PREVIEW / futures_30min / 2020-06-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-15.parquet
  size:    104 KB
  rows:    3,460

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
2020-06-15 00:00:00	ES	Futures	3335.56	3335.56	3329.42	3329.98	3164.0
2020-06-15 00:30:00	ES	Futures	3329.98	3332.49	3318.53	3319.65	8541.0
2020-06-15 01:00:00	ES	Futures	3319.65	3320.48	3304.29	3306.24	19394.0
2020-06-15 01:30:00	ES	Futures	3306.24	3308.76	3277.76	3279.72	24478.0
2020-06-15 02:00:00	ES	Futures	3279.99	3289.49	3265.75	3276.64	33932.0
2020-06-15 02:30:00	ES	Futures	3276.64	3287.53	3267.15	3281.95	21162.0
2020-06-15 03:00:00	ES	Futures	3281.95	3292.84	3271.62	3286.14	39213.0
2020-06-15 03:30:00	ES	Futures	3285.86	3294.79	3278.04	3292.56	17658.0
2020-06-15 04:00:00	ES	Futures	3292.84	3304.57	3288.09	3300.94	22939.0
2020-06-15 04:30:00	ES	Futures	3300.94	3319.09	3299.82	3318.25	21816.0
2020-06-15 05:00:00	ES	Futures	3318.25	3320.21	3306.24	3317.69	15312.0
2020-06-15 05:30:00	ES	Futures	3317.41	3327.47	3309.87	3324.95	14658.0
2020-06-15 06:00:00	ES	Futures	3324.95	3330.54	3315.74	3316.85	16905.0
2020-06-15 06:30:00	ES	Futures	3316.85	3319.65	3302.33	3303.17	17960.0
2020-06-15 07:00:00	ES	Futures	3303.17	3317.41	3300.66	3310.99	14536.0
2020-06-15 07:30:00	ES	Futures	3310.99	3326.91	3307.36	3315.74	18350.0
2020-06-15 08:00:00	ES	Futures	3316.02	3318.81	3305.96	3309.87	26240.0
2020-06-15 08:30:00	ES	Futures	3309.87	3318.81	3308.48	3313.22	28610.0
2020-06-15 09:00:00	ES	Futures	3313.5	3317.13	3306.24	3312.95	38100.0
2020-06-15 09:30:00	ES	Futures	3312.95	3335.56	3297.87	3333.61	213528.0
2020-06-15 10:00:00	ES	Futures	3333.61	3349.25	3327.47	3334.17	137111.0
2020-06-15 10:30:00	ES	Futures	3334.17	3353.99	3326.07	3344.78	125368.0
2020-06-15 11:00:00	ES	Futures	3344.5	3363.77	3342.54	3353.99	106089.0
2020-06-15 11:30:00	ES	Futures	3354.27	3359.86	3345.9	3355.39	96054.0
2020-06-15 12:00:00	ES	Futures	3355.39	3376.33	3352.6	3374.1	80063.0
2020-06-15 12:30:00	ES	Futures	3373.82	3383.59	3368.51	3383.04	52893.0
2020-06-15 13:00:00	ES	Futures	3383.04	3393.93	3379.96	3384.15	57804.0
2020-06-15 13:30:00	ES	Futures	3384.43	3388.34	3377.17	3379.96	54601.0
2020-06-15 14:00:00	ES	Futures	3379.68	3426.32	3379.68	3422.69	188911.0
2020-06-15 14:30:00	ES	Futures	3422.97	3427.16	3407.33	3410.12	107557.0
2020-06-15 15:00:00	ES	Futures	3409.84	3421.85	3400.07	3400.35	77619.0
2020-06-15 15:30:00	ES	Futures	3400.07	3414.87	3385.55	3413.19	179378.0
2020-06-15 16:00:00	ES	Futures	3413.19	3421.29	3410.4	3420.73	55559.0
2020-06-15 16:30:00	ES	Futures	3418.5	3425.48	3418.5	3424.08	7516.0
2020-06-15 18:00:00	ES	Futures	3423.8	3434.97	3421.29	3427.43	12032.0
2020-06-15 18:30:00	ES	Futures	3427.71	3430.51	3419.06	3428.27	6055.0
2020-06-15 19:00:00	ES	Futures	3427.99	3433.02	3418.22	3432.18	7216.0
2020-06-15 19:30:00	ES	Futures	3432.18	3448.66	3430.79	3448.1	14005.0
2020-06-15 20:00:00	ES	Futures	3447.82	3452.01	3440.84	3443.63	13932.0
2020-06-15 20:30:00	ES	Futures	3443.63	3450.05	3439.72	3445.03	8320.0
2020-06-15 21:00:00	ES	Futures	3445.31	3455.92	3442.79	3444.19	11060.0
2020-06-15 21:30:00	ES	Futures	3444.19	3449.77	3443.35	3446.7	7034.0
2020-06-15 22:00:00	ES	Futures	3446.7	3457.87	3445.86	3453.4	8617.0
2020-06-15 22:30:00	ES	Futures	3453.4	3477.7	3453.4	3474.35	19566.0
2020-06-15 23:00:00	ES	Futures	3474.35	3475.46	3469.32	3471.56	6343.0
2020-06-15 23:30:00	ES	Futures	3471.56	3475.74	3469.6	3469.88	6090.0
2020-06-15 00:00:00	NQ	Futures	11058.48	11061.66	11042.57	11042.57	440.0
2020-06-15 00:30:00	NQ	Futures	11044.31	11055.3	11011.92	11018.28	1063.0
2020-06-15 01:00:00	NQ	Futures	11017.12	11020.88	10961.31	10963.92	3644.0
2020-06-15 01:30:00	NQ	Futures	10965.36	10974.61	10876.87	10882.66	3808.0

> showing 50 of 3,460 rows — these rows as CSV

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