PREVIEW / futures_30min / 2020-06-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-23.parquet
  size:    95 KB
  rows:    3,478

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
2020-06-23 00:00:00	ES	Futures	3474.07	3480.21	3471.83	3477.7	3932.0
2020-06-23 00:30:00	ES	Futures	3477.98	3480.21	3474.63	3475.19	3303.0
2020-06-23 01:00:00	ES	Futures	3475.19	3479.09	3473.23	3474.35	3352.0
2020-06-23 01:30:00	ES	Futures	3474.07	3477.98	3465.69	3466.53	5902.0
2020-06-23 02:00:00	ES	Futures	3466.25	3477.7	3463.46	3474.91	10753.0
2020-06-23 02:30:00	ES	Futures	3474.63	3482.73	3472.11	3480.77	7804.0
2020-06-23 03:00:00	ES	Futures	3481.05	3495.85	3474.63	3493.06	20438.0
2020-06-23 03:30:00	ES	Futures	3493.34	3500.04	3490.26	3499.76	14636.0
2020-06-23 04:00:00	ES	Futures	3499.76	3501.71	3493.62	3497.8	16743.0
2020-06-23 04:30:00	ES	Futures	3497.8	3499.2	3491.94	3492.78	11423.0
2020-06-23 05:00:00	ES	Futures	3492.78	3495.01	3490.82	3494.17	6876.0
2020-06-23 05:30:00	ES	Futures	3494.17	3501.43	3493.62	3498.08	10225.0
2020-06-23 06:00:00	ES	Futures	3498.08	3506.18	3496.41	3503.67	14429.0
2020-06-23 06:30:00	ES	Futures	3503.39	3504.79	3498.92	3501.99	9920.0
2020-06-23 07:00:00	ES	Futures	3501.99	3505.06	3497.25	3503.39	8526.0
2020-06-23 07:30:00	ES	Futures	3503.67	3505.62	3501.99	3504.23	10091.0
2020-06-23 08:00:00	ES	Futures	3503.95	3513.72	3502.83	3511.77	20022.0
2020-06-23 08:30:00	ES	Futures	3511.77	3512.6	3508.14	3508.97	16367.0
2020-06-23 09:00:00	ES	Futures	3509.25	3510.65	3499.76	3500.6	25883.0
2020-06-23 09:30:00	ES	Futures	3500.88	3504.79	3491.1	3495.29	128702.0
2020-06-23 10:00:00	ES	Futures	3495.29	3501.71	3487.47	3501.71	110832.0
2020-06-23 10:30:00	ES	Futures	3501.71	3502.55	3485.24	3493.06	93994.0
2020-06-23 11:00:00	ES	Futures	3492.78	3508.69	3488.31	3506.46	77964.0
2020-06-23 11:30:00	ES	Futures	3506.18	3507.02	3496.97	3504.51	52788.0
2020-06-23 12:00:00	ES	Futures	3504.79	3507.02	3500.04	3503.67	49244.0
2020-06-23 12:30:00	ES	Futures	3503.67	3505.34	3499.76	3502.83	33846.0
2020-06-23 13:00:00	ES	Futures	3502.55	3510.65	3502.55	3508.97	35221.0
2020-06-23 13:30:00	ES	Futures	3508.97	3512.88	3505.9	3508.97	56318.0
2020-06-23 14:00:00	ES	Futures	3508.69	3508.97	3499.76	3504.79	47056.0
2020-06-23 14:30:00	ES	Futures	3505.06	3507.86	3496.97	3499.2	47672.0
2020-06-23 15:00:00	ES	Futures	3499.48	3501.99	3491.38	3492.5	74730.0
2020-06-23 15:30:00	ES	Futures	3492.22	3496.41	3479.93	3484.68	176331.0
2020-06-23 16:00:00	ES	Futures	3484.96	3490.54	3480.77	3482.17	48098.0
2020-06-23 16:30:00	ES	Futures	3481.89	3481.89	3475.19	3476.86	9844.0
2020-06-23 18:00:00	ES	Futures	3477.42	3483.84	3474.91	3481.89	6898.0
2020-06-23 18:30:00	ES	Futures	3481.89	3482.73	3471.0	3472.67	5393.0
2020-06-23 19:00:00	ES	Futures	3472.67	3479.09	3470.16	3476.58	6088.0
2020-06-23 19:30:00	ES	Futures	3476.58	3481.05	3474.63	3475.46	4626.0
2020-06-23 20:00:00	ES	Futures	3475.19	3489.15	3474.35	3486.36	10191.0
2020-06-23 20:30:00	ES	Futures	3486.63	3490.54	3484.68	3487.19	5331.0
2020-06-23 21:00:00	ES	Futures	3487.47	3490.54	3482.45	3488.59	6975.0
2020-06-23 21:30:00	ES	Futures	3488.59	3490.54	3476.86	3477.98	10964.0
2020-06-23 22:00:00	ES	Futures	3477.7	3482.17	3472.39	3481.05	10193.0
2020-06-23 22:30:00	ES	Futures	3481.05	3484.4	3478.82	3479.93	4315.0
2020-06-23 23:00:00	ES	Futures	3480.21	3487.47	3479.65	3484.96	4634.0
2020-06-23 23:30:00	ES	Futures	3485.24	3485.52	3479.93	3484.12	5656.0
2020-06-23 00:00:00	NQ	Futures	11686.28	11705.95	11681.95	11701.03	1424.0
2020-06-23 00:30:00	NQ	Futures	11701.32	11705.95	11691.78	11694.67	1109.0
2020-06-23 01:00:00	NQ	Futures	11696.4	11706.81	11694.96	11696.98	1306.0
2020-06-23 01:30:00	NQ	Futures	11696.4	11706.24	11669.8	11676.45	2703.0

> showing 50 of 3,478 rows — these rows as CSV

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