PREVIEW / futures_30min / 2020-01-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-06.parquet
  size:    97 KB
  rows:    3,522

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
2020-01-06 00:00:00	ES	Futures	3499.3	3500.1	3497.4	3498.2	4175.0
2020-01-06 00:30:00	ES	Futures	3498.2	3498.2	3496.9	3497.7	4239.0
2020-01-06 01:00:00	ES	Futures	3497.4	3498.2	3491.4	3493.3	8795.0
2020-01-06 01:30:00	ES	Futures	3493.3	3495.2	3492.5	3494.4	4914.0
2020-01-06 02:00:00	ES	Futures	3494.7	3496.0	3493.6	3495.8	8326.0
2020-01-06 02:30:00	ES	Futures	3495.8	3499.8	3493.6	3493.9	11822.0
2020-01-06 03:00:00	ES	Futures	3493.9	3496.3	3488.5	3489.8	24448.0
2020-01-06 03:30:00	ES	Futures	3489.8	3489.8	3478.2	3478.7	34228.0
2020-01-06 04:00:00	ES	Futures	3478.7	3482.5	3478.2	3479.5	17076.0
2020-01-06 04:30:00	ES	Futures	3479.5	3484.9	3478.2	3483.9	18078.0
2020-01-06 05:00:00	ES	Futures	3484.1	3487.1	3482.8	3486.3	12029.0
2020-01-06 05:30:00	ES	Futures	3486.3	3487.1	3483.3	3486.6	8448.0
2020-01-06 06:00:00	ES	Futures	3486.3	3487.9	3484.4	3486.8	8877.0
2020-01-06 06:30:00	ES	Futures	3487.1	3488.2	3485.2	3486.8	7270.0
2020-01-06 07:00:00	ES	Futures	3487.1	3490.4	3486.8	3490.1	10608.0
2020-01-06 07:30:00	ES	Futures	3490.1	3493.3	3489.5	3491.7	10981.0
2020-01-06 08:00:00	ES	Futures	3491.7	3491.7	3485.2	3488.5	17557.0
2020-01-06 08:30:00	ES	Futures	3488.2	3489.0	3485.5	3488.2	10962.0
2020-01-06 09:00:00	ES	Futures	3488.2	3490.1	3483.6	3484.4	24662.0
2020-01-06 09:30:00	ES	Futures	3484.4	3498.2	3483.0	3496.3	209525.0
2020-01-06 10:00:00	ES	Futures	3496.3	3502.5	3495.2	3501.7	102955.0
2020-01-06 10:30:00	ES	Futures	3502.0	3506.3	3499.6	3503.4	92612.0
2020-01-06 11:00:00	ES	Futures	3503.6	3506.6	3501.7	3503.9	69983.0
2020-01-06 11:30:00	ES	Futures	3503.9	3507.2	3502.8	3503.9	47188.0
2020-01-06 12:00:00	ES	Futures	3503.9	3505.8	3502.5	3504.2	39002.0
2020-01-06 12:30:00	ES	Futures	3504.2	3506.6	3503.9	3505.3	29953.0
2020-01-06 13:00:00	ES	Futures	3505.3	3509.9	3504.7	3509.9	46533.0
2020-01-06 13:30:00	ES	Futures	3509.9	3510.7	3508.5	3509.1	34553.0
2020-01-06 14:00:00	ES	Futures	3509.1	3513.9	3507.4	3512.3	60610.0
2020-01-06 14:30:00	ES	Futures	3512.6	3512.6	3510.7	3511.8	27958.0
2020-01-06 15:00:00	ES	Futures	3511.8	3514.5	3510.7	3512.3	61517.0
2020-01-06 15:30:00	ES	Futures	3512.3	3520.2	3510.9	3519.1	198892.0
2020-01-06 16:00:00	ES	Futures	3519.1	3522.3	3514.7	3516.1	71025.0
2020-01-06 16:30:00	ES	Futures	3516.4	3516.9	3514.5	3515.0	8238.0
2020-01-06 18:00:00	ES	Futures	3515.8	3517.2	3514.5	3516.6	4914.0
2020-01-06 18:30:00	ES	Futures	3516.6	3516.6	3513.9	3514.7	3658.0
2020-01-06 19:00:00	ES	Futures	3514.7	3517.5	3514.2	3517.2	6740.0
2020-01-06 19:30:00	ES	Futures	3517.5	3521.5	3517.2	3519.6	8662.0
2020-01-06 20:00:00	ES	Futures	3519.6	3520.7	3518.8	3519.1	5360.0
2020-01-06 20:30:00	ES	Futures	3519.1	3522.3	3519.1	3521.2	6689.0
2020-01-06 21:00:00	ES	Futures	3521.2	3524.5	3521.0	3523.4	8740.0
2020-01-06 21:30:00	ES	Futures	3523.4	3524.2	3521.2	3521.8	4234.0
2020-01-06 22:00:00	ES	Futures	3522.1	3522.6	3520.7	3521.0	2077.0
2020-01-06 22:30:00	ES	Futures	3520.7	3522.1	3520.7	3521.8	3611.0
2020-01-06 23:00:00	ES	Futures	3522.1	3526.7	3522.1	3525.0	4868.0
2020-01-06 23:30:00	ES	Futures	3525.3	3526.1	3523.7	3524.8	3551.0
2020-01-06 00:00:00	NQ	Futures	10165.02	10167.04	10157.79	10160.39	3235.0
2020-01-06 00:30:00	NQ	Futures	10159.81	10160.1	10156.05	10157.21	1413.0
2020-01-06 01:00:00	NQ	Futures	10156.92	10159.52	10135.81	10141.31	4694.0
2020-01-06 01:30:00	NQ	Futures	10141.02	10149.69	10138.7	10148.25	3088.0

> showing 50 of 3,522 rows — these rows as CSV

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