PREVIEW / futures_30min / 2020-06-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-19.parquet
  size:    80 KB
  rows:    2,818

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
2020-06-19 00:00:00	ES	Futures	3468.76	3470.44	3466.53	3466.81	3033.0
2020-06-19 00:30:00	ES	Futures	3466.53	3469.32	3462.9	3464.3	2726.0
2020-06-19 01:00:00	ES	Futures	3464.57	3467.09	3463.18	3465.41	2314.0
2020-06-19 01:30:00	ES	Futures	3465.69	3470.16	3464.85	3469.88	3549.0
2020-06-19 02:00:00	ES	Futures	3469.88	3481.33	3469.88	3479.65	11986.0
2020-06-19 02:30:00	ES	Futures	3479.65	3489.99	3474.91	3480.21	19943.0
2020-06-19 03:00:00	ES	Futures	3480.21	3482.17	3474.35	3478.26	12044.0
2020-06-19 03:30:00	ES	Futures	3478.26	3486.91	3474.35	3485.24	10837.0
2020-06-19 04:00:00	ES	Futures	3484.96	3485.24	3475.46	3479.65	9649.0
2020-06-19 04:30:00	ES	Futures	3479.65	3484.68	3475.74	3484.12	14608.0
2020-06-19 05:00:00	ES	Futures	3484.12	3491.38	3481.61	3488.31	13697.0
2020-06-19 05:30:00	ES	Futures	3488.59	3496.13	3487.75	3490.82	16530.0
2020-06-19 06:00:00	ES	Futures	3490.82	3497.53	3488.03	3488.31	14816.0
2020-06-19 06:30:00	ES	Futures	3488.31	3489.43	3484.68	3489.43	11250.0
2020-06-19 07:00:00	ES	Futures	3489.15	3492.22	3485.8	3489.71	10589.0
2020-06-19 07:30:00	ES	Futures	3489.99	3497.25	3489.99	3496.97	11753.0
2020-06-19 08:00:00	ES	Futures	3496.69	3504.51	3494.45	3497.53	38420.0
2020-06-19 08:30:00	ES	Futures	3497.53	3504.51	3496.97	3502.55	28074.0
2020-06-19 09:00:00	ES	Futures	3502.55	3512.6	3498.92	3508.69	59232.0
2020-06-19 09:30:00	ES	Futures	3508.69	3511.77	3491.66	3495.01	158869.0
2020-06-19 10:00:00	ES	Futures	3494.73	3499.48	3491.94	3495.85	83952.0
2020-06-19 10:30:00	ES	Futures	3496.13	3496.41	3485.24	3487.47	94540.0
2020-06-19 11:00:00	ES	Futures	3487.19	3495.01	3479.65	3487.19	83718.0
2020-06-19 11:30:00	ES	Futures	3486.91	3488.03	3479.37	3480.49	54119.0
2020-06-19 12:00:00	ES	Futures	3480.77	3481.61	3438.6	3452.85	175774.0
2020-06-19 12:30:00	ES	Futures	3452.85	3468.2	3445.59	3466.53	98546.0
2020-06-19 13:00:00	ES	Futures	3466.25	3467.09	3446.42	3449.5	73546.0
2020-06-19 13:30:00	ES	Futures	3449.22	3455.36	3438.33	3438.33	82991.0
2020-06-19 14:00:00	ES	Futures	3438.33	3447.54	3430.79	3434.97	114099.0
2020-06-19 14:30:00	ES	Futures	3434.7	3457.59	3430.23	3455.08	88054.0
2020-06-19 15:00:00	ES	Futures	3455.36	3467.93	3447.26	3460.94	86052.0
2020-06-19 15:30:00	ES	Futures	3460.66	3465.13	3444.75	3445.31	195939.0
2020-06-19 16:00:00	ES	Futures	3445.03	3446.42	3415.15	3418.5	102665.0
2020-06-19 16:30:00	ES	Futures	3422.41	3427.16	3414.31	3415.43	25112.0
2020-06-19 00:00:00	NQ	Futures	11577.26	11589.99	11576.68	11583.62	1991.0
2020-06-19 00:30:00	NQ	Futures	11582.76	11586.52	11570.9	11574.66	1164.0
2020-06-19 01:00:00	NQ	Futures	11574.95	11583.91	11571.48	11581.31	1347.0
2020-06-19 01:30:00	NQ	Futures	11581.6	11594.9	11577.84	11594.9	1957.0
2020-06-19 02:00:00	NQ	Futures	11594.61	11637.12	11592.01	11630.76	5085.0
2020-06-19 02:30:00	NQ	Futures	11629.89	11656.21	11621.22	11630.47	4400.0
2020-06-19 03:00:00	NQ	Futures	11630.76	11635.39	11614.57	11630.18	3494.0
2020-06-19 03:30:00	NQ	Futures	11629.6	11649.56	11620.35	11643.48	2920.0
2020-06-19 04:00:00	NQ	Futures	11643.2	11643.48	11615.15	11625.56	3130.0
2020-06-19 04:30:00	NQ	Futures	11625.84	11637.12	11614.86	11634.23	3043.0
2020-06-19 05:00:00	NQ	Futures	11635.39	11647.82	11627.58	11636.54	2973.0
2020-06-19 05:30:00	NQ	Futures	11637.7	11653.03	11632.78	11637.12	3760.0
2020-06-19 06:00:00	NQ	Futures	11636.83	11654.76	11633.07	11638.28	3092.0
2020-06-19 06:30:00	NQ	Futures	11638.86	11645.22	11629.03	11645.22	2223.0
2020-06-19 07:00:00	NQ	Futures	11644.64	11646.95	11633.65	11640.88	2596.0
2020-06-19 07:30:00	NQ	Futures	11641.46	11658.52	11640.59	11657.94	3162.0

> showing 50 of 2,818 rows — these rows as CSV

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