PREVIEW / futures_30min / 2020-07-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-02.parquet
  size:    91 KB
  rows:    3,348

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
2020-07-02 00:00:00	ES	Futures	3469.6	3472.11	3468.2	3470.44	2499.0
2020-07-02 00:30:00	ES	Futures	3470.44	3473.79	3468.48	3469.04	3289.0
2020-07-02 01:00:00	ES	Futures	3469.32	3471.83	3467.65	3470.72	4030.0
2020-07-02 01:30:00	ES	Futures	3471.0	3471.56	3465.13	3469.04	4686.0
2020-07-02 02:00:00	ES	Futures	3469.04	3479.37	3467.37	3477.42	10191.0
2020-07-02 02:30:00	ES	Futures	3477.14	3481.05	3476.58	3479.37	9494.0
2020-07-02 03:00:00	ES	Futures	3479.09	3481.61	3476.3	3477.42	16298.0
2020-07-02 03:30:00	ES	Futures	3477.42	3491.66	3475.74	3487.47	21743.0
2020-07-02 04:00:00	ES	Futures	3487.47	3494.73	3485.24	3492.5	13767.0
2020-07-02 04:30:00	ES	Futures	3492.5	3496.97	3489.71	3489.71	15787.0
2020-07-02 05:00:00	ES	Futures	3489.71	3491.66	3486.63	3489.15	10175.0
2020-07-02 05:30:00	ES	Futures	3489.15	3489.15	3483.84	3486.91	7715.0
2020-07-02 06:00:00	ES	Futures	3486.91	3488.03	3483.0	3485.52	7568.0
2020-07-02 06:30:00	ES	Futures	3485.52	3491.1	3483.84	3490.26	10561.0
2020-07-02 07:00:00	ES	Futures	3490.54	3494.73	3489.71	3491.94	9530.0
2020-07-02 07:30:00	ES	Futures	3491.66	3493.89	3491.66	3493.06	6270.0
2020-07-02 08:00:00	ES	Futures	3493.06	3495.01	3488.31	3491.38	14083.0
2020-07-02 08:30:00	ES	Futures	3491.1	3514.84	3490.82	3514.0	85171.0
2020-07-02 09:00:00	ES	Futures	3514.0	3515.68	3508.97	3509.25	32920.0
2020-07-02 09:30:00	ES	Futures	3509.53	3523.22	3507.86	3521.82	146180.0
2020-07-02 10:00:00	ES	Futures	3521.54	3525.73	3501.71	3502.27	127794.0
2020-07-02 10:30:00	ES	Futures	3501.99	3510.37	3493.06	3494.17	164304.0
2020-07-02 11:00:00	ES	Futures	3494.45	3497.25	3484.12	3493.89	119136.0
2020-07-02 11:30:00	ES	Futures	3493.89	3505.06	3492.78	3502.27	74875.0
2020-07-02 12:00:00	ES	Futures	3502.27	3503.67	3493.89	3503.39	58700.0
2020-07-02 12:30:00	ES	Futures	3503.11	3504.51	3498.08	3503.39	48639.0
2020-07-02 13:00:00	ES	Futures	3503.11	3504.23	3499.76	3502.55	31327.0
2020-07-02 13:30:00	ES	Futures	3502.83	3508.97	3501.71	3504.23	40822.0
2020-07-02 14:00:00	ES	Futures	3503.95	3508.42	3501.16	3507.3	44405.0
2020-07-02 14:30:00	ES	Futures	3507.58	3511.21	3506.18	3507.86	42038.0
2020-07-02 15:00:00	ES	Futures	3507.58	3508.97	3498.08	3498.92	51861.0
2020-07-02 15:30:00	ES	Futures	3498.92	3500.88	3478.54	3486.63	160413.0
2020-07-02 16:00:00	ES	Futures	3486.91	3496.13	3486.36	3494.73	44724.0
2020-07-02 16:30:00	ES	Futures	3493.62	3495.29	3489.71	3491.38	7268.0
2020-07-02 18:00:00	ES	Futures	3490.82	3495.29	3488.59	3494.45	2448.0
2020-07-02 18:30:00	ES	Futures	3493.89	3497.53	3493.34	3496.13	2051.0
2020-07-02 19:00:00	ES	Futures	3495.85	3497.8	3494.45	3494.73	1408.0
2020-07-02 19:30:00	ES	Futures	3494.45	3496.41	3491.94	3493.06	3004.0
2020-07-02 20:00:00	ES	Futures	3493.06	3495.01	3489.15	3492.22	5354.0
2020-07-02 20:30:00	ES	Futures	3491.94	3494.73	3490.26	3493.89	3061.0
2020-07-02 21:00:00	ES	Futures	3493.62	3497.8	3490.54	3494.45	4548.0
2020-07-02 21:30:00	ES	Futures	3494.45	3495.85	3488.59	3489.99	6049.0
2020-07-02 22:00:00	ES	Futures	3489.99	3493.89	3489.43	3490.54	3126.0
2020-07-02 22:30:00	ES	Futures	3490.54	3491.94	3487.19	3488.59	3051.0
2020-07-02 23:00:00	ES	Futures	3488.59	3491.66	3486.63	3490.82	2391.0
2020-07-02 23:30:00	ES	Futures	3490.82	3493.06	3490.26	3491.1	1948.0
2020-07-02 00:00:00	NQ	Futures	11901.14	11910.97	11897.96	11904.9	1109.0
2020-07-02 00:30:00	NQ	Futures	11905.48	11910.4	11899.41	11900.28	934.0
2020-07-02 01:00:00	NQ	Futures	11900.85	11908.08	11898.54	11905.77	1129.0
2020-07-02 01:30:00	NQ	Futures	11906.93	11908.08	11890.44	11899.12	1645.0

> showing 50 of 3,348 rows — these rows as CSV

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