PREVIEW / futures_30min / 2020-05-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-20.parquet
  size:    99 KB
  rows:    3,491

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
2020-05-20 00:00:00	ES	Futures	3222.17	3228.76	3219.98	3227.11	6104.0
2020-05-20 00:30:00	ES	Futures	3227.11	3227.94	3223.82	3224.09	2763.0
2020-05-20 01:00:00	ES	Futures	3224.37	3227.66	3223.0	3224.64	3955.0
2020-05-20 01:30:00	ES	Futures	3224.37	3225.19	3215.31	3217.51	6593.0
2020-05-20 02:00:00	ES	Futures	3217.51	3218.88	3210.65	3213.94	8944.0
2020-05-20 02:30:00	ES	Futures	3213.67	3218.61	3213.39	3215.31	5455.0
2020-05-20 03:00:00	ES	Futures	3215.59	3226.29	3213.39	3219.98	18644.0
2020-05-20 03:30:00	ES	Futures	3219.98	3223.0	3213.94	3216.96	11804.0
2020-05-20 04:00:00	ES	Futures	3216.96	3235.89	3216.68	3234.25	17884.0
2020-05-20 04:30:00	ES	Futures	3234.25	3235.62	3229.58	3230.95	11329.0
2020-05-20 05:00:00	ES	Futures	3230.95	3235.89	3229.03	3233.7	10377.0
2020-05-20 05:30:00	ES	Futures	3233.7	3242.21	3230.68	3240.83	16093.0
2020-05-20 06:00:00	ES	Futures	3240.56	3242.75	3238.91	3239.46	10227.0
2020-05-20 06:30:00	ES	Futures	3239.74	3242.48	3236.17	3239.19	14497.0
2020-05-20 07:00:00	ES	Futures	3239.19	3240.83	3234.8	3236.44	11082.0
2020-05-20 07:30:00	ES	Futures	3236.17	3241.66	3235.34	3239.74	14406.0
2020-05-20 08:00:00	ES	Futures	3239.74	3246.05	3237.81	3243.58	17944.0
2020-05-20 08:30:00	ES	Futures	3243.58	3243.85	3238.09	3241.38	22533.0
2020-05-20 09:00:00	ES	Futures	3241.11	3245.22	3240.56	3243.3	21723.0
2020-05-20 09:30:00	ES	Futures	3243.03	3254.0	3240.56	3252.08	148851.0
2020-05-20 10:00:00	ES	Futures	3252.08	3262.51	3250.71	3260.04	133457.0
2020-05-20 10:30:00	ES	Futures	3260.04	3262.24	3255.93	3257.85	83591.0
2020-05-20 11:00:00	ES	Futures	3257.85	3266.35	3255.93	3265.26	73225.0
2020-05-20 11:30:00	ES	Futures	3264.98	3266.08	3261.69	3263.06	48033.0
2020-05-20 12:00:00	ES	Futures	3263.06	3264.71	3251.26	3255.38	82027.0
2020-05-20 12:30:00	ES	Futures	3255.1	3257.3	3246.32	3255.1	71412.0
2020-05-20 13:00:00	ES	Futures	3255.1	3256.47	3244.95	3247.69	67750.0
2020-05-20 13:30:00	ES	Futures	3247.69	3254.83	3246.87	3251.26	37705.0
2020-05-20 14:00:00	ES	Futures	3251.26	3255.65	3243.58	3248.24	89982.0
2020-05-20 14:30:00	ES	Futures	3248.24	3261.14	3246.87	3257.3	57119.0
2020-05-20 15:00:00	ES	Futures	3257.3	3259.22	3247.69	3258.12	74953.0
2020-05-20 15:30:00	ES	Futures	3258.12	3260.04	3248.24	3255.93	161323.0
2020-05-20 16:00:00	ES	Futures	3255.93	3262.24	3255.65	3257.85	46976.0
2020-05-20 16:30:00	ES	Futures	3258.12	3263.61	3257.85	3261.69	8420.0
2020-05-20 18:00:00	ES	Futures	3262.51	3263.88	3256.75	3257.02	6822.0
2020-05-20 18:30:00	ES	Futures	3257.3	3261.96	3255.93	3256.47	4409.0
2020-05-20 19:00:00	ES	Futures	3256.75	3257.85	3254.55	3255.65	2293.0
2020-05-20 19:30:00	ES	Futures	3255.65	3256.47	3253.46	3253.73	4757.0
2020-05-20 20:00:00	ES	Futures	3253.46	3254.0	3246.87	3248.52	8971.0
2020-05-20 20:30:00	ES	Futures	3248.24	3253.18	3246.32	3252.36	5506.0
2020-05-20 21:00:00	ES	Futures	3252.08	3252.36	3246.05	3250.44	6582.0
2020-05-20 21:30:00	ES	Futures	3250.16	3250.71	3239.19	3239.74	11121.0
2020-05-20 22:00:00	ES	Futures	3239.74	3242.21	3233.42	3234.52	10046.0
2020-05-20 22:30:00	ES	Futures	3234.52	3241.38	3233.7	3240.01	5450.0
2020-05-20 23:00:00	ES	Futures	3240.28	3242.21	3238.36	3240.56	3803.0
2020-05-20 23:30:00	ES	Futures	3240.83	3241.38	3235.62	3239.46	3877.0
2020-05-20 00:00:00	NQ	Futures	10676.1	10702.1	10666.96	10694.67	2629.0
2020-05-20 00:30:00	NQ	Futures	10694.39	10696.39	10684.67	10685.25	1480.0
2020-05-20 01:00:00	NQ	Futures	10685.82	10694.67	10681.82	10689.24	1291.0
2020-05-20 01:30:00	NQ	Futures	10688.96	10690.96	10663.82	10666.68	2196.0

> showing 50 of 3,491 rows — these rows as CSV

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