	3507.7	64755.0
2020-01-03 11:30:00	ES	Futures	3508.0	3514.5	3506.9	3513.4	54676.0
2020-01-03 12:00:00	ES	Futures	3513.1	3518.3	3513.1	3514.7	54293.0
2020-01-03 12:30:00	ES	Futures	3515.0	3518.8	3514.5	3516.1	39520.0
2020-01-03 13:00:00	ES	Futures	3516.1	3517.7	3513.9	3516.1	31700.0
2020-01-03 13:30:00	ES	Futures	3516.1	3516.6	3504.4	3511.2	97854.0
2020-01-03 14:00:00	ES	Futures	3511.2	3513.1	3507.2	3510.4	41820.0
2020-01-03 14:30:00	ES	Futures	3510.1	3515.3	3509.1	3514.2	29878.0
2020-01-03 15:00:00	ES	Futures	3514.2	3517.7	3509.6	3510.1	77430.0
2020-01-03 15:30:00	ES	Futures	3509.9	3512.8	3505.5	3505.8	199211.0
2020-01-03 16:00:00	ES	Futures	3505.5	3509.1	3505.3	3506.9	64182.0
2020-01-03 16:30:00	ES	Futures	3506.6	3507.4	3505.8	3507.2	7656.0
2020-01-03 00:00:00	NQ	Futures	10213.89	10218.23	10186.13	10204.35	5847.0
2020-01-03 00:30:00	NQ	Futures	10204.64	10215.05	10196.83	10200.01	4416.0
2020-01-03 01:00:00	NQ	Futures	10200.59	10202.32	10188.15	10194.23	3891.0
2020-01-03 01:30:00	NQ	Futures	10193.94	10201.17	10193.36	10199.72	2345.0
2020-01-03 02:00:00	NQ	Futures	10199.14	10207.24	10189.31	10205.79	5630.0
2020-01-03 02:30:00	NQ	Futures	10205.79	10207.24	10169.36	10170.8	8910.0
2020-01-03 03:00:00	NQ	Futures	10170.51	10184.39	10155.19	10179.48	10975.0
2020-01-03 03:30:00	NQ	Futures	10179.48	10184.1	10170.8	10172.83	7023.0
2020-01-03 04:00:00	NQ	Futures	10173.4	10174.56	10149.98	10154.61	9602.0
2020-01-03 04:30:00	NQ	Futures	10154.61	10157.79	10135.81	10151.43	8209.0
2020-01-03 05:00:00	NQ	Futures	10151.14	10160.39	10145.36	10150.27	5992.0
2020-01-03 05:30:00	NQ	Futures	10150.27	10152.3	10104.0	10116.44	14249.0
2020-01-03 06:00:00	NQ	Futures	10116.44	10138.13	10110.08	10130.61	9332.0
2020-01-03 06:30:00	NQ	Futures	10130.9	10136.68	10118.17	10128.58	6038.0
2020-01-03 07:00:00	NQ	Futures	10128.58	10160.68	10128.0	10148.25	9114.0
2020-01-03 07:30:00	NQ	Futures	10147.96	10153.16	10141.6	10151.72	5663.0

> showing 50 of 2,856 rows — these rows as CSV

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