PREVIEW / futures_30min / 2020-07-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-06.parquet
  size:    92 KB
  rows:    3,439

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
2020-07-06 00:00:00	ES	Futures	3535.22	3536.62	3534.11	3535.5	4598.0
2020-07-06 00:30:00	ES	Futures	3535.5	3539.69	3532.43	3536.06	7088.0
2020-07-06 01:00:00	ES	Futures	3536.06	3539.97	3533.55	3534.66	5874.0
2020-07-06 01:30:00	ES	Futures	3534.66	3537.74	3531.87	3537.18	5317.0
2020-07-06 02:00:00	ES	Futures	3537.18	3539.69	3529.92	3531.87	11318.0
2020-07-06 02:30:00	ES	Futures	3531.87	3537.74	3531.31	3533.83	6947.0
2020-07-06 03:00:00	ES	Futures	3533.83	3540.81	3531.31	3538.57	22764.0
2020-07-06 03:30:00	ES	Futures	3538.85	3542.76	3535.5	3538.29	12643.0
2020-07-06 04:00:00	ES	Futures	3538.02	3542.2	3534.11	3540.53	15427.0
2020-07-06 04:30:00	ES	Futures	3540.53	3540.81	3533.83	3534.66	12048.0
2020-07-06 05:00:00	ES	Futures	3534.94	3535.22	3527.12	3531.59	12578.0
2020-07-06 05:30:00	ES	Futures	3531.59	3536.9	3531.03	3534.66	8566.0
2020-07-06 06:00:00	ES	Futures	3534.94	3543.88	3534.94	3538.85	11240.0
2020-07-06 06:30:00	ES	Futures	3539.13	3539.41	3533.55	3536.06	9206.0
2020-07-06 07:00:00	ES	Futures	3536.06	3536.06	3532.15	3535.22	8415.0
2020-07-06 07:30:00	ES	Futures	3535.22	3539.41	3531.59	3537.46	9433.0
2020-07-06 08:00:00	ES	Futures	3537.46	3540.81	3536.9	3540.81	11846.0
2020-07-06 08:30:00	ES	Futures	3540.81	3542.2	3538.29	3541.09	12813.0
2020-07-06 09:00:00	ES	Futures	3541.37	3541.37	3533.27	3533.55	20794.0
2020-07-06 09:30:00	ES	Futures	3533.55	3539.41	3527.96	3537.74	121626.0
2020-07-06 10:00:00	ES	Futures	3537.74	3545.83	3524.05	3528.8	151288.0
2020-07-06 10:30:00	ES	Futures	3528.8	3539.97	3526.01	3539.69	76581.0
2020-07-06 11:00:00	ES	Futures	3539.69	3542.48	3537.18	3542.2	55333.0
2020-07-06 11:30:00	ES	Futures	3542.2	3543.32	3534.11	3534.39	49319.0
2020-07-06 12:00:00	ES	Futures	3534.39	3535.78	3529.08	3532.43	48154.0
2020-07-06 12:30:00	ES	Futures	3532.15	3536.06	3530.2	3534.66	23106.0
2020-07-06 13:00:00	ES	Futures	3534.66	3535.78	3529.64	3535.5	32361.0
2020-07-06 13:30:00	ES	Futures	3535.5	3536.9	3533.27	3536.34	30299.0
2020-07-06 14:00:00	ES	Futures	3536.34	3536.62	3524.33	3529.08	52558.0
2020-07-06 14:30:00	ES	Futures	3528.8	3533.55	3526.01	3529.36	41781.0
2020-07-06 15:00:00	ES	Futures	3529.08	3532.15	3525.17	3531.87	56337.0
2020-07-06 15:30:00	ES	Futures	3531.59	3541.92	3527.68	3539.97	130381.0
2020-07-06 16:00:00	ES	Futures	3539.69	3545.28	3537.18	3542.2	46833.0
2020-07-06 16:30:00	ES	Futures	3542.48	3543.32	3539.13	3539.13	6898.0
2020-07-06 18:00:00	ES	Futures	3540.81	3541.92	3537.18	3538.29	3339.0
2020-07-06 18:30:00	ES	Futures	3538.29	3545.0	3538.29	3543.04	2654.0
2020-07-06 19:00:00	ES	Futures	3543.32	3549.19	3543.04	3547.23	5974.0
2020-07-06 19:30:00	ES	Futures	3547.23	3551.14	3547.23	3548.63	4858.0
2020-07-06 20:00:00	ES	Futures	3548.35	3554.77	3544.44	3552.26	10191.0
2020-07-06 20:30:00	ES	Futures	3552.26	3556.45	3551.42	3554.21	5452.0
2020-07-06 21:00:00	ES	Futures	3553.93	3555.33	3538.57	3541.09	14113.0
2020-07-06 21:30:00	ES	Futures	3540.81	3544.44	3530.76	3531.59	16524.0
2020-07-06 22:00:00	ES	Futures	3531.87	3535.22	3529.64	3531.87	7513.0
2020-07-06 22:30:00	ES	Futures	3531.87	3537.18	3527.68	3532.99	10933.0
2020-07-06 23:00:00	ES	Futures	3533.27	3536.9	3532.71	3536.34	4878.0
2020-07-06 23:30:00	ES	Futures	3536.34	3538.29	3535.5	3535.78	3172.0
2020-07-06 00:00:00	NQ	Futures	12135.96	12139.71	12132.49	12136.53	1287.0
2020-07-06 00:30:00	NQ	Futures	12136.82	12150.99	12120.34	12131.62	2534.0
2020-07-06 01:00:00	NQ	Futures	12131.33	12141.45	12122.36	12125.83	1853.0
2020-07-06 01:30:00	NQ	Futures	12126.99	12132.77	12115.71	12129.88	2721.0

> showing 50 of 3,439 rows — these rows as CSV

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