PREVIEW / futures_30min / 2020-06-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-01.parquet
  size:    96 KB
  rows:    3,445

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
2020-06-01 00:00:00	ES	Futures	3332.21	3339.35	3331.94	3338.8	2945.0
2020-06-01 00:30:00	ES	Futures	3338.8	3339.9	3335.78	3338.8	2721.0
2020-06-01 01:00:00	ES	Futures	3338.8	3340.72	3332.76	3339.35	5539.0
2020-06-01 01:30:00	ES	Futures	3339.07	3342.64	3336.33	3337.98	4155.0
2020-06-01 02:00:00	ES	Futures	3337.98	3346.48	3334.96	3345.93	9452.0
2020-06-01 02:30:00	ES	Futures	3345.93	3353.07	3342.37	3350.32	11435.0
2020-06-01 03:00:00	ES	Futures	3350.32	3353.62	3347.31	3350.6	15617.0
2020-06-01 03:30:00	ES	Futures	3350.32	3353.34	3346.76	3347.58	10918.0
2020-06-01 04:00:00	ES	Futures	3347.58	3348.4	3315.47	3324.8	43278.0
2020-06-01 04:30:00	ES	Futures	3324.53	3333.04	3321.79	3331.66	18126.0
2020-06-01 05:00:00	ES	Futures	3331.94	3334.68	3328.1	3330.57	10669.0
2020-06-01 05:30:00	ES	Futures	3330.57	3334.41	3325.35	3327.27	10457.0
2020-06-01 06:00:00	ES	Futures	3327.55	3333.59	3323.16	3332.21	8608.0
2020-06-01 06:30:00	ES	Futures	3332.21	3337.43	3328.37	3337.15	9374.0
2020-06-01 07:00:00	ES	Futures	3337.43	3344.84	3336.88	3341.82	12897.0
2020-06-01 07:30:00	ES	Futures	3341.82	3344.29	3338.8	3339.07	9313.0
2020-06-01 08:00:00	ES	Futures	3339.35	3342.64	3335.23	3335.51	16204.0
2020-06-01 08:30:00	ES	Futures	3335.78	3341.54	3328.37	3331.39	32008.0
2020-06-01 09:00:00	ES	Futures	3331.39	3331.39	3324.8	3328.65	24306.0
2020-06-01 09:30:00	ES	Futures	3328.92	3341.54	3322.61	3335.51	127122.0
2020-06-01 10:00:00	ES	Futures	3335.51	3345.66	3332.49	3344.29	112935.0
2020-06-01 10:30:00	ES	Futures	3344.29	3347.58	3340.45	3345.11	69027.0
2020-06-01 11:00:00	ES	Futures	3345.11	3345.93	3336.05	3339.07	70764.0
2020-06-01 11:30:00	ES	Futures	3339.07	3345.11	3338.52	3344.29	46741.0
2020-06-01 12:00:00	ES	Futures	3344.01	3349.5	3341.27	3347.58	35613.0
2020-06-01 12:30:00	ES	Futures	3347.31	3351.7	3347.31	3350.05	27963.0
2020-06-01 13:00:00	ES	Futures	3350.05	3356.64	3349.5	3354.99	36707.0
2020-06-01 13:30:00	ES	Futures	3355.26	3357.73	3352.52	3353.89	33831.0
2020-06-01 14:00:00	ES	Futures	3354.17	3354.99	3350.32	3350.32	27460.0
2020-06-01 14:30:00	ES	Futures	3350.32	3355.54	3349.5	3354.99	33891.0
2020-06-01 15:00:00	ES	Futures	3354.99	3356.64	3348.95	3353.34	50733.0
2020-06-01 15:30:00	ES	Futures	3353.62	3355.54	3347.03	3350.87	120782.0
2020-06-01 16:00:00	ES	Futures	3350.87	3352.79	3346.21	3351.97	46285.0
2020-06-01 16:30:00	ES	Futures	3351.97	3353.62	3350.05	3351.7	6396.0
2020-06-01 18:00:00	ES	Futures	3350.87	3353.07	3348.68	3351.97	4106.0
2020-06-01 18:30:00	ES	Futures	3352.25	3352.52	3339.07	3343.19	11413.0
2020-06-01 19:00:00	ES	Futures	3343.19	3343.19	3331.39	3336.05	13778.0
2020-06-01 19:30:00	ES	Futures	3336.05	3340.99	3332.76	3334.96	9648.0
2020-06-01 20:00:00	ES	Futures	3334.96	3343.46	3333.04	3342.92	9445.0
2020-06-01 20:30:00	ES	Futures	3342.92	3343.46	3337.15	3341.54	7283.0
2020-06-01 21:00:00	ES	Futures	3341.54	3343.19	3338.52	3339.62	7100.0
2020-06-01 21:30:00	ES	Futures	3339.62	3341.82	3332.76	3334.13	9176.0
2020-06-01 22:00:00	ES	Futures	3334.41	3337.15	3331.39	3332.21	9203.0
2020-06-01 22:30:00	ES	Futures	3332.49	3336.05	3331.66	3332.76	4904.0
2020-06-01 23:00:00	ES	Futures	3332.76	3335.51	3332.76	3334.41	2858.0
2020-06-01 23:30:00	ES	Futures	3334.41	3338.52	3334.41	3337.98	3614.0
2020-06-01 00:00:00	NQ	Futures	10904.9	10928.33	10902.9	10925.18	1418.0
2020-06-01 00:30:00	NQ	Futures	10925.18	10933.18	10915.19	10929.75	1216.0
2020-06-01 01:00:00	NQ	Futures	10930.32	10933.47	10906.9	10924.9	2180.0
2020-06-01 01:30:00	NQ	Futures	10924.04	10934.32	10914.9	10920.33	1390.0

> showing 50 of 3,445 rows — these rows as CSV

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