PREVIEW / futures_30min / 2020-05-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-08.parquet
  size:    76 KB
  rows:    2,623

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
2020-05-08 00:00:00	ES	Futures	3198.02	3201.59	3196.93	3196.93	4218.0
2020-05-08 00:30:00	ES	Futures	3196.65	3198.85	3196.1	3197.48	2279.0
2020-05-08 01:00:00	ES	Futures	3197.75	3203.79	3197.2	3201.32	5220.0
2020-05-08 01:30:00	ES	Futures	3201.59	3204.06	3198.85	3203.51	4603.0
2020-05-08 02:00:00	ES	Futures	3203.79	3208.45	3196.93	3197.2	9892.0
2020-05-08 02:30:00	ES	Futures	3197.2	3197.2	3191.16	3192.26	5842.0
2020-05-08 03:00:00	ES	Futures	3192.26	3194.18	3190.89	3193.63	9414.0
2020-05-08 03:30:00	ES	Futures	3193.63	3194.18	3188.42	3190.07	11942.0
2020-05-08 04:00:00	ES	Futures	3190.07	3190.89	3184.58	3186.22	12926.0
2020-05-08 04:30:00	ES	Futures	3186.22	3191.44	3184.58	3191.16	9638.0
2020-05-08 05:00:00	ES	Futures	3191.16	3193.63	3188.97	3192.26	6811.0
2020-05-08 05:30:00	ES	Futures	3192.54	3196.93	3188.42	3196.65	8409.0
2020-05-08 06:00:00	ES	Futures	3196.65	3198.85	3195.01	3197.48	6397.0
2020-05-08 06:30:00	ES	Futures	3197.48	3199.95	3196.1	3196.38	5122.0
2020-05-08 07:00:00	ES	Futures	3196.38	3196.38	3192.26	3196.1	6602.0
2020-05-08 07:30:00	ES	Futures	3196.1	3196.65	3189.52	3190.34	7198.0
2020-05-08 08:00:00	ES	Futures	3190.34	3194.18	3184.85	3188.15	19899.0
2020-05-08 08:30:00	ES	Futures	3188.15	3202.96	3187.87	3194.73	55504.0
2020-05-08 09:00:00	ES	Futures	3194.73	3199.4	3190.07	3191.99	32837.0
2020-05-08 09:30:00	ES	Futures	3191.99	3195.28	3178.54	3188.97	127959.0
2020-05-08 10:00:00	ES	Futures	3188.97	3197.2	3188.97	3191.99	85518.0
2020-05-08 10:30:00	ES	Futures	3191.99	3195.28	3185.95	3188.97	71406.0
2020-05-08 11:00:00	ES	Futures	3189.24	3198.02	3184.85	3196.38	60950.0
2020-05-08 11:30:00	ES	Futures	3196.65	3200.49	3196.1	3199.12	58357.0
2020-05-08 12:00:00	ES	Futures	3199.12	3202.14	3196.38	3198.57	42369.0
2020-05-08 12:30:00	ES	Futures	3198.57	3202.41	3198.3	3201.59	28952.0
2020-05-08 13:00:00	ES	Futures	3201.32	3202.69	3194.73	3196.1	43006.0
2020-05-08 13:30:00	ES	Futures	3196.38	3197.75	3188.15	3192.26	48947.0
2020-05-08 14:00:00	ES	Futures	3192.26	3198.02	3188.69	3196.93	45710.0
2020-05-08 14:30:00	ES	Futures	3197.2	3199.4	3192.81	3198.3	38500.0
2020-05-08 15:00:00	ES	Futures	3198.3	3203.51	3196.65	3201.59	55878.0
2020-05-08 15:30:00	ES	Futures	3201.59	3211.75	3200.49	3206.81	185312.0
2020-05-08 16:00:00	ES	Futures	3206.81	3215.86	3206.26	3214.21	58295.0
2020-05-08 16:30:00	ES	Futures	3213.39	3219.43	3212.57	3216.68	10950.0
2020-05-08 00:00:00	NQ	Futures	10519.86	10529.29	10515.0	10515.0	1806.0
2020-05-08 00:30:00	NQ	Futures	10514.72	10524.43	10511.0	10521.86	1251.0
2020-05-08 01:00:00	NQ	Futures	10522.14	10540.43	10518.72	10534.43	2524.0
2020-05-08 01:30:00	NQ	Futures	10534.71	10542.71	10529.0	10540.14	1927.0
2020-05-08 02:00:00	NQ	Futures	10540.43	10554.99	10525.57	10525.57	3576.0
2020-05-08 02:30:00	NQ	Futures	10525.86	10526.43	10499.86	10503.58	3558.0
2020-05-08 03:00:00	NQ	Futures	10504.15	10509.29	10498.15	10504.72	3318.0
2020-05-08 03:30:00	NQ	Futures	10504.15	10505.29	10486.72	10495.01	3942.0
2020-05-08 04:00:00	NQ	Futures	10494.72	10496.72	10475.01	10482.44	3930.0
2020-05-08 04:30:00	NQ	Futures	10482.15	10496.44	10475.87	10495.58	2815.0
2020-05-08 05:00:00	NQ	Futures	10495.29	10505.29	10490.15	10500.44	2218.0
2020-05-08 05:30:00	NQ	Futures	10500.72	10515.86	10485.58	10515.57	2788.0
2020-05-08 06:00:00	NQ	Futures	10515.0	10521.57	10507.86	10515.57	2687.0
2020-05-08 06:30:00	NQ	Futures	10515.57	10525.0	10513.86	10518.15	2315.0
2020-05-08 07:00:00	NQ	Futures	10517.86	10519.86	10505.58	10519.57	3169.0
2020-05-08 07:30:00	NQ	Futures	10519.0	10519.57	10499.58	10502.72	2603.0

> showing 50 of 2,623 rows — these rows as CSV

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