PREVIEW / futures_30min / 2020-05-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-11.parquet
  size:    100 KB
  rows:    3,515

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
2020-05-11 00:00:00	ES	Futures	3229.31	3232.6	3225.74	3226.84	5530.0
2020-05-11 00:30:00	ES	Futures	3226.84	3228.48	3225.74	3226.84	3954.0
2020-05-11 01:00:00	ES	Futures	3227.11	3227.11	3221.62	3223.0	6796.0
2020-05-11 01:30:00	ES	Futures	3222.72	3222.72	3217.23	3217.23	4421.0
2020-05-11 02:00:00	ES	Futures	3217.23	3221.35	3212.84	3220.25	9628.0
2020-05-11 02:30:00	ES	Futures	3220.25	3224.64	3219.7	3223.27	4054.0
2020-05-11 03:00:00	ES	Futures	3223.27	3227.39	3216.68	3226.56	11030.0
2020-05-11 03:30:00	ES	Futures	3226.56	3229.31	3221.9	3225.19	9100.0
2020-05-11 04:00:00	ES	Futures	3225.19	3225.47	3217.23	3217.51	10679.0
2020-05-11 04:30:00	ES	Futures	3217.23	3218.61	3206.81	3210.65	17185.0
2020-05-11 05:00:00	ES	Futures	3210.37	3210.65	3198.85	3199.12	19978.0
2020-05-11 05:30:00	ES	Futures	3199.12	3205.71	3198.02	3202.69	15993.0
2020-05-11 06:00:00	ES	Futures	3202.69	3204.34	3191.71	3192.54	13740.0
2020-05-11 06:30:00	ES	Futures	3192.54	3197.48	3190.34	3193.91	13086.0
2020-05-11 07:00:00	ES	Futures	3193.91	3196.1	3188.15	3193.08	17465.0
2020-05-11 07:30:00	ES	Futures	3193.08	3194.18	3177.99	3180.46	23013.0
2020-05-11 08:00:00	ES	Futures	3180.46	3183.21	3175.52	3178.27	31105.0
2020-05-11 08:30:00	ES	Futures	3178.27	3181.56	3171.95	3176.89	32000.0
2020-05-11 09:00:00	ES	Futures	3176.89	3184.58	3176.89	3183.48	41727.0
2020-05-11 09:30:00	ES	Futures	3183.48	3193.08	3178.27	3184.58	131175.0
2020-05-11 10:00:00	ES	Futures	3184.58	3193.63	3183.48	3189.24	107758.0
2020-05-11 10:30:00	ES	Futures	3189.24	3195.01	3185.4	3189.24	76125.0
2020-05-11 11:00:00	ES	Futures	3189.24	3198.85	3188.42	3198.57	69974.0
2020-05-11 11:30:00	ES	Futures	3198.85	3201.59	3198.02	3201.04	62801.0
2020-05-11 12:00:00	ES	Futures	3200.77	3210.1	3198.3	3209.82	48821.0
2020-05-11 12:30:00	ES	Futures	3209.82	3213.67	3208.45	3212.57	66189.0
2020-05-11 13:00:00	ES	Futures	3212.84	3221.62	3210.37	3220.25	53297.0
2020-05-11 13:30:00	ES	Futures	3220.25	3223.82	3216.68	3216.96	56852.0
2020-05-11 14:00:00	ES	Futures	3216.96	3218.06	3209.55	3211.47	72935.0
2020-05-11 14:30:00	ES	Futures	3211.47	3220.8	3210.65	3218.33	50111.0
2020-05-11 15:00:00	ES	Futures	3218.33	3223.82	3214.76	3217.23	76500.0
2020-05-11 15:30:00	ES	Futures	3217.23	3219.15	3206.53	3207.63	151026.0
2020-05-11 16:00:00	ES	Futures	3207.63	3209.55	3202.14	3209.0	60815.0
2020-05-11 16:30:00	ES	Futures	3208.73	3209.28	3203.24	3204.06	8345.0
2020-05-11 18:00:00	ES	Futures	3204.34	3213.67	3204.06	3210.65	5672.0
2020-05-11 18:30:00	ES	Futures	3210.37	3213.39	3204.06	3207.63	4578.0
2020-05-11 19:00:00	ES	Futures	3207.63	3209.82	3198.57	3200.22	4843.0
2020-05-11 19:30:00	ES	Futures	3200.22	3201.87	3197.2	3200.77	4619.0
2020-05-11 20:00:00	ES	Futures	3201.04	3203.51	3188.69	3190.34	11405.0
2020-05-11 20:30:00	ES	Futures	3190.34	3193.91	3185.95	3188.42	10467.0
2020-05-11 21:00:00	ES	Futures	3188.69	3194.46	3186.22	3194.18	8243.0
2020-05-11 21:30:00	ES	Futures	3194.46	3195.28	3183.21	3186.5	11749.0
2020-05-11 22:00:00	ES	Futures	3186.22	3190.62	3180.46	3181.83	7331.0
2020-05-11 22:30:00	ES	Futures	3181.83	3185.4	3179.64	3184.85	5131.0
2020-05-11 23:00:00	ES	Futures	3184.85	3185.13	3178.54	3179.64	5326.0
2020-05-11 23:30:00	ES	Futures	3179.64	3187.32	3177.17	3187.32	7711.0
2020-05-11 00:00:00	NQ	Futures	10596.41	10605.84	10581.56	10584.13	2245.0
2020-05-11 00:30:00	NQ	Futures	10584.41	10593.84	10581.56	10586.7	1428.0
2020-05-11 01:00:00	NQ	Futures	10586.7	10586.98	10570.13	10573.85	2048.0
2020-05-11 01:30:00	NQ	Futures	10573.56	10573.85	10553.28	10553.85	2733.0

> showing 50 of 3,515 rows — these rows as CSV

> unlock the full archive -- $79 one-time