PREVIEW / futures_30min / 2020-05-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-28.parquet
  size:    98 KB
  rows:    3,497

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
2020-05-28 00:00:00	ES	Futures	3330.02	3335.23	3323.98	3325.9	11395.0
2020-05-28 00:30:00	ES	Futures	3326.18	3337.43	3325.08	3333.59	9767.0
2020-05-28 01:00:00	ES	Futures	3333.59	3342.64	3328.65	3342.64	10406.0
2020-05-28 01:30:00	ES	Futures	3342.64	3345.66	3337.98	3345.11	8031.0
2020-05-28 02:00:00	ES	Futures	3345.38	3350.05	3340.17	3345.38	15331.0
2020-05-28 02:30:00	ES	Futures	3345.66	3347.31	3336.33	3337.15	9754.0
2020-05-28 03:00:00	ES	Futures	3337.15	3339.9	3327.27	3336.88	20612.0
2020-05-28 03:30:00	ES	Futures	3336.88	3345.66	3334.13	3341.54	23221.0
2020-05-28 04:00:00	ES	Futures	3341.54	3345.11	3333.04	3334.13	15639.0
2020-05-28 04:30:00	ES	Futures	3334.13	3338.8	3330.29	3334.41	24069.0
2020-05-28 05:00:00	ES	Futures	3334.13	3342.64	3332.21	3337.43	13001.0
2020-05-28 05:30:00	ES	Futures	3337.7	3339.9	3323.71	3327.55	13877.0
2020-05-28 06:00:00	ES	Futures	3327.27	3333.31	3325.9	3332.76	14189.0
2020-05-28 06:30:00	ES	Futures	3332.76	3337.98	3328.92	3336.05	10392.0
2020-05-28 07:00:00	ES	Futures	3335.78	3340.17	3331.12	3339.35	13844.0
2020-05-28 07:30:00	ES	Futures	3339.62	3343.19	3336.88	3337.7	14759.0
2020-05-28 08:00:00	ES	Futures	3337.7	3339.62	3332.76	3333.59	19759.0
2020-05-28 08:30:00	ES	Futures	3333.59	3343.19	3331.39	3340.72	43383.0
2020-05-28 09:00:00	ES	Futures	3340.72	3346.76	3339.9	3340.72	41212.0
2020-05-28 09:30:00	ES	Futures	3340.72	3343.19	3325.9	3335.23	174330.0
2020-05-28 10:00:00	ES	Futures	3335.23	3343.74	3329.74	3338.25	113089.0
2020-05-28 10:30:00	ES	Futures	3338.52	3346.76	3334.96	3345.66	85816.0
2020-05-28 11:00:00	ES	Futures	3345.38	3348.68	3338.8	3347.58	91620.0
2020-05-28 11:30:00	ES	Futures	3347.58	3350.6	3339.62	3350.6	74156.0
2020-05-28 12:00:00	ES	Futures	3350.6	3353.07	3346.48	3348.95	54865.0
2020-05-28 12:30:00	ES	Futures	3349.23	3360.2	3347.58	3358.56	72073.0
2020-05-28 13:00:00	ES	Futures	3358.28	3362.95	3358.28	3362.67	51941.0
2020-05-28 13:30:00	ES	Futures	3362.4	3364.87	3358.01	3360.75	58695.0
2020-05-28 14:00:00	ES	Futures	3360.48	3362.67	3353.89	3355.54	65348.0
2020-05-28 14:30:00	ES	Futures	3355.54	3358.83	3349.5	3354.99	69870.0
2020-05-28 15:00:00	ES	Futures	3355.26	3360.48	3337.43	3338.25	132575.0
2020-05-28 15:30:00	ES	Futures	3338.25	3341.54	3314.38	3322.06	287869.0
2020-05-28 16:00:00	ES	Futures	3322.33	3335.78	3322.06	3334.68	61845.0
2020-05-28 16:30:00	ES	Futures	3333.59	3336.05	3331.12	3333.86	9746.0
2020-05-28 18:00:00	ES	Futures	3332.49	3335.78	3325.35	3332.49	8199.0
2020-05-28 18:30:00	ES	Futures	3332.21	3334.96	3328.37	3329.19	3650.0
2020-05-28 19:00:00	ES	Futures	3329.47	3333.31	3324.25	3326.72	4692.0
2020-05-28 19:30:00	ES	Futures	3326.72	3328.65	3319.59	3320.69	6670.0
2020-05-28 20:00:00	ES	Futures	3320.69	3325.35	3317.39	3322.33	11515.0
2020-05-28 20:30:00	ES	Futures	3322.33	3324.8	3306.97	3309.99	13993.0
2020-05-28 21:00:00	ES	Futures	3309.99	3316.02	3305.32	3314.92	13904.0
2020-05-28 21:30:00	ES	Futures	3315.2	3323.43	3313.55	3321.79	10688.0
2020-05-28 22:00:00	ES	Futures	3321.79	3324.8	3317.39	3323.98	7050.0
2020-05-28 22:30:00	ES	Futures	3324.25	3330.02	3324.25	3327.82	8092.0
2020-05-28 23:00:00	ES	Futures	3327.55	3328.65	3322.06	3323.98	4651.0
2020-05-28 23:30:00	ES	Futures	3323.98	3325.9	3319.59	3322.33	3348.0
2020-05-28 00:00:00	NQ	Futures	10716.95	10736.95	10692.96	10700.38	4074.0
2020-05-28 00:30:00	NQ	Futures	10700.38	10744.94	10697.53	10734.38	3616.0
2020-05-28 01:00:00	NQ	Futures	10732.95	10763.22	10720.66	10762.65	3509.0
2020-05-28 01:30:00	NQ	Futures	10763.22	10778.36	10745.8	10776.36	3189.0

> showing 50 of 3,497 rows — these rows as CSV

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