PREVIEW / futures_30min / 2020-05-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-14.parquet
  size:    100 KB
  rows:    3,546

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
2020-05-14 00:00:00	ES	Futures	3087.71	3094.3	3087.44	3089.08	5760.0
2020-05-14 00:30:00	ES	Futures	3089.36	3089.91	3079.48	3080.3	6720.0
2020-05-14 01:00:00	ES	Futures	3080.58	3085.79	3077.56	3083.32	7052.0
2020-05-14 01:30:00	ES	Futures	3083.32	3084.14	3074.54	3074.81	9668.0
2020-05-14 02:00:00	ES	Futures	3074.81	3078.65	3069.32	3073.99	13940.0
2020-05-14 02:30:00	ES	Futures	3073.99	3080.03	3069.32	3075.36	10883.0
2020-05-14 03:00:00	ES	Futures	3075.64	3094.3	3075.36	3088.53	22196.0
2020-05-14 03:30:00	ES	Futures	3088.53	3095.39	3081.12	3083.32	22645.0
2020-05-14 04:00:00	ES	Futures	3083.59	3087.44	3077.83	3085.79	25092.0
2020-05-14 04:30:00	ES	Futures	3085.79	3088.53	3078.93	3083.32	16517.0
2020-05-14 05:00:00	ES	Futures	3083.04	3089.63	3080.58	3087.98	12251.0
2020-05-14 05:30:00	ES	Futures	3088.26	3092.65	3085.51	3091.83	13162.0
2020-05-14 06:00:00	ES	Futures	3091.83	3092.1	3077.56	3084.14	23230.0
2020-05-14 06:30:00	ES	Futures	3084.14	3088.53	3080.58	3085.79	14228.0
2020-05-14 07:00:00	ES	Futures	3086.06	3088.26	3074.54	3074.54	20230.0
2020-05-14 07:30:00	ES	Futures	3074.81	3078.11	3067.68	3069.32	34987.0
2020-05-14 08:00:00	ES	Futures	3069.6	3073.17	3059.17	3063.56	39093.0
2020-05-14 08:30:00	ES	Futures	3063.01	3067.95	3048.19	3057.8	64350.0
2020-05-14 09:00:00	ES	Futures	3057.52	3062.74	3051.76	3058.07	41500.0
2020-05-14 09:30:00	ES	Futures	3058.35	3067.4	3032.28	3035.3	242616.0
2020-05-14 10:00:00	ES	Futures	3035.57	3050.39	3029.81	3039.96	198312.0
2020-05-14 10:30:00	ES	Futures	3039.69	3076.18	3039.69	3067.68	191671.0
2020-05-14 11:00:00	ES	Futures	3067.95	3087.16	3065.48	3068.5	176480.0
2020-05-14 11:30:00	ES	Futures	3068.5	3078.11	3058.35	3066.85	141888.0
2020-05-14 12:00:00	ES	Futures	3066.85	3085.24	3062.19	3077.83	105767.0
2020-05-14 12:30:00	ES	Futures	3078.11	3098.41	3076.18	3095.94	91891.0
2020-05-14 13:00:00	ES	Futures	3095.94	3106.1	3089.36	3105.55	87263.0
2020-05-14 13:30:00	ES	Futures	3105.82	3109.66	3091.28	3092.37	87638.0
2020-05-14 14:00:00	ES	Futures	3092.37	3098.14	3084.14	3097.59	84474.0
2020-05-14 14:30:00	ES	Futures	3097.31	3099.24	3080.85	3093.2	90157.0
2020-05-14 15:00:00	ES	Futures	3093.47	3114.33	3090.45	3112.13	118877.0
2020-05-14 15:30:00	ES	Futures	3112.13	3125.58	3100.33	3124.48	223723.0
2020-05-14 16:00:00	ES	Futures	3124.48	3132.44	3123.66	3124.76	78723.0
2020-05-14 16:30:00	ES	Futures	3124.76	3128.87	3122.01	3126.13	14039.0
2020-05-14 18:00:00	ES	Futures	3124.21	3126.95	3119.54	3124.76	5884.0
2020-05-14 18:30:00	ES	Futures	3124.76	3125.03	3118.44	3121.19	3248.0
2020-05-14 19:00:00	ES	Futures	3121.46	3127.77	3119.82	3126.95	3473.0
2020-05-14 19:30:00	ES	Futures	3126.95	3133.54	3126.68	3132.44	6135.0
2020-05-14 20:00:00	ES	Futures	3132.44	3137.65	3127.23	3128.87	9551.0
2020-05-14 20:30:00	ES	Futures	3128.87	3132.71	3123.38	3125.85	6952.0
2020-05-14 21:00:00	ES	Futures	3125.58	3127.5	3117.62	3122.01	8212.0
2020-05-14 21:30:00	ES	Futures	3122.01	3126.4	3115.7	3119.27	9225.0
2020-05-14 22:00:00	ES	Futures	3119.54	3123.66	3111.58	3113.78	10728.0
2020-05-14 22:30:00	ES	Futures	3113.78	3124.21	3113.5	3121.74	8082.0
2020-05-14 23:00:00	ES	Futures	3122.01	3122.56	3114.33	3121.19	5742.0
2020-05-14 23:30:00	ES	Futures	3121.19	3126.4	3118.72	3125.58	6199.0
2020-05-14 00:00:00	NQ	Futures	10283.92	10304.77	10282.78	10286.78	2323.0
2020-05-14 00:30:00	NQ	Futures	10286.78	10290.2	10254.21	10256.21	3155.0
2020-05-14 01:00:00	NQ	Futures	10256.5	10277.06	10247.07	10268.5	2639.0
2020-05-14 01:30:00	NQ	Futures	10268.78	10270.78	10241.93	10243.36	3031.0

> showing 50 of 3,546 rows — these rows as CSV

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