PREVIEW / futures_30min / 2020-05-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-12.parquet
  size:    102 KB
  rows:    3,539

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
2020-05-12 00:00:00	ES	Futures	3187.05	3193.08	3185.4	3188.97	5876.0
2020-05-12 00:30:00	ES	Futures	3188.97	3193.36	3186.5	3192.26	3120.0
2020-05-12 01:00:00	ES	Futures	3191.99	3199.12	3191.71	3198.57	5835.0
2020-05-12 01:30:00	ES	Futures	3198.57	3198.57	3192.54	3193.91	3689.0
2020-05-12 02:00:00	ES	Futures	3193.63	3193.91	3179.64	3182.38	11064.0
2020-05-12 02:30:00	ES	Futures	3182.38	3190.34	3182.11	3187.6	6781.0
2020-05-12 03:00:00	ES	Futures	3187.6	3202.69	3186.5	3198.57	17187.0
2020-05-12 03:30:00	ES	Futures	3198.85	3201.04	3195.01	3199.67	11833.0
2020-05-12 04:00:00	ES	Futures	3199.95	3203.51	3193.91	3201.04	14090.0
2020-05-12 04:30:00	ES	Futures	3201.32	3202.69	3197.48	3198.02	10644.0
2020-05-12 05:00:00	ES	Futures	3198.02	3203.79	3193.08	3202.96	12399.0
2020-05-12 05:30:00	ES	Futures	3202.96	3207.08	3196.1	3205.98	14804.0
2020-05-12 06:00:00	ES	Futures	3205.71	3214.76	3203.79	3213.67	14771.0
2020-05-12 06:30:00	ES	Futures	3213.94	3215.86	3211.2	3213.12	11840.0
2020-05-12 07:00:00	ES	Futures	3213.39	3220.53	3211.47	3219.98	15078.0
2020-05-12 07:30:00	ES	Futures	3220.25	3222.72	3215.59	3220.8	14639.0
2020-05-12 08:00:00	ES	Futures	3221.08	3222.72	3217.78	3217.78	15553.0
2020-05-12 08:30:00	ES	Futures	3217.78	3222.17	3213.67	3221.35	24873.0
2020-05-12 09:00:00	ES	Futures	3221.35	3223.27	3217.78	3221.35	25165.0
2020-05-12 09:30:00	ES	Futures	3221.62	3226.29	3196.93	3204.88	178900.0
2020-05-12 10:00:00	ES	Futures	3204.61	3209.55	3199.95	3202.14	111654.0
2020-05-12 10:30:00	ES	Futures	3201.87	3210.1	3197.2	3207.63	94167.0
2020-05-12 11:00:00	ES	Futures	3207.35	3214.21	3204.61	3209.28	83452.0
2020-05-12 11:30:00	ES	Futures	3209.28	3212.29	3201.04	3207.35	68631.0
2020-05-12 12:00:00	ES	Futures	3207.63	3208.73	3201.59	3206.81	48085.0
2020-05-12 12:30:00	ES	Futures	3206.81	3208.73	3203.51	3207.35	50417.0
2020-05-12 13:00:00	ES	Futures	3207.08	3207.63	3185.13	3188.42	96839.0
2020-05-12 13:30:00	ES	Futures	3188.42	3196.1	3187.32	3196.1	66507.0
2020-05-12 14:00:00	ES	Futures	3195.83	3196.93	3182.66	3188.97	92173.0
2020-05-12 14:30:00	ES	Futures	3188.97	3193.63	3182.11	3191.16	71319.0
2020-05-12 15:00:00	ES	Futures	3191.16	3191.99	3174.97	3176.07	97545.0
2020-05-12 15:30:00	ES	Futures	3175.8	3178.82	3141.49	3142.32	274869.0
2020-05-12 16:00:00	ES	Futures	3142.59	3142.87	3129.7	3131.34	89762.0
2020-05-12 16:30:00	ES	Futures	3129.42	3133.26	3115.15	3116.52	33550.0
2020-05-12 18:00:00	ES	Futures	3117.07	3127.5	3109.66	3120.64	17748.0
2020-05-12 18:30:00	ES	Futures	3120.64	3125.03	3117.35	3119.82	6534.0
2020-05-12 19:00:00	ES	Futures	3119.82	3123.93	3117.9	3121.19	5548.0
2020-05-12 19:30:00	ES	Futures	3121.46	3123.11	3103.35	3105.55	17227.0
2020-05-12 20:00:00	ES	Futures	3105.55	3113.5	3101.16	3112.41	20345.0
2020-05-12 20:30:00	ES	Futures	3112.41	3119.54	3111.31	3116.8	10848.0
2020-05-12 21:00:00	ES	Futures	3116.8	3120.37	3111.04	3115.97	13819.0
2020-05-12 21:30:00	ES	Futures	3115.7	3118.99	3109.66	3117.9	10802.0
2020-05-12 22:00:00	ES	Futures	3117.9	3124.76	3117.35	3123.38	9672.0
2020-05-12 22:30:00	ES	Futures	3123.38	3129.15	3122.29	3125.58	9317.0
2020-05-12 23:00:00	ES	Futures	3125.58	3129.15	3124.21	3128.05	5683.0
2020-05-12 23:30:00	ES	Futures	3128.05	3132.71	3127.77	3132.44	6158.0
2020-05-12 00:00:00	NQ	Futures	10572.13	10592.13	10563.28	10577.56	3646.0
2020-05-12 00:30:00	NQ	Futures	10577.27	10591.55	10568.42	10586.13	1991.0
2020-05-12 01:00:00	NQ	Futures	10585.56	10610.69	10584.7	10605.84	3137.0
2020-05-12 01:30:00	NQ	Futures	10606.41	10610.12	10590.41	10594.41	2345.0

> showing 50 of 3,539 rows — these rows as CSV

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