PREVIEW / futures_30min / 2020-06-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-17.parquet
  size:    97 KB
  rows:    3,469

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
2020-06-17 00:00:00	ES	Futures	3472.67	3485.24	3471.28	3484.12	6876.0
2020-06-17 00:30:00	ES	Futures	3484.12	3485.8	3479.37	3481.05	4376.0
2020-06-17 01:00:00	ES	Futures	3481.05	3484.4	3470.44	3474.07	7746.0
2020-06-17 01:30:00	ES	Futures	3474.35	3479.09	3469.6	3477.14	5910.0
2020-06-17 02:00:00	ES	Futures	3477.14	3496.69	3474.07	3489.71	13754.0
2020-06-17 02:30:00	ES	Futures	3489.99	3491.1	3482.45	3483.0	10564.0
2020-06-17 03:00:00	ES	Futures	3483.0	3506.18	3480.21	3504.23	24370.0
2020-06-17 03:30:00	ES	Futures	3504.23	3509.25	3501.16	3502.55	15224.0
2020-06-17 04:00:00	ES	Futures	3502.83	3515.12	3499.48	3510.65	16208.0
2020-06-17 04:30:00	ES	Futures	3510.93	3514.56	3504.79	3508.69	10210.0
2020-06-17 05:00:00	ES	Futures	3508.69	3509.81	3492.22	3496.69	14631.0
2020-06-17 05:30:00	ES	Futures	3496.69	3498.64	3481.89	3488.31	24936.0
2020-06-17 06:00:00	ES	Futures	3488.59	3501.99	3486.36	3500.6	18114.0
2020-06-17 06:30:00	ES	Futures	3500.88	3502.83	3497.25	3502.55	18525.0
2020-06-17 07:00:00	ES	Futures	3502.55	3506.74	3499.76	3503.11	18883.0
2020-06-17 07:30:00	ES	Futures	3503.11	3505.9	3493.06	3497.53	23426.0
2020-06-17 08:00:00	ES	Futures	3497.25	3504.79	3492.5	3500.04	24209.0
2020-06-17 08:30:00	ES	Futures	3500.32	3501.99	3490.54	3493.34	19057.0
2020-06-17 09:00:00	ES	Futures	3493.34	3497.53	3489.43	3493.06	19234.0
2020-06-17 09:30:00	ES	Futures	3493.06	3494.45	3469.88	3476.86	155564.0
2020-06-17 10:00:00	ES	Futures	3476.86	3486.36	3462.62	3465.97	152852.0
2020-06-17 10:30:00	ES	Futures	3465.69	3485.24	3460.66	3478.82	106838.0
2020-06-17 11:00:00	ES	Futures	3478.82	3482.45	3468.48	3473.51	77280.0
2020-06-17 11:30:00	ES	Futures	3473.51	3482.73	3471.28	3481.89	49781.0
2020-06-17 12:00:00	ES	Futures	3481.89	3483.0	3474.63	3479.93	33946.0
2020-06-17 12:30:00	ES	Futures	3479.65	3489.99	3479.09	3487.19	36880.0
2020-06-17 13:00:00	ES	Futures	3487.19	3493.62	3486.63	3492.22	35407.0
2020-06-17 13:30:00	ES	Futures	3492.22	3496.41	3488.59	3488.59	36971.0
2020-06-17 14:00:00	ES	Futures	3488.59	3493.62	3484.4	3488.87	48621.0
2020-06-17 14:30:00	ES	Futures	3488.59	3493.89	3480.77	3481.33	46880.0
2020-06-17 15:00:00	ES	Futures	3481.61	3481.61	3463.46	3467.65	92252.0
2020-06-17 15:30:00	ES	Futures	3467.65	3472.95	3456.48	3464.85	156481.0
2020-06-17 16:00:00	ES	Futures	3464.57	3472.11	3463.74	3470.16	51249.0
2020-06-17 16:30:00	ES	Futures	3471.0	3474.91	3467.65	3469.88	11043.0
2020-06-17 18:00:00	ES	Futures	3467.09	3468.2	3459.55	3463.74	8320.0
2020-06-17 18:30:00	ES	Futures	3463.74	3473.23	3463.18	3465.97	5011.0
2020-06-17 19:00:00	ES	Futures	3466.25	3470.72	3452.85	3455.64	8549.0
2020-06-17 19:30:00	ES	Futures	3455.36	3457.59	3450.89	3452.29	7914.0
2020-06-17 20:00:00	ES	Futures	3452.57	3456.76	3439.16	3445.03	17989.0
2020-06-17 20:30:00	ES	Futures	3445.31	3450.33	3440.56	3446.98	7516.0
2020-06-17 21:00:00	ES	Futures	3446.7	3452.29	3433.86	3439.44	11757.0
2020-06-17 21:30:00	ES	Futures	3439.16	3439.44	3422.97	3433.58	21074.0
2020-06-17 22:00:00	ES	Futures	3433.3	3433.86	3425.2	3429.95	11093.0
2020-06-17 22:30:00	ES	Futures	3430.23	3435.53	3423.53	3432.74	8423.0
2020-06-17 23:00:00	ES	Futures	3432.74	3446.7	3431.34	3445.31	10845.0
2020-06-17 23:30:00	ES	Futures	3445.31	3450.33	3442.51	3447.26	7754.0
2020-06-17 00:00:00	NQ	Futures	11508.15	11539.96	11505.26	11535.33	1423.0
2020-06-17 00:30:00	NQ	Futures	11536.78	11540.83	11520.87	11524.34	1082.0
2020-06-17 01:00:00	NQ	Futures	11524.05	11537.36	11496.87	11510.17	1954.0
2020-06-17 01:30:00	NQ	Futures	11509.59	11526.37	11497.74	11521.16	1911.0

> showing 50 of 3,469 rows — these rows as CSV

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