PREVIEW / futures_30min / 2020-01-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-10.parquet
  size:    77 KB
  rows:    2,826

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
2020-01-10 00:00:00	ES	Futures	3558.9	3559.7	3557.8	3559.7	1975.0
2020-01-10 00:30:00	ES	Futures	3559.7	3560.0	3558.4	3560.0	2035.0
2020-01-10 01:00:00	ES	Futures	3560.3	3561.1	3560.0	3560.3	4720.0
2020-01-10 01:30:00	ES	Futures	3560.5	3560.5	3558.9	3559.7	3094.0
2020-01-10 02:00:00	ES	Futures	3559.5	3560.5	3559.2	3559.5	3973.0
2020-01-10 02:30:00	ES	Futures	3559.5	3559.7	3557.8	3559.7	6035.0
2020-01-10 03:00:00	ES	Futures	3559.5	3559.7	3555.1	3556.7	11131.0
2020-01-10 03:30:00	ES	Futures	3556.7	3557.3	3554.9	3556.7	7916.0
2020-01-10 04:00:00	ES	Futures	3556.5	3558.1	3555.7	3557.8	6346.0
2020-01-10 04:30:00	ES	Futures	3557.8	3559.2	3557.3	3559.2	5902.0
2020-01-10 05:00:00	ES	Futures	3559.2	3560.5	3558.6	3559.7	6963.0
2020-01-10 05:30:00	ES	Futures	3559.7	3560.5	3558.6	3558.9	5331.0
2020-01-10 06:00:00	ES	Futures	3558.9	3563.0	3558.6	3562.2	6570.0
2020-01-10 06:30:00	ES	Futures	3561.9	3563.0	3560.5	3561.1	4852.0
2020-01-10 07:00:00	ES	Futures	3560.8	3561.1	3559.2	3559.7	6544.0
2020-01-10 07:30:00	ES	Futures	3559.7	3560.0	3558.1	3559.2	7526.0
2020-01-10 08:00:00	ES	Futures	3559.2	3559.5	3555.1	3557.0	19904.0
2020-01-10 08:30:00	ES	Futures	3557.0	3559.7	3552.7	3557.3	46107.0
2020-01-10 09:00:00	ES	Futures	3557.3	3559.2	3556.2	3557.6	38394.0
2020-01-10 09:30:00	ES	Futures	3557.6	3559.2	3549.7	3556.2	193832.0
2020-01-10 10:00:00	ES	Futures	3556.2	3559.5	3554.6	3555.4	116910.0
2020-01-10 10:30:00	ES	Futures	3555.4	3558.1	3553.5	3556.7	73747.0
2020-01-10 11:00:00	ES	Futures	3557.0	3557.8	3551.9	3552.1	57126.0
2020-01-10 11:30:00	ES	Futures	3552.1	3553.2	3548.1	3550.0	93532.0
2020-01-10 12:00:00	ES	Futures	3550.0	3550.2	3542.9	3548.1	113676.0
2020-01-10 12:30:00	ES	Futures	3548.3	3550.5	3547.3	3548.9	47086.0
2020-01-10 13:00:00	ES	Futures	3549.2	3553.2	3548.6	3551.6	35352.0
2020-01-10 13:30:00	ES	Futures	3551.6	3553.2	3550.2	3551.6	30158.0
2020-01-10 14:00:00	ES	Futures	3551.9	3552.4	3546.7	3547.8	59000.0
2020-01-10 14:30:00	ES	Futures	3547.8	3547.8	3544.0	3546.4	44141.0
2020-01-10 15:00:00	ES	Futures	3546.4	3547.0	3540.5	3542.1	79178.0
2020-01-10 15:30:00	ES	Futures	3542.1	3542.4	3534.5	3539.9	203608.0
2020-01-10 16:00:00	ES	Futures	3539.9	3540.5	3537.8	3538.9	51046.0
2020-01-10 16:30:00	ES	Futures	3538.9	3539.7	3537.2	3537.5	7118.0
2020-01-10 00:00:00	NQ	Futures	10452.75	10456.51	10448.99	10456.22	1305.0
2020-01-10 00:30:00	NQ	Futures	10456.22	10456.79	10452.75	10456.22	951.0
2020-01-10 01:00:00	NQ	Futures	10456.51	10460.84	10456.22	10459.4	1707.0
2020-01-10 01:30:00	NQ	Futures	10459.4	10460.26	10453.04	10454.19	1747.0
2020-01-10 02:00:00	NQ	Futures	10454.19	10459.4	10453.04	10454.19	2072.0
2020-01-10 02:30:00	NQ	Futures	10454.77	10457.08	10449.85	10455.93	2423.0
2020-01-10 03:00:00	NQ	Futures	10455.64	10456.51	10441.18	10446.1	4049.0
2020-01-10 03:30:00	NQ	Futures	10446.38	10448.12	10438.58	10445.23	3168.0
2020-01-10 04:00:00	NQ	Futures	10445.52	10452.75	10443.78	10451.59	2557.0
2020-01-10 04:30:00	NQ	Futures	10451.88	10457.95	10451.88	10456.79	2335.0
2020-01-10 05:00:00	NQ	Futures	10457.37	10463.73	10455.06	10459.11	2398.0
2020-01-10 05:30:00	NQ	Futures	10459.11	10462.0	10456.51	10457.66	1897.0
2020-01-10 06:00:00	NQ	Futures	10457.66	10472.12	10457.08	10470.39	3675.0
2020-01-10 06:30:00	NQ	Futures	10470.1	10474.43	10465.47	10466.34	2247.0
2020-01-10 07:00:00	NQ	Futures	10466.34	10468.36	10462.87	10464.89	1800.0
2020-01-10 07:30:00	NQ	Futures	10464.89	10468.07	10462.58	10464.31	1949.0

> showing 50 of 2,826 rows — these rows as CSV

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