PREVIEW / futures_30min / 2020-05-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-01.parquet
  size:    70 KB
  rows:    2,338

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
2020-05-01 00:00:00	ES	Futures	3139.85	3146.71	3139.3	3146.43	3161.0
2020-05-01 00:30:00	ES	Futures	3146.16	3146.71	3142.32	3144.24	2491.0
2020-05-01 01:00:00	ES	Futures	3144.24	3145.89	3140.12	3145.06	2408.0
2020-05-01 01:30:00	ES	Futures	3145.34	3145.61	3132.44	3140.67	6443.0
2020-05-01 02:00:00	ES	Futures	3140.95	3140.95	3128.32	3129.42	10873.0
2020-05-01 02:30:00	ES	Futures	3129.15	3132.16	3113.5	3117.35	11794.0
2020-05-01 03:00:00	ES	Futures	3117.62	3123.38	3111.04	3113.5	14049.0
2020-05-01 03:30:00	ES	Futures	3113.5	3118.72	3107.19	3117.62	15348.0
2020-05-01 04:00:00	ES	Futures	3117.62	3124.48	3110.21	3123.93	14527.0
2020-05-01 04:30:00	ES	Futures	3123.93	3129.15	3119.82	3128.05	13261.0
2020-05-01 05:00:00	ES	Futures	3128.32	3129.15	3120.09	3123.38	7303.0
2020-05-01 05:30:00	ES	Futures	3123.38	3124.76	3118.72	3121.19	6320.0
2020-05-01 06:00:00	ES	Futures	3121.19	3129.42	3120.64	3126.4	9225.0
2020-05-01 06:30:00	ES	Futures	3126.13	3128.87	3120.91	3124.48	9784.0
2020-05-01 07:00:00	ES	Futures	3124.48	3125.85	3113.78	3115.97	9421.0
2020-05-01 07:30:00	ES	Futures	3115.97	3125.85	3113.23	3122.29	14894.0
2020-05-01 08:00:00	ES	Futures	3122.83	3123.38	3115.97	3120.37	16889.0
2020-05-01 08:30:00	ES	Futures	3120.37	3123.38	3116.8	3120.09	14084.0
2020-05-01 09:00:00	ES	Futures	3120.09	3132.71	3117.9	3128.32	28640.0
2020-05-01 09:30:00	ES	Futures	3128.6	3136.83	3118.17	3125.58	147572.0
2020-05-01 10:00:00	ES	Futures	3125.58	3135.46	3115.43	3125.58	143257.0
2020-05-01 10:30:00	ES	Futures	3125.3	3132.44	3119.82	3125.85	84202.0
2020-05-01 11:00:00	ES	Futures	3125.85	3125.85	3112.13	3112.41	64264.0
2020-05-01 11:30:00	ES	Futures	3112.41	3113.23	3096.22	3099.51	97264.0
2020-05-01 12:00:00	ES	Futures	3099.24	3102.8	3091.28	3095.39	94263.0
2020-05-01 12:30:00	ES	Futures	3095.39	3099.24	3087.44	3094.84	73351.0
2020-05-01 13:00:00	ES	Futures	3094.84	3099.78	3086.89	3093.2	59251.0
2020-05-01 13:30:00	ES	Futures	3093.2	3096.22	3086.34	3091.0	58513.0
2020-05-01 14:00:00	ES	Futures	3090.73	3100.61	3086.61	3099.24	61097.0
2020-05-01 14:30:00	ES	Futures	3099.51	3099.78	3091.83	3097.59	46790.0
2020-05-01 15:00:00	ES	Futures	3097.59	3106.92	3094.3	3099.51	76846.0
2020-05-01 15:30:00	ES	Futures	3099.51	3101.98	3087.44	3100.06	207169.0
2020-05-01 16:00:00	ES	Futures	3100.06	3103.35	3096.49	3096.49	56659.0
2020-05-01 16:30:00	ES	Futures	3095.94	3096.22	3091.0	3092.1	10867.0
2020-05-01 00:00:00	NQ	Futures	10071.4	10091.68	10069.4	10090.83	1662.0
2020-05-01 00:30:00	NQ	Futures	10089.97	10093.11	10078.26	10081.69	1264.0
2020-05-01 01:00:00	NQ	Futures	10081.97	10090.83	10065.98	10087.11	1557.0
2020-05-01 01:30:00	NQ	Futures	10086.26	10088.83	10044.84	10063.12	2868.0
2020-05-01 02:00:00	NQ	Futures	10061.69	10063.12	10023.42	10026.27	3313.0
2020-05-01 02:30:00	NQ	Futures	10025.99	10036.27	9998.56	10009.7	3594.0
2020-05-01 03:00:00	NQ	Futures	10009.99	10023.13	9988.57	9994.85	3845.0
2020-05-01 03:30:00	NQ	Futures	9994.85	9996.28	9969.14	9992.57	3975.0
2020-05-01 04:00:00	NQ	Futures	9992.57	10018.56	9980.86	10014.85	4483.0
2020-05-01 04:30:00	NQ	Futures	10015.13	10024.27	9999.99	10022.56	3754.0
2020-05-01 05:00:00	NQ	Futures	10023.13	10025.7	10004.28	10013.99	2022.0
2020-05-01 05:30:00	NQ	Futures	10013.7	10020.27	10001.42	10011.42	1817.0
2020-05-01 06:00:00	NQ	Futures	10011.99	10041.41	10009.13	10030.56	2853.0
2020-05-01 06:30:00	NQ	Futures	10030.27	10037.7	10010.28	10023.42	2671.0
2020-05-01 07:00:00	NQ	Futures	10023.13	10026.56	9994.57	9999.71	2996.0
2020-05-01 07:30:00	NQ	Futures	9998.85	10038.27	9992.0	10032.84	4032.0

> showing 50 of 2,338 rows — these rows as CSV

> unlock the full archive -- $79 one-time