PREVIEW / futures_30min / 2020-01-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-28.parquet
  size:    101 KB
  rows:    3,583

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
2020-01-28 00:00:00	ES	Futures	3528.3	3529.1	3526.7	3528.8	4295.0
2020-01-28 00:30:00	ES	Futures	3528.8	3533.7	3528.6	3532.4	9782.0
2020-01-28 01:00:00	ES	Futures	3532.4	3534.5	3530.5	3533.7	7100.0
2020-01-28 01:30:00	ES	Futures	3534.0	3537.5	3533.7	3536.7	7349.0
2020-01-28 02:00:00	ES	Futures	3537.0	3537.5	3533.2	3537.0	9437.0
2020-01-28 02:30:00	ES	Futures	3537.0	3537.8	3534.0	3534.8	7134.0
2020-01-28 03:00:00	ES	Futures	3535.1	3535.9	3529.1	3529.6	18821.0
2020-01-28 03:30:00	ES	Futures	3529.6	3530.2	3522.3	3524.2	25977.0
2020-01-28 04:00:00	ES	Futures	3524.2	3524.5	3517.2	3518.8	35707.0
2020-01-28 04:30:00	ES	Futures	3518.5	3524.5	3518.5	3521.0	21256.0
2020-01-28 05:00:00	ES	Futures	3521.2	3524.0	3518.0	3518.0	16133.0
2020-01-28 05:30:00	ES	Futures	3518.3	3523.1	3518.0	3521.0	10215.0
2020-01-28 06:00:00	ES	Futures	3521.0	3521.0	3513.9	3520.2	19509.0
2020-01-28 06:30:00	ES	Futures	3520.2	3529.4	3518.8	3528.8	25247.0
2020-01-28 07:00:00	ES	Futures	3529.1	3533.2	3525.9	3532.9	28177.0
2020-01-28 07:30:00	ES	Futures	3532.9	3536.7	3531.0	3532.9	31185.0
2020-01-28 08:00:00	ES	Futures	3532.9	3534.8	3530.7	3534.3	24435.0
2020-01-28 08:30:00	ES	Futures	3534.3	3536.2	3531.5	3532.4	22207.0
2020-01-28 09:00:00	ES	Futures	3532.4	3533.7	3529.9	3530.7	33802.0
2020-01-28 09:30:00	ES	Futures	3530.5	3535.1	3524.8	3530.7	218204.0
2020-01-28 10:00:00	ES	Futures	3530.7	3547.0	3530.7	3544.3	198095.0
2020-01-28 10:30:00	ES	Futures	3544.3	3551.9	3543.2	3550.2	129315.0
2020-01-28 11:00:00	ES	Futures	3550.2	3552.7	3545.4	3551.6	106535.0
2020-01-28 11:30:00	ES	Futures	3551.6	3554.6	3548.9	3554.0	65393.0
2020-01-28 12:00:00	ES	Futures	3554.3	3556.7	3551.9	3555.9	51613.0
2020-01-28 12:30:00	ES	Futures	3555.9	3556.2	3551.6	3553.0	49296.0
2020-01-28 13:00:00	ES	Futures	3552.7	3553.0	3548.3	3550.2	53620.0
2020-01-28 13:30:00	ES	Futures	3550.0	3553.5	3547.5	3552.7	38561.0
2020-01-28 14:00:00	ES	Futures	3552.7	3557.8	3552.7	3555.1	44200.0
2020-01-28 14:30:00	ES	Futures	3555.4	3560.8	3555.1	3556.2	73410.0
2020-01-28 15:00:00	ES	Futures	3556.2	3559.2	3553.5	3558.9	74763.0
2020-01-28 15:30:00	ES	Futures	3558.9	3559.2	3550.0	3551.1	186051.0
2020-01-28 16:00:00	ES	Futures	3550.8	3554.9	3550.0	3552.4	66582.0
2020-01-28 16:30:00	ES	Futures	3552.1	3560.0	3552.1	3558.6	22171.0
2020-01-28 18:00:00	ES	Futures	3557.3	3558.6	3548.6	3550.5	16307.0
2020-01-28 18:30:00	ES	Futures	3550.8	3553.0	3549.7	3550.2	8604.0
2020-01-28 19:00:00	ES	Futures	3550.5	3550.8	3547.8	3548.3	9250.0
2020-01-28 19:30:00	ES	Futures	3548.1	3550.8	3548.1	3549.7	4677.0
2020-01-28 20:00:00	ES	Futures	3549.7	3559.7	3548.6	3558.1	16243.0
2020-01-28 20:30:00	ES	Futures	3558.4	3565.1	3557.8	3561.6	20059.0
2020-01-28 21:00:00	ES	Futures	3561.9	3564.3	3560.8	3563.0	8351.0
2020-01-28 21:30:00	ES	Futures	3562.7	3564.1	3561.6	3563.5	3328.0
2020-01-28 22:00:00	ES	Futures	3563.5	3567.0	3562.7	3565.1	6568.0
2020-01-28 22:30:00	ES	Futures	3565.1	3566.0	3564.1	3566.0	3356.0
2020-01-28 23:00:00	ES	Futures	3566.2	3566.2	3563.5	3564.1	3006.0
2020-01-28 23:30:00	ES	Futures	3563.8	3564.1	3563.0	3563.8	2452.0
2020-01-28 00:00:00	NQ	Futures	10419.49	10423.83	10416.89	10423.25	1702.0
2020-01-28 00:30:00	NQ	Futures	10423.25	10442.05	10422.96	10439.44	4930.0
2020-01-28 01:00:00	NQ	Futures	10439.16	10449.85	10432.5	10446.38	3592.0
2020-01-28 01:30:00	NQ	Futures	10446.67	10456.51	10445.52	10455.06	3540.0

> showing 50 of 3,583 rows — these rows as CSV

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