PREVIEW / futures_30min / 2020-01-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-01-31.parquet
  size:    88 KB
  rows:    2,899

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
2020-01-31 00:00:00	ES	Futures	3571.4	3573.0	3570.0	3571.4	3428.0
2020-01-31 00:30:00	ES	Futures	3571.1	3571.4	3566.5	3566.5	5345.0
2020-01-31 01:00:00	ES	Futures	3566.5	3566.8	3562.7	3564.1	8987.0
2020-01-31 01:30:00	ES	Futures	3564.1	3564.3	3561.1	3564.1	5215.0
2020-01-31 02:00:00	ES	Futures	3564.1	3565.1	3561.1	3561.9	8807.0
2020-01-31 02:30:00	ES	Futures	3561.9	3563.0	3557.3	3558.1	14760.0
2020-01-31 03:00:00	ES	Futures	3557.8	3559.7	3555.4	3557.0	18845.0
2020-01-31 03:30:00	ES	Futures	3557.0	3557.8	3553.5	3554.0	18345.0
2020-01-31 04:00:00	ES	Futures	3554.3	3556.2	3552.7	3555.7	13997.0
2020-01-31 04:30:00	ES	Futures	3555.7	3556.2	3549.7	3553.0	18899.0
2020-01-31 05:00:00	ES	Futures	3552.7	3554.0	3542.9	3544.3	31364.0
2020-01-31 05:30:00	ES	Futures	3544.0	3547.3	3539.9	3547.0	28117.0
2020-01-31 06:00:00	ES	Futures	3546.7	3550.8	3544.3	3545.4	21470.0
2020-01-31 06:30:00	ES	Futures	3545.4	3549.2	3544.6	3548.6	18166.0
2020-01-31 07:00:00	ES	Futures	3548.6	3554.6	3548.3	3552.1	23144.0
2020-01-31 07:30:00	ES	Futures	3551.9	3555.9	3550.0	3552.1	21987.0
2020-01-31 08:00:00	ES	Futures	3552.1	3552.1	3547.5	3550.0	23832.0
2020-01-31 08:30:00	ES	Futures	3550.0	3553.0	3547.3	3551.9	29530.0
2020-01-31 09:00:00	ES	Futures	3551.9	3555.4	3549.7	3550.5	34305.0
2020-01-31 09:30:00	ES	Futures	3550.5	3552.7	3533.4	3540.2	264946.0
2020-01-31 10:00:00	ES	Futures	3539.9	3540.2	3525.0	3525.3	209905.0
2020-01-31 10:30:00	ES	Futures	3525.0	3528.0	3515.3	3517.5	185632.0
2020-01-31 11:00:00	ES	Futures	3517.5	3521.8	3504.7	3507.2	242829.0
2020-01-31 11:30:00	ES	Futures	3507.2	3519.1	3503.1	3519.1	189471.0
2020-01-31 12:00:00	ES	Futures	3519.1	3519.1	3508.2	3511.5	98955.0
2020-01-31 12:30:00	ES	Futures	3511.5	3511.5	3497.1	3503.6	220842.0
2020-01-31 13:00:00	ES	Futures	3503.4	3508.8	3497.1	3500.1	106823.0
2020-01-31 13:30:00	ES	Futures	3500.4	3501.5	3492.5	3501.2	131025.0
2020-01-31 14:00:00	ES	Futures	3501.2	3506.9	3497.9	3500.1	117331.0
2020-01-31 14:30:00	ES	Futures	3499.8	3509.6	3498.5	3501.2	114062.0
2020-01-31 15:00:00	ES	Futures	3501.5	3504.2	3490.6	3490.9	156097.0
2020-01-31 15:30:00	ES	Futures	3490.6	3498.2	3482.5	3493.1	405664.0
2020-01-31 16:00:00	ES	Futures	3493.1	3500.4	3492.0	3499.0	134923.0
2020-01-31 16:30:00	ES	Futures	3499.0	3500.1	3497.1	3497.9	17747.0
2020-01-31 00:00:00	NQ	Futures	10688.71	10692.18	10681.48	10686.4	1162.0
2020-01-31 00:30:00	NQ	Futures	10686.11	10686.11	10667.6	10668.18	2075.0
2020-01-31 01:00:00	NQ	Futures	10667.89	10669.05	10658.64	10664.13	3377.0
2020-01-31 01:30:00	NQ	Futures	10664.13	10669.05	10654.59	10666.45	2227.0
2020-01-31 02:00:00	NQ	Futures	10666.73	10667.89	10652.85	10655.17	3875.0
2020-01-31 02:30:00	NQ	Futures	10655.46	10660.66	10631.46	10632.9	6104.0
2020-01-31 03:00:00	NQ	Futures	10632.9	10640.42	10621.05	10628.85	7922.0
2020-01-31 03:30:00	NQ	Futures	10629.43	10632.32	10615.55	10619.02	6450.0
2020-01-31 04:00:00	NQ	Futures	10619.02	10625.38	10612.95	10624.23	4958.0
2020-01-31 04:30:00	NQ	Futures	10623.94	10625.09	10603.98	10614.39	5764.0
2020-01-31 05:00:00	NQ	Futures	10613.82	10619.6	10583.74	10587.21	9313.0
2020-01-31 05:30:00	NQ	Futures	10586.92	10594.44	10569.86	10593.28	9089.0
2020-01-31 06:00:00	NQ	Futures	10593.0	10611.79	10587.21	10592.71	7207.0
2020-01-31 06:30:00	NQ	Futures	10592.71	10609.19	10589.53	10608.32	5848.0
2020-01-31 07:00:00	NQ	Futures	10608.61	10638.11	10608.32	10626.83	9135.0
2020-01-31 07:30:00	NQ	Futures	10626.25	10641.0	10617.29	10624.8	8091.0

> showing 50 of 2,899 rows — these rows as CSV

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