PREVIEW / futures_30min / 2020-05-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-15.parquet
  size:    85 KB
  rows:    2,854

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
2020-05-15 00:00:00	ES	Futures	3125.58	3129.42	3122.29	3123.11	5074.0
2020-05-15 00:30:00	ES	Futures	3123.11	3131.34	3122.83	3128.87	5707.0
2020-05-15 01:00:00	ES	Futures	3128.87	3134.09	3126.68	3127.23	4694.0
2020-05-15 01:30:00	ES	Futures	3127.23	3131.89	3122.83	3122.83	4594.0
2020-05-15 02:00:00	ES	Futures	3123.11	3126.13	3119.54	3124.76	8460.0
2020-05-15 02:30:00	ES	Futures	3124.48	3126.4	3120.91	3124.76	4859.0
2020-05-15 03:00:00	ES	Futures	3125.03	3137.1	3125.03	3134.09	20169.0
2020-05-15 03:30:00	ES	Futures	3133.81	3143.14	3130.52	3140.12	22003.0
2020-05-15 04:00:00	ES	Futures	3140.4	3140.95	3132.99	3133.54	17101.0
2020-05-15 04:30:00	ES	Futures	3133.54	3136.56	3130.79	3135.18	12143.0
2020-05-15 05:00:00	ES	Futures	3135.18	3138.48	3131.07	3133.54	11940.0
2020-05-15 05:30:00	ES	Futures	3133.54	3134.63	3125.85	3128.87	14746.0
2020-05-15 06:00:00	ES	Futures	3128.87	3132.99	3124.76	3126.95	10756.0
2020-05-15 06:30:00	ES	Futures	3126.95	3126.95	3103.9	3105.55	38363.0
2020-05-15 07:00:00	ES	Futures	3105.82	3106.37	3091.0	3103.9	45570.0
2020-05-15 07:30:00	ES	Futures	3103.9	3104.72	3087.44	3089.36	36738.0
2020-05-15 08:00:00	ES	Futures	3089.36	3101.98	3085.24	3094.3	41683.0
2020-05-15 08:30:00	ES	Futures	3094.02	3096.77	3085.24	3095.12	47474.0
2020-05-15 09:00:00	ES	Futures	3094.84	3100.06	3087.71	3095.67	50066.0
2020-05-15 09:30:00	ES	Futures	3095.94	3115.7	3083.87	3111.04	187100.0
2020-05-15 10:00:00	ES	Futures	3111.31	3125.03	3106.37	3113.78	143936.0
2020-05-15 10:30:00	ES	Futures	3113.78	3118.17	3097.59	3100.88	115984.0
2020-05-15 11:00:00	ES	Futures	3100.88	3105.55	3089.63	3100.88	98903.0
2020-05-15 11:30:00	ES	Futures	3100.61	3104.45	3093.75	3103.63	69814.0
2020-05-15 12:00:00	ES	Futures	3103.35	3118.44	3101.43	3115.43	73011.0
2020-05-15 12:30:00	ES	Futures	3115.7	3121.74	3108.57	3114.6	67214.0
2020-05-15 13:00:00	ES	Futures	3114.6	3125.3	3113.5	3122.56	65874.0
2020-05-15 13:30:00	ES	Futures	3122.56	3125.85	3114.6	3124.21	51832.0
2020-05-15 14:00:00	ES	Futures	3124.21	3134.63	3123.93	3133.26	65574.0
2020-05-15 14:30:00	ES	Futures	3133.26	3134.36	3118.17	3120.09	80957.0
2020-05-15 15:00:00	ES	Futures	3120.09	3132.71	3117.07	3129.42	79067.0
2020-05-15 15:30:00	ES	Futures	3129.15	3138.75	3119.54	3138.2	172068.0
2020-05-15 16:00:00	ES	Futures	3138.2	3138.75	3123.38	3124.48	69983.0
2020-05-15 16:30:00	ES	Futures	3124.76	3133.81	3124.76	3133.54	11319.0
2020-05-15 00:00:00	NQ	Futures	10391.61	10405.32	10382.18	10384.47	2179.0
2020-05-15 00:30:00	NQ	Futures	10384.75	10412.46	10383.89	10405.89	1826.0
2020-05-15 01:00:00	NQ	Futures	10405.6	10424.46	10397.03	10400.46	2115.0
2020-05-15 01:30:00	NQ	Futures	10400.75	10415.03	10383.04	10384.75	1986.0
2020-05-15 02:00:00	NQ	Futures	10385.04	10399.03	10373.61	10393.03	2943.0
2020-05-15 02:30:00	NQ	Futures	10393.61	10403.03	10381.04	10399.32	2041.0
2020-05-15 03:00:00	NQ	Futures	10399.32	10435.02	10398.18	10420.46	6183.0
2020-05-15 03:30:00	NQ	Futures	10419.88	10446.45	10408.74	10438.45	5332.0
2020-05-15 04:00:00	NQ	Futures	10438.17	10440.74	10418.17	10421.6	3797.0
2020-05-15 04:30:00	NQ	Futures	10421.6	10432.17	10412.17	10427.88	3086.0
2020-05-15 05:00:00	NQ	Futures	10428.45	10439.31	10414.46	10420.46	3021.0
2020-05-15 05:30:00	NQ	Futures	10421.03	10424.17	10399.89	10409.32	3682.0
2020-05-15 06:00:00	NQ	Futures	10410.17	10428.45	10395.89	10406.17	3743.0
2020-05-15 06:30:00	NQ	Futures	10406.17	10406.17	10321.62	10326.19	10011.0
2020-05-15 07:00:00	NQ	Futures	10326.48	10327.91	10267.64	10299.06	12844.0
2020-05-15 07:30:00	NQ	Futures	10298.49	10300.2	10224.22	10225.08	12982.0

> showing 50 of 2,854 rows — these rows as CSV

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