PREVIEW / futures_30min / 2020-01-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-07.parquet
  size:    100 KB
  rows:    3,580

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
2020-01-07 00:00:00	ES	Futures	3524.8	3525.3	3523.7	3524.0	3074.0
2020-01-07 00:30:00	ES	Futures	3523.7	3523.7	3522.1	3522.9	3613.0
2020-01-07 01:00:00	ES	Futures	3522.9	3524.0	3518.5	3519.1	7192.0
2020-01-07 01:30:00	ES	Futures	3519.1	3521.8	3519.1	3521.5	4599.0
2020-01-07 02:00:00	ES	Futures	3521.2	3525.0	3518.0	3519.4	12450.0
2020-01-07 02:30:00	ES	Futures	3519.4	3520.2	3515.3	3518.3	17815.0
2020-01-07 03:00:00	ES	Futures	3518.0	3524.8	3516.6	3524.0	21923.0
2020-01-07 03:30:00	ES	Futures	3524.0	3527.8	3522.3	3523.4	13617.0
2020-01-07 04:00:00	ES	Futures	3523.7	3524.2	3520.7	3523.4	8526.0
2020-01-07 04:30:00	ES	Futures	3523.1	3524.0	3517.5	3521.2	9985.0
2020-01-07 05:00:00	ES	Futures	3521.0	3523.1	3517.7	3518.8	7631.0
2020-01-07 05:30:00	ES	Futures	3518.8	3520.7	3518.0	3520.2	6620.0
2020-01-07 06:00:00	ES	Futures	3519.9	3522.1	3517.7	3517.7	6342.0
2020-01-07 06:30:00	ES	Futures	3517.7	3518.5	3515.8	3516.6	6609.0
2020-01-07 07:00:00	ES	Futures	3516.6	3519.1	3516.1	3518.5	7009.0
2020-01-07 07:30:00	ES	Futures	3518.5	3519.9	3517.5	3519.6	6708.0
2020-01-07 08:00:00	ES	Futures	3519.6	3519.9	3515.6	3516.9	12258.0
2020-01-07 08:30:00	ES	Futures	3516.9	3516.9	3510.7	3511.2	25079.0
2020-01-07 09:00:00	ES	Futures	3511.5	3513.4	3509.9	3511.5	30886.0
2020-01-07 09:30:00	ES	Futures	3511.5	3514.5	3503.1	3506.6	221136.0
2020-01-07 10:00:00	ES	Futures	3506.9	3511.2	3506.3	3510.9	117773.0
2020-01-07 10:30:00	ES	Futures	3510.9	3515.6	3505.3	3514.2	98157.0
2020-01-07 11:00:00	ES	Futures	3514.2	3517.2	3513.7	3516.4	60899.0
2020-01-07 11:30:00	ES	Futures	3516.4	3516.6	3508.5	3509.9	50044.0
2020-01-07 12:00:00	ES	Futures	3509.9	3512.0	3508.0	3510.9	30993.0
2020-01-07 12:30:00	ES	Futures	3511.2	3511.2	3508.5	3510.4	37782.0
2020-01-07 13:00:00	ES	Futures	3510.1	3513.1	3510.1	3512.0	25415.0
2020-01-07 13:30:00	ES	Futures	3511.8	3513.1	3510.1	3513.1	19279.0
2020-01-07 14:00:00	ES	Futures	3513.1	3513.4	3507.4	3509.9	34672.0
2020-01-07 14:30:00	ES	Futures	3509.6	3511.8	3508.2	3511.2	27368.0
2020-01-07 15:00:00	ES	Futures	3511.2	3515.3	3511.2	3514.5	38566.0
2020-01-07 15:30:00	ES	Futures	3514.5	3514.7	3507.7	3509.1	106343.0
2020-01-07 16:00:00	ES	Futures	3508.8	3509.3	3505.5	3506.9	47543.0
2020-01-07 16:30:00	ES	Futures	3506.6	3506.9	3496.9	3504.4	37084.0
2020-01-07 18:00:00	ES	Futures	3503.1	3505.3	3474.6	3483.6	55191.0
2020-01-07 18:30:00	ES	Futures	3483.3	3484.4	3464.1	3472.2	76239.0
2020-01-07 19:00:00	ES	Futures	3472.5	3473.8	3455.7	3456.5	74970.0
2020-01-07 19:30:00	ES	Futures	3456.2	3460.8	3448.1	3459.7	71725.0
2020-01-07 20:00:00	ES	Futures	3460.0	3467.3	3455.9	3459.2	49146.0
2020-01-07 20:30:00	ES	Futures	3459.5	3482.5	3458.6	3474.9	70829.0
2020-01-07 21:00:00	ES	Futures	3474.6	3490.1	3473.6	3481.1	54282.0
2020-01-07 21:30:00	ES	Futures	3481.1	3501.2	3481.1	3497.9	54420.0
2020-01-07 22:00:00	ES	Futures	3498.2	3499.3	3489.0	3498.2	31133.0
2020-01-07 22:30:00	ES	Futures	3498.2	3499.0	3494.1	3498.5	16033.0
2020-01-07 23:00:00	ES	Futures	3498.8	3500.7	3496.6	3497.1	7315.0
2020-01-07 23:30:00	ES	Futures	3496.9	3497.4	3494.1	3494.7	3886.0
2020-01-07 00:00:00	NQ	Futures	10273.75	10275.19	10269.41	10270.57	1892.0
2020-01-07 00:30:00	NQ	Futures	10270.57	10270.57	10263.63	10267.1	2378.0
2020-01-07 01:00:00	NQ	Futures	10266.81	10270.57	10249.75	10253.51	3538.0
2020-01-07 01:30:00	NQ	Futures	10253.8	10263.05	10253.22	10261.31	2729.0

> showing 50 of 3,580 rows — these rows as CSV

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