PREVIEW / futures_30min / 2020-01-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-16.parquet
  size:    92 KB
  rows:    3,544

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
2020-01-16 00:00:00	ES	Futures	3575.2	3576.0	3574.9	3575.4	2814.0
2020-01-16 00:30:00	ES	Futures	3575.4	3577.1	3575.2	3576.8	3397.0
2020-01-16 01:00:00	ES	Futures	3576.8	3577.1	3576.0	3576.5	3190.0
2020-01-16 01:30:00	ES	Futures	3576.3	3576.8	3575.4	3576.5	3296.0
2020-01-16 02:00:00	ES	Futures	3576.5	3576.5	3574.6	3576.3	4508.0
2020-01-16 02:30:00	ES	Futures	3576.3	3577.1	3575.7	3576.3	3364.0
2020-01-16 03:00:00	ES	Futures	3576.3	3579.5	3576.3	3579.5	18292.0
2020-01-16 03:30:00	ES	Futures	3579.5	3585.7	3579.2	3582.2	27204.0
2020-01-16 04:00:00	ES	Futures	3582.2	3583.0	3578.7	3579.8	12435.0
2020-01-16 04:30:00	ES	Futures	3579.5	3580.9	3578.4	3580.1	9001.0
2020-01-16 05:00:00	ES	Futures	3580.1	3580.9	3578.2	3580.3	11152.0
2020-01-16 05:30:00	ES	Futures	3580.3	3582.2	3580.1	3582.2	8061.0
2020-01-16 06:00:00	ES	Futures	3582.2	3582.5	3579.2	3581.1	8530.0
2020-01-16 06:30:00	ES	Futures	3581.1	3583.0	3580.3	3583.0	6154.0
2020-01-16 07:00:00	ES	Futures	3582.8	3583.3	3581.1	3581.1	6442.0
2020-01-16 07:30:00	ES	Futures	3581.1	3582.5	3579.8	3580.3	7950.0
2020-01-16 08:00:00	ES	Futures	3580.3	3581.9	3580.1	3580.6	10449.0
2020-01-16 08:30:00	ES	Futures	3580.9	3583.0	3580.6	3581.4	18187.0
2020-01-16 09:00:00	ES	Futures	3581.7	3583.6	3581.1	3582.8	18363.0
2020-01-16 09:30:00	ES	Futures	3582.8	3586.3	3580.1	3582.5	204728.0
2020-01-16 10:00:00	ES	Futures	3582.5	3585.5	3580.6	3584.4	111891.0
2020-01-16 10:30:00	ES	Futures	3584.4	3586.6	3581.9	3582.8	95202.0
2020-01-16 11:00:00	ES	Futures	3583.0	3585.5	3580.3	3582.8	85479.0
2020-01-16 11:30:00	ES	Futures	3583.0	3585.5	3581.7	3584.4	45069.0
2020-01-16 12:00:00	ES	Futures	3584.7	3585.7	3583.6	3583.8	45216.0
2020-01-16 12:30:00	ES	Futures	3583.6	3586.3	3583.6	3585.2	27958.0
2020-01-16 13:00:00	ES	Futures	3584.9	3586.0	3584.1	3584.9	24986.0
2020-01-16 13:30:00	ES	Futures	3584.9	3587.6	3584.1	3586.8	45218.0
2020-01-16 14:00:00	ES	Futures	3586.8	3587.6	3586.0	3586.8	36789.0
2020-01-16 14:30:00	ES	Futures	3587.1	3587.4	3584.9	3586.0	23230.0
2020-01-16 15:00:00	ES	Futures	3585.7	3588.7	3585.2	3588.2	45503.0
2020-01-16 15:30:00	ES	Futures	3588.2	3596.3	3587.9	3596.0	195179.0
2020-01-16 16:00:00	ES	Futures	3596.0	3596.6	3593.9	3595.0	68958.0
2020-01-16 16:30:00	ES	Futures	3595.0	3596.6	3594.7	3595.8	7698.0
2020-01-16 18:00:00	ES	Futures	3595.2	3602.3	3594.4	3598.5	13862.0
2020-01-16 18:30:00	ES	Futures	3598.5	3599.3	3598.2	3598.5	4137.0
2020-01-16 19:00:00	ES	Futures	3598.5	3598.8	3596.9	3597.4	5344.0
2020-01-16 19:30:00	ES	Futures	3597.7	3598.8	3597.7	3598.2	2845.0
2020-01-16 20:00:00	ES	Futures	3598.2	3598.5	3596.9	3597.4	3119.0
2020-01-16 20:30:00	ES	Futures	3597.4	3597.7	3595.2	3596.9	6185.0
2020-01-16 21:00:00	ES	Futures	3597.1	3599.3	3597.1	3598.2	6464.0
2020-01-16 21:30:00	ES	Futures	3598.5	3598.8	3596.6	3597.4	2866.0
2020-01-16 22:00:00	ES	Futures	3597.7	3597.9	3596.0	3597.4	2838.0
2020-01-16 22:30:00	ES	Futures	3597.7	3597.9	3596.6	3596.9	1424.0
2020-01-16 23:00:00	ES	Futures	3596.9	3597.4	3596.3	3597.4	1349.0
2020-01-16 23:30:00	ES	Futures	3597.4	3597.4	3596.0	3596.0	1439.0
2020-01-16 00:00:00	NQ	Futures	10496.7	10500.46	10495.54	10498.44	1124.0
2020-01-16 00:30:00	NQ	Futures	10498.44	10505.95	10496.12	10504.8	1430.0
2020-01-16 01:00:00	NQ	Futures	10505.09	10506.24	10501.33	10504.8	1785.0
2020-01-16 01:30:00	NQ	Futures	10504.51	10506.82	10499.59	10506.82	2104.0

> showing 50 of 3,544 rows — these rows as CSV

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