PREVIEW / futures_30min / 2020-06-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-08.parquet
  size:    99 KB
  rows:    3,515

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
2020-06-08 00:00:00	ES	Futures	3505.37	3507.29	3504.0	3505.37	2459.0
2020-06-08 00:30:00	ES	Futures	3505.09	3507.84	3504.27	3507.29	2509.0
2020-06-08 01:00:00	ES	Futures	3507.29	3507.84	3502.08	3502.9	3429.0
2020-06-08 01:30:00	ES	Futures	3502.9	3508.39	3502.08	3508.39	4869.0
2020-06-08 02:00:00	ES	Futures	3508.39	3508.94	3499.88	3504.82	10104.0
2020-06-08 02:30:00	ES	Futures	3504.55	3504.82	3499.33	3500.15	8304.0
2020-06-08 03:00:00	ES	Futures	3500.15	3500.7	3494.12	3496.31	24316.0
2020-06-08 03:30:00	ES	Futures	3496.31	3504.0	3496.04	3497.14	17805.0
2020-06-08 04:00:00	ES	Futures	3497.14	3507.29	3496.86	3506.74	12805.0
2020-06-08 04:30:00	ES	Futures	3506.47	3516.07	3504.82	3515.52	13519.0
2020-06-08 05:00:00	ES	Futures	3515.52	3518.54	3514.7	3515.52	15482.0
2020-06-08 05:30:00	ES	Futures	3515.52	3520.19	3508.66	3510.86	15870.0
2020-06-08 06:00:00	ES	Futures	3510.86	3513.33	3507.56	3511.13	12573.0
2020-06-08 06:30:00	ES	Futures	3511.13	3517.72	3509.76	3510.86	11535.0
2020-06-08 07:00:00	ES	Futures	3511.13	3518.81	3510.58	3517.17	14702.0
2020-06-08 07:30:00	ES	Futures	3516.89	3521.01	3516.07	3518.27	18091.0
2020-06-08 08:00:00	ES	Futures	3518.27	3522.66	3514.42	3522.66	20323.0
2020-06-08 08:30:00	ES	Futures	3522.38	3524.3	3518.54	3519.09	24919.0
2020-06-08 09:00:00	ES	Futures	3519.09	3524.58	3510.86	3511.95	39220.0
2020-06-08 09:30:00	ES	Futures	3512.23	3522.66	3511.13	3518.27	171339.0
2020-06-08 10:00:00	ES	Futures	3518.27	3519.36	3505.92	3508.39	130687.0
2020-06-08 10:30:00	ES	Futures	3508.39	3519.64	3505.37	3517.72	90422.0
2020-06-08 11:00:00	ES	Futures	3517.72	3524.58	3516.62	3522.38	84391.0
2020-06-08 11:30:00	ES	Futures	3522.38	3523.75	3516.34	3518.81	66640.0
2020-06-08 12:00:00	ES	Futures	3519.09	3522.11	3514.7	3515.25	47268.0
2020-06-08 12:30:00	ES	Futures	3515.52	3520.74	3514.97	3518.81	33005.0
2020-06-08 13:00:00	ES	Futures	3518.81	3522.93	3517.44	3521.56	34801.0
2020-06-08 13:30:00	ES	Futures	3521.56	3530.61	3519.64	3528.97	82946.0
2020-06-08 14:00:00	ES	Futures	3528.97	3533.36	3527.32	3531.99	37330.0
2020-06-08 14:30:00	ES	Futures	3531.99	3533.08	3528.97	3532.26	35013.0
2020-06-08 15:00:00	ES	Futures	3531.99	3532.54	3527.87	3530.07	40462.0
2020-06-08 15:30:00	ES	Futures	3529.79	3546.8	3529.24	3545.16	182817.0
2020-06-08 16:00:00	ES	Futures	3545.16	3545.71	3538.3	3541.87	58389.0
2020-06-08 16:30:00	ES	Futures	3541.87	3543.51	3540.49	3541.87	7172.0
2020-06-08 18:00:00	ES	Futures	3542.96	3544.06	3536.65	3539.12	6611.0
2020-06-08 18:30:00	ES	Futures	3539.4	3539.4	3536.38	3537.2	3555.0
2020-06-08 19:00:00	ES	Futures	3536.93	3541.04	3536.65	3539.94	3589.0
2020-06-08 19:30:00	ES	Futures	3539.67	3540.49	3536.1	3537.75	4442.0
2020-06-08 20:00:00	ES	Futures	3537.75	3544.34	3535.28	3541.87	10942.0
2020-06-08 20:30:00	ES	Futures	3541.87	3542.96	3534.46	3536.93	10016.0
2020-06-08 21:00:00	ES	Futures	3536.93	3537.2	3531.16	3532.54	11167.0
2020-06-08 21:30:00	ES	Futures	3532.54	3539.4	3531.99	3538.85	8953.0
2020-06-08 22:00:00	ES	Futures	3538.85	3541.04	3533.63	3534.46	6753.0
2020-06-08 22:30:00	ES	Futures	3534.46	3538.57	3533.91	3537.47	3733.0
2020-06-08 23:00:00	ES	Futures	3537.47	3539.12	3534.73	3538.02	4466.0
2020-06-08 23:30:00	ES	Futures	3538.02	3538.57	3535.83	3537.2	2719.0
2020-06-08 00:00:00	NQ	Futures	11242.24	11247.67	11238.25	11243.67	1256.0
2020-06-08 00:30:00	NQ	Futures	11243.1	11248.81	11236.25	11245.96	1524.0
2020-06-08 01:00:00	NQ	Futures	11245.1	11248.53	11233.96	11234.53	1398.0
2020-06-08 01:30:00	NQ	Futures	11235.39	11250.81	11229.68	11249.96	1734.0

> showing 50 of 3,515 rows — these rows as CSV

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