PREVIEW / futures_30min / 2020-01-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-13.parquet
  size:    91 KB
  rows:    3,470

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
2020-01-13 00:00:00	ES	Futures	3548.3	3549.7	3548.1	3548.9	1879.0
2020-01-13 00:30:00	ES	Futures	3548.9	3549.4	3548.3	3548.6	863.0
2020-01-13 01:00:00	ES	Futures	3548.9	3550.0	3548.3	3548.9	1765.0
2020-01-13 01:30:00	ES	Futures	3548.6	3549.7	3548.1	3548.3	1549.0
2020-01-13 02:00:00	ES	Futures	3548.3	3549.7	3547.3	3548.1	3588.0
2020-01-13 02:30:00	ES	Futures	3548.1	3548.3	3547.3	3547.8	2016.0
2020-01-13 03:00:00	ES	Futures	3547.8	3550.5	3547.8	3550.2	8523.0
2020-01-13 03:30:00	ES	Futures	3550.2	3551.9	3549.2	3551.1	8027.0
2020-01-13 04:00:00	ES	Futures	3551.1	3551.9	3549.2	3550.5	9478.0
2020-01-13 04:30:00	ES	Futures	3550.5	3553.5	3549.4	3553.2	7691.0
2020-01-13 05:00:00	ES	Futures	3553.2	3553.5	3551.3	3553.2	5471.0
2020-01-13 05:30:00	ES	Futures	3553.0	3553.2	3551.9	3553.2	3784.0
2020-01-13 06:00:00	ES	Futures	3553.0	3553.2	3551.1	3551.3	4717.0
2020-01-13 06:30:00	ES	Futures	3551.3	3552.1	3546.2	3546.4	10597.0
2020-01-13 07:00:00	ES	Futures	3546.4	3549.7	3545.9	3549.7	8812.0
2020-01-13 07:30:00	ES	Futures	3549.4	3550.5	3547.8	3549.2	7942.0
2020-01-13 08:00:00	ES	Futures	3549.2	3552.7	3548.9	3551.9	11119.0
2020-01-13 08:30:00	ES	Futures	3551.6	3551.9	3548.1	3549.4	9898.0
2020-01-13 09:00:00	ES	Futures	3549.4	3549.4	3547.0	3547.8	14715.0
2020-01-13 09:30:00	ES	Futures	3547.8	3551.1	3542.4	3550.5	151114.0
2020-01-13 10:00:00	ES	Futures	3550.2	3551.1	3546.4	3549.7	70033.0
2020-01-13 10:30:00	ES	Futures	3549.7	3553.2	3547.3	3552.4	55319.0
2020-01-13 11:00:00	ES	Futures	3552.7	3556.5	3551.3	3553.8	71120.0
2020-01-13 11:30:00	ES	Futures	3553.5	3557.3	3551.9	3557.3	58901.0
2020-01-13 12:00:00	ES	Futures	3557.3	3560.3	3557.0	3558.6	48236.0
2020-01-13 12:30:00	ES	Futures	3558.9	3560.0	3557.0	3557.6	29189.0
2020-01-13 13:00:00	ES	Futures	3557.8	3559.5	3557.0	3557.8	25874.0
2020-01-13 13:30:00	ES	Futures	3557.8	3558.4	3556.2	3557.0	24207.0
2020-01-13 14:00:00	ES	Futures	3557.0	3559.7	3555.7	3559.7	32839.0
2020-01-13 14:30:00	ES	Futures	3559.7	3560.8	3558.9	3560.3	25599.0
2020-01-13 15:00:00	ES	Futures	3560.3	3561.1	3558.1	3558.4	25391.0
2020-01-13 15:30:00	ES	Futures	3558.4	3564.9	3558.1	3564.6	115412.0
2020-01-13 16:00:00	ES	Futures	3564.6	3566.2	3563.5	3566.0	53044.0
2020-01-13 16:30:00	ES	Futures	3566.2	3567.3	3563.5	3565.1	13103.0
2020-01-13 18:00:00	ES	Futures	3565.4	3568.4	3564.9	3568.1	5648.0
2020-01-13 18:30:00	ES	Futures	3568.1	3570.8	3566.8	3570.6	6144.0
2020-01-13 19:00:00	ES	Futures	3570.6	3573.5	3569.8	3572.2	10968.0
2020-01-13 19:30:00	ES	Futures	3572.2	3573.3	3570.6	3571.4	4272.0
2020-01-13 20:00:00	ES	Futures	3571.4	3571.9	3569.2	3570.3	5855.0
2020-01-13 20:30:00	ES	Futures	3570.0	3570.3	3568.7	3569.2	5815.0
2020-01-13 21:00:00	ES	Futures	3569.5	3570.0	3567.6	3570.0	5093.0
2020-01-13 21:30:00	ES	Futures	3569.8	3570.3	3567.6	3567.6	2358.0
2020-01-13 22:00:00	ES	Futures	3567.6	3567.9	3564.1	3564.3	6131.0
2020-01-13 22:30:00	ES	Futures	3564.3	3565.4	3563.5	3565.1	4515.0
2020-01-13 23:00:00	ES	Futures	3565.1	3566.2	3564.9	3566.0	1878.0
2020-01-13 23:30:00	ES	Futures	3566.0	3566.0	3564.6	3565.4	2218.0
2020-01-13 00:00:00	NQ	Futures	10421.8	10429.9	10421.23	10426.14	1397.0
2020-01-13 00:30:00	NQ	Futures	10426.14	10427.59	10423.25	10425.56	754.0
2020-01-13 01:00:00	NQ	Futures	10425.85	10430.19	10421.23	10422.67	1564.0
2020-01-13 01:30:00	NQ	Futures	10422.96	10426.72	10419.2	10420.36	1625.0

> showing 50 of 3,470 rows — these rows as CSV

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