PREVIEW / futures_30min / 2020-01-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-09.parquet
  size:    92 KB
  rows:    3,529

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
2020-01-09 00:00:00	ES	Futures	3537.2	3539.4	3536.4	3538.9	3552.0
2020-01-09 00:30:00	ES	Futures	3538.6	3541.3	3538.6	3539.7	5385.0
2020-01-09 01:00:00	ES	Futures	3539.7	3541.0	3538.9	3539.9	3433.0
2020-01-09 01:30:00	ES	Futures	3539.7	3540.8	3538.9	3539.7	2862.0
2020-01-09 02:00:00	ES	Futures	3539.7	3545.9	3538.0	3544.8	11110.0
2020-01-09 02:30:00	ES	Futures	3544.8	3547.5	3544.0	3546.4	9879.0
2020-01-09 03:00:00	ES	Futures	3546.2	3546.7	3543.2	3545.4	13901.0
2020-01-09 03:30:00	ES	Futures	3545.4	3548.9	3544.6	3545.6	10887.0
2020-01-09 04:00:00	ES	Futures	3545.6	3546.4	3544.6	3545.1	7994.0
2020-01-09 04:30:00	ES	Futures	3544.8	3546.2	3543.7	3545.1	8619.0
2020-01-09 05:00:00	ES	Futures	3545.4	3547.0	3544.6	3544.6	5870.0
2020-01-09 05:30:00	ES	Futures	3544.6	3545.6	3543.2	3544.0	6102.0
2020-01-09 06:00:00	ES	Futures	3544.3	3545.6	3543.5	3545.1	5043.0
2020-01-09 06:30:00	ES	Futures	3545.1	3546.2	3544.8	3545.9	4592.0
2020-01-09 07:00:00	ES	Futures	3545.9	3547.8	3542.9	3545.1	13408.0
2020-01-09 07:30:00	ES	Futures	3545.1	3545.1	3541.6	3542.9	16111.0
2020-01-09 08:00:00	ES	Futures	3542.9	3545.1	3541.6	3544.3	11229.0
2020-01-09 08:30:00	ES	Futures	3544.6	3546.4	3544.3	3545.4	12122.0
2020-01-09 09:00:00	ES	Futures	3545.4	3546.7	3543.7	3545.4	18314.0
2020-01-09 09:30:00	ES	Futures	3545.6	3548.9	3539.7	3543.7	192585.0
2020-01-09 10:00:00	ES	Futures	3543.5	3545.9	3540.2	3545.4	76335.0
2020-01-09 10:30:00	ES	Futures	3545.6	3549.7	3544.8	3548.9	68537.0
2020-01-09 11:00:00	ES	Futures	3548.9	3549.4	3544.6	3545.9	59020.0
2020-01-09 11:30:00	ES	Futures	3545.6	3550.2	3545.6	3549.2	60550.0
2020-01-09 12:00:00	ES	Futures	3549.4	3550.2	3543.2	3544.6	47139.0
2020-01-09 12:30:00	ES	Futures	3544.6	3544.6	3538.3	3544.0	81935.0
2020-01-09 13:00:00	ES	Futures	3544.3	3545.4	3540.8	3544.8	68851.0
2020-01-09 13:30:00	ES	Futures	3544.8	3548.6	3543.5	3545.6	38072.0
2020-01-09 14:00:00	ES	Futures	3545.9	3548.3	3545.4	3547.5	34613.0
2020-01-09 14:30:00	ES	Futures	3547.5	3551.9	3547.5	3548.9	51291.0
2020-01-09 15:00:00	ES	Futures	3548.9	3549.2	3544.8	3547.3	45158.0
2020-01-09 15:30:00	ES	Futures	3547.0	3551.1	3545.6	3550.5	126958.0
2020-01-09 16:00:00	ES	Futures	3550.5	3551.9	3549.2	3550.8	47081.0
2020-01-09 16:30:00	ES	Futures	3550.5	3550.8	3550.0	3550.2	6924.0
2020-01-09 18:00:00	ES	Futures	3550.5	3554.6	3550.2	3553.8	6160.0
2020-01-09 18:30:00	ES	Futures	3553.8	3554.0	3553.2	3553.2	2328.0
2020-01-09 19:00:00	ES	Futures	3553.5	3555.4	3552.7	3554.9	8874.0
2020-01-09 19:30:00	ES	Futures	3554.9	3558.9	3554.9	3557.0	11545.0
2020-01-09 20:00:00	ES	Futures	3557.3	3558.4	3557.0	3557.0	5333.0
2020-01-09 20:30:00	ES	Futures	3557.3	3557.8	3555.7	3557.3	4851.0
2020-01-09 21:00:00	ES	Futures	3557.0	3557.6	3556.2	3556.2	2620.0
2020-01-09 21:30:00	ES	Futures	3556.2	3558.1	3555.9	3557.8	2221.0
2020-01-09 22:00:00	ES	Futures	3557.6	3558.1	3557.0	3557.6	2214.0
2020-01-09 22:30:00	ES	Futures	3557.6	3559.2	3557.6	3558.6	2197.0
2020-01-09 23:00:00	ES	Futures	3558.9	3559.2	3558.1	3558.9	2289.0
2020-01-09 23:30:00	ES	Futures	3559.2	3560.3	3558.4	3558.9	2986.0
2020-01-09 00:00:00	NQ	Futures	10357.03	10365.71	10353.56	10363.97	1753.0
2020-01-09 00:30:00	NQ	Futures	10363.39	10371.49	10362.24	10365.99	2268.0
2020-01-09 01:00:00	NQ	Futures	10366.28	10369.75	10361.37	10364.26	2351.0
2020-01-09 01:30:00	NQ	Futures	10364.55	10368.89	10359.63	10365.99	4227.0

> showing 50 of 3,529 rows — these rows as CSV

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