PREVIEW / futures_30min / 2020-05-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-04.parquet
  size:    100 KB
  rows:    3,564

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
2020-05-04 00:00:00	ES	Futures	3080.58	3082.22	3069.6	3069.6	4867.0
2020-05-04 00:30:00	ES	Futures	3069.6	3074.26	3067.95	3071.79	4357.0
2020-05-04 01:00:00	ES	Futures	3071.79	3076.73	3068.5	3073.17	5682.0
2020-05-04 01:30:00	ES	Futures	3072.89	3073.17	3064.93	3067.4	5935.0
2020-05-04 02:00:00	ES	Futures	3067.4	3079.2	3064.66	3075.09	13373.0
2020-05-04 02:30:00	ES	Futures	3074.81	3089.36	3073.44	3084.14	13251.0
2020-05-04 03:00:00	ES	Futures	3084.14	3087.44	3068.5	3071.24	21247.0
2020-05-04 03:30:00	ES	Futures	3070.97	3081.12	3070.42	3074.26	21610.0
2020-05-04 04:00:00	ES	Futures	3074.54	3082.5	3067.4	3072.62	19936.0
2020-05-04 04:30:00	ES	Futures	3072.62	3072.89	3065.76	3067.4	18011.0
2020-05-04 05:00:00	ES	Futures	3067.13	3067.95	3055.33	3056.15	19423.0
2020-05-04 05:30:00	ES	Futures	3055.88	3069.32	3055.6	3069.32	14999.0
2020-05-04 06:00:00	ES	Futures	3069.05	3075.64	3065.48	3071.52	16085.0
2020-05-04 06:30:00	ES	Futures	3071.52	3074.26	3067.13	3069.6	12949.0
2020-05-04 07:00:00	ES	Futures	3069.6	3073.44	3066.03	3070.97	11169.0
2020-05-04 07:30:00	ES	Futures	3070.97	3079.48	3070.7	3073.44	17097.0
2020-05-04 08:00:00	ES	Futures	3073.44	3081.4	3069.6	3080.58	22897.0
2020-05-04 08:30:00	ES	Futures	3080.58	3082.22	3073.44	3075.09	26588.0
2020-05-04 09:00:00	ES	Futures	3074.81	3081.12	3070.42	3078.11	38253.0
2020-05-04 09:30:00	ES	Futures	3078.11	3080.85	3060.82	3076.18	149689.0
2020-05-04 10:00:00	ES	Futures	3075.91	3092.92	3074.81	3082.22	108149.0
2020-05-04 10:30:00	ES	Futures	3081.95	3086.89	3076.73	3077.56	85289.0
2020-05-04 11:00:00	ES	Futures	3077.56	3088.81	3075.36	3080.58	72006.0
2020-05-04 11:30:00	ES	Futures	3080.58	3090.45	3077.83	3085.24	65144.0
2020-05-04 12:00:00	ES	Futures	3085.51	3091.0	3083.59	3090.18	37964.0
2020-05-04 12:30:00	ES	Futures	3090.45	3092.37	3079.75	3081.67	41952.0
2020-05-04 13:00:00	ES	Futures	3081.67	3083.87	3071.79	3078.38	53301.0
2020-05-04 13:30:00	ES	Futures	3078.11	3086.06	3078.11	3085.24	32541.0
2020-05-04 14:00:00	ES	Futures	3085.24	3089.63	3082.77	3086.34	38114.0
2020-05-04 14:30:00	ES	Futures	3086.34	3098.14	3081.4	3096.77	77435.0
2020-05-04 15:00:00	ES	Futures	3096.77	3106.92	3094.3	3105.55	66760.0
2020-05-04 15:30:00	ES	Futures	3105.27	3112.68	3103.63	3109.66	141996.0
2020-05-04 16:00:00	ES	Futures	3109.66	3110.21	3099.78	3101.16	46543.0
2020-05-04 16:30:00	ES	Futures	3102.25	3104.45	3098.96	3103.63	6729.0
2020-05-04 18:00:00	ES	Futures	3103.08	3109.94	3100.33	3108.84	4250.0
2020-05-04 18:30:00	ES	Futures	3108.84	3110.49	3101.98	3103.63	3286.0
2020-05-04 19:00:00	ES	Futures	3103.9	3105.82	3101.43	3103.9	1855.0
2020-05-04 19:30:00	ES	Futures	3104.17	3108.84	3103.9	3107.74	2392.0
2020-05-04 20:00:00	ES	Futures	3107.47	3114.88	3107.47	3110.21	5777.0
2020-05-04 20:30:00	ES	Futures	3110.21	3117.07	3108.84	3116.52	4739.0
2020-05-04 21:00:00	ES	Futures	3116.8	3121.74	3115.7	3117.9	7087.0
2020-05-04 21:30:00	ES	Futures	3117.9	3126.13	3117.9	3125.3	6153.0
2020-05-04 22:00:00	ES	Futures	3125.58	3126.13	3123.38	3124.48	4412.0
2020-05-04 22:30:00	ES	Futures	3124.48	3126.13	3119.54	3121.74	3312.0
2020-05-04 23:00:00	ES	Futures	3122.01	3123.38	3119.27	3122.56	2755.0
2020-05-04 23:30:00	ES	Futures	3122.83	3122.83	3117.62	3119.27	2570.0
2020-05-04 00:00:00	NQ	Futures	9899.16	9906.02	9871.74	9872.6	1975.0
2020-05-04 00:30:00	NQ	Futures	9872.88	9879.17	9864.89	9874.03	1731.0
2020-05-04 01:00:00	NQ	Futures	9874.03	9888.31	9860.89	9880.02	2477.0
2020-05-04 01:30:00	NQ	Futures	9880.02	9881.17	9855.74	9864.89	2222.0

> showing 50 of 3,564 rows — these rows as CSV

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