PREVIEW / futures_30min / 2020-06-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-18.parquet
  size:    94 KB
  rows:    3,423

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
2020-06-18 00:00:00	ES	Futures	3447.26	3448.1	3443.35	3445.03	4337.0
2020-06-18 00:30:00	ES	Futures	3445.03	3456.2	3440.28	3452.85	8366.0
2020-06-18 01:00:00	ES	Futures	3453.13	3455.64	3444.19	3445.03	6475.0
2020-06-18 01:30:00	ES	Futures	3445.59	3449.5	3441.96	3449.22	6375.0
2020-06-18 02:00:00	ES	Futures	3448.94	3461.5	3444.47	3461.5	15122.0
2020-06-18 02:30:00	ES	Futures	3461.78	3472.39	3460.66	3462.9	16903.0
2020-06-18 03:00:00	ES	Futures	3463.18	3471.56	3457.59	3463.46	17901.0
2020-06-18 03:30:00	ES	Futures	3463.46	3466.53	3455.64	3465.13	12534.0
2020-06-18 04:00:00	ES	Futures	3465.13	3472.11	3458.99	3464.02	15248.0
2020-06-18 04:30:00	ES	Futures	3464.3	3483.28	3461.5	3478.26	29070.0
2020-06-18 05:00:00	ES	Futures	3478.26	3479.93	3470.72	3474.63	15995.0
2020-06-18 05:30:00	ES	Futures	3474.63	3484.96	3468.2	3471.56	25377.0
2020-06-18 06:00:00	ES	Futures	3471.56	3472.11	3460.39	3468.76	20070.0
2020-06-18 06:30:00	ES	Futures	3468.76	3470.44	3463.18	3465.97	7590.0
2020-06-18 07:00:00	ES	Futures	3465.97	3469.04	3450.61	3455.92	22766.0
2020-06-18 07:30:00	ES	Futures	3455.92	3457.59	3440.84	3441.96	18560.0
2020-06-18 08:00:00	ES	Futures	3442.23	3453.13	3433.02	3450.89	37234.0
2020-06-18 08:30:00	ES	Futures	3450.89	3456.2	3439.16	3448.94	42187.0
2020-06-18 09:00:00	ES	Futures	3448.94	3451.73	3440.84	3446.98	32050.0
2020-06-18 09:30:00	ES	Futures	3446.98	3464.3	3441.12	3455.08	130352.0
2020-06-18 10:00:00	ES	Futures	3455.08	3467.37	3455.08	3459.55	87742.0
2020-06-18 10:30:00	ES	Futures	3459.55	3472.67	3448.66	3471.56	143432.0
2020-06-18 11:00:00	ES	Futures	3471.28	3472.67	3464.3	3466.25	61664.0
2020-06-18 11:30:00	ES	Futures	3466.25	3469.88	3455.36	3457.03	63692.0
2020-06-18 12:00:00	ES	Futures	3456.76	3464.3	3451.45	3462.62	43639.0
2020-06-18 12:30:00	ES	Futures	3462.62	3463.74	3455.64	3462.34	32842.0
2020-06-18 13:00:00	ES	Futures	3462.34	3465.69	3459.55	3464.57	29619.0
2020-06-18 13:30:00	ES	Futures	3464.57	3469.04	3463.18	3467.37	22746.0
2020-06-18 14:00:00	ES	Futures	3467.65	3468.48	3454.24	3460.39	52531.0
2020-06-18 14:30:00	ES	Futures	3460.39	3466.81	3452.29	3452.85	53888.0
2020-06-18 15:00:00	ES	Futures	3452.57	3456.2	3447.54	3455.64	69477.0
2020-06-18 15:30:00	ES	Futures	3455.92	3469.32	3453.4	3465.97	116452.0
2020-06-18 16:00:00	ES	Futures	3465.97	3468.76	3459.27	3461.22	40804.0
2020-06-18 16:30:00	ES	Futures	3460.94	3466.53	3458.99	3461.78	8728.0
2020-06-18 18:00:00	ES	Futures	3458.99	3469.88	3458.99	3468.2	5453.0
2020-06-18 18:30:00	ES	Futures	3468.48	3471.28	3468.2	3470.44	2794.0
2020-06-18 19:00:00	ES	Futures	3470.72	3477.14	3470.44	3477.14	4498.0
2020-06-18 19:30:00	ES	Futures	3477.14	3481.61	3476.86	3479.65	6677.0
2020-06-18 20:00:00	ES	Futures	3479.65	3479.65	3464.85	3466.53	11068.0
2020-06-18 20:30:00	ES	Futures	3466.25	3467.93	3459.55	3465.13	8724.0
2020-06-18 21:00:00	ES	Futures	3464.85	3466.81	3456.76	3464.02	8599.0
2020-06-18 21:30:00	ES	Futures	3464.3	3470.16	3460.94	3462.34	8918.0
2020-06-18 22:00:00	ES	Futures	3462.34	3467.09	3460.39	3465.41	6188.0
2020-06-18 22:30:00	ES	Futures	3465.41	3471.0	3464.57	3469.88	4545.0
2020-06-18 23:00:00	ES	Futures	3469.88	3471.28	3464.3	3465.13	2835.0
2020-06-18 23:30:00	ES	Futures	3465.13	3469.32	3464.3	3468.76	2851.0
2020-06-18 00:00:00	NQ	Futures	11493.4	11499.47	11483.28	11491.96	1672.0
2020-06-18 00:30:00	NQ	Futures	11491.96	11524.92	11479.52	11520.01	3045.0
2020-06-18 01:00:00	NQ	Futures	11520.58	11529.55	11493.98	11499.18	2030.0
2020-06-18 01:30:00	NQ	Futures	11500.34	11508.15	11483.28	11503.23	2044.0

> showing 50 of 3,423 rows — these rows as CSV

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