PREVIEW / futures_30min / 2020-01-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-21.parquet
  size:    96 KB
  rows:    3,587

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
2020-01-21 00:00:00	ES	Futures	3589.5	3590.6	3589.3	3590.1	2401.0
2020-01-21 00:30:00	ES	Futures	3590.1	3590.6	3587.9	3589.0	4384.0
2020-01-21 01:00:00	ES	Futures	3589.3	3590.6	3589.0	3590.3	4049.0
2020-01-21 01:30:00	ES	Futures	3590.3	3590.9	3586.8	3588.2	5784.0
2020-01-21 02:00:00	ES	Futures	3587.9	3592.2	3587.1	3592.0	8002.0
2020-01-21 02:30:00	ES	Futures	3592.0	3594.7	3591.2	3593.3	13856.0
2020-01-21 03:00:00	ES	Futures	3593.3	3593.6	3586.3	3589.0	27335.0
2020-01-21 03:30:00	ES	Futures	3589.0	3590.6	3584.9	3590.6	15497.0
2020-01-21 04:00:00	ES	Futures	3590.9	3591.7	3589.3	3589.8	9318.0
2020-01-21 04:30:00	ES	Futures	3590.1	3590.6	3586.8	3589.5	7404.0
2020-01-21 05:00:00	ES	Futures	3589.5	3590.6	3589.0	3590.3	6239.0
2020-01-21 05:30:00	ES	Futures	3590.3	3590.3	3588.2	3590.3	7963.0
2020-01-21 06:00:00	ES	Futures	3590.6	3592.8	3589.5	3590.3	9004.0
2020-01-21 06:30:00	ES	Futures	3590.6	3593.6	3590.3	3593.3	5658.0
2020-01-21 07:00:00	ES	Futures	3593.3	3595.2	3592.8	3594.1	8583.0
2020-01-21 07:30:00	ES	Futures	3594.1	3595.0	3592.5	3593.3	5548.0
2020-01-21 08:00:00	ES	Futures	3593.3	3595.2	3592.5	3594.1	11502.0
2020-01-21 08:30:00	ES	Futures	3594.1	3594.7	3592.0	3592.2	12418.0
2020-01-21 09:00:00	ES	Futures	3592.0	3595.5	3592.0	3595.0	18729.0
2020-01-21 09:30:00	ES	Futures	3595.0	3602.5	3594.4	3598.8	175435.0
2020-01-21 10:00:00	ES	Futures	3598.8	3602.0	3595.8	3600.4	116667.0
2020-01-21 10:30:00	ES	Futures	3600.4	3602.0	3597.9	3598.2	75070.0
2020-01-21 11:00:00	ES	Futures	3598.2	3605.3	3597.9	3604.4	70367.0
2020-01-21 11:30:00	ES	Futures	3604.7	3608.2	3604.4	3607.2	61903.0
2020-01-21 12:00:00	ES	Futures	3607.4	3608.2	3606.1	3607.4	33195.0
2020-01-21 12:30:00	ES	Futures	3607.4	3609.3	3606.9	3607.7	26650.0
2020-01-21 13:00:00	ES	Futures	3607.7	3608.5	3600.9	3602.3	63525.0
2020-01-21 13:30:00	ES	Futures	3602.3	3602.8	3596.0	3596.9	97700.0
2020-01-21 14:00:00	ES	Futures	3596.6	3602.0	3594.7	3599.0	67998.0
2020-01-21 14:30:00	ES	Futures	3598.8	3601.2	3596.3	3600.9	64563.0
2020-01-21 15:00:00	ES	Futures	3600.9	3605.0	3600.9	3603.1	49637.0
2020-01-21 15:30:00	ES	Futures	3603.1	3604.7	3596.9	3600.1	140179.0
2020-01-21 16:00:00	ES	Futures	3600.4	3602.0	3597.7	3598.2	58263.0
2020-01-21 16:30:00	ES	Futures	3598.5	3600.1	3597.9	3599.0	5618.0
2020-01-21 18:00:00	ES	Futures	3600.1	3601.2	3599.3	3600.4	2894.0
2020-01-21 18:30:00	ES	Futures	3600.6	3600.6	3597.9	3599.3	6090.0
2020-01-21 19:00:00	ES	Futures	3599.3	3603.9	3599.0	3603.4	10516.0
2020-01-21 19:30:00	ES	Futures	3603.4	3603.6	3601.7	3602.5	4385.0
2020-01-21 20:00:00	ES	Futures	3602.5	3605.3	3602.3	3605.0	9274.0
2020-01-21 20:30:00	ES	Futures	3605.3	3606.1	3602.8	3603.4	10375.0
2020-01-21 21:00:00	ES	Futures	3603.1	3608.5	3603.1	3607.4	10360.0
2020-01-21 21:30:00	ES	Futures	3607.7	3616.6	3607.4	3614.5	24972.0
2020-01-21 22:00:00	ES	Futures	3614.7	3615.8	3612.3	3614.2	9426.0
2020-01-21 22:30:00	ES	Futures	3614.5	3616.1	3613.7	3614.2	5613.0
2020-01-21 23:00:00	ES	Futures	3614.2	3614.7	3613.7	3614.2	2153.0
2020-01-21 23:30:00	ES	Futures	3614.2	3615.0	3613.9	3614.5	1829.0
2020-01-21 00:00:00	NQ	Futures	10558.87	10563.79	10557.43	10560.9	1611.0
2020-01-21 00:30:00	NQ	Futures	10560.61	10563.79	10554.82	10557.72	2193.0
2020-01-21 01:00:00	NQ	Futures	10558.01	10562.63	10557.72	10561.76	1568.0
2020-01-21 01:30:00	NQ	Futures	10561.76	10562.92	10546.15	10551.64	3601.0

> showing 50 of 3,587 rows — these rows as CSV

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