PREVIEW / futures_30min / 2020-01-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-29.parquet
  size:    97 KB
  rows:    3,587

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
2020-01-29 00:00:00	ES	Futures	3564.1	3565.1	3562.4	3563.0	3097.0
2020-01-29 00:30:00	ES	Futures	3563.0	3563.8	3562.4	3562.7	2411.0
2020-01-29 01:00:00	ES	Futures	3562.7	3563.8	3561.4	3561.4	3886.0
2020-01-29 01:30:00	ES	Futures	3561.6	3561.9	3560.3	3560.5	2684.0
2020-01-29 02:00:00	ES	Futures	3560.5	3561.1	3558.1	3559.2	6788.0
2020-01-29 02:30:00	ES	Futures	3559.5	3561.1	3559.2	3560.3	5199.0
2020-01-29 03:00:00	ES	Futures	3560.3	3565.7	3556.7	3564.6	19231.0
2020-01-29 03:30:00	ES	Futures	3564.6	3566.2	3560.8	3563.0	12812.0
2020-01-29 04:00:00	ES	Futures	3563.0	3564.6	3556.7	3558.6	14610.0
2020-01-29 04:30:00	ES	Futures	3558.6	3560.0	3557.0	3558.6	9512.0
2020-01-29 05:00:00	ES	Futures	3558.6	3561.4	3558.1	3560.5	6208.0
2020-01-29 05:30:00	ES	Futures	3560.8	3564.3	3559.5	3563.8	7785.0
2020-01-29 06:00:00	ES	Futures	3563.5	3565.4	3561.9	3563.3	10786.0
2020-01-29 06:30:00	ES	Futures	3563.0	3567.6	3562.4	3566.0	10705.0
2020-01-29 07:00:00	ES	Futures	3566.2	3568.1	3565.4	3566.2	13959.0
2020-01-29 07:30:00	ES	Futures	3566.0	3567.9	3563.8	3565.1	21185.0
2020-01-29 08:00:00	ES	Futures	3564.9	3566.8	3563.8	3564.9	15181.0
2020-01-29 08:30:00	ES	Futures	3564.6	3565.7	3561.1	3561.9	21423.0
2020-01-29 09:00:00	ES	Futures	3561.9	3566.8	3561.9	3566.2	18928.0
2020-01-29 09:30:00	ES	Futures	3566.5	3567.6	3553.0	3554.3	173286.0
2020-01-29 10:00:00	ES	Futures	3554.3	3555.1	3544.8	3554.3	198790.0
2020-01-29 10:30:00	ES	Futures	3554.3	3561.1	3552.4	3560.5	109599.0
2020-01-29 11:00:00	ES	Futures	3560.3	3563.0	3557.8	3561.9	66947.0
2020-01-29 11:30:00	ES	Futures	3562.2	3563.0	3558.1	3561.1	72316.0
2020-01-29 12:00:00	ES	Futures	3561.4	3563.3	3560.5	3562.4	41318.0
2020-01-29 12:30:00	ES	Futures	3562.4	3562.4	3559.7	3560.3	36682.0
2020-01-29 13:00:00	ES	Futures	3560.5	3564.3	3558.6	3564.3	34653.0
2020-01-29 13:30:00	ES	Futures	3564.3	3565.7	3561.6	3562.4	38185.0
2020-01-29 14:00:00	ES	Futures	3562.4	3569.2	3559.7	3564.1	75035.0
2020-01-29 14:30:00	ES	Futures	3564.1	3565.1	3559.5	3559.5	74082.0
2020-01-29 15:00:00	ES	Futures	3559.7	3561.1	3548.3	3556.2	138775.0
2020-01-29 15:30:00	ES	Futures	3556.2	3558.1	3546.4	3547.3	157861.0
2020-01-29 16:00:00	ES	Futures	3547.3	3550.0	3544.0	3545.9	76565.0
2020-01-29 16:30:00	ES	Futures	3544.6	3546.4	3539.4	3545.4	19208.0
2020-01-29 18:00:00	ES	Futures	3546.2	3552.7	3544.8	3550.8	11798.0
2020-01-29 18:30:00	ES	Futures	3551.1	3551.3	3545.9	3548.1	6076.0
2020-01-29 19:00:00	ES	Futures	3548.1	3549.7	3538.6	3541.0	12963.0
2020-01-29 19:30:00	ES	Futures	3541.0	3543.7	3538.9	3541.0	9664.0
2020-01-29 20:00:00	ES	Futures	3541.3	3543.5	3537.5	3539.7	11043.0
2020-01-29 20:30:00	ES	Futures	3539.9	3544.0	3538.6	3539.4	10096.0
2020-01-29 21:00:00	ES	Futures	3539.4	3540.2	3530.2	3531.0	20005.0
2020-01-29 21:30:00	ES	Futures	3531.0	3533.4	3526.4	3529.6	19403.0
2020-01-29 22:00:00	ES	Futures	3529.6	3534.8	3529.1	3532.4	10232.0
2020-01-29 22:30:00	ES	Futures	3532.4	3532.9	3524.5	3527.2	11292.0
2020-01-29 23:00:00	ES	Futures	3526.9	3527.8	3524.5	3526.4	7506.0
2020-01-29 23:30:00	ES	Futures	3526.4	3527.8	3525.0	3526.9	4684.0
2020-01-29 00:00:00	NQ	Futures	10573.04	10577.96	10567.84	10570.15	2037.0
2020-01-29 00:30:00	NQ	Futures	10570.15	10573.04	10567.55	10568.7	1803.0
2020-01-29 01:00:00	NQ	Futures	10568.7	10571.6	10561.48	10562.34	2194.0
2020-01-29 01:30:00	NQ	Futures	10562.34	10564.66	10559.16	10559.16	1427.0

> showing 50 of 3,587 rows — these rows as CSV

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