PREVIEW / futures_30min / 2020-05-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-21.parquet
  size:    97 KB
  rows:    3,512

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
2020-05-21 00:00:00	ES	Futures	3239.74	3241.93	3236.17	3240.56	3204.0
2020-05-21 00:30:00	ES	Futures	3240.83	3244.67	3240.28	3243.58	2966.0
2020-05-21 01:00:00	ES	Futures	3243.85	3246.32	3242.75	3242.75	3555.0
2020-05-21 01:30:00	ES	Futures	3242.75	3246.05	3238.36	3239.46	3543.0
2020-05-21 02:00:00	ES	Futures	3239.74	3241.93	3236.44	3237.54	5379.0
2020-05-21 02:30:00	ES	Futures	3237.54	3238.64	3234.8	3235.89	5049.0
2020-05-21 03:00:00	ES	Futures	3236.17	3237.54	3230.13	3237.27	13953.0
2020-05-21 03:30:00	ES	Futures	3237.54	3244.13	3235.07	3237.81	8875.0
2020-05-21 04:00:00	ES	Futures	3237.54	3241.93	3228.76	3231.78	11099.0
2020-05-21 04:30:00	ES	Futures	3231.78	3241.11	3231.78	3240.28	8746.0
2020-05-21 05:00:00	ES	Futures	3240.28	3243.03	3234.25	3239.74	14010.0
2020-05-21 05:30:00	ES	Futures	3240.01	3240.01	3232.87	3233.7	9653.0
2020-05-21 06:00:00	ES	Futures	3233.42	3241.38	3230.95	3240.28	11513.0
2020-05-21 06:30:00	ES	Futures	3240.28	3240.56	3236.72	3238.36	7938.0
2020-05-21 07:00:00	ES	Futures	3238.09	3247.42	3238.09	3246.32	13711.0
2020-05-21 07:30:00	ES	Futures	3246.32	3247.14	3240.56	3241.11	12917.0
2020-05-21 08:00:00	ES	Futures	3241.38	3245.5	3238.91	3243.58	14407.0
2020-05-21 08:30:00	ES	Futures	3243.58	3253.46	3240.28	3249.61	30118.0
2020-05-21 09:00:00	ES	Futures	3249.61	3254.55	3247.14	3253.73	22308.0
2020-05-21 09:30:00	ES	Futures	3253.73	3263.33	3247.97	3257.3	135335.0
2020-05-21 10:00:00	ES	Futures	3257.3	3260.87	3248.79	3254.0	108703.0
2020-05-21 10:30:00	ES	Futures	3254.0	3254.0	3237.27	3243.03	145234.0
2020-05-21 11:00:00	ES	Futures	3243.03	3243.03	3219.43	3226.29	149945.0
2020-05-21 11:30:00	ES	Futures	3226.56	3238.09	3225.47	3232.33	92727.0
2020-05-21 12:00:00	ES	Futures	3232.6	3244.13	3232.33	3237.81	80035.0
2020-05-21 12:30:00	ES	Futures	3237.81	3238.91	3229.31	3233.42	69309.0
2020-05-21 13:00:00	ES	Futures	3233.42	3243.3	3230.95	3237.27	81107.0
2020-05-21 13:30:00	ES	Futures	3236.99	3238.91	3232.05	3235.89	45302.0
2020-05-21 14:00:00	ES	Futures	3235.89	3243.03	3234.8	3241.11	37660.0
2020-05-21 14:30:00	ES	Futures	3241.11	3242.75	3227.11	3230.68	73695.0
2020-05-21 15:00:00	ES	Futures	3230.68	3241.11	3230.68	3236.99	74524.0
2020-05-21 15:30:00	ES	Futures	3236.99	3239.19	3228.21	3231.5	154433.0
2020-05-21 16:00:00	ES	Futures	3231.78	3233.15	3223.0	3223.54	49481.0
2020-05-21 16:30:00	ES	Futures	3224.37	3226.29	3223.0	3223.27	6804.0
2020-05-21 18:00:00	ES	Futures	3223.54	3233.15	3220.53	3232.6	8031.0
2020-05-21 18:30:00	ES	Futures	3232.87	3233.97	3230.13	3232.05	3783.0
2020-05-21 19:00:00	ES	Futures	3231.78	3235.62	3231.5	3234.25	3607.0
2020-05-21 19:30:00	ES	Futures	3234.25	3238.09	3233.7	3237.27	4107.0
2020-05-21 20:00:00	ES	Futures	3237.54	3240.83	3233.7	3238.36	5732.0
2020-05-21 20:30:00	ES	Futures	3238.36	3239.19	3233.7	3234.52	4261.0
2020-05-21 21:00:00	ES	Futures	3234.25	3236.99	3222.17	3227.39	13209.0
2020-05-21 21:30:00	ES	Futures	3227.39	3229.58	3219.98	3226.01	9871.0
2020-05-21 22:00:00	ES	Futures	3226.01	3226.01	3212.02	3213.39	14349.0
2020-05-21 22:30:00	ES	Futures	3213.12	3217.78	3208.45	3210.65	8560.0
2020-05-21 23:00:00	ES	Futures	3210.92	3212.84	3205.43	3207.35	7496.0
2020-05-21 23:30:00	ES	Futures	3207.63	3207.63	3200.22	3204.61	11581.0
2020-05-21 00:00:00	NQ	Futures	10790.65	10799.5	10780.93	10795.5	1460.0
2020-05-21 00:30:00	NQ	Futures	10795.79	10808.64	10795.5	10804.07	1435.0
2020-05-21 01:00:00	NQ	Futures	10804.07	10812.07	10798.07	10798.36	1460.0
2020-05-21 01:30:00	NQ	Futures	10798.64	10809.21	10784.36	10789.22	1709.0

> showing 50 of 3,512 rows — these rows as CSV

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