PREVIEW / futures_30min / 2020-05-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-05-29.parquet
  size:    83 KB
  rows:    2,848

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
2020-05-29 00:00:00	ES	Futures	3322.33	3325.35	3317.39	3317.39	4214.0
2020-05-29 00:30:00	ES	Futures	3317.39	3328.1	3315.47	3327.82	4703.0
2020-05-29 01:00:00	ES	Futures	3327.82	3330.84	3325.9	3326.45	4899.0
2020-05-29 01:30:00	ES	Futures	3326.45	3331.66	3323.98	3323.98	8071.0
2020-05-29 02:00:00	ES	Futures	3324.53	3331.12	3318.22	3320.69	15068.0
2020-05-29 02:30:00	ES	Futures	3320.69	3321.51	3313.55	3320.69	11847.0
2020-05-29 03:00:00	ES	Futures	3320.96	3328.1	3315.2	3322.61	21046.0
2020-05-29 03:30:00	ES	Futures	3322.88	3324.25	3309.44	3313.55	22415.0
2020-05-29 04:00:00	ES	Futures	3313.83	3317.12	3307.79	3312.73	24164.0
2020-05-29 04:30:00	ES	Futures	3312.46	3317.67	3311.63	3314.65	12022.0
2020-05-29 05:00:00	ES	Futures	3314.92	3320.14	3311.91	3319.04	12054.0
2020-05-29 05:30:00	ES	Futures	3319.32	3326.45	3315.75	3325.9	16873.0
2020-05-29 06:00:00	ES	Futures	3325.9	3329.74	3323.98	3326.18	13472.0
2020-05-29 06:30:00	ES	Futures	3326.18	3327.82	3323.43	3327.0	9877.0
2020-05-29 07:00:00	ES	Futures	3327.27	3330.57	3323.71	3328.92	11775.0
2020-05-29 07:30:00	ES	Futures	3328.65	3331.66	3324.25	3327.0	15729.0
2020-05-29 08:00:00	ES	Futures	3327.0	3330.84	3322.33	3322.61	23265.0
2020-05-29 08:30:00	ES	Futures	3322.61	3324.53	3316.02	3318.77	30979.0
2020-05-29 09:00:00	ES	Futures	3318.49	3320.14	3312.46	3316.3	36650.0
2020-05-29 09:30:00	ES	Futures	3316.3	3324.25	3309.16	3313.83	169336.0
2020-05-29 10:00:00	ES	Futures	3313.83	3317.94	3302.03	3306.42	141010.0
2020-05-29 10:30:00	ES	Futures	3306.69	3312.18	3296.54	3300.66	110798.0
2020-05-29 11:00:00	ES	Futures	3300.66	3308.61	3294.89	3304.5	105373.0
2020-05-29 11:30:00	ES	Futures	3304.5	3312.18	3299.83	3308.06	87480.0
2020-05-29 12:00:00	ES	Futures	3308.06	3311.08	3297.09	3301.48	57425.0
2020-05-29 12:30:00	ES	Futures	3301.48	3314.38	3284.19	3307.79	120951.0
2020-05-29 13:00:00	ES	Futures	3307.52	3309.99	3301.48	3305.05	75438.0
2020-05-29 13:30:00	ES	Futures	3305.05	3306.97	3297.36	3302.03	46532.0
2020-05-29 14:00:00	ES	Futures	3302.03	3323.16	3299.83	3320.96	110342.0
2020-05-29 14:30:00	ES	Futures	3320.96	3329.47	3290.23	3328.37	194807.0
2020-05-29 15:00:00	ES	Futures	3328.65	3340.17	3323.98	3329.74	173747.0
2020-05-29 15:30:00	ES	Futures	3329.47	3343.74	3325.9	3334.96	281263.0
2020-05-29 16:00:00	ES	Futures	3335.23	3353.34	3333.31	3352.52	110622.0
2020-05-29 16:30:00	ES	Futures	3351.15	3356.91	3348.95	3355.81	16384.0
2020-05-29 00:00:00	NQ	Futures	10780.93	10788.08	10768.94	10768.94	1233.0
2020-05-29 00:30:00	NQ	Futures	10768.65	10801.22	10764.08	10800.07	1580.0
2020-05-29 01:00:00	NQ	Futures	10801.22	10812.07	10793.22	10797.79	2292.0
2020-05-29 01:30:00	NQ	Futures	10797.79	10809.78	10780.65	10780.65	2701.0
2020-05-29 02:00:00	NQ	Futures	10781.51	10797.79	10761.51	10778.94	3753.0
2020-05-29 02:30:00	NQ	Futures	10777.51	10778.65	10746.37	10768.37	3864.0
2020-05-29 03:00:00	NQ	Futures	10768.37	10796.93	10752.66	10777.22	6493.0
2020-05-29 03:30:00	NQ	Futures	10778.65	10785.5	10735.23	10752.37	4513.0
2020-05-29 04:00:00	NQ	Futures	10752.66	10756.37	10721.52	10730.38	6381.0
2020-05-29 04:30:00	NQ	Futures	10730.66	10751.23	10728.38	10746.94	3103.0
2020-05-29 05:00:00	NQ	Futures	10747.8	10765.22	10728.38	10756.37	4072.0
2020-05-29 05:30:00	NQ	Futures	10756.66	10773.79	10744.09	10773.22	3997.0
2020-05-29 06:00:00	NQ	Futures	10772.65	10791.5	10769.51	10783.22	4251.0
2020-05-29 06:30:00	NQ	Futures	10782.93	10790.93	10776.36	10786.36	2580.0
2020-05-29 07:00:00	NQ	Futures	10787.22	10802.07	10775.22	10800.36	4173.0
2020-05-29 07:30:00	NQ	Futures	10800.07	10830.06	10789.5	10821.5	5609.0

> showing 50 of 2,848 rows — these rows as CSV

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