PREVIEW / futures_30min / 2020-06-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-10.parquet
  size:    91 KB
  rows:    3,212

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
2020-06-10 00:00:00	ES	Futures	3537.2	3537.47	3533.08	3534.73	3320.0
2020-06-10 00:30:00	ES	Futures	3534.73	3537.75	3533.91	3536.93	2832.0
2020-06-10 01:00:00	ES	Futures	3536.93	3538.57	3535.55	3537.75	3836.0
2020-06-10 01:30:00	ES	Futures	3537.75	3540.22	3536.1	3537.2	5981.0
2020-06-10 02:00:00	ES	Futures	3537.2	3539.67	3529.24	3529.24	10781.0
2020-06-10 02:30:00	ES	Futures	3529.24	3530.89	3526.5	3528.69	7488.0
2020-06-10 03:00:00	ES	Futures	3528.69	3539.4	3527.05	3539.12	17663.0
2020-06-10 03:30:00	ES	Futures	3538.85	3538.85	3533.08	3536.1	9925.0
2020-06-10 04:00:00	ES	Futures	3535.83	3536.93	3530.07	3535.28	10347.0
2020-06-10 04:30:00	ES	Futures	3535.01	3537.2	3524.85	3526.22	11199.0
2020-06-10 05:00:00	ES	Futures	3526.22	3526.22	3511.13	3515.8	25809.0
2020-06-10 05:30:00	ES	Futures	3515.8	3520.19	3513.6	3516.34	12475.0
2020-06-10 06:00:00	ES	Futures	3516.62	3516.62	3504.82	3510.58	18964.0
2020-06-10 06:30:00	ES	Futures	3510.58	3522.11	3510.58	3519.64	16531.0
2020-06-10 07:00:00	ES	Futures	3519.36	3525.4	3516.34	3517.44	17086.0
2020-06-10 07:30:00	ES	Futures	3517.44	3529.79	3517.17	3528.69	15117.0
2020-06-10 08:00:00	ES	Futures	3528.42	3531.71	3526.77	3528.14	29551.0
2020-06-10 08:30:00	ES	Futures	3528.14	3533.08	3526.5	3531.16	26469.0
2020-06-10 09:00:00	ES	Futures	3531.16	3533.36	3522.38	3525.13	28702.0
2020-06-10 09:30:00	ES	Futures	3525.4	3529.52	3505.37	3512.78	170823.0
2020-06-10 10:00:00	ES	Futures	3512.78	3516.34	3494.67	3499.33	158161.0
2020-06-10 10:30:00	ES	Futures	3499.33	3510.03	3490.28	3495.22	119713.0
2020-06-10 11:00:00	ES	Futures	3495.49	3508.66	3493.84	3505.64	91431.0
2020-06-10 11:30:00	ES	Futures	3505.64	3511.41	3497.41	3506.74	78284.0
2020-06-10 12:00:00	ES	Futures	3507.01	3515.25	3502.9	3513.05	57435.0
2020-06-10 12:30:00	ES	Futures	3513.05	3513.6	3509.21	3512.23	30972.0
2020-06-10 13:00:00	ES	Futures	3512.23	3515.25	3507.29	3510.31	38357.0
2020-06-10 13:30:00	ES	Futures	3510.58	3513.6	3508.11	3508.66	39121.0
2020-06-10 14:00:00	ES	Futures	3508.66	3535.83	3497.41	3532.54	171865.0
2020-06-10 14:30:00	ES	Futures	3532.54	3533.36	3498.78	3508.66	188376.0
2020-06-10 15:00:00	ES	Futures	3508.66	3525.4	3496.59	3524.3	144198.0
2020-06-10 15:30:00	ES	Futures	3524.3	3525.68	3496.59	3499.33	188059.0
2020-06-10 16:00:00	ES	Futures	3499.33	3501.8	3490.82	3496.31	64912.0
2020-06-10 16:30:00	ES	Futures	3495.49	3498.51	3492.47	3494.94	9328.0
2020-06-10 18:00:00	ES	Futures	3494.67	3499.88	3477.38	3480.12	15165.0
2020-06-10 18:30:00	ES	Futures	3480.4	3484.24	3478.48	3480.4	8176.0
2020-06-10 19:00:00	ES	Futures	3480.12	3485.06	3471.34	3474.36	11004.0
2020-06-10 19:30:00	ES	Futures	3474.63	3478.48	3470.79	3473.81	9581.0
2020-06-10 20:00:00	ES	Futures	3473.81	3486.71	3472.16	3486.16	14390.0
2020-06-10 20:30:00	ES	Futures	3486.16	3487.26	3480.4	3483.14	7634.0
2020-06-10 21:00:00	ES	Futures	3483.42	3491.37	3483.42	3486.98	9328.0
2020-06-10 21:30:00	ES	Futures	3486.98	3490.0	3481.49	3483.69	8684.0
2020-06-10 22:00:00	ES	Futures	3483.69	3486.16	3481.22	3485.88	4563.0
2020-06-10 22:30:00	ES	Futures	3485.88	3486.16	3477.38	3479.02	4848.0
2020-06-10 23:00:00	ES	Futures	3479.02	3479.57	3473.26	3474.09	4578.0
2020-06-10 23:30:00	ES	Futures	3474.09	3476.01	3461.46	3462.83	15238.0
2020-06-10 00:00:00	NQ	Futures	11435.34	11437.05	11422.77	11426.77	1462.0
2020-06-10 00:30:00	NQ	Futures	11427.05	11436.19	11424.77	11433.34	1173.0
2020-06-10 01:00:00	NQ	Futures	11433.05	11438.19	11429.34	11435.34	1155.0
2020-06-10 01:30:00	NQ	Futures	11435.34	11438.19	11428.48	11432.48	1391.0

> showing 50 of 3,212 rows — these rows as CSV

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