PREVIEW / futures_30min / 2020-04-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-04-29.parquet
  size:    101 KB
  rows:    3,496

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
2020-04-29 00:00:00	ES	Futures	3181.29	3188.69	3181.01	3182.66	9747.0
2020-04-29 00:30:00	ES	Futures	3182.38	3186.22	3176.35	3185.13	12927.0
2020-04-29 01:00:00	ES	Futures	3185.13	3187.05	3179.36	3181.29	6142.0
2020-04-29 01:30:00	ES	Futures	3181.29	3184.3	3177.17	3183.21	4205.0
2020-04-29 02:00:00	ES	Futures	3183.21	3185.13	3167.56	3167.84	8594.0
2020-04-29 02:30:00	ES	Futures	3167.84	3174.7	3167.56	3171.68	5155.0
2020-04-29 03:00:00	ES	Futures	3171.68	3178.54	3165.92	3166.74	14434.0
2020-04-29 03:30:00	ES	Futures	3167.02	3176.89	3164.55	3176.35	11286.0
2020-04-29 04:00:00	ES	Futures	3176.07	3176.07	3167.56	3171.13	8452.0
2020-04-29 04:30:00	ES	Futures	3170.86	3177.99	3169.76	3177.72	8066.0
2020-04-29 05:00:00	ES	Futures	3177.99	3180.19	3174.42	3178.82	7591.0
2020-04-29 05:30:00	ES	Futures	3178.82	3180.19	3173.05	3175.8	6379.0
2020-04-29 06:00:00	ES	Futures	3176.07	3176.07	3166.74	3167.84	9061.0
2020-04-29 06:30:00	ES	Futures	3167.84	3174.15	3165.09	3174.15	11009.0
2020-04-29 07:00:00	ES	Futures	3174.15	3176.62	3164.82	3165.92	13952.0
2020-04-29 07:30:00	ES	Futures	3165.92	3169.49	3161.53	3164.27	12785.0
2020-04-29 08:00:00	ES	Futures	3164.0	3179.36	3163.17	3177.99	16449.0
2020-04-29 08:30:00	ES	Futures	3178.54	3207.9	3177.72	3206.81	106409.0
2020-04-29 09:00:00	ES	Futures	3206.81	3212.57	3197.2	3197.75	59661.0
2020-04-29 09:30:00	ES	Futures	3197.75	3203.24	3185.68	3202.96	144026.0
2020-04-29 10:00:00	ES	Futures	3202.69	3204.34	3190.07	3204.34	99945.0
2020-04-29 10:30:00	ES	Futures	3204.34	3210.65	3200.49	3207.35	86369.0
2020-04-29 11:00:00	ES	Futures	3207.63	3213.94	3202.14	3211.75	76321.0
2020-04-29 11:30:00	ES	Futures	3211.75	3215.86	3206.26	3213.12	71264.0
2020-04-29 12:00:00	ES	Futures	3213.12	3221.62	3212.84	3220.8	70823.0
2020-04-29 12:30:00	ES	Futures	3220.8	3229.58	3220.53	3224.92	76205.0
2020-04-29 13:00:00	ES	Futures	3224.92	3232.05	3224.92	3225.47	66970.0
2020-04-29 13:30:00	ES	Futures	3225.74	3226.56	3218.61	3221.62	52586.0
2020-04-29 14:00:00	ES	Futures	3221.9	3226.01	3208.73	3218.88	92756.0
2020-04-29 14:30:00	ES	Futures	3218.61	3226.56	3214.21	3224.92	73743.0
2020-04-29 15:00:00	ES	Futures	3224.92	3235.07	3223.82	3233.97	85334.0
2020-04-29 15:30:00	ES	Futures	3233.97	3235.07	3215.04	3215.86	186497.0
2020-04-29 16:00:00	ES	Futures	3215.59	3229.58	3214.76	3227.39	65575.0
2020-04-29 16:30:00	ES	Futures	3231.5	3248.79	3230.13	3247.42	28365.0
2020-04-29 18:00:00	ES	Futures	3245.22	3245.77	3233.97	3236.99	9325.0
2020-04-29 18:30:00	ES	Futures	3236.99	3239.19	3236.44	3237.54	2202.0
2020-04-29 19:00:00	ES	Futures	3237.81	3237.81	3232.05	3233.15	4398.0
2020-04-29 19:30:00	ES	Futures	3233.15	3238.64	3232.33	3233.7	4183.0
2020-04-29 20:00:00	ES	Futures	3233.42	3233.7	3225.47	3229.58	9035.0
2020-04-29 20:30:00	ES	Futures	3229.86	3230.13	3218.61	3225.74	8231.0
2020-04-29 21:00:00	ES	Futures	3225.47	3229.03	3223.27	3228.76	5977.0
2020-04-29 21:30:00	ES	Futures	3228.76	3231.23	3221.9	3226.01	4921.0
2020-04-29 22:00:00	ES	Futures	3226.29	3232.6	3225.19	3232.33	4826.0
2020-04-29 22:30:00	ES	Futures	3232.6	3235.62	3230.41	3234.8	4194.0
2020-04-29 23:00:00	ES	Futures	3235.07	3239.19	3232.6	3239.19	3783.0
2020-04-29 23:30:00	ES	Futures	3239.19	3246.6	3237.27	3245.77	5851.0
2020-04-29 00:00:00	NQ	Futures	10097.97	10118.53	10091.4	10094.54	2750.0
2020-04-29 00:30:00	NQ	Futures	10094.83	10107.68	10079.12	10103.11	3896.0
2020-04-29 01:00:00	NQ	Futures	10103.68	10114.25	10083.4	10097.4	2168.0
2020-04-29 01:30:00	NQ	Futures	10097.4	10103.68	10081.97	10098.25	1571.0

> showing 50 of 3,496 rows — these rows as CSV

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