PREVIEW / futures_30min / 2020-06-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-25.parquet
  size:    93 KB
  rows:    3,403

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
2020-06-25 00:00:00	ES	Futures	3390.57	3394.76	3387.5	3388.06	4550.0
2020-06-25 00:30:00	ES	Futures	3388.06	3388.62	3381.92	3387.5	4871.0
2020-06-25 01:00:00	ES	Futures	3387.5	3391.97	3384.99	3391.69	4012.0
2020-06-25 01:30:00	ES	Futures	3391.41	3397.28	3388.9	3392.25	6480.0
2020-06-25 02:00:00	ES	Futures	3392.25	3398.39	3384.43	3385.27	11393.0
2020-06-25 02:30:00	ES	Futures	3385.55	3392.25	3379.68	3383.04	8680.0
2020-06-25 03:00:00	ES	Futures	3383.04	3385.55	3356.51	3366.84	36664.0
2020-06-25 03:30:00	ES	Futures	3367.12	3372.14	3359.3	3365.72	20030.0
2020-06-25 04:00:00	ES	Futures	3366.0	3397.84	3365.44	3390.57	33688.0
2020-06-25 04:30:00	ES	Futures	3390.85	3403.98	3389.46	3398.67	17538.0
2020-06-25 05:00:00	ES	Futures	3398.95	3406.49	3395.6	3406.49	18327.0
2020-06-25 05:30:00	ES	Futures	3406.49	3409.28	3391.97	3395.32	22932.0
2020-06-25 06:00:00	ES	Futures	3395.32	3400.07	3390.57	3395.6	12986.0
2020-06-25 06:30:00	ES	Futures	3395.6	3400.35	3391.13	3399.79	14229.0
2020-06-25 07:00:00	ES	Futures	3399.51	3399.79	3386.39	3388.06	12442.0
2020-06-25 07:30:00	ES	Futures	3388.06	3389.46	3375.22	3376.61	23440.0
2020-06-25 08:00:00	ES	Futures	3376.89	3383.59	3375.77	3379.68	17100.0
2020-06-25 08:30:00	ES	Futures	3379.68	3391.69	3371.59	3382.48	55977.0
2020-06-25 09:00:00	ES	Futures	3382.2	3395.6	3380.24	3388.62	31173.0
2020-06-25 09:30:00	ES	Futures	3388.9	3392.53	3363.77	3383.04	198341.0
2020-06-25 10:00:00	ES	Futures	3382.76	3405.37	3381.36	3403.14	180455.0
2020-06-25 10:30:00	ES	Futures	3403.14	3405.1	3388.34	3394.2	124919.0
2020-06-25 11:00:00	ES	Futures	3393.93	3398.67	3379.13	3393.37	111060.0
2020-06-25 11:30:00	ES	Futures	3393.09	3395.88	3377.73	3392.81	103775.0
2020-06-25 12:00:00	ES	Futures	3393.09	3407.05	3392.81	3400.63	73017.0
2020-06-25 12:30:00	ES	Futures	3400.91	3408.73	3397.56	3402.02	71069.0
2020-06-25 13:00:00	ES	Futures	3402.02	3404.26	3395.88	3400.35	46542.0
2020-06-25 13:30:00	ES	Futures	3400.35	3406.21	3395.32	3400.91	44236.0
2020-06-25 14:00:00	ES	Futures	3401.19	3404.26	3392.81	3396.72	50968.0
2020-06-25 14:30:00	ES	Futures	3396.72	3400.35	3389.18	3397.56	58531.0
2020-06-25 15:00:00	ES	Futures	3397.56	3428.55	3394.76	3425.2	129245.0
2020-06-25 15:30:00	ES	Futures	3424.92	3435.81	3419.06	3431.9	183453.0
2020-06-25 16:00:00	ES	Futures	3431.62	3439.72	3428.55	3429.11	64194.0
2020-06-25 16:30:00	ES	Futures	3431.07	3433.58	3422.97	3433.02	18049.0
2020-06-25 18:00:00	ES	Futures	3430.51	3433.58	3427.43	3433.02	5406.0
2020-06-25 18:30:00	ES	Futures	3433.02	3433.58	3427.99	3432.74	2821.0
2020-06-25 19:00:00	ES	Futures	3432.46	3439.16	3429.67	3437.49	4997.0
2020-06-25 19:30:00	ES	Futures	3437.77	3440.28	3431.62	3432.46	5894.0
2020-06-25 20:00:00	ES	Futures	3432.46	3433.3	3423.53	3427.99	11087.0
2020-06-25 20:30:00	ES	Futures	3427.99	3433.3	3421.85	3432.74	7588.0
2020-06-25 21:00:00	ES	Futures	3433.02	3436.09	3430.51	3432.46	6142.0
2020-06-25 21:30:00	ES	Futures	3432.46	3435.81	3428.55	3433.86	5683.0
2020-06-25 22:00:00	ES	Futures	3434.14	3435.25	3425.2	3426.88	5259.0
2020-06-25 22:30:00	ES	Futures	3426.88	3430.79	3426.32	3426.88	2907.0
2020-06-25 23:00:00	ES	Futures	3426.88	3430.23	3424.36	3428.55	4045.0
2020-06-25 23:30:00	ES	Futures	3428.83	3433.02	3427.71	3431.34	3564.0
2020-06-25 00:00:00	NQ	Futures	11550.95	11562.51	11546.03	11549.21	1200.0
2020-06-25 00:30:00	NQ	Futures	11548.92	11556.44	11533.31	11552.68	1750.0
2020-06-25 01:00:00	NQ	Futures	11552.97	11566.27	11544.87	11564.83	1451.0
2020-06-25 01:30:00	NQ	Futures	11565.12	11580.73	11549.21	11559.33	2285.0

> showing 50 of 3,403 rows — these rows as CSV

> unlock the full archive -- $79 one-time