PREVIEW / futures_30min / 2020-06-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-09.parquet
  size:    99 KB
  rows:    3,497

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
2020-06-09 00:00:00	ES	Futures	3537.2	3537.75	3534.46	3537.2	2660.0
2020-06-09 00:30:00	ES	Futures	3537.2	3539.12	3535.55	3536.65	2434.0
2020-06-09 01:00:00	ES	Futures	3536.38	3540.22	3536.38	3539.94	2999.0
2020-06-09 01:30:00	ES	Futures	3539.94	3544.34	3538.02	3543.79	5776.0
2020-06-09 02:00:00	ES	Futures	3543.79	3546.53	3537.75	3539.4	10339.0
2020-06-09 02:30:00	ES	Futures	3539.12	3540.77	3534.73	3535.83	9756.0
2020-06-09 03:00:00	ES	Futures	3536.1	3538.85	3527.6	3528.14	31226.0
2020-06-09 03:30:00	ES	Futures	3528.14	3530.07	3518.27	3521.28	33525.0
2020-06-09 04:00:00	ES	Futures	3521.28	3524.3	3507.84	3510.86	36530.0
2020-06-09 04:30:00	ES	Futures	3510.86	3513.33	3501.53	3506.47	35281.0
2020-06-09 05:00:00	ES	Futures	3506.47	3515.25	3504.82	3513.88	25248.0
2020-06-09 05:30:00	ES	Futures	3513.6	3514.97	3503.72	3506.19	16442.0
2020-06-09 06:00:00	ES	Futures	3506.47	3509.21	3501.8	3504.0	18697.0
2020-06-09 06:30:00	ES	Futures	3504.0	3513.05	3503.45	3511.68	14017.0
2020-06-09 07:00:00	ES	Futures	3511.95	3513.6	3507.84	3509.21	13395.0
2020-06-09 07:30:00	ES	Futures	3509.48	3519.09	3508.11	3514.97	22411.0
2020-06-09 08:00:00	ES	Futures	3514.7	3518.81	3511.68	3516.34	21393.0
2020-06-09 08:30:00	ES	Futures	3516.34	3517.44	3506.47	3508.94	24802.0
2020-06-09 09:00:00	ES	Futures	3508.94	3513.33	3507.01	3512.78	21539.0
2020-06-09 09:30:00	ES	Futures	3512.78	3517.72	3505.64	3507.01	159304.0
2020-06-09 10:00:00	ES	Futures	3507.01	3514.15	3502.35	3510.58	135189.0
2020-06-09 10:30:00	ES	Futures	3510.58	3527.87	3509.76	3524.58	116593.0
2020-06-09 11:00:00	ES	Futures	3524.58	3528.69	3519.64	3523.75	104627.0
2020-06-09 11:30:00	ES	Futures	3523.75	3524.85	3514.42	3516.34	73094.0
2020-06-09 12:00:00	ES	Futures	3516.34	3520.46	3511.41	3520.19	42856.0
2020-06-09 12:30:00	ES	Futures	3520.46	3525.4	3518.81	3524.85	40468.0
2020-06-09 13:00:00	ES	Futures	3524.85	3530.61	3522.93	3530.61	36218.0
2020-06-09 13:30:00	ES	Futures	3530.61	3533.91	3530.07	3531.16	36560.0
2020-06-09 14:00:00	ES	Futures	3531.16	3532.26	3519.64	3520.46	67848.0
2020-06-09 14:30:00	ES	Futures	3520.46	3528.69	3519.91	3528.14	62471.0
2020-06-09 15:00:00	ES	Futures	3528.14	3535.55	3524.03	3533.63	71517.0
2020-06-09 15:30:00	ES	Futures	3533.91	3533.91	3514.97	3518.81	181209.0
2020-06-09 16:00:00	ES	Futures	3519.09	3525.4	3517.44	3518.54	61914.0
2020-06-09 16:30:00	ES	Futures	3516.89	3518.54	3514.42	3518.27	7604.0
2020-06-09 18:00:00	ES	Futures	3517.72	3521.83	3517.72	3520.46	3426.0
2020-06-09 18:30:00	ES	Futures	3520.46	3526.5	3518.27	3524.58	4770.0
2020-06-09 19:00:00	ES	Futures	3524.85	3525.68	3520.46	3524.3	2954.0
2020-06-09 19:30:00	ES	Futures	3524.03	3531.44	3522.66	3530.07	6629.0
2020-06-09 20:00:00	ES	Futures	3530.34	3531.99	3527.05	3530.61	8949.0
2020-06-09 20:30:00	ES	Futures	3530.89	3535.01	3530.34	3534.46	8154.0
2020-06-09 21:00:00	ES	Futures	3534.18	3539.67	3530.61	3538.57	11392.0
2020-06-09 21:30:00	ES	Futures	3538.85	3540.77	3535.83	3539.94	8504.0
2020-06-09 22:00:00	ES	Futures	3539.94	3542.41	3538.02	3538.3	6269.0
2020-06-09 22:30:00	ES	Futures	3538.57	3539.4	3534.18	3538.3	5542.0
2020-06-09 23:00:00	ES	Futures	3538.3	3539.67	3533.63	3534.18	4429.0
2020-06-09 23:30:00	ES	Futures	3534.18	3537.47	3533.63	3536.93	3646.0
2020-06-09 00:00:00	NQ	Futures	11293.66	11295.09	11285.38	11292.23	1085.0
2020-06-09 00:30:00	NQ	Futures	11292.8	11298.23	11288.52	11292.52	896.0
2020-06-09 01:00:00	NQ	Futures	11291.66	11306.23	11291.37	11306.23	1662.0
2020-06-09 01:30:00	NQ	Futures	11305.94	11319.65	11299.94	11309.37	2394.0

> showing 50 of 3,497 rows — these rows as CSV

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