PREVIEW / futures_30min / 2020-06-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-22.parquet
  size:    98 KB
  rows:    3,482

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
2020-06-22 00:00:00	ES	Futures	3439.72	3442.79	3437.21	3438.88	3998.0
2020-06-22 00:30:00	ES	Futures	3439.16	3441.12	3430.79	3432.46	4333.0
2020-06-22 01:00:00	ES	Futures	3432.18	3434.97	3424.36	3434.97	7699.0
2020-06-22 01:30:00	ES	Futures	3434.97	3435.25	3425.48	3427.71	6099.0
2020-06-22 02:00:00	ES	Futures	3427.71	3427.99	3420.45	3425.76	10846.0
2020-06-22 02:30:00	ES	Futures	3425.48	3437.49	3421.29	3435.53	10074.0
2020-06-22 03:00:00	ES	Futures	3435.53	3448.1	3426.04	3445.59	22515.0
2020-06-22 03:30:00	ES	Futures	3445.86	3449.77	3441.68	3445.31	15857.0
2020-06-22 04:00:00	ES	Futures	3445.03	3446.42	3440.0	3441.12	7880.0
2020-06-22 04:30:00	ES	Futures	3441.12	3454.24	3440.56	3452.29	13427.0
2020-06-22 05:00:00	ES	Futures	3452.29	3458.99	3451.73	3456.76	13044.0
2020-06-22 05:30:00	ES	Futures	3456.48	3456.76	3448.66	3449.77	12206.0
2020-06-22 06:00:00	ES	Futures	3449.77	3450.33	3443.07	3443.35	7717.0
2020-06-22 06:30:00	ES	Futures	3443.63	3447.26	3441.12	3443.63	8163.0
2020-06-22 07:00:00	ES	Futures	3443.35	3443.91	3433.3	3436.09	16232.0
2020-06-22 07:30:00	ES	Futures	3436.09	3444.47	3435.25	3443.91	17055.0
2020-06-22 08:00:00	ES	Futures	3443.91	3448.66	3443.07	3446.42	20266.0
2020-06-22 08:30:00	ES	Futures	3446.14	3446.98	3438.6	3441.96	16511.0
2020-06-22 09:00:00	ES	Futures	3441.96	3445.03	3434.7	3439.16	26148.0
2020-06-22 09:30:00	ES	Futures	3439.16	3446.42	3424.92	3444.75	151676.0
2020-06-22 10:00:00	ES	Futures	3444.47	3457.31	3442.23	3454.24	94359.0
2020-06-22 10:30:00	ES	Futures	3454.24	3455.08	3440.56	3440.84	81992.0
2020-06-22 11:00:00	ES	Futures	3440.84	3452.29	3437.21	3450.33	69270.0
2020-06-22 11:30:00	ES	Futures	3450.61	3455.36	3446.98	3451.17	47502.0
2020-06-22 12:00:00	ES	Futures	3450.89	3466.81	3450.89	3464.3	65935.0
2020-06-22 12:30:00	ES	Futures	3464.3	3470.44	3461.5	3467.09	46122.0
2020-06-22 13:00:00	ES	Futures	3467.09	3470.44	3463.74	3464.3	30040.0
2020-06-22 13:30:00	ES	Futures	3464.57	3468.76	3461.22	3466.53	32354.0
2020-06-22 14:00:00	ES	Futures	3466.53	3466.81	3458.15	3464.85	51416.0
2020-06-22 14:30:00	ES	Futures	3464.85	3473.23	3463.74	3472.39	41259.0
2020-06-22 15:00:00	ES	Futures	3472.11	3473.23	3453.4	3458.15	97646.0
2020-06-22 15:30:00	ES	Futures	3458.15	3471.0	3457.87	3469.32	121343.0
2020-06-22 16:00:00	ES	Futures	3469.32	3477.98	3467.65	3476.86	48087.0
2020-06-22 16:30:00	ES	Futures	3476.86	3478.54	3473.79	3473.79	9670.0
2020-06-22 18:00:00	ES	Futures	3475.74	3481.05	3474.07	3478.82	6665.0
2020-06-22 18:30:00	ES	Futures	3478.82	3484.4	3471.56	3483.28	7735.0
2020-06-22 19:00:00	ES	Futures	3483.28	3490.26	3482.45	3488.03	6738.0
2020-06-22 19:30:00	ES	Futures	3487.75	3490.82	3487.47	3487.47	5113.0
2020-06-22 20:00:00	ES	Futures	3487.47	3487.75	3483.0	3485.52	6775.0
2020-06-22 20:30:00	ES	Futures	3485.8	3486.63	3481.33	3485.24	6139.0
2020-06-22 21:00:00	ES	Futures	3484.96	3486.36	3417.94	3425.2	66869.0
2020-06-22 21:30:00	ES	Futures	3424.92	3474.63	3420.73	3474.07	68923.0
2020-06-22 22:00:00	ES	Futures	3474.35	3482.45	3461.5	3477.7	46279.0
2020-06-22 22:30:00	ES	Futures	3477.7	3485.8	3470.72	3476.02	14328.0
2020-06-22 23:00:00	ES	Futures	3476.02	3480.49	3472.39	3474.63	6639.0
2020-06-22 23:30:00	ES	Futures	3474.91	3476.3	3469.6	3474.07	5663.0
2020-06-22 00:00:00	NQ	Futures	11555.0	11564.54	11545.45	11551.53	1768.0
2020-06-22 00:30:00	NQ	Futures	11552.1	11558.47	11529.26	11532.73	2129.0
2020-06-22 01:00:00	NQ	Futures	11531.57	11542.27	11511.62	11541.98	3124.0
2020-06-22 01:30:00	NQ	Futures	11541.98	11543.72	11520.29	11526.08	1929.0

> showing 50 of 3,482 rows — these rows as CSV

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