PREVIEW / futures_30min / 2020-06-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-26.parquet
  size:    79 KB
  rows:    2,762

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
2020-06-26 00:00:00	ES	Futures	3431.62	3442.51	3430.79	3440.56	6337.0
2020-06-26 00:30:00	ES	Futures	3440.84	3441.4	3433.3	3435.53	4681.0
2020-06-26 01:00:00	ES	Futures	3435.81	3439.44	3433.02	3434.7	4157.0
2020-06-26 01:30:00	ES	Futures	3434.97	3437.21	3429.67	3431.07	5795.0
2020-06-26 02:00:00	ES	Futures	3431.07	3431.34	3419.34	3421.01	12049.0
2020-06-26 02:30:00	ES	Futures	3420.73	3426.04	3419.62	3422.69	6298.0
2020-06-26 03:00:00	ES	Futures	3422.41	3426.6	3412.36	3417.1	15580.0
2020-06-26 03:30:00	ES	Futures	3417.1	3423.53	3414.31	3419.62	10294.0
2020-06-26 04:00:00	ES	Futures	3419.9	3420.73	3405.37	3409.28	15576.0
2020-06-26 04:30:00	ES	Futures	3409.28	3419.62	3408.45	3417.1	10030.0
2020-06-26 05:00:00	ES	Futures	3417.38	3422.97	3415.71	3420.45	13934.0
2020-06-26 05:30:00	ES	Futures	3420.73	3428.55	3419.62	3427.43	13471.0
2020-06-26 06:00:00	ES	Futures	3427.43	3436.93	3426.88	3433.86	18030.0
2020-06-26 06:30:00	ES	Futures	3433.58	3435.81	3431.9	3434.7	8583.0
2020-06-26 07:00:00	ES	Futures	3434.7	3441.4	3430.79	3431.07	12549.0
2020-06-26 07:30:00	ES	Futures	3431.34	3432.74	3427.16	3427.71	12145.0
2020-06-26 08:00:00	ES	Futures	3427.71	3428.55	3421.01	3425.48	14385.0
2020-06-26 08:30:00	ES	Futures	3425.48	3428.27	3415.15	3418.22	22862.0
2020-06-26 09:00:00	ES	Futures	3418.22	3421.29	3416.54	3419.06	17223.0
2020-06-26 09:30:00	ES	Futures	3419.06	3421.57	3400.35	3408.17	177149.0
2020-06-26 10:00:00	ES	Futures	3408.17	3408.73	3372.7	3381.36	183417.0
2020-06-26 10:30:00	ES	Futures	3381.64	3384.43	3357.07	3366.56	238440.0
2020-06-26 11:00:00	ES	Futures	3366.56	3381.36	3365.72	3371.59	139360.0
2020-06-26 11:30:00	ES	Futures	3371.87	3381.92	3364.88	3378.29	90478.0
2020-06-26 12:00:00	ES	Futures	3378.57	3379.13	3354.27	3367.4	95294.0
2020-06-26 12:30:00	ES	Futures	3367.4	3370.75	3356.79	3369.07	82862.0
2020-06-26 13:00:00	ES	Futures	3369.07	3377.17	3366.0	3372.98	73007.0
2020-06-26 13:30:00	ES	Futures	3372.98	3378.29	3368.24	3369.35	55007.0
2020-06-26 14:00:00	ES	Futures	3369.35	3372.7	3356.23	3359.02	75689.0
2020-06-26 14:30:00	ES	Futures	3359.02	3361.53	3347.29	3354.55	117994.0
2020-06-26 15:00:00	ES	Futures	3354.27	3360.7	3345.34	3353.16	110181.0
2020-06-26 15:30:00	ES	Futures	3352.88	3365.72	3342.54	3350.64	312473.0
2020-06-26 16:00:00	ES	Futures	3350.64	3366.84	3349.25	3360.14	92854.0
2020-06-26 16:30:00	ES	Futures	3359.3	3360.14	3352.6	3354.27	13522.0
2020-06-26 00:00:00	NQ	Futures	11675.58	11696.4	11671.25	11690.91	1540.0
2020-06-26 00:30:00	NQ	Futures	11690.62	11693.51	11672.11	11678.48	1380.0
2020-06-26 01:00:00	NQ	Futures	11677.9	11687.73	11672.4	11679.92	918.0
2020-06-26 01:30:00	NQ	Futures	11680.79	11687.73	11669.8	11677.03	1163.0
2020-06-26 02:00:00	NQ	Futures	11675.87	11679.05	11648.4	11654.47	3338.0
2020-06-26 02:30:00	NQ	Futures	11653.03	11668.64	11650.14	11656.21	2223.0
2020-06-26 03:00:00	NQ	Futures	11655.63	11667.78	11615.43	11631.63	4880.0
2020-06-26 03:30:00	NQ	Futures	11631.63	11649.85	11625.84	11642.91	2707.0
2020-06-26 04:00:00	NQ	Futures	11643.2	11645.8	11605.31	11620.93	4695.0
2020-06-26 04:30:00	NQ	Futures	11620.35	11658.23	11618.33	11651.58	3046.0
2020-06-26 05:00:00	NQ	Futures	11651.58	11667.78	11646.38	11660.55	2920.0
2020-06-26 05:30:00	NQ	Futures	11660.55	11683.39	11658.81	11676.16	3418.0
2020-06-26 06:00:00	NQ	Futures	11676.45	11700.16	11674.43	11691.78	3665.0
2020-06-26 06:30:00	NQ	Futures	11691.78	11697.56	11684.26	11692.36	2259.0
2020-06-26 07:00:00	NQ	Futures	11691.49	11705.95	11679.63	11682.23	3195.0
2020-06-26 07:30:00	NQ	Futures	11682.52	11688.02	11669.8	11670.67	2852.0

> showing 50 of 2,762 rows — these rows as CSV

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