PREVIEW / futures_30min / 2020-06-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-02.parquet
  size:    99 KB
  rows:    3,514

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
2020-06-02 00:00:00	ES	Futures	3337.98	3340.17	3335.78	3337.15	2908.0
2020-06-02 00:30:00	ES	Futures	3336.88	3339.62	3336.6	3338.8	2447.0
2020-06-02 01:00:00	ES	Futures	3339.07	3345.66	3338.52	3343.46	7117.0
2020-06-02 01:30:00	ES	Futures	3343.46	3348.95	3343.19	3348.68	7824.0
2020-06-02 02:00:00	ES	Futures	3348.4	3348.95	3344.01	3347.31	6713.0
2020-06-02 02:30:00	ES	Futures	3347.03	3347.58	3343.19	3345.11	4469.0
2020-06-02 03:00:00	ES	Futures	3345.38	3350.87	3342.37	3349.78	20971.0
2020-06-02 03:30:00	ES	Futures	3349.78	3353.34	3348.4	3350.05	17321.0
2020-06-02 04:00:00	ES	Futures	3350.05	3361.85	3349.78	3361.03	23107.0
2020-06-02 04:30:00	ES	Futures	3361.3	3369.26	3360.75	3365.69	20051.0
2020-06-02 05:00:00	ES	Futures	3365.69	3368.71	3364.04	3368.16	11777.0
2020-06-02 05:30:00	ES	Futures	3368.44	3375.84	3367.34	3373.1	18756.0
2020-06-02 06:00:00	ES	Futures	3373.38	3375.3	3370.91	3372.55	11537.0
2020-06-02 06:30:00	ES	Futures	3372.55	3374.47	3370.36	3370.91	7793.0
2020-06-02 07:00:00	ES	Futures	3370.63	3370.91	3365.97	3367.34	12417.0
2020-06-02 07:30:00	ES	Futures	3367.34	3369.26	3364.04	3365.97	10720.0
2020-06-02 08:00:00	ES	Futures	3365.97	3368.16	3364.04	3366.51	12413.0
2020-06-02 08:30:00	ES	Futures	3366.51	3369.26	3360.48	3362.95	18917.0
2020-06-02 09:00:00	ES	Futures	3362.95	3363.77	3358.83	3361.3	23136.0
2020-06-02 09:30:00	ES	Futures	3361.3	3362.12	3349.78	3358.28	140887.0
2020-06-02 10:00:00	ES	Futures	3358.01	3368.44	3358.01	3368.16	92832.0
2020-06-02 10:30:00	ES	Futures	3368.16	3369.26	3353.34	3359.38	105343.0
2020-06-02 11:00:00	ES	Futures	3359.38	3359.93	3345.38	3352.52	127122.0
2020-06-02 11:30:00	ES	Futures	3352.52	3358.83	3350.6	3353.34	76816.0
2020-06-02 12:00:00	ES	Futures	3353.62	3360.2	3352.25	3360.2	40222.0
2020-06-02 12:30:00	ES	Futures	3359.93	3361.3	3357.73	3359.93	29462.0
2020-06-02 13:00:00	ES	Futures	3359.65	3365.97	3359.38	3365.14	42362.0
2020-06-02 13:30:00	ES	Futures	3364.87	3367.61	3363.22	3366.79	32789.0
2020-06-02 14:00:00	ES	Futures	3366.51	3368.16	3361.58	3363.22	46835.0
2020-06-02 14:30:00	ES	Futures	3362.95	3365.69	3356.91	3363.77	53187.0
2020-06-02 15:00:00	ES	Futures	3364.04	3365.14	3355.81	3359.93	61422.0
2020-06-02 15:30:00	ES	Futures	3359.93	3378.86	3357.18	3378.59	159820.0
2020-06-02 16:00:00	ES	Futures	3378.31	3378.86	3374.2	3376.94	57611.0
2020-06-02 16:30:00	ES	Futures	3377.22	3379.69	3376.12	3378.59	7670.0
2020-06-02 18:00:00	ES	Futures	3378.59	3380.51	3374.47	3377.22	7344.0
2020-06-02 18:30:00	ES	Futures	3377.22	3377.77	3375.02	3376.67	2198.0
2020-06-02 19:00:00	ES	Futures	3376.39	3385.72	3376.12	3385.72	7232.0
2020-06-02 19:30:00	ES	Futures	3385.45	3389.02	3385.17	3387.37	10515.0
2020-06-02 20:00:00	ES	Futures	3387.64	3389.29	3386.0	3386.82	8396.0
2020-06-02 20:30:00	ES	Futures	3386.82	3392.04	3382.98	3390.66	11991.0
2020-06-02 21:00:00	ES	Futures	3390.39	3394.23	3388.19	3389.57	10276.0
2020-06-02 21:30:00	ES	Futures	3389.84	3390.66	3384.9	3386.27	9965.0
2020-06-02 22:00:00	ES	Futures	3386.55	3388.19	3381.61	3383.53	8122.0
2020-06-02 22:30:00	ES	Futures	3383.53	3386.82	3382.71	3384.08	5257.0
2020-06-02 23:00:00	ES	Futures	3384.08	3389.57	3383.8	3389.02	4994.0
2020-06-02 23:30:00	ES	Futures	3389.29	3390.11	3385.45	3385.72	4307.0
2020-06-02 00:00:00	NQ	Futures	10942.89	10946.03	10933.18	10937.75	1932.0
2020-06-02 00:30:00	NQ	Futures	10937.18	10943.18	10936.04	10940.04	823.0
2020-06-02 01:00:00	NQ	Futures	10940.89	10961.75	10940.32	10957.46	2098.0
2020-06-02 01:30:00	NQ	Futures	10957.17	10971.17	10954.89	10970.31	2286.0

> showing 50 of 3,514 rows — these rows as CSV

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