PREVIEW / futures_30min / 2020-05-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-05.parquet
  size:    99 KB
  rows:    3,512

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
2020-05-05 00:00:00	ES	Futures	3119.27	3125.58	3118.99	3123.38	2448.0
2020-05-05 00:30:00	ES	Futures	3123.66	3130.52	3120.64	3127.77	5181.0
2020-05-05 01:00:00	ES	Futures	3127.77	3128.87	3125.03	3126.13	2055.0
2020-05-05 01:30:00	ES	Futures	3126.13	3127.23	3124.21	3125.03	1856.0
2020-05-05 02:00:00	ES	Futures	3124.76	3131.07	3122.83	3125.85	7097.0
2020-05-05 02:30:00	ES	Futures	3125.85	3130.24	3123.93	3129.7	5922.0
2020-05-05 03:00:00	ES	Futures	3129.97	3133.54	3123.93	3132.99	16129.0
2020-05-05 03:30:00	ES	Futures	3132.99	3143.42	3132.71	3140.12	22702.0
2020-05-05 04:00:00	ES	Futures	3140.12	3144.79	3131.34	3140.67	20482.0
2020-05-05 04:30:00	ES	Futures	3140.95	3141.22	3109.94	3110.76	30852.0
2020-05-05 05:00:00	ES	Futures	3110.76	3125.58	3109.11	3117.9	20866.0
2020-05-05 05:30:00	ES	Futures	3117.9	3130.24	3116.8	3128.6	14612.0
2020-05-05 06:00:00	ES	Futures	3128.87	3135.46	3125.03	3126.68	13279.0
2020-05-05 06:30:00	ES	Futures	3126.95	3133.54	3125.03	3133.54	13006.0
2020-05-05 07:00:00	ES	Futures	3133.54	3138.48	3129.97	3134.36	20101.0
2020-05-05 07:30:00	ES	Futures	3134.36	3137.1	3130.24	3134.63	10033.0
2020-05-05 08:00:00	ES	Futures	3134.91	3144.24	3134.36	3142.87	23174.0
2020-05-05 08:30:00	ES	Futures	3142.87	3143.96	3138.75	3140.67	16776.0
2020-05-05 09:00:00	ES	Futures	3140.67	3146.71	3138.2	3142.59	26471.0
2020-05-05 09:30:00	ES	Futures	3142.87	3159.33	3138.2	3158.78	140232.0
2020-05-05 10:00:00	ES	Futures	3158.78	3163.17	3150.83	3152.47	102870.0
2020-05-05 10:30:00	ES	Futures	3152.47	3158.51	3150.55	3157.41	78597.0
2020-05-05 11:00:00	ES	Futures	3157.69	3164.55	3155.76	3163.72	68476.0
2020-05-05 11:30:00	ES	Futures	3163.45	3168.39	3163.45	3167.56	60476.0
2020-05-05 12:00:00	ES	Futures	3167.29	3171.68	3165.64	3166.47	60857.0
2020-05-05 12:30:00	ES	Futures	3166.74	3168.39	3161.25	3162.35	52524.0
2020-05-05 13:00:00	ES	Futures	3162.35	3164.82	3157.69	3163.45	55254.0
2020-05-05 13:30:00	ES	Futures	3163.72	3168.11	3163.17	3166.19	40920.0
2020-05-05 14:00:00	ES	Futures	3166.19	3170.86	3163.72	3169.49	43922.0
2020-05-05 14:30:00	ES	Futures	3169.49	3171.95	3162.9	3171.41	45373.0
2020-05-05 15:00:00	ES	Futures	3171.41	3171.41	3145.89	3148.63	101579.0
2020-05-05 15:30:00	ES	Futures	3148.63	3151.37	3132.99	3137.93	222206.0
2020-05-05 16:00:00	ES	Futures	3137.93	3139.85	3133.81	3137.38	43203.0
2020-05-05 16:30:00	ES	Futures	3136.28	3139.03	3130.79	3139.03	8551.0
2020-05-05 18:00:00	ES	Futures	3136.83	3147.53	3133.26	3143.42	6911.0
2020-05-05 18:30:00	ES	Futures	3143.42	3149.45	3139.85	3148.9	4219.0
2020-05-05 19:00:00	ES	Futures	3148.63	3149.18	3145.06	3146.16	2619.0
2020-05-05 19:30:00	ES	Futures	3146.43	3149.45	3144.24	3146.43	2534.0
2020-05-05 20:00:00	ES	Futures	3146.43	3146.98	3131.62	3132.71	8885.0
2020-05-05 20:30:00	ES	Futures	3132.71	3136.83	3121.19	3125.03	11164.0
2020-05-05 21:00:00	ES	Futures	3125.3	3127.77	3121.19	3125.85	10060.0
2020-05-05 21:30:00	ES	Futures	3126.13	3134.91	3125.85	3132.71	9460.0
2020-05-05 22:00:00	ES	Futures	3132.99	3133.81	3125.58	3131.07	5528.0
2020-05-05 22:30:00	ES	Futures	3131.34	3135.73	3129.97	3134.91	4236.0
2020-05-05 23:00:00	ES	Futures	3134.63	3141.77	3134.09	3140.12	6169.0
2020-05-05 23:30:00	ES	Futures	3140.4	3143.42	3137.65	3139.57	4293.0
2020-05-05 00:00:00	NQ	Futures	10104.25	10123.39	10101.68	10114.82	1186.0
2020-05-05 00:30:00	NQ	Futures	10115.11	10142.53	10107.11	10134.53	1930.0
2020-05-05 01:00:00	NQ	Futures	10134.53	10138.53	10120.82	10124.53	1196.0
2020-05-05 01:30:00	NQ	Futures	10123.39	10127.1	10117.96	10120.82	788.0

> showing 50 of 3,512 rows — these rows as CSV

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