PREVIEW / futures_30min / 2020-01-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-17.parquet
  size:    75 KB
  rows:    2,828

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
2020-01-17 00:00:00	ES	Futures	3596.0	3596.6	3595.8	3596.0	1390.0
2020-01-17 00:30:00	ES	Futures	3596.0	3597.7	3596.0	3597.4	2192.0
2020-01-17 01:00:00	ES	Futures	3597.7	3598.2	3596.3	3597.1	3335.0
2020-01-17 01:30:00	ES	Futures	3597.1	3597.7	3596.6	3597.1	2149.0
2020-01-17 02:00:00	ES	Futures	3597.1	3598.8	3597.1	3598.2	3445.0
2020-01-17 02:30:00	ES	Futures	3598.2	3600.1	3598.2	3599.8	5836.0
2020-01-17 03:00:00	ES	Futures	3599.6	3602.3	3599.6	3600.9	11168.0
2020-01-17 03:30:00	ES	Futures	3601.2	3604.2	3600.9	3602.3	12178.0
2020-01-17 04:00:00	ES	Futures	3602.0	3603.1	3601.2	3602.3	8999.0
2020-01-17 04:30:00	ES	Futures	3602.5	3604.4	3601.2	3603.4	7414.0
2020-01-17 05:00:00	ES	Futures	3603.4	3606.3	3603.1	3603.4	9704.0
2020-01-17 05:30:00	ES	Futures	3603.6	3604.4	3603.1	3603.6	8603.0
2020-01-17 06:00:00	ES	Futures	3603.6	3604.4	3602.5	3604.2	6314.0
2020-01-17 06:30:00	ES	Futures	3604.2	3604.4	3603.1	3604.2	5009.0
2020-01-17 07:00:00	ES	Futures	3604.2	3604.4	3602.3	3603.1	7397.0
2020-01-17 07:30:00	ES	Futures	3602.8	3603.6	3601.5	3602.8	9115.0
2020-01-17 08:00:00	ES	Futures	3602.8	3604.2	3602.3	3603.6	12203.0
2020-01-17 08:30:00	ES	Futures	3603.9	3608.2	3603.4	3604.4	41781.0
2020-01-17 09:00:00	ES	Futures	3604.4	3606.3	3601.7	3604.7	49498.0
2020-01-17 09:30:00	ES	Futures	3604.4	3605.3	3598.8	3604.4	174679.0
2020-01-17 10:00:00	ES	Futures	3604.2	3605.8	3600.4	3605.5	92734.0
2020-01-17 10:30:00	ES	Futures	3605.5	3605.8	3600.6	3602.0	70460.0
2020-01-17 11:00:00	ES	Futures	3602.3	3603.9	3597.7	3600.1	84163.0
2020-01-17 11:30:00	ES	Futures	3600.1	3603.4	3600.1	3602.8	50604.0
2020-01-17 12:00:00	ES	Futures	3603.1	3605.8	3602.0	3605.3	33268.0
2020-01-17 12:30:00	ES	Futures	3605.5	3605.5	3602.3	3602.5	28218.0
2020-01-17 13:00:00	ES	Futures	3602.5	3605.5	3602.3	3603.4	25974.0
2020-01-17 13:30:00	ES	Futures	3603.4	3604.7	3602.8	3603.9	22199.0
2020-01-17 14:00:00	ES	Futures	3604.2	3605.5	3603.4	3603.6	22278.0
2020-01-17 14:30:00	ES	Futures	3603.6	3605.0	3602.3	3604.7	34692.0
2020-01-17 15:00:00	ES	Futures	3604.7	3605.5	3600.1	3603.9	54052.0
2020-01-17 15:30:00	ES	Futures	3603.6	3609.9	3603.1	3607.7	182955.0
2020-01-17 16:00:00	ES	Futures	3607.7	3608.0	3603.1	3603.4	66658.0
2020-01-17 16:30:00	ES	Futures	3603.4	3603.6	3602.0	3602.8	9404.0
2020-01-17 00:00:00	NQ	Futures	10566.97	10569.57	10565.52	10568.13	949.0
2020-01-17 00:30:00	NQ	Futures	10567.55	10573.33	10566.39	10571.02	1705.0
2020-01-17 01:00:00	NQ	Futures	10571.31	10573.04	10566.68	10569.28	1687.0
2020-01-17 01:30:00	NQ	Futures	10569.57	10573.62	10566.97	10571.6	1007.0
2020-01-17 02:00:00	NQ	Futures	10571.6	10577.96	10571.6	10575.93	1748.0
2020-01-17 02:30:00	NQ	Futures	10576.22	10580.56	10574.2	10579.69	1665.0
2020-01-17 03:00:00	NQ	Futures	10579.69	10586.92	10578.25	10582.87	4833.0
2020-01-17 03:30:00	NQ	Futures	10582.87	10598.78	10582.3	10589.81	5725.0
2020-01-17 04:00:00	NQ	Futures	10590.1	10596.47	10586.92	10594.44	3804.0
2020-01-17 04:30:00	NQ	Futures	10594.15	10603.12	10588.37	10598.78	4040.0
2020-01-17 05:00:00	NQ	Futures	10598.78	10609.77	10597.91	10601.96	4491.0
2020-01-17 05:30:00	NQ	Futures	10601.67	10606.59	10599.94	10605.72	3574.0
2020-01-17 06:00:00	NQ	Futures	10605.43	10608.9	10601.09	10605.14	3225.0
2020-01-17 06:30:00	NQ	Futures	10604.85	10608.61	10602.54	10608.61	2001.0
2020-01-17 07:00:00	NQ	Futures	10608.61	10608.61	10601.09	10604.56	2972.0
2020-01-17 07:30:00	NQ	Futures	10604.56	10606.3	10595.6	10601.09	3429.0

> showing 50 of 2,828 rows — these rows as CSV

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