PREVIEW / futures_30min / 2020-06-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-03.parquet
  size:    98 KB
  rows:    3,491

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
2020-06-03 00:00:00	ES	Futures	3385.72	3388.47	3385.72	3387.92	3502.0
2020-06-03 00:30:00	ES	Futures	3388.19	3390.94	3387.92	3389.57	4037.0
2020-06-03 01:00:00	ES	Futures	3389.84	3392.58	3386.82	3387.37	4905.0
2020-06-03 01:30:00	ES	Futures	3387.1	3392.04	3386.27	3391.49	6226.0
2020-06-03 02:00:00	ES	Futures	3391.49	3396.97	3390.39	3390.66	15250.0
2020-06-03 02:30:00	ES	Futures	3390.66	3393.13	3388.47	3388.47	7981.0
2020-06-03 03:00:00	ES	Futures	3388.47	3391.76	3386.0	3390.94	14971.0
2020-06-03 03:30:00	ES	Futures	3391.21	3393.41	3387.92	3391.49	11870.0
2020-06-03 04:00:00	ES	Futures	3391.49	3393.13	3386.0	3389.02	13769.0
2020-06-03 04:30:00	ES	Futures	3389.02	3393.13	3387.92	3391.49	12327.0
2020-06-03 05:00:00	ES	Futures	3391.49	3396.15	3389.29	3395.6	8674.0
2020-06-03 05:30:00	ES	Futures	3395.6	3397.52	3393.96	3395.33	12449.0
2020-06-03 06:00:00	ES	Futures	3395.33	3396.15	3389.57	3394.23	14962.0
2020-06-03 06:30:00	ES	Futures	3394.5	3395.05	3387.37	3389.57	14289.0
2020-06-03 07:00:00	ES	Futures	3389.84	3393.41	3388.47	3390.66	11034.0
2020-06-03 07:30:00	ES	Futures	3390.39	3395.6	3388.74	3393.41	17276.0
2020-06-03 08:00:00	ES	Futures	3393.41	3399.72	3391.76	3396.15	21578.0
2020-06-03 08:30:00	ES	Futures	3396.43	3401.37	3395.33	3398.35	25132.0
2020-06-03 09:00:00	ES	Futures	3398.35	3404.38	3397.52	3401.64	40453.0
2020-06-03 09:30:00	ES	Futures	3401.37	3408.77	3398.35	3405.21	175694.0
2020-06-03 10:00:00	ES	Futures	3405.48	3409.87	3404.11	3409.05	112787.0
2020-06-03 10:30:00	ES	Futures	3409.32	3414.26	3407.68	3410.42	92273.0
2020-06-03 11:00:00	ES	Futures	3410.15	3420.85	3409.87	3417.56	103856.0
2020-06-03 11:30:00	ES	Futures	3417.56	3421.95	3415.91	3418.38	86524.0
2020-06-03 12:00:00	ES	Futures	3418.1	3418.65	3412.89	3416.46	66154.0
2020-06-03 12:30:00	ES	Futures	3416.46	3418.38	3412.62	3412.89	39785.0
2020-06-03 13:00:00	ES	Futures	3412.62	3417.56	3411.79	3416.46	41168.0
2020-06-03 13:30:00	ES	Futures	3416.46	3417.56	3412.34	3414.26	35003.0
2020-06-03 14:00:00	ES	Futures	3414.26	3423.04	3413.44	3421.4	60506.0
2020-06-03 14:30:00	ES	Futures	3421.67	3425.51	3419.48	3422.77	66007.0
2020-06-03 15:00:00	ES	Futures	3422.77	3428.81	3420.3	3427.71	79746.0
2020-06-03 15:30:00	ES	Futures	3427.98	3435.12	3421.67	3423.87	187392.0
2020-06-03 16:00:00	ES	Futures	3423.87	3423.87	3419.48	3421.95	60052.0
2020-06-03 16:30:00	ES	Futures	3421.95	3423.87	3420.57	3422.22	8112.0
2020-06-03 18:00:00	ES	Futures	3422.22	3423.32	3415.36	3417.28	7133.0
2020-06-03 18:30:00	ES	Futures	3417.28	3422.22	3417.28	3421.67	4047.0
2020-06-03 19:00:00	ES	Futures	3421.67	3427.43	3421.4	3426.61	5161.0
2020-06-03 19:30:00	ES	Futures	3426.61	3432.1	3426.06	3427.98	8866.0
2020-06-03 20:00:00	ES	Futures	3427.98	3429.63	3419.48	3422.22	13221.0
2020-06-03 20:30:00	ES	Futures	3422.22	3423.59	3416.46	3420.03	10453.0
2020-06-03 21:00:00	ES	Futures	3420.3	3423.32	3418.1	3420.03	8536.0
2020-06-03 21:30:00	ES	Futures	3419.75	3421.4	3415.36	3416.18	8721.0
2020-06-03 22:00:00	ES	Futures	3416.18	3416.46	3412.34	3415.36	9788.0
2020-06-03 22:30:00	ES	Futures	3415.36	3415.63	3408.5	3409.32	9920.0
2020-06-03 23:00:00	ES	Futures	3409.6	3413.44	3409.05	3412.62	5431.0
2020-06-03 23:30:00	ES	Futures	3412.62	3415.09	3410.7	3413.99	4371.0
2020-06-03 00:00:00	NQ	Futures	11042.3	11049.44	11041.15	11046.01	1315.0
2020-06-03 00:30:00	NQ	Futures	11046.29	11054.29	11045.15	11050.58	1352.0
2020-06-03 01:00:00	NQ	Futures	11050.58	11059.43	11041.15	11043.15	1842.0
2020-06-03 01:30:00	NQ	Futures	11043.15	11067.15	11038.87	11065.72	3196.0

> showing 50 of 3,491 rows — these rows as CSV

> unlock the full archive -- $79 one-time