PREVIEW / futures_30min / 2020-05-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-27.parquet
  size:    102 KB
  rows:    3,550

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
2020-05-27 00:00:00	ES	Futures	3308.61	3313.0	3307.52	3312.73	6409.0
2020-05-27 00:30:00	ES	Futures	3313.0	3313.55	3308.06	3308.61	4192.0
2020-05-27 01:00:00	ES	Futures	3308.61	3309.71	3306.14	3309.71	5117.0
2020-05-27 01:30:00	ES	Futures	3309.71	3311.36	3305.32	3306.69	6691.0
2020-05-27 02:00:00	ES	Futures	3306.42	3308.34	3302.58	3303.13	8468.0
2020-05-27 02:30:00	ES	Futures	3303.4	3305.59	3301.75	3303.13	5445.0
2020-05-27 03:00:00	ES	Futures	3303.13	3309.71	3297.36	3306.14	23612.0
2020-05-27 03:30:00	ES	Futures	3306.42	3314.65	3304.77	3310.81	14668.0
2020-05-27 04:00:00	ES	Futures	3310.53	3314.1	3307.79	3309.99	13782.0
2020-05-27 04:30:00	ES	Futures	3310.26	3319.04	3310.26	3317.67	20586.0
2020-05-27 05:00:00	ES	Futures	3317.67	3331.39	3315.75	3327.82	27542.0
2020-05-27 05:30:00	ES	Futures	3327.82	3331.39	3323.71	3329.47	20820.0
2020-05-27 06:00:00	ES	Futures	3329.19	3330.57	3323.71	3326.18	21495.0
2020-05-27 06:30:00	ES	Futures	3326.18	3327.55	3321.51	3325.35	14477.0
2020-05-27 07:00:00	ES	Futures	3325.35	3327.82	3321.79	3324.8	18286.0
2020-05-27 07:30:00	ES	Futures	3324.8	3325.08	3318.77	3319.86	16361.0
2020-05-27 08:00:00	ES	Futures	3319.86	3324.25	3317.67	3323.43	21204.0
2020-05-27 08:30:00	ES	Futures	3323.71	3326.18	3313.83	3313.83	47870.0
2020-05-27 09:00:00	ES	Futures	3314.1	3320.14	3311.36	3312.46	49479.0
2020-05-27 09:30:00	ES	Futures	3312.18	3313.83	3284.74	3288.03	236924.0
2020-05-27 10:00:00	ES	Futures	3288.31	3296.26	3281.45	3288.58	159164.0
2020-05-27 10:30:00	ES	Futures	3288.58	3288.58	3255.1	3267.73	221799.0
2020-05-27 11:00:00	ES	Futures	3267.73	3278.15	3261.14	3277.6	135089.0
2020-05-27 11:30:00	ES	Futures	3277.33	3285.29	3261.96	3284.19	150238.0
2020-05-27 12:00:00	ES	Futures	3284.19	3291.87	3281.45	3286.39	91919.0
2020-05-27 12:30:00	ES	Futures	3286.39	3294.89	3284.74	3291.05	57073.0
2020-05-27 13:00:00	ES	Futures	3291.05	3294.62	3283.37	3292.15	74192.0
2020-05-27 13:30:00	ES	Futures	3292.15	3293.79	3285.56	3292.97	44829.0
2020-05-27 14:00:00	ES	Futures	3293.25	3305.87	3292.97	3302.3	87046.0
2020-05-27 14:30:00	ES	Futures	3302.58	3308.89	3298.19	3308.34	51496.0
2020-05-27 15:00:00	ES	Futures	3308.06	3312.18	3304.22	3311.36	54980.0
2020-05-27 15:30:00	ES	Futures	3311.08	3328.1	3306.42	3327.27	170985.0
2020-05-27 16:00:00	ES	Futures	3327.27	3333.31	3323.43	3332.21	60572.0
2020-05-27 16:30:00	ES	Futures	3331.66	3336.33	3331.66	3333.59	15897.0
2020-05-27 18:00:00	ES	Futures	3331.39	3333.04	3327.27	3327.82	8875.0
2020-05-27 18:30:00	ES	Futures	3327.82	3336.33	3326.72	3334.13	6329.0
2020-05-27 19:00:00	ES	Futures	3334.13	3336.6	3331.66	3333.31	5029.0
2020-05-27 19:30:00	ES	Futures	3333.31	3339.9	3330.02	3339.62	7445.0
2020-05-27 20:00:00	ES	Futures	3339.35	3346.48	3336.05	3343.19	13032.0
2020-05-27 20:30:00	ES	Futures	3343.19	3349.5	3341.82	3345.38	10880.0
2020-05-27 21:00:00	ES	Futures	3345.11	3347.03	3339.62	3341.82	9438.0
2020-05-27 21:30:00	ES	Futures	3341.82	3351.97	3341.54	3347.31	13284.0
2020-05-27 22:00:00	ES	Futures	3347.58	3351.15	3344.29	3345.66	8702.0
2020-05-27 22:30:00	ES	Futures	3345.66	3345.93	3340.45	3340.72	7007.0
2020-05-27 23:00:00	ES	Futures	3340.99	3343.19	3338.52	3339.62	7552.0
2020-05-27 23:30:00	ES	Futures	3339.62	3340.99	3328.1	3330.02	17130.0
2020-05-27 00:00:00	NQ	Futures	10833.49	10849.2	10829.78	10847.77	2214.0
2020-05-27 00:30:00	NQ	Futures	10848.92	10849.49	10832.06	10833.78	2326.0
2020-05-27 01:00:00	NQ	Futures	10834.06	10836.35	10822.35	10832.64	2265.0
2020-05-27 01:30:00	NQ	Futures	10833.21	10838.35	10816.64	10820.35	2601.0

> showing 50 of 3,550 rows — these rows as CSV

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