PREVIEW / futures_30min / 2020-06-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-24.parquet
  size:    100 KB
  rows:    3,449

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
2020-06-24 00:00:00	ES	Futures	3484.12	3492.78	3482.73	3491.66	4750.0
2020-06-24 00:30:00	ES	Futures	3491.66	3494.45	3489.15	3489.71	4448.0
2020-06-24 01:00:00	ES	Futures	3489.99	3489.99	3485.24	3486.08	4406.0
2020-06-24 01:30:00	ES	Futures	3486.08	3491.66	3483.84	3483.84	4388.0
2020-06-24 02:00:00	ES	Futures	3483.84	3484.96	3477.98	3482.45	7707.0
2020-06-24 02:30:00	ES	Futures	3482.45	3487.75	3481.05	3485.52	4728.0
2020-06-24 03:00:00	ES	Futures	3485.52	3490.26	3481.89	3482.73	12167.0
2020-06-24 03:30:00	ES	Futures	3483.0	3486.91	3464.85	3469.04	24699.0
2020-06-24 04:00:00	ES	Futures	3469.04	3470.44	3447.26	3455.36	32953.0
2020-06-24 04:30:00	ES	Futures	3455.08	3461.5	3452.85	3459.83	12497.0
2020-06-24 05:00:00	ES	Futures	3459.83	3463.74	3441.4	3447.54	30490.0
2020-06-24 05:30:00	ES	Futures	3447.54	3452.57	3445.86	3450.61	15281.0
2020-06-24 06:00:00	ES	Futures	3450.61	3455.92	3447.54	3451.45	15011.0
2020-06-24 06:30:00	ES	Futures	3451.45	3457.87	3451.17	3457.03	16094.0
2020-06-24 07:00:00	ES	Futures	3457.31	3462.34	3457.03	3458.15	11913.0
2020-06-24 07:30:00	ES	Futures	3458.43	3461.22	3454.8	3457.59	8693.0
2020-06-24 08:00:00	ES	Futures	3457.59	3464.85	3456.2	3463.46	19116.0
2020-06-24 08:30:00	ES	Futures	3463.18	3468.2	3457.31	3466.81	19459.0
2020-06-24 09:00:00	ES	Futures	3466.81	3469.04	3452.85	3459.55	41020.0
2020-06-24 09:30:00	ES	Futures	3459.83	3467.65	3435.25	3436.37	187555.0
2020-06-24 10:00:00	ES	Futures	3436.65	3443.35	3427.99	3442.23	165522.0
2020-06-24 10:30:00	ES	Futures	3441.96	3442.23	3418.5	3422.13	182559.0
2020-06-24 11:00:00	ES	Futures	3421.85	3426.04	3397.84	3405.37	217677.0
2020-06-24 11:30:00	ES	Futures	3405.37	3406.77	3372.98	3387.78	209636.0
2020-06-24 12:00:00	ES	Futures	3387.78	3400.07	3383.87	3395.04	113221.0
2020-06-24 12:30:00	ES	Futures	3395.32	3409.0	3390.02	3407.89	81367.0
2020-06-24 13:00:00	ES	Futures	3407.89	3410.96	3392.25	3393.09	85420.0
2020-06-24 13:30:00	ES	Futures	3392.81	3393.09	3383.04	3392.25	89289.0
2020-06-24 14:00:00	ES	Futures	3392.53	3401.47	3380.24	3399.79	109264.0
2020-06-24 14:30:00	ES	Futures	3400.07	3403.42	3388.62	3390.85	95308.0
2020-06-24 15:00:00	ES	Futures	3390.57	3413.19	3390.57	3401.19	127902.0
2020-06-24 15:30:00	ES	Futures	3401.19	3412.64	3390.02	3395.88	229395.0
2020-06-24 16:00:00	ES	Futures	3395.6	3407.61	3395.6	3407.33	69240.0
2020-06-24 16:30:00	ES	Futures	3404.82	3407.05	3400.91	3406.77	10456.0
2020-06-24 18:00:00	ES	Futures	3403.14	3409.28	3397.56	3404.26	10876.0
2020-06-24 18:30:00	ES	Futures	3404.26	3405.65	3396.16	3398.11	4779.0
2020-06-24 19:00:00	ES	Futures	3398.39	3398.95	3392.25	3395.6	6336.0
2020-06-24 19:30:00	ES	Futures	3395.6	3398.95	3392.25	3392.53	7962.0
2020-06-24 20:00:00	ES	Futures	3392.53	3410.4	3388.9	3407.89	15987.0
2020-06-24 20:30:00	ES	Futures	3407.89	3412.36	3403.98	3409.28	8301.0
2020-06-24 21:00:00	ES	Futures	3409.28	3414.03	3393.93	3396.16	9990.0
2020-06-24 21:30:00	ES	Futures	3396.16	3396.44	3381.36	3382.48	16510.0
2020-06-24 22:00:00	ES	Futures	3382.76	3386.11	3373.54	3384.43	15785.0
2020-06-24 22:30:00	ES	Futures	3384.71	3390.85	3381.64	3389.18	7987.0
2020-06-24 23:00:00	ES	Futures	3389.74	3392.53	3384.43	3386.67	6560.0
2020-06-24 23:30:00	ES	Futures	3386.39	3391.69	3379.13	3390.57	7743.0
2020-06-24 00:00:00	NQ	Futures	11815.84	11845.33	11810.34	11841.86	2413.0
2020-06-24 00:30:00	NQ	Futures	11841.28	11847.07	11832.61	11835.21	2148.0
2020-06-24 01:00:00	NQ	Futures	11835.79	11836.08	11820.17	11823.93	1987.0
2020-06-24 01:30:00	NQ	Futures	11823.35	11839.84	11822.49	11823.64	1850.0

> showing 50 of 3,449 rows — these rows as CSV

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