PREVIEW / futures_30min / 2020-06-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-12.parquet
  size:    84 KB
  rows:    2,781

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
2020-06-12 00:00:00	ES	Futures	3341.27	3346.76	3340.99	3344.84	7727.0
2020-06-12 00:30:00	ES	Futures	3344.56	3346.48	3338.25	3344.29	6274.0
2020-06-12 01:00:00	ES	Futures	3344.01	3345.93	3337.15	3342.64	7935.0
2020-06-12 01:30:00	ES	Futures	3342.64	3351.42	3339.62	3350.6	9492.0
2020-06-12 02:00:00	ES	Futures	3350.32	3352.52	3330.84	3334.41	20147.0
2020-06-12 02:30:00	ES	Futures	3334.41	3342.37	3322.88	3322.88	18083.0
2020-06-12 03:00:00	ES	Futures	3322.88	3354.99	3322.88	3346.21	30542.0
2020-06-12 03:30:00	ES	Futures	3345.93	3348.68	3328.37	3339.62	20815.0
2020-06-12 04:00:00	ES	Futures	3339.62	3356.36	3339.35	3354.71	15433.0
2020-06-12 04:30:00	ES	Futures	3354.71	3368.16	3353.34	3364.32	21651.0
2020-06-12 05:00:00	ES	Futures	3364.32	3367.61	3359.93	3365.69	12865.0
2020-06-12 05:30:00	ES	Futures	3365.69	3371.73	3360.75	3371.18	15583.0
2020-06-12 06:00:00	ES	Futures	3371.18	3375.02	3366.79	3367.61	16781.0
2020-06-12 06:30:00	ES	Futures	3367.61	3367.89	3354.44	3362.95	23137.0
2020-06-12 07:00:00	ES	Futures	3362.95	3371.73	3362.67	3367.06	20256.0
2020-06-12 07:30:00	ES	Futures	3367.06	3368.44	3356.64	3356.64	20886.0
2020-06-12 08:00:00	ES	Futures	3356.64	3361.3	3348.68	3358.28	32531.0
2020-06-12 08:30:00	ES	Futures	3358.56	3374.47	3358.01	3368.71	25998.0
2020-06-12 09:00:00	ES	Futures	3368.71	3384.35	3367.89	3380.24	37215.0
2020-06-12 09:30:00	ES	Futures	3380.24	3389.29	3367.06	3373.38	121499.0
2020-06-12 10:00:00	ES	Futures	3373.38	3381.88	3356.09	3356.36	98192.0
2020-06-12 10:30:00	ES	Futures	3356.36	3361.03	3318.77	3318.77	146324.0
2020-06-12 11:00:00	ES	Futures	3318.77	3330.57	3294.62	3315.47	184908.0
2020-06-12 11:30:00	ES	Futures	3315.75	3347.31	3309.44	3346.76	119507.0
2020-06-12 12:00:00	ES	Futures	3346.76	3354.17	3331.66	3336.33	84427.0
2020-06-12 12:30:00	ES	Futures	3336.33	3337.7	3317.67	3331.12	74658.0
2020-06-12 13:00:00	ES	Futures	3331.12	3333.59	3305.05	3309.44	72698.0
2020-06-12 13:30:00	ES	Futures	3309.71	3313.83	3275.41	3276.23	134216.0
2020-06-12 14:00:00	ES	Futures	3276.51	3303.67	3273.21	3300.93	118006.0
2020-06-12 14:30:00	ES	Futures	3300.93	3318.77	3292.7	3311.91	108819.0
2020-06-12 15:00:00	ES	Futures	3312.18	3330.02	3300.66	3307.79	111064.0
2020-06-12 15:30:00	ES	Futures	3308.06	3344.84	3301.75	3335.78	185367.0
2020-06-12 16:00:00	ES	Futures	3335.78	3340.99	3326.72	3332.21	62807.0
2020-06-12 16:30:00	ES	Futures	3332.21	3336.6	3331.39	3332.21	6522.0
2020-06-12 00:00:00	NQ	Futures	11103.14	11129.42	11100.85	11115.42	2197.0
2020-06-12 00:30:00	NQ	Futures	11115.71	11120.28	11082.29	11107.14	1946.0
2020-06-12 01:00:00	NQ	Futures	11107.14	11113.99	11078.29	11101.14	1742.0
2020-06-12 01:30:00	NQ	Futures	11100.85	11119.13	11086.86	11115.99	1716.0
2020-06-12 02:00:00	NQ	Futures	11116.28	11126.27	11065.72	11083.14	3900.0
2020-06-12 02:30:00	NQ	Futures	11083.14	11103.42	11041.44	11041.44	4024.0
2020-06-12 03:00:00	NQ	Futures	11042.58	11133.42	11042.58	11105.71	6998.0
2020-06-12 03:30:00	NQ	Futures	11106.28	11120.56	11067.72	11098.85	5332.0
2020-06-12 04:00:00	NQ	Futures	11098.28	11150.55	11090.85	11143.13	4202.0
2020-06-12 04:30:00	NQ	Futures	11144.27	11170.83	11135.99	11159.69	4203.0
2020-06-12 05:00:00	NQ	Futures	11159.69	11173.69	11139.41	11159.98	3368.0
2020-06-12 05:30:00	NQ	Futures	11159.69	11184.54	11141.41	11182.83	3502.0
2020-06-12 06:00:00	NQ	Futures	11180.83	11192.54	11159.98	11163.41	3284.0
2020-06-12 06:30:00	NQ	Futures	11163.98	11165.98	11128.84	11150.55	3435.0
2020-06-12 07:00:00	NQ	Futures	11151.7	11170.83	11144.84	11165.98	3764.0
2020-06-12 07:30:00	NQ	Futures	11165.69	11175.69	11141.13	11141.41	3600.0

> showing 50 of 2,781 rows — these rows as CSV

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