PREVIEW / futures_30min / 2020-01-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-15.parquet
  size:    89 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
2020-01-15 00:00:00	ES	Futures	3556.2	3556.7	3554.3	3555.4	3058.0
2020-01-15 00:30:00	ES	Futures	3555.4	3558.4	3555.4	3557.6	3350.0
2020-01-15 01:00:00	ES	Futures	3557.6	3559.5	3556.5	3558.4	3686.0
2020-01-15 01:30:00	ES	Futures	3558.4	3559.2	3557.6	3558.4	1820.0
2020-01-15 02:00:00	ES	Futures	3558.6	3561.4	3557.8	3561.1	4458.0
2020-01-15 02:30:00	ES	Futures	3561.1	3561.6	3559.7	3560.5	3948.0
2020-01-15 03:00:00	ES	Futures	3560.3	3562.4	3556.2	3559.5	13723.0
2020-01-15 03:30:00	ES	Futures	3559.2	3561.4	3558.6	3558.9	9120.0
2020-01-15 04:00:00	ES	Futures	3558.9	3559.7	3557.8	3558.4	6207.0
2020-01-15 04:30:00	ES	Futures	3558.6	3560.3	3557.8	3558.6	4550.0
2020-01-15 05:00:00	ES	Futures	3558.6	3561.4	3558.6	3561.1	4083.0
2020-01-15 05:30:00	ES	Futures	3560.8	3561.6	3559.7	3561.1	5149.0
2020-01-15 06:00:00	ES	Futures	3560.8	3562.4	3560.8	3561.6	6485.0
2020-01-15 06:30:00	ES	Futures	3561.6	3563.5	3560.8	3562.7	6536.0
2020-01-15 07:00:00	ES	Futures	3562.7	3564.1	3560.5	3561.1	11551.0
2020-01-15 07:30:00	ES	Futures	3560.8	3564.6	3560.3	3563.3	8462.0
2020-01-15 08:00:00	ES	Futures	3563.3	3563.8	3561.1	3561.6	7931.0
2020-01-15 08:30:00	ES	Futures	3561.6	3562.7	3554.3	3555.4	25958.0
2020-01-15 09:00:00	ES	Futures	3555.4	3558.1	3554.3	3557.8	17359.0
2020-01-15 09:30:00	ES	Futures	3557.8	3572.2	3557.3	3571.4	178642.0
2020-01-15 10:00:00	ES	Futures	3571.7	3573.8	3568.1	3570.3	110141.0
2020-01-15 10:30:00	ES	Futures	3570.3	3574.9	3568.7	3574.6	90812.0
2020-01-15 11:00:00	ES	Futures	3574.6	3575.7	3568.4	3571.9	93855.0
2020-01-15 11:30:00	ES	Futures	3571.9	3576.0	3570.0	3571.9	67118.0
2020-01-15 12:00:00	ES	Futures	3572.2	3574.4	3570.6	3571.7	47400.0
2020-01-15 12:30:00	ES	Futures	3571.7	3573.5	3566.0	3566.8	60422.0
2020-01-15 13:00:00	ES	Futures	3566.8	3568.1	3564.6	3566.8	66807.0
2020-01-15 13:30:00	ES	Futures	3566.8	3568.1	3562.2	3564.3	63339.0
2020-01-15 14:00:00	ES	Futures	3564.3	3572.2	3563.8	3572.2	54908.0
2020-01-15 14:30:00	ES	Futures	3572.2	3572.2	3567.6	3567.9	34417.0
2020-01-15 15:00:00	ES	Futures	3568.1	3568.4	3558.6	3561.4	110944.0
2020-01-15 15:30:00	ES	Futures	3561.4	3567.3	3556.7	3567.3	164331.0
2020-01-15 16:00:00	ES	Futures	3567.3	3570.8	3566.8	3570.3	51715.0
2020-01-15 16:30:00	ES	Futures	3570.0	3570.8	3569.5	3570.8	8044.0
2020-01-15 18:00:00	ES	Futures	3570.8	3577.1	3570.6	3574.9	11291.0
2020-01-15 18:30:00	ES	Futures	3574.9	3575.7	3573.5	3573.8	3748.0
2020-01-15 19:00:00	ES	Futures	3573.8	3574.9	3572.2	3572.7	6723.0
2020-01-15 19:30:00	ES	Futures	3572.7	3573.5	3571.9	3571.9	2624.0
2020-01-15 20:00:00	ES	Futures	3571.9	3574.1	3571.9	3573.3	3173.0
2020-01-15 20:30:00	ES	Futures	3573.3	3573.8	3571.1	3573.8	5937.0
2020-01-15 21:00:00	ES	Futures	3573.5	3574.6	3573.0	3573.0	4202.0
2020-01-15 21:30:00	ES	Futures	3573.0	3573.3	3571.9	3573.0	2305.0
2020-01-15 22:00:00	ES	Futures	3573.3	3573.3	3571.4	3572.7	4183.0
2020-01-15 22:30:00	ES	Futures	3573.0	3573.5	3572.2	3573.3	2805.0
2020-01-15 23:00:00	ES	Futures	3573.3	3574.9	3573.0	3574.9	2413.0
2020-01-15 23:30:00	ES	Futures	3574.9	3575.4	3574.1	3575.2	2630.0
2020-01-15 00:00:00	NQ	Futures	10454.48	10455.93	10446.67	10450.43	1565.0
2020-01-15 00:30:00	NQ	Futures	10450.43	10461.71	10449.85	10459.11	1501.0
2020-01-15 01:00:00	NQ	Futures	10458.82	10466.63	10455.93	10464.6	1634.0
2020-01-15 01:30:00	NQ	Futures	10464.31	10467.49	10460.84	10463.73	1226.0

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

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