PREVIEW / futures_30min / 2020-01-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-08.parquet
  size:    100 KB
  rows:    3,562

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
2020-01-08 00:00:00	ES	Futures	3495.0	3498.2	3494.4	3495.0	6640.0
2020-01-08 00:30:00	ES	Futures	3495.0	3496.9	3492.3	3493.9	10035.0
2020-01-08 01:00:00	ES	Futures	3493.9	3498.5	3493.1	3497.7	7269.0
2020-01-08 01:30:00	ES	Futures	3497.7	3497.9	3494.4	3496.9	4301.0
2020-01-08 02:00:00	ES	Futures	3496.6	3503.9	3496.0	3500.1	18308.0
2020-01-08 02:30:00	ES	Futures	3499.8	3503.9	3499.8	3501.2	11124.0
2020-01-08 03:00:00	ES	Futures	3501.5	3506.9	3498.5	3500.7	31623.0
2020-01-08 03:30:00	ES	Futures	3500.9	3503.4	3498.5	3501.5	15429.0
2020-01-08 04:00:00	ES	Futures	3501.5	3505.5	3500.9	3502.3	17006.0
2020-01-08 04:30:00	ES	Futures	3502.0	3505.5	3500.7	3503.6	8561.0
2020-01-08 05:00:00	ES	Futures	3503.6	3509.6	3502.5	3507.4	15447.0
2020-01-08 05:30:00	ES	Futures	3507.4	3515.6	3507.2	3513.9	20030.0
2020-01-08 06:00:00	ES	Futures	3514.2	3518.8	3511.2	3517.5	18548.0
2020-01-08 06:30:00	ES	Futures	3517.5	3518.5	3512.6	3513.1	23029.0
2020-01-08 07:00:00	ES	Futures	3513.1	3515.6	3512.0	3512.0	13563.0
2020-01-08 07:30:00	ES	Futures	3512.3	3516.9	3511.2	3515.3	16932.0
2020-01-08 08:00:00	ES	Futures	3515.6	3518.8	3513.7	3516.6	21392.0
2020-01-08 08:30:00	ES	Futures	3516.6	3518.0	3509.6	3512.0	27227.0
2020-01-08 09:00:00	ES	Futures	3511.8	3513.7	3510.7	3510.9	19876.0
2020-01-08 09:30:00	ES	Futures	3510.9	3520.7	3507.7	3519.1	164599.0
2020-01-08 10:00:00	ES	Futures	3519.4	3522.3	3515.6	3515.8	106448.0
2020-01-08 10:30:00	ES	Futures	3516.1	3516.9	3510.1	3514.7	87906.0
2020-01-08 11:00:00	ES	Futures	3514.7	3525.6	3512.3	3522.9	86647.0
2020-01-08 11:30:00	ES	Futures	3522.9	3535.9	3516.6	3531.5	226543.0
2020-01-08 12:00:00	ES	Futures	3531.5	3534.5	3530.2	3533.4	84471.0
2020-01-08 12:30:00	ES	Futures	3533.4	3534.0	3530.5	3532.4	48950.0
2020-01-08 13:00:00	ES	Futures	3532.4	3533.2	3529.4	3531.5	42217.0
2020-01-08 13:30:00	ES	Futures	3531.5	3533.4	3528.3	3529.4	38837.0
2020-01-08 14:00:00	ES	Futures	3529.4	3533.4	3529.4	3532.1	37204.0
2020-01-08 14:30:00	ES	Futures	3532.1	3536.4	3530.7	3536.4	42694.0
2020-01-08 15:00:00	ES	Futures	3536.4	3542.1	3535.9	3541.3	72427.0
2020-01-08 15:30:00	ES	Futures	3541.3	3541.8	3525.0	3526.9	231583.0
2020-01-08 16:00:00	ES	Futures	3527.2	3534.8	3526.1	3534.0	69429.0
2020-01-08 16:30:00	ES	Futures	3533.4	3535.3	3530.7	3533.4	11575.0
2020-01-08 18:00:00	ES	Futures	3535.1	3538.9	3533.7	3538.3	6852.0
2020-01-08 18:30:00	ES	Futures	3538.3	3538.3	3532.6	3535.9	5880.0
2020-01-08 19:00:00	ES	Futures	3535.9	3539.9	3534.0	3536.2	9146.0
2020-01-08 19:30:00	ES	Futures	3536.2	3537.8	3535.6	3537.2	2997.0
2020-01-08 20:00:00	ES	Futures	3537.0	3539.1	3536.4	3537.8	3687.0
2020-01-08 20:30:00	ES	Futures	3537.5	3539.4	3536.4	3538.0	5024.0
2020-01-08 21:00:00	ES	Futures	3538.0	3538.3	3536.4	3538.0	2855.0
2020-01-08 21:30:00	ES	Futures	3538.0	3538.0	3535.9	3536.2	2429.0
2020-01-08 22:00:00	ES	Futures	3535.9	3536.4	3531.3	3534.3	5679.0
2020-01-08 22:30:00	ES	Futures	3534.3	3535.6	3534.0	3535.6	1795.0
2020-01-08 23:00:00	ES	Futures	3535.3	3535.9	3534.5	3535.6	1210.0
2020-01-08 23:30:00	ES	Futures	3535.6	3537.5	3535.6	3537.0	1837.0
2020-01-08 00:00:00	NQ	Futures	10187.29	10204.92	10186.13	10191.04	4062.0
2020-01-08 00:30:00	NQ	Futures	10191.04	10197.98	10180.06	10183.82	5726.0
2020-01-08 01:00:00	NQ	Futures	10184.1	10196.54	10177.74	10193.94	4165.0
2020-01-08 01:30:00	NQ	Futures	10193.94	10194.8	10185.26	10190.76	1938.0

> showing 50 of 3,562 rows — these rows as CSV

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