PREVIEW / futures_30min / 2020-06-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-06-29.parquet
  size:    93 KB
  rows:    3,365

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
2020-06-29 00:00:00	ES	Futures	3355.39	3361.53	3352.32	3356.51	5630.0
2020-06-29 00:30:00	ES	Futures	3356.51	3358.46	3347.01	3349.53	8347.0
2020-06-29 01:00:00	ES	Futures	3349.53	3364.05	3349.25	3362.37	6594.0
2020-06-29 01:30:00	ES	Futures	3362.37	3363.21	3349.53	3349.81	7789.0
2020-06-29 02:00:00	ES	Futures	3349.81	3361.25	3346.18	3360.42	13309.0
2020-06-29 02:30:00	ES	Futures	3360.7	3363.77	3353.44	3358.74	8808.0
2020-06-29 03:00:00	ES	Futures	3359.02	3372.42	3358.46	3368.24	21577.0
2020-06-29 03:30:00	ES	Futures	3368.24	3369.35	3357.62	3363.77	11582.0
2020-06-29 04:00:00	ES	Futures	3363.77	3364.05	3352.88	3358.74	11253.0
2020-06-29 04:30:00	ES	Futures	3358.46	3366.0	3356.51	3365.44	9671.0
2020-06-29 05:00:00	ES	Futures	3365.16	3366.0	3359.3	3363.49	10054.0
2020-06-29 05:30:00	ES	Futures	3363.49	3371.03	3358.18	3369.07	12264.0
2020-06-29 06:00:00	ES	Futures	3368.79	3371.59	3361.25	3364.61	10595.0
2020-06-29 06:30:00	ES	Futures	3364.61	3367.4	3357.9	3366.84	9057.0
2020-06-29 07:00:00	ES	Futures	3367.12	3370.19	3362.93	3369.63	9287.0
2020-06-29 07:30:00	ES	Futures	3369.63	3380.52	3366.28	3376.89	16151.0
2020-06-29 08:00:00	ES	Futures	3377.17	3378.85	3370.75	3371.59	20122.0
2020-06-29 08:30:00	ES	Futures	3371.59	3373.26	3362.37	3366.28	20178.0
2020-06-29 09:00:00	ES	Futures	3366.56	3368.24	3362.37	3365.72	22922.0
2020-06-29 09:30:00	ES	Futures	3365.72	3369.35	3338.08	3356.23	203217.0
2020-06-29 10:00:00	ES	Futures	3355.95	3376.89	3355.95	3371.87	140632.0
2020-06-29 10:30:00	ES	Futures	3371.87	3388.62	3371.31	3378.85	127378.0
2020-06-29 11:00:00	ES	Futures	3378.85	3387.5	3372.42	3386.11	81201.0
2020-06-29 11:30:00	ES	Futures	3385.83	3387.78	3378.85	3380.24	70074.0
2020-06-29 12:00:00	ES	Futures	3379.96	3391.41	3379.96	3389.46	50743.0
2020-06-29 12:30:00	ES	Futures	3389.46	3392.53	3386.94	3387.78	41135.0
2020-06-29 13:00:00	ES	Futures	3387.5	3390.57	3386.11	3390.02	30756.0
2020-06-29 13:30:00	ES	Futures	3390.02	3395.6	3387.78	3390.85	36308.0
2020-06-29 14:00:00	ES	Futures	3390.57	3393.09	3384.15	3385.27	38453.0
2020-06-29 14:30:00	ES	Futures	3384.99	3389.46	3380.52	3383.04	46952.0
2020-06-29 15:00:00	ES	Futures	3382.76	3384.71	3374.66	3381.64	59701.0
2020-06-29 15:30:00	ES	Futures	3381.36	3399.79	3377.45	3399.51	157494.0
2020-06-29 16:00:00	ES	Futures	3399.51	3405.37	3399.23	3403.7	75529.0
2020-06-29 16:30:00	ES	Futures	3402.3	3408.17	3400.91	3402.3	12137.0
2020-06-29 18:00:00	ES	Futures	3402.3	3412.08	3400.35	3410.4	9853.0
2020-06-29 18:30:00	ES	Futures	3410.4	3417.1	3409.84	3413.19	10365.0
2020-06-29 19:00:00	ES	Futures	3413.19	3414.31	3411.52	3412.64	3473.0
2020-06-29 19:30:00	ES	Futures	3412.64	3417.1	3409.84	3411.52	5486.0
2020-06-29 20:00:00	ES	Futures	3411.24	3411.52	3404.82	3406.49	8678.0
2020-06-29 20:30:00	ES	Futures	3406.49	3409.56	3402.3	3404.54	7332.0
2020-06-29 21:00:00	ES	Futures	3404.54	3413.19	3403.7	3411.52	6922.0
2020-06-29 21:30:00	ES	Futures	3411.52	3415.99	3407.89	3409.56	6374.0
2020-06-29 22:00:00	ES	Futures	3409.56	3414.03	3409.56	3412.36	3771.0
2020-06-29 22:30:00	ES	Futures	3412.36	3413.19	3407.33	3408.17	3271.0
2020-06-29 23:00:00	ES	Futures	3408.45	3412.91	3406.49	3411.8	3216.0
2020-06-29 23:30:00	ES	Futures	3412.08	3412.36	3408.45	3410.12	3233.0
2020-06-29 00:00:00	NQ	Futures	11374.55	11392.48	11366.16	11383.22	2624.0
2020-06-29 00:30:00	NQ	Futures	11383.22	11388.43	11342.16	11350.26	4102.0
2020-06-29 01:00:00	NQ	Futures	11350.26	11393.63	11349.39	11387.56	3351.0
2020-06-29 01:30:00	NQ	Futures	11387.85	11391.32	11347.94	11349.39	3411.0

> showing 50 of 3,365 rows — these rows as CSV

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