PREVIEW / futures_30min / 2020-05-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-19.parquet
  size:    99 KB
  rows:    3,528

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
2020-05-19 00:00:00	ES	Futures	3227.11	3236.44	3227.11	3232.6	6483.0
2020-05-19 00:30:00	ES	Futures	3232.6	3239.19	3232.05	3238.09	3694.0
2020-05-19 01:00:00	ES	Futures	3237.81	3239.19	3233.42	3236.44	3669.0
2020-05-19 01:30:00	ES	Futures	3236.17	3236.17	3230.41	3233.15	4235.0
2020-05-19 02:00:00	ES	Futures	3232.87	3248.79	3230.41	3247.42	11321.0
2020-05-19 02:30:00	ES	Futures	3247.69	3266.9	3246.05	3262.51	23421.0
2020-05-19 03:00:00	ES	Futures	3262.51	3263.06	3244.67	3246.32	28790.0
2020-05-19 03:30:00	ES	Futures	3246.32	3247.42	3236.99	3239.19	25892.0
2020-05-19 04:00:00	ES	Futures	3239.19	3241.93	3222.72	3223.0	27440.0
2020-05-19 04:30:00	ES	Futures	3223.27	3231.23	3218.61	3230.41	20392.0
2020-05-19 05:00:00	ES	Futures	3230.13	3232.33	3221.35	3224.92	10426.0
2020-05-19 05:30:00	ES	Futures	3224.92	3230.95	3221.9	3225.47	10515.0
2020-05-19 06:00:00	ES	Futures	3225.47	3225.47	3216.96	3220.53	14513.0
2020-05-19 06:30:00	ES	Futures	3220.25	3227.11	3217.51	3222.72	11633.0
2020-05-19 07:00:00	ES	Futures	3223.0	3235.89	3222.17	3233.15	13437.0
2020-05-19 07:30:00	ES	Futures	3233.15	3235.89	3227.94	3228.21	11753.0
2020-05-19 08:00:00	ES	Futures	3228.21	3230.41	3221.62	3224.64	21179.0
2020-05-19 08:30:00	ES	Futures	3224.37	3231.78	3223.27	3229.86	19545.0
2020-05-19 09:00:00	ES	Futures	3229.58	3231.23	3223.82	3226.84	28049.0
2020-05-19 09:30:00	ES	Futures	3226.84	3231.5	3218.06	3230.41	140912.0
2020-05-19 10:00:00	ES	Futures	3230.41	3243.58	3229.86	3235.07	119724.0
2020-05-19 10:30:00	ES	Futures	3235.07	3238.91	3225.19	3237.27	95092.0
2020-05-19 11:00:00	ES	Futures	3237.27	3243.03	3233.7	3242.75	72072.0
2020-05-19 11:30:00	ES	Futures	3242.75	3245.22	3236.44	3238.91	61050.0
2020-05-19 12:00:00	ES	Futures	3239.19	3241.66	3232.87	3236.17	41784.0
2020-05-19 12:30:00	ES	Futures	3235.89	3238.09	3230.95	3236.44	35566.0
2020-05-19 13:00:00	ES	Futures	3236.72	3239.46	3233.42	3237.81	29111.0
2020-05-19 13:30:00	ES	Futures	3237.81	3241.66	3236.17	3240.01	23732.0
2020-05-19 14:00:00	ES	Futures	3239.74	3245.5	3234.52	3241.93	42481.0
2020-05-19 14:30:00	ES	Futures	3241.93	3247.42	3219.98	3223.54	80065.0
2020-05-19 15:00:00	ES	Futures	3223.54	3243.3	3219.7	3231.78	141290.0
2020-05-19 15:30:00	ES	Futures	3231.5	3231.5	3200.49	3201.32	198543.0
2020-05-19 16:00:00	ES	Futures	3201.32	3205.71	3200.22	3202.96	65628.0
2020-05-19 16:30:00	ES	Futures	3202.41	3203.24	3198.85	3201.87	10394.0
2020-05-19 18:00:00	ES	Futures	3198.02	3203.79	3192.54	3201.32	12108.0
2020-05-19 18:30:00	ES	Futures	3201.32	3204.34	3194.18	3203.79	6623.0
2020-05-19 19:00:00	ES	Futures	3203.51	3209.0	3203.51	3208.45	6741.0
2020-05-19 19:30:00	ES	Futures	3208.45	3211.2	3205.43	3208.73	5183.0
2020-05-19 20:00:00	ES	Futures	3208.45	3213.39	3208.18	3209.82	9091.0
2020-05-19 20:30:00	ES	Futures	3210.1	3215.86	3210.1	3213.94	5673.0
2020-05-19 21:00:00	ES	Futures	3213.94	3219.7	3213.94	3218.61	6772.0
2020-05-19 21:30:00	ES	Futures	3218.61	3224.37	3216.68	3223.82	8473.0
2020-05-19 22:00:00	ES	Futures	3223.82	3223.82	3219.7	3220.25	5302.0
2020-05-19 22:30:00	ES	Futures	3219.98	3223.54	3219.43	3220.25	3662.0
2020-05-19 23:00:00	ES	Futures	3220.53	3221.35	3215.04	3221.08	4758.0
2020-05-19 23:30:00	ES	Futures	3221.35	3223.54	3221.08	3222.17	2860.0
2020-05-19 00:00:00	NQ	Futures	10642.68	10666.11	10641.54	10655.82	2847.0
2020-05-19 00:30:00	NQ	Futures	10655.82	10678.96	10655.54	10675.53	1822.0
2020-05-19 01:00:00	NQ	Futures	10674.39	10678.96	10658.39	10670.39	1968.0
2020-05-19 01:30:00	NQ	Futures	10669.82	10669.82	10646.11	10660.68	2304.0

> showing 50 of 3,528 rows — these rows as CSV

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