PREVIEW / futures_30min / 2020-06-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-04.parquet
  size:    97 KB
  rows:    3,446

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
2020-06-04 00:00:00	ES	Futures	3413.99	3417.01	3413.17	3414.26	4368.0
2020-06-04 00:30:00	ES	Futures	3414.26	3417.01	3413.44	3415.91	2881.0
2020-06-04 01:00:00	ES	Futures	3416.18	3418.93	3416.18	3418.1	4314.0
2020-06-04 01:30:00	ES	Futures	3418.1	3418.38	3412.89	3414.81	5044.0
2020-06-04 02:00:00	ES	Futures	3415.09	3418.65	3413.17	3413.99	8688.0
2020-06-04 02:30:00	ES	Futures	3413.99	3414.81	3408.77	3408.77	9288.0
2020-06-04 03:00:00	ES	Futures	3408.77	3414.54	3408.23	3410.15	17848.0
2020-06-04 03:30:00	ES	Futures	3410.42	3413.44	3408.23	3412.89	12564.0
2020-06-04 04:00:00	ES	Futures	3413.17	3416.46	3410.7	3411.79	16219.0
2020-06-04 04:30:00	ES	Futures	3411.79	3412.62	3409.05	3409.6	10867.0
2020-06-04 05:00:00	ES	Futures	3409.32	3410.7	3403.84	3403.84	20978.0
2020-06-04 05:30:00	ES	Futures	3403.84	3406.03	3401.91	3402.74	15466.0
2020-06-04 06:00:00	ES	Futures	3402.74	3405.76	3401.91	3405.48	10759.0
2020-06-04 06:30:00	ES	Futures	3405.48	3406.58	3401.64	3406.3	11070.0
2020-06-04 07:00:00	ES	Futures	3406.58	3407.95	3404.38	3407.68	12586.0
2020-06-04 07:30:00	ES	Futures	3407.68	3416.73	3403.56	3413.44	36136.0
2020-06-04 08:00:00	ES	Futures	3413.17	3415.63	3408.23	3410.7	25324.0
2020-06-04 08:30:00	ES	Futures	3410.7	3412.89	3396.43	3403.84	52476.0
2020-06-04 09:00:00	ES	Futures	3403.56	3413.44	3402.74	3411.24	41272.0
2020-06-04 09:30:00	ES	Futures	3411.24	3423.87	3409.87	3422.22	158589.0
2020-06-04 10:00:00	ES	Futures	3422.22	3428.26	3419.75	3427.16	127141.0
2020-06-04 10:30:00	ES	Futures	3427.16	3432.1	3425.24	3429.63	111203.0
2020-06-04 11:00:00	ES	Futures	3429.36	3431.0	3410.97	3414.26	175309.0
2020-06-04 11:30:00	ES	Futures	3414.26	3419.48	3412.34	3416.46	101757.0
2020-06-04 12:00:00	ES	Futures	3416.46	3418.38	3411.52	3414.26	52397.0
2020-06-04 12:30:00	ES	Futures	3413.99	3413.99	3404.66	3404.93	73885.0
2020-06-04 13:00:00	ES	Futures	3404.93	3409.32	3403.56	3405.21	56963.0
2020-06-04 13:30:00	ES	Futures	3405.21	3417.56	3405.21	3415.63	51824.0
2020-06-04 14:00:00	ES	Futures	3415.63	3417.83	3412.89	3415.91	48762.0
2020-06-04 14:30:00	ES	Futures	3416.18	3417.28	3400.82	3400.82	66412.0
2020-06-04 15:00:00	ES	Futures	3400.82	3406.03	3389.02	3400.27	127117.0
2020-06-04 15:30:00	ES	Futures	3400.54	3413.99	3398.9	3413.71	163688.0
2020-06-04 16:00:00	ES	Futures	3413.44	3415.36	3411.79	3414.26	50350.0
2020-06-04 16:30:00	ES	Futures	3414.26	3420.85	3414.26	3417.83	7492.0
2020-06-04 18:00:00	ES	Futures	3417.28	3420.3	3415.36	3419.2	4452.0
2020-06-04 18:30:00	ES	Futures	3418.93	3421.95	3416.18	3418.1	3005.0
2020-06-04 19:00:00	ES	Futures	3418.1	3420.3	3415.36	3419.48	2234.0
2020-06-04 19:30:00	ES	Futures	3419.48	3419.48	3411.79	3412.34	4607.0
2020-06-04 20:00:00	ES	Futures	3412.07	3417.56	3409.87	3415.91	8997.0
2020-06-04 20:30:00	ES	Futures	3415.91	3420.3	3413.99	3417.56	5658.0
2020-06-04 21:00:00	ES	Futures	3417.28	3423.32	3414.81	3417.01	8540.0
2020-06-04 21:30:00	ES	Futures	3417.01	3421.95	3415.36	3419.2	6669.0
2020-06-04 22:00:00	ES	Futures	3419.2	3422.77	3418.1	3421.12	5343.0
2020-06-04 22:30:00	ES	Futures	3421.4	3427.16	3421.4	3424.14	8075.0
2020-06-04 23:00:00	ES	Futures	3424.42	3427.98	3424.14	3427.16	3896.0
2020-06-04 23:30:00	ES	Futures	3427.16	3431.83	3424.14	3429.9	7151.0
2020-06-04 00:00:00	NQ	Futures	11044.3	11052.58	11041.72	11045.72	1784.0
2020-06-04 00:30:00	NQ	Futures	11046.01	11054.86	11043.44	11049.72	1283.0
2020-06-04 01:00:00	NQ	Futures	11050.29	11059.72	11050.29	11057.15	1757.0
2020-06-04 01:30:00	NQ	Futures	11056.58	11058.29	11039.44	11047.15	2046.0

> showing 50 of 3,446 rows — these rows as CSV

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