PREVIEW / futures_30min / 2020-01-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-22.parquet
  size:    96 KB
  rows:    3,582

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
2020-01-22 00:00:00	ES	Futures	3614.5	3616.1	3614.5	3615.0	2514.0
2020-01-22 00:30:00	ES	Futures	3615.3	3616.4	3615.3	3615.3	2999.0
2020-01-22 01:00:00	ES	Futures	3615.3	3616.4	3614.7	3615.6	4225.0
2020-01-22 01:30:00	ES	Futures	3615.8	3616.1	3614.7	3615.3	2594.0
2020-01-22 02:00:00	ES	Futures	3615.6	3615.6	3614.2	3614.5	4091.0
2020-01-22 02:30:00	ES	Futures	3614.5	3615.0	3613.7	3613.9	5006.0
2020-01-22 03:00:00	ES	Futures	3613.9	3615.0	3612.0	3614.5	14311.0
2020-01-22 03:30:00	ES	Futures	3614.5	3614.5	3610.9	3611.2	10311.0
2020-01-22 04:00:00	ES	Futures	3611.2	3613.4	3609.3	3609.6	16641.0
2020-01-22 04:30:00	ES	Futures	3609.9	3612.6	3609.3	3611.5	8544.0
2020-01-22 05:00:00	ES	Futures	3611.5	3612.3	3610.9	3612.0	6052.0
2020-01-22 05:30:00	ES	Futures	3612.0	3613.1	3611.2	3611.8	5821.0
2020-01-22 06:00:00	ES	Futures	3611.8	3612.0	3610.4	3610.9	5348.0
2020-01-22 06:30:00	ES	Futures	3610.9	3613.4	3610.4	3612.6	7641.0
2020-01-22 07:00:00	ES	Futures	3612.8	3614.2	3612.6	3613.9	9195.0
2020-01-22 07:30:00	ES	Futures	3613.9	3615.0	3612.3	3612.3	11358.0
2020-01-22 08:00:00	ES	Futures	3612.3	3613.7	3610.9	3612.3	11155.0
2020-01-22 08:30:00	ES	Futures	3612.3	3612.6	3609.9	3611.2	10899.0
2020-01-22 09:00:00	ES	Futures	3611.2	3612.6	3609.3	3609.9	19017.0
2020-01-22 09:30:00	ES	Futures	3610.1	3615.6	3607.4	3614.5	173406.0
2020-01-22 10:00:00	ES	Futures	3614.5	3616.1	3610.1	3615.0	132980.0
2020-01-22 10:30:00	ES	Futures	3614.7	3617.7	3610.9	3611.2	80387.0
2020-01-22 11:00:00	ES	Futures	3610.9	3611.8	3605.3	3606.9	115172.0
2020-01-22 11:30:00	ES	Futures	3606.9	3609.9	3606.3	3607.7	74368.0
2020-01-22 12:00:00	ES	Futures	3607.4	3608.8	3603.4	3604.7	68314.0
2020-01-22 12:30:00	ES	Futures	3604.7	3609.0	3604.2	3608.8	42911.0
2020-01-22 13:00:00	ES	Futures	3609.0	3610.9	3608.2	3610.4	48995.0
2020-01-22 13:30:00	ES	Futures	3610.4	3611.5	3607.7	3607.7	33167.0
2020-01-22 14:00:00	ES	Futures	3607.7	3610.1	3607.4	3608.2	33497.0
2020-01-22 14:30:00	ES	Futures	3608.0	3608.5	3606.3	3607.4	27145.0
2020-01-22 15:00:00	ES	Futures	3607.4	3607.7	3598.2	3600.4	109851.0
2020-01-22 15:30:00	ES	Futures	3600.4	3605.0	3599.6	3600.4	194317.0
2020-01-22 16:00:00	ES	Futures	3600.4	3600.6	3598.2	3598.8	56820.0
2020-01-22 16:30:00	ES	Futures	3598.8	3599.6	3593.6	3595.8	14375.0
2020-01-22 18:00:00	ES	Futures	3595.8	3598.2	3594.4	3596.6	8650.0
2020-01-22 18:30:00	ES	Futures	3596.9	3597.1	3592.0	3592.8	11561.0
2020-01-22 19:00:00	ES	Futures	3592.8	3597.1	3591.2	3592.5	12332.0
2020-01-22 19:30:00	ES	Futures	3592.5	3597.4	3592.5	3596.3	10455.0
2020-01-22 20:00:00	ES	Futures	3596.3	3598.5	3593.9	3597.9	9466.0
2020-01-22 20:30:00	ES	Futures	3598.2	3599.3	3596.0	3598.2	7277.0
2020-01-22 21:00:00	ES	Futures	3598.2	3600.1	3597.9	3599.0	5509.0
2020-01-22 21:30:00	ES	Futures	3598.8	3599.3	3596.3	3597.7	3777.0
2020-01-22 22:00:00	ES	Futures	3597.9	3598.8	3595.5	3596.3	4114.0
2020-01-22 22:30:00	ES	Futures	3596.6	3596.6	3592.5	3593.1	6763.0
2020-01-22 23:00:00	ES	Futures	3593.1	3596.6	3592.2	3595.8	5187.0
2020-01-22 23:30:00	ES	Futures	3595.8	3596.6	3594.4	3594.4	2501.0
2020-01-22 00:00:00	NQ	Futures	10674.83	10681.19	10673.39	10676.86	1588.0
2020-01-22 00:30:00	NQ	Futures	10677.14	10682.06	10676.28	10678.01	1312.0
2020-01-22 01:00:00	NQ	Futures	10678.3	10684.66	10677.14	10681.19	1937.0
2020-01-22 01:30:00	NQ	Futures	10681.19	10682.06	10678.59	10679.75	1235.0

> showing 50 of 3,582 rows — these rows as CSV

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