PREVIEW / futures_30min / 2020-05-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-18.parquet
  size:    103 KB
  rows:    3,532

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
2020-05-18 00:00:00	ES	Futures	3160.16	3160.98	3157.41	3160.16	3613.0
2020-05-18 00:30:00	ES	Futures	3159.88	3162.35	3158.78	3161.53	3323.0
2020-05-18 01:00:00	ES	Futures	3161.53	3162.9	3155.76	3156.31	4383.0
2020-05-18 01:30:00	ES	Futures	3156.31	3158.78	3154.67	3154.94	4053.0
2020-05-18 02:00:00	ES	Futures	3154.94	3163.72	3154.94	3163.45	7135.0
2020-05-18 02:30:00	ES	Futures	3163.72	3167.84	3161.25	3163.17	8984.0
2020-05-18 03:00:00	ES	Futures	3163.45	3172.23	3163.17	3167.56	17439.0
2020-05-18 03:30:00	ES	Futures	3167.56	3172.23	3164.55	3171.41	15842.0
2020-05-18 04:00:00	ES	Futures	3171.41	3179.91	3170.58	3173.88	23292.0
2020-05-18 04:30:00	ES	Futures	3173.88	3179.09	3171.13	3174.15	12622.0
2020-05-18 05:00:00	ES	Futures	3174.15	3175.52	3167.56	3167.84	8815.0
2020-05-18 05:30:00	ES	Futures	3168.11	3171.95	3165.92	3169.21	8777.0
2020-05-18 06:00:00	ES	Futures	3169.49	3173.6	3169.49	3170.31	7170.0
2020-05-18 06:30:00	ES	Futures	3170.58	3177.44	3168.39	3176.89	7653.0
2020-05-18 07:00:00	ES	Futures	3177.17	3177.72	3173.05	3174.97	8882.0
2020-05-18 07:30:00	ES	Futures	3175.25	3200.22	3173.05	3198.57	42601.0
2020-05-18 08:00:00	ES	Futures	3198.57	3216.68	3198.3	3213.39	55624.0
2020-05-18 08:30:00	ES	Futures	3213.12	3220.25	3209.55	3219.15	34621.0
2020-05-18 09:00:00	ES	Futures	3219.15	3219.43	3210.92	3213.12	35637.0
2020-05-18 09:30:00	ES	Futures	3212.84	3225.47	3209.0	3215.31	181157.0
2020-05-18 10:00:00	ES	Futures	3215.31	3220.25	3211.2	3215.86	114379.0
2020-05-18 10:30:00	ES	Futures	3215.86	3231.23	3215.86	3229.58	96123.0
2020-05-18 11:00:00	ES	Futures	3229.58	3241.11	3229.03	3237.27	114906.0
2020-05-18 11:30:00	ES	Futures	3237.54	3240.01	3232.05	3235.34	96541.0
2020-05-18 12:00:00	ES	Futures	3235.07	3237.81	3230.95	3234.8	61937.0
2020-05-18 12:30:00	ES	Futures	3235.07	3235.34	3229.58	3232.6	44467.0
2020-05-18 13:00:00	ES	Futures	3232.87	3243.3	3232.05	3243.3	54400.0
2020-05-18 13:30:00	ES	Futures	3243.3	3243.58	3238.36	3241.38	45815.0
2020-05-18 14:00:00	ES	Futures	3241.38	3245.22	3239.19	3241.93	53820.0
2020-05-18 14:30:00	ES	Futures	3241.93	3246.6	3239.19	3242.21	61511.0
2020-05-18 15:00:00	ES	Futures	3242.48	3245.77	3238.64	3243.3	72004.0
2020-05-18 15:30:00	ES	Futures	3243.3	3254.28	3233.97	3233.97	240629.0
2020-05-18 16:00:00	ES	Futures	3234.25	3237.81	3230.13	3235.07	69967.0
2020-05-18 16:30:00	ES	Futures	3236.17	3236.44	3230.41	3232.05	11462.0
2020-05-18 18:00:00	ES	Futures	3232.6	3240.01	3227.39	3235.07	8678.0
2020-05-18 18:30:00	ES	Futures	3235.34	3242.21	3234.8	3239.74	3347.0
2020-05-18 19:00:00	ES	Futures	3239.74	3240.28	3236.44	3237.54	2743.0
2020-05-18 19:30:00	ES	Futures	3237.54	3240.56	3232.6	3239.46	5730.0
2020-05-18 20:00:00	ES	Futures	3239.46	3241.93	3236.17	3238.09	7727.0
2020-05-18 20:30:00	ES	Futures	3238.09	3238.91	3228.76	3235.34	9159.0
2020-05-18 21:00:00	ES	Futures	3235.34	3235.34	3227.94	3231.78	7229.0
2020-05-18 21:30:00	ES	Futures	3231.78	3235.07	3226.01	3226.56	8336.0
2020-05-18 22:00:00	ES	Futures	3226.84	3232.87	3224.37	3231.5	6169.0
2020-05-18 22:30:00	ES	Futures	3231.78	3232.6	3226.29	3228.76	4259.0
2020-05-18 23:00:00	ES	Futures	3228.76	3229.86	3221.62	3224.37	7140.0
2020-05-18 23:30:00	ES	Futures	3224.37	3227.39	3222.45	3226.84	4766.0
2020-05-18 00:00:00	NQ	Futures	10506.43	10510.43	10494.44	10504.43	1862.0
2020-05-18 00:30:00	NQ	Futures	10504.72	10513.86	10499.29	10510.43	1516.0
2020-05-18 01:00:00	NQ	Futures	10510.15	10512.72	10487.58	10489.3	1974.0
2020-05-18 01:30:00	NQ	Futures	10489.58	10496.72	10483.01	10485.58	1997.0

> showing 50 of 3,532 rows — these rows as CSV

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