PREVIEW / futures_30min / 2020-05-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-07.parquet
  size:    102 KB
  rows:    3,531

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
2020-05-07 00:00:00	ES	Futures	3128.05	3133.81	3125.3	3132.99	11706.0
2020-05-07 00:30:00	ES	Futures	3132.99	3133.81	3130.52	3131.34	5509.0
2020-05-07 01:00:00	ES	Futures	3131.34	3132.16	3125.85	3128.87	4475.0
2020-05-07 01:30:00	ES	Futures	3128.6	3130.79	3126.13	3129.42	3164.0
2020-05-07 02:00:00	ES	Futures	3129.7	3138.2	3128.87	3137.93	7284.0
2020-05-07 02:30:00	ES	Futures	3137.93	3140.4	3134.91	3135.46	5753.0
2020-05-07 03:00:00	ES	Futures	3135.46	3156.04	3133.26	3148.9	27082.0
2020-05-07 03:30:00	ES	Futures	3148.63	3150.55	3145.61	3146.16	7553.0
2020-05-07 04:00:00	ES	Futures	3146.16	3148.36	3142.59	3147.81	7494.0
2020-05-07 04:30:00	ES	Futures	3148.08	3151.37	3145.06	3149.73	12069.0
2020-05-07 05:00:00	ES	Futures	3150.0	3152.47	3148.36	3152.2	9691.0
2020-05-07 05:30:00	ES	Futures	3152.2	3159.33	3151.37	3156.31	16639.0
2020-05-07 06:00:00	ES	Futures	3156.04	3160.16	3152.75	3156.59	14080.0
2020-05-07 06:30:00	ES	Futures	3156.59	3157.69	3150.55	3152.75	12969.0
2020-05-07 07:00:00	ES	Futures	3152.75	3154.94	3148.9	3151.1	12805.0
2020-05-07 07:30:00	ES	Futures	3151.1	3162.9	3150.28	3161.25	15988.0
2020-05-07 08:00:00	ES	Futures	3161.53	3162.08	3154.67	3156.86	18336.0
2020-05-07 08:30:00	ES	Futures	3156.86	3160.16	3151.92	3157.69	25019.0
2020-05-07 09:00:00	ES	Futures	3157.41	3159.33	3153.84	3155.22	22962.0
2020-05-07 09:30:00	ES	Futures	3155.22	3168.66	3153.02	3164.55	149381.0
2020-05-07 10:00:00	ES	Futures	3164.82	3165.64	3148.9	3157.69	102640.0
2020-05-07 10:30:00	ES	Futures	3157.69	3164.55	3150.83	3153.29	91396.0
2020-05-07 11:00:00	ES	Futures	3153.57	3165.09	3152.75	3163.72	70113.0
2020-05-07 11:30:00	ES	Futures	3163.72	3176.89	3161.25	3173.88	103555.0
2020-05-07 12:00:00	ES	Futures	3173.88	3177.72	3170.58	3173.88	58118.0
2020-05-07 12:30:00	ES	Futures	3174.15	3174.97	3166.47	3171.68	48522.0
2020-05-07 13:00:00	ES	Futures	3171.68	3175.25	3167.84	3168.66	40625.0
2020-05-07 13:30:00	ES	Futures	3168.66	3172.5	3163.45	3167.02	43682.0
2020-05-07 14:00:00	ES	Futures	3167.02	3168.94	3157.96	3161.53	57486.0
2020-05-07 14:30:00	ES	Futures	3161.53	3163.45	3153.84	3158.51	55078.0
2020-05-07 15:00:00	ES	Futures	3158.51	3162.9	3148.36	3156.86	99600.0
2020-05-07 15:30:00	ES	Futures	3156.59	3157.96	3147.81	3154.67	163243.0
2020-05-07 16:00:00	ES	Futures	3154.67	3161.8	3152.75	3161.53	43921.0
2020-05-07 16:30:00	ES	Futures	3160.98	3166.47	3160.98	3164.27	8034.0
2020-05-07 18:00:00	ES	Futures	3163.45	3168.94	3160.98	3168.66	3816.0
2020-05-07 18:30:00	ES	Futures	3168.66	3170.58	3167.84	3170.31	2936.0
2020-05-07 19:00:00	ES	Futures	3170.31	3172.23	3164.82	3165.09	6762.0
2020-05-07 19:30:00	ES	Futures	3165.09	3175.52	3165.09	3174.97	4915.0
2020-05-07 20:00:00	ES	Futures	3175.25	3181.83	3174.97	3176.89	10791.0
2020-05-07 20:30:00	ES	Futures	3176.89	3190.07	3176.62	3188.69	16374.0
2020-05-07 21:00:00	ES	Futures	3188.69	3191.71	3185.68	3188.97	8599.0
2020-05-07 21:30:00	ES	Futures	3188.97	3191.71	3185.95	3187.6	8270.0
2020-05-07 22:00:00	ES	Futures	3187.6	3196.93	3187.05	3195.28	9751.0
2020-05-07 22:30:00	ES	Futures	3195.55	3199.12	3194.46	3196.65	7465.0
2020-05-07 23:00:00	ES	Futures	3196.38	3200.22	3196.1	3196.93	4974.0
2020-05-07 23:30:00	ES	Futures	3196.93	3199.12	3195.55	3198.57	3054.0
2020-05-07 00:00:00	NQ	Futures	10309.91	10318.2	10300.2	10316.48	2150.0
2020-05-07 00:30:00	NQ	Futures	10315.05	10316.77	10305.06	10308.2	1299.0
2020-05-07 01:00:00	NQ	Futures	10309.06	10310.77	10295.63	10304.77	1700.0
2020-05-07 01:30:00	NQ	Futures	10303.91	10306.2	10287.63	10297.63	1627.0

> showing 50 of 3,531 rows — these rows as CSV

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