PREVIEW / futures_30min / 2020-01-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-23.parquet
  size:    94 KB
  rows:    3,561

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
2020-01-23 00:00:00	ES	Futures	3594.4	3594.7	3590.3	3592.2	7740.0
2020-01-23 00:30:00	ES	Futures	3592.2	3593.3	3590.3	3591.4	6698.0
2020-01-23 01:00:00	ES	Futures	3591.4	3593.1	3590.9	3591.7	4599.0
2020-01-23 01:30:00	ES	Futures	3591.4	3592.8	3590.1	3592.0	2633.0
2020-01-23 02:00:00	ES	Futures	3592.0	3596.0	3591.4	3595.2	7117.0
2020-01-23 02:30:00	ES	Futures	3595.2	3599.6	3595.2	3598.2	10804.0
2020-01-23 03:00:00	ES	Futures	3598.2	3599.0	3595.5	3596.3	11876.0
2020-01-23 03:30:00	ES	Futures	3596.3	3598.2	3594.1	3595.8	12474.0
2020-01-23 04:00:00	ES	Futures	3595.5	3597.4	3595.2	3596.6	9820.0
2020-01-23 04:30:00	ES	Futures	3596.6	3598.2	3595.8	3596.3	5593.0
2020-01-23 05:00:00	ES	Futures	3596.0	3599.6	3596.0	3599.0	5670.0
2020-01-23 05:30:00	ES	Futures	3599.3	3599.6	3597.9	3599.0	5506.0
2020-01-23 06:00:00	ES	Futures	3599.0	3600.1	3597.4	3597.9	5586.0
2020-01-23 06:30:00	ES	Futures	3597.9	3599.6	3597.1	3599.0	4841.0
2020-01-23 07:00:00	ES	Futures	3599.0	3599.8	3595.8	3596.3	9606.0
2020-01-23 07:30:00	ES	Futures	3596.3	3596.6	3592.8	3593.9	13684.0
2020-01-23 08:00:00	ES	Futures	3594.1	3595.5	3591.2	3592.8	15119.0
2020-01-23 08:30:00	ES	Futures	3592.5	3596.3	3591.2	3592.0	21181.0
2020-01-23 09:00:00	ES	Futures	3592.0	3593.9	3588.5	3591.7	28859.0
2020-01-23 09:30:00	ES	Futures	3591.7	3594.1	3578.4	3588.2	280119.0
2020-01-23 10:00:00	ES	Futures	3587.9	3591.4	3585.5	3590.3	137706.0
2020-01-23 10:30:00	ES	Futures	3590.1	3593.6	3586.3	3587.9	96326.0
2020-01-23 11:00:00	ES	Futures	3587.9	3589.0	3580.3	3581.1	101512.0
2020-01-23 11:30:00	ES	Futures	3581.1	3587.4	3580.6	3586.3	88361.0
2020-01-23 12:00:00	ES	Futures	3586.6	3591.4	3584.7	3591.2	85483.0
2020-01-23 12:30:00	ES	Futures	3591.2	3592.0	3587.6	3587.9	56515.0
2020-01-23 13:00:00	ES	Futures	3587.9	3595.5	3586.8	3591.4	68304.0
2020-01-23 13:30:00	ES	Futures	3591.2	3597.9	3591.2	3597.7	78855.0
2020-01-23 14:00:00	ES	Futures	3597.9	3602.5	3597.1	3600.9	78813.0
2020-01-23 14:30:00	ES	Futures	3600.6	3603.6	3599.8	3603.4	56424.0
2020-01-23 15:00:00	ES	Futures	3603.4	3605.0	3600.4	3603.9	60416.0
2020-01-23 15:30:00	ES	Futures	3603.9	3606.3	3600.9	3604.4	140605.0
2020-01-23 16:00:00	ES	Futures	3604.2	3606.3	3603.6	3605.3	48403.0
2020-01-23 16:30:00	ES	Futures	3605.0	3606.1	3604.2	3605.3	7511.0
2020-01-23 18:00:00	ES	Futures	3605.8	3611.8	3605.0	3607.2	10988.0
2020-01-23 18:30:00	ES	Futures	3607.4	3610.1	3607.2	3610.1	4347.0
2020-01-23 19:00:00	ES	Futures	3610.1	3610.4	3607.4	3607.7	5515.0
2020-01-23 19:30:00	ES	Futures	3608.0	3609.6	3606.3	3606.6	5061.0
2020-01-23 20:00:00	ES	Futures	3606.6	3608.8	3605.5	3608.2	4403.0
2020-01-23 20:30:00	ES	Futures	3608.2	3608.8	3604.2	3606.6	5396.0
2020-01-23 21:00:00	ES	Futures	3606.6	3607.7	3605.8	3606.9	2397.0
2020-01-23 21:30:00	ES	Futures	3606.9	3607.7	3605.3	3607.4	2699.0
2020-01-23 22:00:00	ES	Futures	3607.2	3608.0	3606.9	3607.4	1745.0
2020-01-23 22:30:00	ES	Futures	3607.4	3607.7	3606.6	3607.2	1796.0
2020-01-23 23:00:00	ES	Futures	3607.2	3609.3	3607.2	3609.3	2083.0
2020-01-23 23:30:00	ES	Futures	3609.3	3610.1	3609.0	3609.6	1887.0
2020-01-23 00:00:00	NQ	Futures	10628.27	10629.14	10611.21	10619.6	4406.0
2020-01-23 00:30:00	NQ	Futures	10619.02	10623.36	10613.24	10613.53	3322.0
2020-01-23 01:00:00	NQ	Futures	10613.53	10621.62	10611.79	10617.58	3192.0
2020-01-23 01:30:00	NQ	Futures	10617.86	10622.49	10612.08	10617.58	2085.0

> showing 50 of 3,561 rows — these rows as CSV

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