PREVIEW / futures_30min / 2020-06-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-05.parquet
  size:    86 KB
  rows:    2,859

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
2020-06-05 00:00:00	ES	Futures	3429.9	3434.02	3429.08	3433.47	5819.0
2020-06-05 00:30:00	ES	Futures	3433.47	3434.3	3431.55	3431.83	3425.0
2020-06-05 01:00:00	ES	Futures	3431.83	3434.02	3429.63	3432.65	4938.0
2020-06-05 01:30:00	ES	Futures	3432.92	3444.17	3430.73	3440.88	13335.0
2020-06-05 02:00:00	ES	Futures	3441.16	3444.17	3438.14	3441.16	10830.0
2020-06-05 02:30:00	ES	Futures	3441.16	3443.35	3439.78	3440.88	9947.0
2020-06-05 03:00:00	ES	Futures	3440.88	3450.49	3438.41	3447.19	23796.0
2020-06-05 03:30:00	ES	Futures	3447.19	3452.68	3445.82	3451.31	19282.0
2020-06-05 04:00:00	ES	Futures	3451.31	3452.13	3446.64	3447.19	13986.0
2020-06-05 04:30:00	ES	Futures	3447.47	3450.21	3440.33	3444.72	23959.0
2020-06-05 05:00:00	ES	Futures	3444.72	3448.02	3440.33	3441.16	13693.0
2020-06-05 05:30:00	ES	Futures	3441.16	3442.25	3437.04	3442.25	13338.0
2020-06-05 06:00:00	ES	Futures	3441.98	3442.53	3433.75	3436.22	13933.0
2020-06-05 06:30:00	ES	Futures	3436.22	3438.69	3434.3	3438.69	9855.0
2020-06-05 07:00:00	ES	Futures	3438.96	3443.63	3438.41	3442.8	9588.0
2020-06-05 07:30:00	ES	Futures	3442.8	3444.45	3441.16	3442.25	11456.0
2020-06-05 08:00:00	ES	Futures	3441.98	3443.35	3437.86	3440.06	15769.0
2020-06-05 08:30:00	ES	Futures	3439.78	3473.54	3439.78	3469.15	167109.0
2020-06-05 09:00:00	ES	Futures	3468.87	3489.45	3466.95	3479.02	101033.0
2020-06-05 09:30:00	ES	Futures	3479.02	3494.67	3477.93	3483.69	271592.0
2020-06-05 10:00:00	ES	Futures	3483.42	3495.22	3481.77	3488.08	170655.0
2020-06-05 10:30:00	ES	Futures	3488.35	3500.7	3486.71	3500.7	119582.0
2020-06-05 11:00:00	ES	Futures	3500.43	3517.17	3499.33	3516.62	152275.0
2020-06-05 11:30:00	ES	Futures	3516.62	3524.03	3510.58	3513.33	136554.0
2020-06-05 12:00:00	ES	Futures	3513.33	3514.97	3501.25	3508.39	94946.0
2020-06-05 12:30:00	ES	Futures	3508.39	3513.88	3507.84	3511.41	61159.0
2020-06-05 13:00:00	ES	Futures	3511.41	3517.17	3506.19	3516.89	66109.0
2020-06-05 13:30:00	ES	Futures	3516.89	3517.99	3509.76	3510.58	55094.0
2020-06-05 14:00:00	ES	Futures	3510.58	3516.62	3507.56	3512.23	71840.0
2020-06-05 14:30:00	ES	Futures	3512.23	3516.07	3501.53	3506.47	108856.0
2020-06-05 15:00:00	ES	Futures	3506.74	3511.41	3497.68	3510.86	124971.0
2020-06-05 15:30:00	ES	Futures	3510.86	3510.86	3491.65	3500.98	264087.0
2020-06-05 16:00:00	ES	Futures	3501.25	3505.09	3496.04	3498.23	77471.0
2020-06-05 16:30:00	ES	Futures	3498.78	3500.15	3496.31	3496.31	8695.0
2020-06-05 00:00:00	NQ	Futures	11032.01	11044.01	11027.44	11041.15	2239.0
2020-06-05 00:30:00	NQ	Futures	11041.15	11044.58	11034.3	11034.87	1210.0
2020-06-05 01:00:00	NQ	Futures	11035.15	11039.44	11027.73	11035.44	1609.0
2020-06-05 01:30:00	NQ	Futures	11035.73	11068.29	11030.87	11061.15	3357.0
2020-06-05 02:00:00	NQ	Futures	11061.72	11074.0	11052.01	11063.43	2781.0
2020-06-05 02:30:00	NQ	Futures	11063.43	11066.86	11055.72	11059.15	1842.0
2020-06-05 03:00:00	NQ	Futures	11058.58	11085.43	11049.44	11077.43	5635.0
2020-06-05 03:30:00	NQ	Futures	11077.72	11087.71	11070.57	11082.0	3961.0
2020-06-05 04:00:00	NQ	Futures	11081.14	11082.86	11063.72	11065.15	3882.0
2020-06-05 04:30:00	NQ	Futures	11065.43	11074.29	11038.3	11054.01	5517.0
2020-06-05 05:00:00	NQ	Futures	11054.01	11062.29	11043.44	11046.87	3121.0
2020-06-05 05:30:00	NQ	Futures	11046.29	11049.44	11031.73	11045.44	3892.0
2020-06-05 06:00:00	NQ	Futures	11045.72	11045.72	11022.02	11027.16	3473.0
2020-06-05 06:30:00	NQ	Futures	11026.59	11036.01	11021.16	11030.58	2807.0
2020-06-05 07:00:00	NQ	Futures	11031.16	11045.72	11030.3	11043.44	3174.0
2020-06-05 07:30:00	NQ	Futures	11042.87	11046.01	11020.3	11021.44	3743.0

> showing 50 of 2,859 rows — these rows as CSV

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