PREVIEW / futures_30min / 2020-01-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-14.parquet
  size:    91 KB
  rows:    3,510

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
2020-01-14 00:00:00	ES	Futures	3565.4	3567.0	3564.6	3566.8	2741.0
2020-01-14 00:30:00	ES	Futures	3566.5	3566.5	3563.5	3564.3	2920.0
2020-01-14 01:00:00	ES	Futures	3564.3	3565.1	3563.8	3564.6	2690.0
2020-01-14 01:30:00	ES	Futures	3564.6	3566.5	3564.6	3566.0	2246.0
2020-01-14 02:00:00	ES	Futures	3566.0	3566.8	3562.2	3563.0	5221.0
2020-01-14 02:30:00	ES	Futures	3563.3	3563.3	3561.1	3561.4	5256.0
2020-01-14 03:00:00	ES	Futures	3561.4	3561.9	3550.2	3550.8	29128.0
2020-01-14 03:30:00	ES	Futures	3550.8	3558.9	3550.5	3558.6	19426.0
2020-01-14 04:00:00	ES	Futures	3558.6	3562.7	3557.6	3562.4	14710.0
2020-01-14 04:30:00	ES	Futures	3562.4	3568.9	3562.4	3567.3	17416.0
2020-01-14 05:00:00	ES	Futures	3567.0	3568.1	3564.9	3566.5	9753.0
2020-01-14 05:30:00	ES	Futures	3566.8	3567.3	3559.2	3562.2	13908.0
2020-01-14 06:00:00	ES	Futures	3561.9	3563.5	3556.7	3560.5	13481.0
2020-01-14 06:30:00	ES	Futures	3560.5	3563.5	3558.6	3563.0	11831.0
2020-01-14 07:00:00	ES	Futures	3563.0	3565.1	3561.9	3564.6	8117.0
2020-01-14 07:30:00	ES	Futures	3564.6	3565.1	3561.6	3563.0	9650.0
2020-01-14 08:00:00	ES	Futures	3562.7	3564.6	3561.4	3562.2	12786.0
2020-01-14 08:30:00	ES	Futures	3562.2	3565.7	3560.0	3564.6	23948.0
2020-01-14 09:00:00	ES	Futures	3564.6	3564.9	3558.9	3559.2	29966.0
2020-01-14 09:30:00	ES	Futures	3559.5	3562.4	3554.6	3555.7	199725.0
2020-01-14 10:00:00	ES	Futures	3555.7	3560.8	3554.3	3559.5	103897.0
2020-01-14 10:30:00	ES	Futures	3559.5	3562.7	3556.7	3560.3	86690.0
2020-01-14 11:00:00	ES	Futures	3560.0	3563.3	3559.5	3562.4	67431.0
2020-01-14 11:30:00	ES	Futures	3562.7	3564.9	3561.4	3564.9	45134.0
2020-01-14 12:00:00	ES	Futures	3564.9	3566.5	3563.8	3565.7	33441.0
2020-01-14 12:30:00	ES	Futures	3565.7	3569.5	3565.7	3568.1	43102.0
2020-01-14 13:00:00	ES	Futures	3567.9	3570.8	3567.9	3570.0	39834.0
2020-01-14 13:30:00	ES	Futures	3570.0	3571.7	3558.1	3560.8	215896.0
2020-01-14 14:00:00	ES	Futures	3560.8	3562.2	3552.4	3561.9	144320.0
2020-01-14 14:30:00	ES	Futures	3561.9	3566.0	3560.3	3561.1	69331.0
2020-01-14 15:00:00	ES	Futures	3560.8	3562.4	3555.1	3555.9	74825.0
2020-01-14 15:30:00	ES	Futures	3556.2	3561.4	3554.0	3558.9	162617.0
2020-01-14 16:00:00	ES	Futures	3558.6	3564.6	3558.4	3563.5	50530.0
2020-01-14 16:30:00	ES	Futures	3563.3	3564.6	3563.3	3563.8	5530.0
2020-01-14 18:00:00	ES	Futures	3563.8	3564.3	3558.4	3559.2	6285.0
2020-01-14 18:30:00	ES	Futures	3559.5	3560.0	3553.8	3554.3	11205.0
2020-01-14 19:00:00	ES	Futures	3554.3	3558.1	3553.0	3557.8	7370.0
2020-01-14 19:30:00	ES	Futures	3557.8	3557.8	3555.7	3556.2	4560.0
2020-01-14 20:00:00	ES	Futures	3556.2	3560.0	3555.7	3559.2	5979.0
2020-01-14 20:30:00	ES	Futures	3559.5	3562.2	3558.9	3559.7	7023.0
2020-01-14 21:00:00	ES	Futures	3559.5	3560.3	3554.0	3554.0	8525.0
2020-01-14 21:30:00	ES	Futures	3554.0	3557.3	3554.0	3555.1	4167.0
2020-01-14 22:00:00	ES	Futures	3555.1	3555.7	3553.5	3554.3	3703.0
2020-01-14 22:30:00	ES	Futures	3554.3	3556.2	3553.8	3555.9	3212.0
2020-01-14 23:00:00	ES	Futures	3555.7	3556.2	3555.1	3555.1	2277.0
2020-01-14 23:30:00	ES	Futures	3555.4	3556.5	3554.6	3556.2	2179.0
2020-01-14 00:00:00	NQ	Futures	10510.29	10518.39	10507.4	10515.79	1877.0
2020-01-14 00:30:00	NQ	Futures	10515.5	10515.79	10504.8	10507.69	1850.0
2020-01-14 01:00:00	NQ	Futures	10507.4	10509.42	10503.35	10507.69	1632.0
2020-01-14 01:30:00	NQ	Futures	10507.98	10513.76	10507.98	10512.61	1307.0

> showing 50 of 3,510 rows — these rows as CSV

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