PREVIEW / futures_30min / 2020-05-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-22.parquet
  size:    82 KB
  rows:    2,871

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
2020-05-22 00:00:00	ES	Futures	3204.61	3209.0	3201.32	3203.79	6961.0
2020-05-22 00:30:00	ES	Futures	3203.79	3207.63	3201.32	3202.96	4440.0
2020-05-22 01:00:00	ES	Futures	3202.96	3203.51	3194.46	3195.28	10761.0
2020-05-22 01:30:00	ES	Futures	3195.01	3202.14	3194.73	3199.67	7897.0
2020-05-22 02:00:00	ES	Futures	3199.67	3208.73	3198.85	3207.63	10680.0
2020-05-22 02:30:00	ES	Futures	3207.35	3207.63	3198.85	3200.49	8151.0
2020-05-22 03:00:00	ES	Futures	3200.49	3202.96	3187.32	3196.93	26006.0
2020-05-22 03:30:00	ES	Futures	3196.93	3199.67	3190.34	3191.16	16451.0
2020-05-22 04:00:00	ES	Futures	3191.44	3199.4	3191.16	3196.1	13232.0
2020-05-22 04:30:00	ES	Futures	3195.83	3207.35	3195.28	3206.81	15114.0
2020-05-22 05:00:00	ES	Futures	3206.53	3212.84	3205.98	3209.82	13421.0
2020-05-22 05:30:00	ES	Futures	3210.1	3210.37	3203.79	3204.88	9139.0
2020-05-22 06:00:00	ES	Futures	3204.88	3214.76	3204.61	3211.47	11863.0
2020-05-22 06:30:00	ES	Futures	3211.47	3214.49	3209.28	3212.02	9636.0
2020-05-22 07:00:00	ES	Futures	3212.29	3220.25	3211.47	3214.49	16485.0
2020-05-22 07:30:00	ES	Futures	3214.21	3230.41	3213.39	3228.21	28373.0
2020-05-22 08:00:00	ES	Futures	3228.21	3233.42	3225.74	3227.66	29209.0
2020-05-22 08:30:00	ES	Futures	3227.66	3229.86	3224.09	3227.11	25339.0
2020-05-22 09:00:00	ES	Futures	3227.11	3233.15	3225.74	3229.03	25082.0
2020-05-22 09:30:00	ES	Futures	3229.03	3232.05	3216.14	3225.74	140018.0
2020-05-22 10:00:00	ES	Futures	3225.74	3226.84	3214.21	3226.84	114262.0
2020-05-22 10:30:00	ES	Futures	3226.84	3229.03	3215.59	3216.68	88658.0
2020-05-22 11:00:00	ES	Futures	3216.41	3222.72	3214.76	3219.98	72000.0
2020-05-22 11:30:00	ES	Futures	3219.98	3224.92	3217.78	3222.45	42272.0
2020-05-22 12:00:00	ES	Futures	3222.45	3225.47	3219.15	3223.27	34060.0
2020-05-22 12:30:00	ES	Futures	3223.0	3230.95	3223.0	3227.66	44561.0
2020-05-22 13:00:00	ES	Futures	3227.39	3232.05	3226.01	3230.41	39221.0
2020-05-22 13:30:00	ES	Futures	3230.41	3232.05	3226.84	3231.23	31105.0
2020-05-22 14:00:00	ES	Futures	3231.5	3237.81	3230.68	3235.34	44218.0
2020-05-22 14:30:00	ES	Futures	3235.62	3238.64	3231.23	3234.52	48140.0
2020-05-22 15:00:00	ES	Futures	3234.25	3236.99	3225.74	3229.31	61769.0
2020-05-22 15:30:00	ES	Futures	3229.58	3241.11	3227.94	3238.36	145079.0
2020-05-22 16:00:00	ES	Futures	3238.36	3242.48	3237.81	3241.38	43905.0
2020-05-22 16:30:00	ES	Futures	3241.38	3246.32	3241.11	3244.95	8593.0
2020-05-22 00:00:00	NQ	Futures	10627.55	10637.83	10610.41	10618.69	2833.0
2020-05-22 00:30:00	NQ	Futures	10618.69	10632.97	10608.12	10615.83	2186.0
2020-05-22 01:00:00	NQ	Futures	10615.26	10618.41	10587.84	10589.84	3529.0
2020-05-22 01:30:00	NQ	Futures	10588.7	10615.55	10586.98	10609.55	3021.0
2020-05-22 02:00:00	NQ	Futures	10609.26	10632.97	10606.69	10627.83	3669.0
2020-05-22 02:30:00	NQ	Futures	10627.26	10628.69	10598.7	10602.12	3062.0
2020-05-22 03:00:00	NQ	Futures	10602.12	10612.69	10558.99	10588.98	8249.0
2020-05-22 03:30:00	NQ	Futures	10588.41	10600.41	10573.27	10575.27	5096.0
2020-05-22 04:00:00	NQ	Futures	10575.56	10599.27	10575.56	10587.27	3916.0
2020-05-22 04:30:00	NQ	Futures	10587.27	10623.55	10585.84	10621.83	4670.0
2020-05-22 05:00:00	NQ	Futures	10621.83	10638.11	10616.69	10628.69	4395.0
2020-05-22 05:30:00	NQ	Futures	10628.12	10631.26	10609.84	10612.12	2908.0
2020-05-22 06:00:00	NQ	Futures	10612.41	10640.97	10612.12	10631.54	3664.0
2020-05-22 06:30:00	NQ	Futures	10631.83	10644.97	10626.12	10634.12	3246.0
2020-05-22 07:00:00	NQ	Futures	10635.26	10662.11	10635.26	10649.25	4687.0
2020-05-22 07:30:00	NQ	Futures	10648.97	10693.24	10646.68	10687.53	7733.0

> showing 50 of 2,871 rows — these rows as CSV

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