PREVIEW / futures_30min / 2020-05-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-26.parquet
  size:    96 KB
  rows:    3,486

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
2020-05-26 00:00:00	ES	Futures	3293.52	3300.11	3292.42	3299.56	8347.0
2020-05-26 00:30:00	ES	Futures	3299.83	3306.69	3298.19	3299.01	10402.0
2020-05-26 01:00:00	ES	Futures	3299.01	3300.93	3295.72	3296.81	5418.0
2020-05-26 01:30:00	ES	Futures	3296.81	3302.58	3295.72	3300.93	6426.0
2020-05-26 02:00:00	ES	Futures	3300.93	3307.24	3298.46	3305.59	13989.0
2020-05-26 02:30:00	ES	Futures	3305.59	3308.61	3302.58	3303.95	12537.0
2020-05-26 03:00:00	ES	Futures	3303.95	3305.87	3298.19	3298.73	22295.0
2020-05-26 03:30:00	ES	Futures	3298.46	3302.3	3296.54	3298.73	14159.0
2020-05-26 04:00:00	ES	Futures	3298.73	3303.13	3297.64	3302.3	14197.0
2020-05-26 04:30:00	ES	Futures	3302.03	3305.59	3298.19	3304.77	11142.0
2020-05-26 05:00:00	ES	Futures	3304.77	3309.44	3303.95	3308.34	15443.0
2020-05-26 05:30:00	ES	Futures	3308.06	3308.61	3302.3	3303.4	11944.0
2020-05-26 06:00:00	ES	Futures	3303.67	3304.22	3299.83	3303.67	8399.0
2020-05-26 06:30:00	ES	Futures	3303.67	3306.42	3300.38	3301.75	10899.0
2020-05-26 07:00:00	ES	Futures	3301.48	3302.85	3298.19	3300.11	11112.0
2020-05-26 07:30:00	ES	Futures	3300.11	3304.22	3297.64	3300.38	14624.0
2020-05-26 08:00:00	ES	Futures	3300.66	3304.77	3297.36	3303.4	20912.0
2020-05-26 08:30:00	ES	Futures	3303.4	3309.44	3301.2	3309.16	22158.0
2020-05-26 09:00:00	ES	Futures	3309.16	3314.65	3308.61	3310.53	41978.0
2020-05-26 09:30:00	ES	Futures	3310.81	3313.83	3296.81	3299.01	170489.0
2020-05-26 10:00:00	ES	Futures	3298.73	3305.05	3293.79	3304.77	121073.0
2020-05-26 10:30:00	ES	Futures	3304.5	3306.69	3299.01	3304.22	85412.0
2020-05-26 11:00:00	ES	Futures	3303.95	3307.24	3293.79	3299.28	114193.0
2020-05-26 11:30:00	ES	Futures	3299.01	3299.56	3288.58	3294.07	87656.0
2020-05-26 12:00:00	ES	Futures	3294.34	3297.36	3290.23	3293.79	50877.0
2020-05-26 12:30:00	ES	Futures	3293.52	3301.75	3293.52	3300.93	46866.0
2020-05-26 13:00:00	ES	Futures	3301.2	3305.87	3299.28	3305.32	38290.0
2020-05-26 13:30:00	ES	Futures	3305.32	3306.14	3301.75	3302.03	29671.0
2020-05-26 14:00:00	ES	Futures	3302.3	3305.59	3300.66	3303.4	38112.0
2020-05-26 14:30:00	ES	Futures	3303.4	3304.5	3297.64	3301.2	38211.0
2020-05-26 15:00:00	ES	Futures	3301.2	3301.75	3295.17	3297.64	56254.0
2020-05-26 15:30:00	ES	Futures	3297.36	3299.83	3274.86	3279.53	286175.0
2020-05-26 16:00:00	ES	Futures	3279.8	3288.03	3279.53	3286.93	50784.0
2020-05-26 16:30:00	ES	Futures	3286.66	3288.86	3285.56	3287.48	8817.0
2020-05-26 18:00:00	ES	Futures	3286.39	3286.66	3280.07	3280.9	6717.0
2020-05-26 18:30:00	ES	Futures	3281.17	3286.11	3280.07	3285.29	3368.0
2020-05-26 19:00:00	ES	Futures	3285.29	3286.11	3280.62	3281.17	3133.0
2020-05-26 19:30:00	ES	Futures	3281.17	3283.64	3279.53	3282.0	3356.0
2020-05-26 20:00:00	ES	Futures	3282.27	3286.11	3274.59	3279.25	10734.0
2020-05-26 20:30:00	ES	Futures	3279.53	3286.93	3277.6	3286.11	6573.0
2020-05-26 21:00:00	ES	Futures	3286.11	3298.19	3285.84	3294.89	14369.0
2020-05-26 21:30:00	ES	Futures	3295.17	3297.64	3291.05	3293.25	8474.0
2020-05-26 22:00:00	ES	Futures	3293.52	3293.79	3287.76	3292.42	8304.0
2020-05-26 22:30:00	ES	Futures	3292.15	3301.75	3291.05	3300.66	6945.0
2020-05-26 23:00:00	ES	Futures	3300.66	3303.4	3300.11	3301.75	6088.0
2020-05-26 23:30:00	ES	Futures	3301.75	3311.36	3301.75	3308.61	11733.0
2020-05-26 00:00:00	NQ	Futures	10932.61	10945.18	10926.04	10943.46	3100.0
2020-05-26 00:30:00	NQ	Futures	10943.46	10962.89	10942.61	10948.32	3848.0
2020-05-26 01:00:00	NQ	Futures	10948.61	10955.46	10936.89	10941.75	2239.0
2020-05-26 01:30:00	NQ	Futures	10941.75	10957.17	10937.47	10948.89	2479.0

> showing 50 of 3,486 rows — these rows as CSV

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