PREVIEW / futures_30min / 2020-01-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-27.parquet
  size:    98 KB
  rows:    3,623

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
2020-01-27 00:00:00	ES	Futures	3536.2	3537.0	3532.6	3535.1	4624.0
2020-01-27 00:30:00	ES	Futures	3535.1	3537.2	3532.6	3532.9	6308.0
2020-01-27 01:00:00	ES	Futures	3533.2	3535.6	3531.8	3534.8	6231.0
2020-01-27 01:30:00	ES	Futures	3535.1	3536.2	3534.0	3534.3	4046.0
2020-01-27 02:00:00	ES	Futures	3534.3	3537.2	3531.8	3533.4	11969.0
2020-01-27 02:30:00	ES	Futures	3533.4	3535.9	3532.9	3534.8	10381.0
2020-01-27 03:00:00	ES	Futures	3534.8	3540.8	3530.5	3540.2	30805.0
2020-01-27 03:30:00	ES	Futures	3539.9	3540.5	3535.1	3535.6	18870.0
2020-01-27 04:00:00	ES	Futures	3535.9	3536.2	3526.9	3527.5	28458.0
2020-01-27 04:30:00	ES	Futures	3527.2	3528.8	3522.1	3526.4	27192.0
2020-01-27 05:00:00	ES	Futures	3526.1	3526.1	3515.6	3520.7	36479.0
2020-01-27 05:30:00	ES	Futures	3520.4	3521.0	3511.2	3511.2	30642.0
2020-01-27 06:00:00	ES	Futures	3511.2	3519.4	3507.4	3518.3	36261.0
2020-01-27 06:30:00	ES	Futures	3518.5	3521.2	3514.7	3518.0	27760.0
2020-01-27 07:00:00	ES	Futures	3518.3	3526.1	3518.0	3523.1	33131.0
2020-01-27 07:30:00	ES	Futures	3523.4	3524.2	3516.6	3518.0	29759.0
2020-01-27 08:00:00	ES	Futures	3518.0	3519.4	3513.7	3518.0	34186.0
2020-01-27 08:30:00	ES	Futures	3517.7	3518.8	3512.8	3515.3	33929.0
2020-01-27 09:00:00	ES	Futures	3515.0	3515.8	3508.0	3508.5	59359.0
2020-01-27 09:30:00	ES	Futures	3508.5	3526.7	3504.4	3524.2	345080.0
2020-01-27 10:00:00	ES	Futures	3524.2	3525.9	3514.2	3524.8	199544.0
2020-01-27 10:30:00	ES	Futures	3524.8	3525.9	3511.5	3517.5	147097.0
2020-01-27 11:00:00	ES	Futures	3517.5	3521.2	3511.5	3516.9	107465.0
2020-01-27 11:30:00	ES	Futures	3516.9	3523.7	3513.7	3521.2	132704.0
2020-01-27 12:00:00	ES	Futures	3521.0	3530.2	3518.8	3527.2	97342.0
2020-01-27 12:30:00	ES	Futures	3527.2	3531.3	3524.5	3526.4	79382.0
2020-01-27 13:00:00	ES	Futures	3526.7	3530.5	3523.7	3528.3	63656.0
2020-01-27 13:30:00	ES	Futures	3528.3	3530.7	3524.5	3525.6	62254.0
2020-01-27 14:00:00	ES	Futures	3525.9	3528.8	3521.2	3528.8	69194.0
2020-01-27 14:30:00	ES	Futures	3528.8	3529.6	3517.7	3521.2	84221.0
2020-01-27 15:00:00	ES	Futures	3521.5	3525.0	3516.9	3521.5	84474.0
2020-01-27 15:30:00	ES	Futures	3521.5	3521.5	3513.1	3513.4	264635.0
2020-01-27 16:00:00	ES	Futures	3513.4	3514.2	3509.3	3511.2	88850.0
2020-01-27 16:30:00	ES	Futures	3511.8	3515.0	3511.2	3512.8	10719.0
2020-01-27 18:00:00	ES	Futures	3511.5	3519.1	3510.7	3518.8	9484.0
2020-01-27 18:30:00	ES	Futures	3518.8	3521.8	3518.0	3519.6	7441.0
2020-01-27 19:00:00	ES	Futures	3519.9	3522.3	3519.1	3519.9	10214.0
2020-01-27 19:30:00	ES	Futures	3520.2	3521.8	3516.9	3518.3	9767.0
2020-01-27 20:00:00	ES	Futures	3518.3	3526.9	3517.7	3522.1	19509.0
2020-01-27 20:30:00	ES	Futures	3522.1	3524.8	3521.0	3522.9	5399.0
2020-01-27 21:00:00	ES	Futures	3522.9	3523.4	3518.0	3521.2	11359.0
2020-01-27 21:30:00	ES	Futures	3521.2	3523.7	3521.0	3522.6	4424.0
2020-01-27 22:00:00	ES	Futures	3522.9	3522.9	3519.6	3521.0	3185.0
2020-01-27 22:30:00	ES	Futures	3521.0	3522.6	3521.0	3522.6	3726.0
2020-01-27 23:00:00	ES	Futures	3522.3	3527.8	3522.1	3525.9	9887.0
2020-01-27 23:30:00	ES	Futures	3526.1	3529.4	3525.9	3528.3	6940.0
2020-01-27 00:00:00	NQ	Futures	10444.07	10447.54	10431.35	10442.91	3863.0
2020-01-27 00:30:00	NQ	Futures	10442.63	10451.01	10435.97	10438.29	3563.0
2020-01-27 01:00:00	NQ	Futures	10437.71	10447.25	10432.79	10445.23	3406.0
2020-01-27 01:30:00	NQ	Futures	10445.23	10448.41	10442.34	10445.52	2313.0

> showing 50 of 3,623 rows — these rows as CSV

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