PREVIEW / futures_30min / 2020-06-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-11.parquet
  size:    100 KB
  rows:    3,369

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
2020-06-11 00:00:00	ES	Futures	3462.56	3465.85	3455.7	3460.64	15602.0
2020-06-11 00:30:00	ES	Futures	3460.91	3467.22	3458.17	3460.64	11004.0
2020-06-11 01:00:00	ES	Futures	3460.64	3462.56	3444.45	3451.86	22237.0
2020-06-11 01:30:00	ES	Futures	3451.86	3452.68	3444.72	3447.74	13207.0
2020-06-11 02:00:00	ES	Futures	3447.74	3455.7	3443.35	3446.37	23931.0
2020-06-11 02:30:00	ES	Futures	3446.09	3453.78	3443.63	3448.56	16713.0
2020-06-11 03:00:00	ES	Futures	3448.56	3449.94	3434.57	3442.53	42352.0
2020-06-11 03:30:00	ES	Futures	3442.53	3447.47	3432.65	3433.2	21302.0
2020-06-11 04:00:00	ES	Futures	3433.2	3441.16	3430.18	3436.49	20904.0
2020-06-11 04:30:00	ES	Futures	3436.22	3442.25	3424.69	3429.63	24116.0
2020-06-11 05:00:00	ES	Futures	3429.63	3446.09	3427.43	3442.8	25236.0
2020-06-11 05:30:00	ES	Futures	3442.8	3452.68	3442.25	3450.76	19295.0
2020-06-11 06:00:00	ES	Futures	3450.76	3451.86	3441.7	3443.08	17948.0
2020-06-11 06:30:00	ES	Futures	3442.8	3445.0	3433.75	3436.22	21932.0
2020-06-11 07:00:00	ES	Futures	3436.22	3439.51	3420.57	3429.63	36491.0
2020-06-11 07:30:00	ES	Futures	3429.63	3431.0	3418.38	3425.79	27162.0
2020-06-11 08:00:00	ES	Futures	3425.79	3425.79	3404.11	3412.89	59882.0
2020-06-11 08:30:00	ES	Futures	3412.62	3413.99	3400.82	3408.5	66320.0
2020-06-11 09:00:00	ES	Futures	3408.23	3421.67	3403.29	3415.36	62412.0
2020-06-11 09:30:00	ES	Futures	3415.63	3422.77	3399.44	3417.56	246816.0
2020-06-11 10:00:00	ES	Futures	3417.83	3421.12	3401.37	3401.37	148943.0
2020-06-11 10:30:00	ES	Futures	3401.09	3412.89	3387.64	3389.57	150221.0
2020-06-11 11:00:00	ES	Futures	3389.29	3394.78	3381.33	3386.27	155209.0
2020-06-11 11:30:00	ES	Futures	3386.0	3388.47	3367.89	3377.22	166653.0
2020-06-11 12:00:00	ES	Futures	3377.22	3377.22	3343.19	3348.13	182270.0
2020-06-11 12:30:00	ES	Futures	3348.13	3363.22	3330.29	3335.78	171764.0
2020-06-11 13:00:00	ES	Futures	3335.51	3353.34	3332.49	3342.64	152155.0
2020-06-11 13:30:00	ES	Futures	3342.64	3348.13	3330.57	3340.99	117254.0
2020-06-11 14:00:00	ES	Futures	3340.72	3341.54	3322.06	3332.49	136364.0
2020-06-11 14:30:00	ES	Futures	3332.21	3333.86	3300.11	3308.34	189309.0
2020-06-11 15:00:00	ES	Futures	3308.34	3320.41	3291.33	3296.81	198544.0
2020-06-11 15:30:00	ES	Futures	3296.54	3317.67	3288.86	3297.09	359902.0
2020-06-11 16:00:00	ES	Futures	3297.09	3307.52	3293.79	3305.87	114054.0
2020-06-11 16:30:00	ES	Futures	3303.4	3312.46	3295.17	3308.06	15408.0
2020-06-11 18:00:00	ES	Futures	3305.87	3313.0	3296.54	3300.38	13908.0
2020-06-11 18:30:00	ES	Futures	3300.38	3321.24	3300.38	3320.41	8752.0
2020-06-11 19:00:00	ES	Futures	3320.69	3324.25	3311.63	3317.67	7338.0
2020-06-11 19:30:00	ES	Futures	3317.94	3328.65	3317.94	3323.98	13297.0
2020-06-11 20:00:00	ES	Futures	3324.25	3330.02	3311.91	3330.02	20461.0
2020-06-11 20:30:00	ES	Futures	3330.02	3330.29	3314.1	3318.77	10875.0
2020-06-11 21:00:00	ES	Futures	3318.22	3327.0	3305.87	3326.45	18779.0
2020-06-11 21:30:00	ES	Futures	3326.72	3332.76	3325.35	3332.76	13558.0
2020-06-11 22:00:00	ES	Futures	3332.49	3341.82	3329.47	3336.05	15996.0
2020-06-11 22:30:00	ES	Futures	3335.78	3343.19	3334.96	3336.05	9984.0
2020-06-11 23:00:00	ES	Futures	3336.05	3337.98	3329.74	3334.96	10282.0
2020-06-11 23:30:00	ES	Futures	3334.68	3345.11	3334.13	3340.99	9339.0
2020-06-11 00:00:00	NQ	Futures	11455.33	11465.62	11427.05	11452.48	5418.0
2020-06-11 00:30:00	NQ	Futures	11452.19	11465.04	11433.91	11447.05	3581.0
2020-06-11 01:00:00	NQ	Futures	11446.76	11455.05	11405.06	11424.2	6477.0
2020-06-11 01:30:00	NQ	Futures	11423.34	11435.91	11409.92	11425.91	4332.0

> showing 50 of 3,369 rows — these rows as CSV

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