PREVIEW / futures_30min / 2020-06-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-16.parquet
  size:    98 KB
  rows:    3,479

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
2020-06-16 00:00:00	ES	Futures	3469.88	3471.56	3465.41	3469.32	5205.0
2020-06-16 00:30:00	ES	Futures	3469.32	3469.6	3462.62	3466.25	4751.0
2020-06-16 01:00:00	ES	Futures	3466.53	3476.86	3466.25	3474.07	8244.0
2020-06-16 01:30:00	ES	Futures	3474.35	3475.19	3465.41	3465.69	6978.0
2020-06-16 02:00:00	ES	Futures	3465.97	3465.97	3453.96	3461.5	18516.0
2020-06-16 02:30:00	ES	Futures	3461.5	3465.13	3446.42	3451.45	20512.0
2020-06-16 03:00:00	ES	Futures	3451.73	3456.76	3442.51	3454.52	27997.0
2020-06-16 03:30:00	ES	Futures	3454.8	3463.46	3445.59	3448.1	19120.0
2020-06-16 04:00:00	ES	Futures	3448.1	3455.08	3440.28	3452.01	24107.0
2020-06-16 04:30:00	ES	Futures	3452.01	3460.39	3450.05	3458.43	16278.0
2020-06-16 05:00:00	ES	Futures	3458.71	3462.34	3455.08	3458.71	13144.0
2020-06-16 05:30:00	ES	Futures	3458.71	3461.22	3453.4	3458.99	16463.0
2020-06-16 06:00:00	ES	Futures	3458.99	3469.04	3455.36	3469.04	18972.0
2020-06-16 06:30:00	ES	Futures	3468.76	3470.72	3463.18	3465.41	15454.0
2020-06-16 07:00:00	ES	Futures	3465.41	3466.53	3458.15	3462.62	15101.0
2020-06-16 07:30:00	ES	Futures	3462.62	3469.88	3459.27	3469.32	15743.0
2020-06-16 08:00:00	ES	Futures	3469.04	3489.43	3468.48	3486.63	35740.0
2020-06-16 08:30:00	ES	Futures	3486.36	3525.45	3486.36	3517.07	97457.0
2020-06-16 09:00:00	ES	Futures	3516.79	3519.31	3507.02	3508.14	53133.0
2020-06-16 09:30:00	ES	Futures	3508.42	3508.97	3489.15	3497.53	170493.0
2020-06-16 10:00:00	ES	Futures	3497.8	3508.97	3493.89	3507.3	133058.0
2020-06-16 10:30:00	ES	Futures	3507.58	3510.37	3436.37	3441.12	246618.0
2020-06-16 11:00:00	ES	Futures	3440.56	3479.09	3421.29	3475.46	239462.0
2020-06-16 11:30:00	ES	Futures	3475.74	3487.75	3466.25	3472.39	111024.0
2020-06-16 12:00:00	ES	Futures	3472.39	3478.26	3460.11	3476.58	86111.0
2020-06-16 12:30:00	ES	Futures	3476.3	3493.62	3475.74	3486.08	75105.0
2020-06-16 13:00:00	ES	Futures	3486.36	3493.34	3483.0	3488.59	59344.0
2020-06-16 13:30:00	ES	Futures	3488.31	3490.82	3471.0	3477.7	55002.0
2020-06-16 14:00:00	ES	Futures	3477.7	3496.13	3471.28	3484.68	102458.0
2020-06-16 14:30:00	ES	Futures	3484.96	3494.45	3477.7	3481.89	73759.0
2020-06-16 15:00:00	ES	Futures	3481.89	3484.68	3453.68	3470.44	100754.0
2020-06-16 15:30:00	ES	Futures	3470.44	3481.33	3460.39	3480.21	203741.0
2020-06-16 16:00:00	ES	Futures	3480.21	3484.68	3474.91	3481.05	65654.0
2020-06-16 16:30:00	ES	Futures	3481.05	3481.89	3478.82	3480.49	6530.0
2020-06-16 18:00:00	ES	Futures	3475.74	3477.7	3462.06	3473.23	11175.0
2020-06-16 18:30:00	ES	Futures	3473.79	3479.65	3471.0	3478.54	4392.0
2020-06-16 19:00:00	ES	Futures	3478.54	3487.75	3478.26	3485.24	5998.0
2020-06-16 19:30:00	ES	Futures	3485.24	3492.5	3483.84	3490.54	5620.0
2020-06-16 20:00:00	ES	Futures	3490.26	3490.82	3469.88	3473.79	14605.0
2020-06-16 20:30:00	ES	Futures	3474.35	3486.08	3471.83	3484.12	10389.0
2020-06-16 21:00:00	ES	Futures	3484.4	3489.71	3472.11	3472.67	9452.0
2020-06-16 21:30:00	ES	Futures	3472.67	3483.28	3466.81	3474.63	10834.0
2020-06-16 22:00:00	ES	Futures	3474.91	3479.65	3467.09	3469.32	9760.0
2020-06-16 22:30:00	ES	Futures	3469.6	3469.6	3458.71	3467.65	11982.0
2020-06-16 23:00:00	ES	Futures	3467.93	3473.51	3464.3	3471.83	5848.0
2020-06-16 23:30:00	ES	Futures	3472.11	3475.19	3469.04	3472.67	4559.0
2020-06-16 00:00:00	NQ	Futures	11472.0	11474.6	11456.1	11467.66	1273.0
2020-06-16 00:30:00	NQ	Futures	11467.37	11467.37	11443.37	11452.05	1313.0
2020-06-16 01:00:00	NQ	Futures	11452.92	11485.01	11452.92	11478.94	1468.0
2020-06-16 01:30:00	NQ	Futures	11476.63	11478.07	11453.21	11455.23	822.0

> showing 50 of 3,479 rows — these rows as CSV

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