PREVIEW / futures_30min / 2020-01-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-24.parquet
  size:    82 KB
  rows:    2,842

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
2020-01-24 00:00:00	ES	Futures	3609.3	3609.6	3608.5	3609.0	1548.0
2020-01-24 00:30:00	ES	Futures	3609.3	3609.6	3608.2	3609.6	1375.0
2020-01-24 01:00:00	ES	Futures	3609.6	3609.9	3608.5	3609.3	1389.0
2020-01-24 01:30:00	ES	Futures	3609.3	3609.9	3608.8	3609.0	762.0
2020-01-24 02:00:00	ES	Futures	3608.8	3608.8	3606.6	3606.9	4321.0
2020-01-24 02:30:00	ES	Futures	3606.9	3608.5	3606.9	3608.0	3789.0
2020-01-24 03:00:00	ES	Futures	3607.7	3613.4	3607.2	3612.3	18215.0
2020-01-24 03:30:00	ES	Futures	3612.6	3617.2	3612.6	3615.6	19431.0
2020-01-24 04:00:00	ES	Futures	3615.6	3616.6	3614.2	3614.7	9483.0
2020-01-24 04:30:00	ES	Futures	3614.7	3615.3	3612.6	3612.8	10004.0
2020-01-24 05:00:00	ES	Futures	3612.8	3614.5	3611.2	3612.8	6736.0
2020-01-24 05:30:00	ES	Futures	3612.8	3613.9	3610.9	3611.5	7493.0
2020-01-24 06:00:00	ES	Futures	3611.2	3613.9	3611.2	3612.8	5896.0
2020-01-24 06:30:00	ES	Futures	3612.8	3614.7	3612.3	3614.5	5930.0
2020-01-24 07:00:00	ES	Futures	3614.7	3615.3	3611.2	3612.0	10176.0
2020-01-24 07:30:00	ES	Futures	3612.0	3613.9	3611.8	3613.1	9802.0
2020-01-24 08:00:00	ES	Futures	3613.1	3614.7	3612.3	3612.3	10596.0
2020-01-24 08:30:00	ES	Futures	3612.6	3613.4	3611.2	3611.8	9902.0
2020-01-24 09:00:00	ES	Futures	3612.0	3613.7	3610.1	3611.2	22109.0
2020-01-24 09:30:00	ES	Futures	3611.2	3612.3	3603.9	3609.0	184971.0
2020-01-24 10:00:00	ES	Futures	3608.8	3609.0	3595.2	3595.5	149927.0
2020-01-24 10:30:00	ES	Futures	3595.5	3599.3	3593.9	3597.4	150488.0
2020-01-24 11:00:00	ES	Futures	3597.7	3601.5	3588.7	3592.5	158138.0
2020-01-24 11:30:00	ES	Futures	3592.2	3593.3	3583.8	3584.4	181345.0
2020-01-24 12:00:00	ES	Futures	3584.4	3584.4	3570.3	3575.4	242405.0
2020-01-24 12:30:00	ES	Futures	3575.4	3583.6	3574.1	3582.2	125954.0
2020-01-24 13:00:00	ES	Futures	3582.2	3582.8	3572.5	3572.5	87589.0
2020-01-24 13:30:00	ES	Futures	3572.5	3573.0	3563.0	3567.9	130237.0
2020-01-24 14:00:00	ES	Futures	3567.9	3568.7	3555.9	3558.1	160026.0
2020-01-24 14:30:00	ES	Futures	3558.1	3569.8	3557.3	3569.5	156046.0
2020-01-24 15:00:00	ES	Futures	3569.5	3576.8	3567.6	3573.0	145706.0
2020-01-24 15:30:00	ES	Futures	3573.0	3573.5	3561.1	3571.1	266181.0
2020-01-24 16:00:00	ES	Futures	3571.1	3574.4	3569.5	3569.8	71098.0
2020-01-24 16:30:00	ES	Futures	3570.0	3571.4	3566.8	3567.3	12986.0
2020-01-24 00:00:00	NQ	Futures	10721.1	10721.39	10717.63	10720.81	833.0
2020-01-24 00:30:00	NQ	Futures	10721.39	10721.39	10717.63	10720.52	602.0
2020-01-24 01:00:00	NQ	Futures	10720.52	10721.97	10718.5	10720.52	715.0
2020-01-24 01:30:00	NQ	Futures	10720.81	10721.68	10718.5	10718.79	536.0
2020-01-24 02:00:00	NQ	Futures	10718.5	10718.5	10710.4	10711.27	1954.0
2020-01-24 02:30:00	NQ	Futures	10711.56	10717.34	10710.69	10711.27	2021.0
2020-01-24 03:00:00	NQ	Futures	10710.98	10728.62	10707.51	10726.3	6965.0
2020-01-24 03:30:00	NQ	Futures	10726.59	10742.5	10726.59	10738.16	8349.0
2020-01-24 04:00:00	NQ	Futures	10738.16	10741.63	10736.14	10737.0	3956.0
2020-01-24 04:30:00	NQ	Futures	10737.29	10739.9	10730.93	10731.8	3548.0
2020-01-24 05:00:00	NQ	Futures	10731.51	10734.98	10726.59	10730.06	2899.0
2020-01-24 05:30:00	NQ	Futures	10730.06	10732.38	10725.44	10726.59	2281.0
2020-01-24 06:00:00	NQ	Futures	10726.59	10733.82	10726.59	10730.64	2218.0
2020-01-24 06:30:00	NQ	Futures	10730.64	10737.58	10730.64	10736.71	2280.0
2020-01-24 07:00:00	NQ	Futures	10737.0	10738.16	10724.57	10727.75	3952.0
2020-01-24 07:30:00	NQ	Futures	10727.46	10732.38	10725.73	10727.75	2944.0

> showing 50 of 2,842 rows — these rows as CSV

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