PREVIEW / futures_30min / 2020-05-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-13.parquet
  size:    99 KB
  rows:    3,525

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
2020-05-13 00:00:00	ES	Futures	3132.44	3133.81	3129.15	3133.26	4406.0
2020-05-13 00:30:00	ES	Futures	3133.54	3138.2	3133.54	3137.65	5225.0
2020-05-13 01:00:00	ES	Futures	3137.93	3139.03	3134.36	3135.73	5699.0
2020-05-13 01:30:00	ES	Futures	3135.73	3139.3	3123.38	3130.24	10900.0
2020-05-13 02:00:00	ES	Futures	3130.52	3144.24	3128.6	3142.32	11781.0
2020-05-13 02:30:00	ES	Futures	3142.32	3144.79	3137.93	3143.14	7882.0
2020-05-13 03:00:00	ES	Futures	3143.42	3143.96	3128.6	3129.7	19097.0
2020-05-13 03:30:00	ES	Futures	3129.7	3135.73	3123.93	3131.89	24033.0
2020-05-13 04:00:00	ES	Futures	3132.16	3139.85	3126.4	3138.2	16771.0
2020-05-13 04:30:00	ES	Futures	3138.48	3142.04	3129.15	3129.97	12165.0
2020-05-13 05:00:00	ES	Futures	3129.97	3140.95	3126.95	3135.46	17383.0
2020-05-13 05:30:00	ES	Futures	3135.46	3149.18	3132.16	3146.16	21159.0
2020-05-13 06:00:00	ES	Futures	3146.16	3153.84	3145.34	3151.37	18104.0
2020-05-13 06:30:00	ES	Futures	3151.37	3151.65	3145.89	3150.28	12489.0
2020-05-13 07:00:00	ES	Futures	3150.28	3151.1	3145.61	3149.73	8825.0
2020-05-13 07:30:00	ES	Futures	3150.0	3157.69	3148.08	3154.39	16844.0
2020-05-13 08:00:00	ES	Futures	3154.12	3156.31	3149.73	3153.02	17589.0
2020-05-13 08:30:00	ES	Futures	3153.29	3154.94	3143.96	3145.89	34273.0
2020-05-13 09:00:00	ES	Futures	3145.61	3145.89	3122.56	3136.28	79886.0
2020-05-13 09:30:00	ES	Futures	3136.28	3139.85	3109.39	3123.11	219406.0
2020-05-13 10:00:00	ES	Futures	3123.11	3140.95	3122.01	3139.57	154358.0
2020-05-13 10:30:00	ES	Futures	3139.57	3148.9	3120.09	3122.29	126953.0
2020-05-13 11:00:00	ES	Futures	3122.29	3129.15	3105.55	3113.5	136446.0
2020-05-13 11:30:00	ES	Futures	3113.78	3116.8	3082.77	3090.18	192071.0
2020-05-13 12:00:00	ES	Futures	3090.18	3094.57	3065.48	3082.22	204798.0
2020-05-13 12:30:00	ES	Futures	3081.95	3091.28	3077.56	3088.53	130734.0
2020-05-13 13:00:00	ES	Futures	3088.26	3092.37	3074.26	3085.51	98740.0
2020-05-13 13:30:00	ES	Futures	3085.24	3088.26	3076.46	3078.11	76258.0
2020-05-13 14:00:00	ES	Futures	3078.11	3089.91	3071.24	3077.28	99544.0
2020-05-13 14:30:00	ES	Futures	3077.56	3079.75	3066.03	3066.03	97099.0
2020-05-13 15:00:00	ES	Futures	3066.03	3083.32	3058.07	3067.68	170177.0
2020-05-13 15:30:00	ES	Futures	3067.4	3092.92	3063.56	3087.98	253244.0
2020-05-13 16:00:00	ES	Futures	3087.98	3095.12	3083.32	3087.16	68992.0
2020-05-13 16:30:00	ES	Futures	3088.26	3094.84	3087.98	3094.3	11008.0
2020-05-13 18:00:00	ES	Futures	3095.67	3100.33	3091.0	3092.1	8337.0
2020-05-13 18:30:00	ES	Futures	3092.37	3097.59	3090.45	3096.77	4767.0
2020-05-13 19:00:00	ES	Futures	3097.04	3099.78	3093.75	3098.14	4574.0
2020-05-13 19:30:00	ES	Futures	3098.14	3100.88	3089.91	3091.83	6162.0
2020-05-13 20:00:00	ES	Futures	3091.83	3091.83	3082.77	3082.77	14786.0
2020-05-13 20:30:00	ES	Futures	3082.77	3088.53	3077.01	3088.26	14003.0
2020-05-13 21:00:00	ES	Futures	3088.26	3092.92	3086.34	3091.55	12315.0
2020-05-13 21:30:00	ES	Futures	3091.55	3092.65	3077.83	3082.5	14772.0
2020-05-13 22:00:00	ES	Futures	3082.5	3084.42	3071.24	3076.46	12957.0
2020-05-13 22:30:00	ES	Futures	3076.46	3087.16	3074.54	3086.61	8388.0
2020-05-13 23:00:00	ES	Futures	3086.89	3090.45	3084.14	3089.08	7603.0
2020-05-13 23:30:00	ES	Futures	3089.08	3089.63	3082.77	3087.44	5600.0
2020-05-13 00:00:00	NQ	Futures	10382.18	10389.89	10371.04	10385.04	1698.0
2020-05-13 00:30:00	NQ	Futures	10385.32	10404.17	10384.75	10401.6	2144.0
2020-05-13 01:00:00	NQ	Futures	10401.89	10408.17	10396.18	10401.03	2201.0
2020-05-13 01:30:00	NQ	Futures	10400.75	10413.32	10362.76	10381.04	4281.0

> showing 50 of 3,525 rows — these rows as CSV

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