PREVIEW / futures_30min / 2020-01-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-20.parquet
  size:    66 KB
  rows:    2,643

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
2020-01-20 00:00:00	ES	Futures	3605.5	3606.1	3605.0	3605.3	1540.0
2020-01-20 00:30:00	ES	Futures	3605.3	3605.3	3604.2	3604.4	1455.0
2020-01-20 01:00:00	ES	Futures	3604.7	3606.3	3604.4	3605.8	1868.0
2020-01-20 01:30:00	ES	Futures	3605.8	3606.3	3605.5	3605.5	1141.0
2020-01-20 02:00:00	ES	Futures	3605.5	3605.8	3602.0	3602.5	3908.0
2020-01-20 02:30:00	ES	Futures	3602.3	3603.4	3600.9	3601.5	4199.0
2020-01-20 03:00:00	ES	Futures	3601.7	3601.7	3598.2	3599.0	7854.0
2020-01-20 03:30:00	ES	Futures	3599.0	3599.0	3597.7	3598.2	4863.0
2020-01-20 04:00:00	ES	Futures	3598.2	3599.0	3597.1	3598.2	4952.0
2020-01-20 04:30:00	ES	Futures	3598.2	3600.4	3598.2	3599.6	3893.0
2020-01-20 05:00:00	ES	Futures	3599.8	3599.8	3597.9	3598.2	2597.0
2020-01-20 05:30:00	ES	Futures	3598.5	3598.8	3597.9	3598.8	2278.0
2020-01-20 06:00:00	ES	Futures	3598.5	3599.8	3598.5	3599.6	2363.0
2020-01-20 06:30:00	ES	Futures	3599.8	3602.0	3599.6	3602.0	4123.0
2020-01-20 07:00:00	ES	Futures	3602.0	3602.5	3600.9	3600.9	2865.0
2020-01-20 07:30:00	ES	Futures	3601.2	3602.3	3600.9	3601.5	2234.0
2020-01-20 08:00:00	ES	Futures	3601.5	3601.5	3600.1	3600.9	2414.0
2020-01-20 08:30:00	ES	Futures	3601.2	3601.2	3599.6	3599.8	1944.0
2020-01-20 09:00:00	ES	Futures	3599.6	3600.6	3599.0	3599.6	3297.0
2020-01-20 09:30:00	ES	Futures	3599.8	3602.0	3599.0	3601.7	6369.0
2020-01-20 10:00:00	ES	Futures	3602.0	3602.0	3600.4	3601.5	4460.0
2020-01-20 10:30:00	ES	Futures	3601.7	3602.0	3600.1	3602.0	5696.0
2020-01-20 11:00:00	ES	Futures	3601.7	3602.8	3600.6	3602.5	5934.0
2020-01-20 11:30:00	ES	Futures	3602.5	3603.9	3602.5	3603.6	4031.0
2020-01-20 12:00:00	ES	Futures	3603.4	3604.4	3603.4	3604.4	2019.0
2020-01-20 12:30:00	ES	Futures	3604.2	3605.0	3603.4	3604.4	3016.0
2020-01-20 18:00:00	ES	Futures	3604.7	3605.3	3602.3	3602.3	3058.0
2020-01-20 18:30:00	ES	Futures	3602.5	3603.1	3601.7	3602.0	1717.0
2020-01-20 19:00:00	ES	Futures	3602.0	3602.8	3601.5	3602.3	2382.0
2020-01-20 19:30:00	ES	Futures	3602.5	3602.8	3602.0	3602.3	1108.0
2020-01-20 20:00:00	ES	Futures	3602.3	3602.3	3590.9	3593.9	20474.0
2020-01-20 20:30:00	ES	Futures	3593.6	3594.1	3589.3	3590.9	17114.0
2020-01-20 21:00:00	ES	Futures	3590.6	3592.8	3590.3	3590.6	7608.0
2020-01-20 21:30:00	ES	Futures	3590.6	3590.6	3586.6	3588.5	12834.0
2020-01-20 22:00:00	ES	Futures	3588.7	3590.9	3588.5	3589.5	5407.0
2020-01-20 22:30:00	ES	Futures	3589.8	3590.9	3588.7	3588.7	4465.0
2020-01-20 23:00:00	ES	Futures	3588.7	3590.3	3587.9	3588.2	2586.0
2020-01-20 23:30:00	ES	Futures	3588.2	3590.1	3587.9	3589.8	1856.0
2020-01-20 00:00:00	NQ	Futures	10617.58	10619.02	10617.29	10617.86	627.0
2020-01-20 00:30:00	NQ	Futures	10617.86	10618.73	10613.82	10615.26	869.0
2020-01-20 01:00:00	NQ	Futures	10615.26	10619.6	10614.1	10617.58	840.0
2020-01-20 01:30:00	NQ	Futures	10617.58	10619.89	10616.42	10618.15	1039.0
2020-01-20 02:00:00	NQ	Futures	10617.58	10618.73	10606.01	10607.74	2043.0
2020-01-20 02:30:00	NQ	Futures	10608.03	10611.5	10602.83	10605.43	1895.0
2020-01-20 03:00:00	NQ	Futures	10605.72	10607.16	10597.91	10599.94	3914.0
2020-01-20 03:30:00	NQ	Futures	10599.94	10603.98	10596.47	10597.62	2287.0
2020-01-20 04:00:00	NQ	Futures	10597.62	10602.83	10595.31	10599.94	2787.0
2020-01-20 04:30:00	NQ	Futures	10599.65	10606.3	10599.36	10602.25	1958.0
2020-01-20 05:00:00	NQ	Futures	10601.96	10602.54	10597.33	10599.94	1211.0
2020-01-20 05:30:00	NQ	Futures	10600.22	10600.51	10596.47	10597.62	930.0

> showing 50 of 2,643 rows — these rows as CSV

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