PREVIEW / futures_30min / 2020-05-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-06.parquet
  size:    100 KB
  rows:    3,483

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
2020-05-06 00:00:00	ES	Futures	3139.85	3141.49	3134.09	3139.03	2949.0
2020-05-06 00:30:00	ES	Futures	3139.03	3140.4	3136.28	3138.75	1649.0
2020-05-06 01:00:00	ES	Futures	3139.03	3154.12	3138.48	3153.84	8397.0
2020-05-06 01:30:00	ES	Futures	3153.84	3156.31	3151.1	3153.57	5842.0
2020-05-06 02:00:00	ES	Futures	3153.84	3164.0	3148.9	3161.25	12202.0
2020-05-06 02:30:00	ES	Futures	3161.53	3167.56	3160.7	3162.08	7745.0
2020-05-06 03:00:00	ES	Futures	3162.08	3164.55	3156.04	3159.61	12977.0
2020-05-06 03:30:00	ES	Futures	3159.61	3159.88	3150.83	3155.49	13206.0
2020-05-06 04:00:00	ES	Futures	3155.49	3161.25	3153.29	3154.39	11960.0
2020-05-06 04:30:00	ES	Futures	3154.39	3159.33	3151.37	3158.23	15397.0
2020-05-06 05:00:00	ES	Futures	3158.23	3163.45	3155.49	3160.7	10991.0
2020-05-06 05:30:00	ES	Futures	3160.98	3166.47	3159.33	3164.55	8973.0
2020-05-06 06:00:00	ES	Futures	3164.82	3168.11	3162.35	3163.72	8142.0
2020-05-06 06:30:00	ES	Futures	3163.72	3167.29	3163.17	3165.09	8895.0
2020-05-06 07:00:00	ES	Futures	3165.09	3165.92	3160.43	3161.53	7514.0
2020-05-06 07:30:00	ES	Futures	3161.8	3162.35	3155.22	3155.49	10933.0
2020-05-06 08:00:00	ES	Futures	3155.49	3158.51	3147.26	3150.55	21531.0
2020-05-06 08:30:00	ES	Futures	3150.55	3154.39	3145.06	3152.75	24827.0
2020-05-06 09:00:00	ES	Futures	3152.75	3158.78	3152.75	3158.78	22181.0
2020-05-06 09:30:00	ES	Futures	3158.51	3163.17	3133.54	3139.03	151030.0
2020-05-06 10:00:00	ES	Futures	3139.3	3142.32	3125.3	3140.67	116848.0
2020-05-06 10:30:00	ES	Futures	3140.67	3156.04	3139.03	3148.36	96089.0
2020-05-06 11:00:00	ES	Futures	3148.36	3153.02	3132.16	3139.85	81100.0
2020-05-06 11:30:00	ES	Futures	3139.85	3144.79	3130.24	3136.56	74142.0
2020-05-06 12:00:00	ES	Futures	3136.56	3143.14	3133.81	3141.22	55971.0
2020-05-06 12:30:00	ES	Futures	3141.22	3146.98	3140.12	3142.59	42541.0
2020-05-06 13:00:00	ES	Futures	3142.59	3144.24	3134.91	3143.42	47940.0
2020-05-06 13:30:00	ES	Futures	3143.42	3151.37	3142.87	3146.43	43016.0
2020-05-06 14:00:00	ES	Futures	3146.16	3146.43	3134.36	3135.73	59873.0
2020-05-06 14:30:00	ES	Futures	3135.73	3144.51	3132.44	3138.2	63270.0
2020-05-06 15:00:00	ES	Futures	3138.2	3142.04	3134.91	3136.56	60194.0
2020-05-06 15:30:00	ES	Futures	3136.56	3136.56	3114.88	3117.35	181102.0
2020-05-06 16:00:00	ES	Futures	3117.07	3118.44	3108.57	3110.21	56135.0
2020-05-06 16:30:00	ES	Futures	3110.76	3114.33	3109.39	3110.76	8729.0
2020-05-06 18:00:00	ES	Futures	3108.57	3115.7	3101.98	3103.9	10614.0
2020-05-06 18:30:00	ES	Futures	3103.9	3106.92	3098.69	3102.53	7556.0
2020-05-06 19:00:00	ES	Futures	3102.8	3105.82	3101.16	3102.8	6226.0
2020-05-06 19:30:00	ES	Futures	3102.8	3110.21	3102.25	3110.21	5076.0
2020-05-06 20:00:00	ES	Futures	3109.94	3119.27	3109.94	3115.15	14365.0
2020-05-06 20:30:00	ES	Futures	3115.43	3120.91	3115.15	3118.72	9366.0
2020-05-06 21:00:00	ES	Futures	3118.72	3123.38	3115.7	3120.91	6764.0
2020-05-06 21:30:00	ES	Futures	3120.91	3122.56	3115.7	3117.07	6152.0
2020-05-06 22:00:00	ES	Futures	3117.35	3120.09	3114.05	3119.54	4907.0
2020-05-06 22:30:00	ES	Futures	3119.82	3122.29	3118.17	3121.19	3673.0
2020-05-06 23:00:00	ES	Futures	3120.91	3129.97	3120.91	3126.4	7955.0
2020-05-06 23:30:00	ES	Futures	3126.4	3129.7	3125.03	3128.32	5635.0
2020-05-06 00:00:00	NQ	Futures	10202.8	10211.65	10187.09	10203.65	1616.0
2020-05-06 00:30:00	NQ	Futures	10203.65	10207.94	10195.94	10204.8	960.0
2020-05-06 01:00:00	NQ	Futures	10205.08	10251.36	10201.94	10248.5	3781.0
2020-05-06 01:30:00	NQ	Futures	10248.21	10259.64	10244.22	10249.64	2884.0

> showing 50 of 3,483 rows — these rows as CSV

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