PREVIEW / futures_30min / 2020-07-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-07.parquet
  size:    94 KB
  rows:    3,408

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
2020-07-07 00:00:00	ES	Futures	3535.78	3536.34	3531.31	3533.83	2561.0
2020-07-07 00:30:00	ES	Futures	3533.55	3536.9	3530.48	3535.22	3301.0
2020-07-07 01:00:00	ES	Futures	3534.94	3538.02	3529.92	3530.48	4939.0
2020-07-07 01:30:00	ES	Futures	3530.48	3531.87	3527.68	3530.48	4332.0
2020-07-07 02:00:00	ES	Futures	3530.48	3531.31	3521.26	3524.33	10963.0
2020-07-07 02:30:00	ES	Futures	3524.33	3529.92	3524.05	3527.4	6030.0
2020-07-07 03:00:00	ES	Futures	3527.12	3529.36	3512.6	3515.96	21829.0
2020-07-07 03:30:00	ES	Futures	3515.96	3521.54	3513.44	3520.7	11472.0
2020-07-07 04:00:00	ES	Futures	3520.42	3527.12	3510.93	3512.6	14631.0
2020-07-07 04:30:00	ES	Futures	3512.6	3518.47	3512.6	3514.84	11784.0
2020-07-07 05:00:00	ES	Futures	3514.84	3515.68	3507.86	3510.65	13794.0
2020-07-07 05:30:00	ES	Futures	3510.37	3513.16	3507.58	3511.49	10227.0
2020-07-07 06:00:00	ES	Futures	3511.77	3513.16	3505.34	3512.05	14125.0
2020-07-07 06:30:00	ES	Futures	3512.05	3518.47	3510.37	3511.77	14112.0
2020-07-07 07:00:00	ES	Futures	3511.77	3516.79	3509.53	3516.23	9805.0
2020-07-07 07:30:00	ES	Futures	3516.23	3522.94	3514.84	3520.14	13597.0
2020-07-07 08:00:00	ES	Futures	3519.86	3522.38	3516.79	3517.63	14589.0
2020-07-07 08:30:00	ES	Futures	3517.35	3521.54	3514.0	3520.98	12040.0
2020-07-07 09:00:00	ES	Futures	3520.7	3522.94	3519.03	3521.54	12821.0
2020-07-07 09:30:00	ES	Futures	3521.82	3531.31	3516.51	3528.52	141064.0
2020-07-07 10:00:00	ES	Futures	3528.52	3540.25	3526.57	3537.46	100486.0
2020-07-07 10:30:00	ES	Futures	3537.46	3539.13	3529.08	3538.02	73004.0
2020-07-07 11:00:00	ES	Futures	3537.74	3545.55	3536.62	3542.76	69491.0
2020-07-07 11:30:00	ES	Futures	3542.76	3543.88	3534.94	3536.9	55996.0
2020-07-07 12:00:00	ES	Futures	3536.9	3539.69	3529.92	3532.43	43275.0
2020-07-07 12:30:00	ES	Futures	3532.15	3533.83	3527.4	3532.71	38567.0
2020-07-07 13:00:00	ES	Futures	3532.71	3534.66	3525.17	3531.03	52763.0
2020-07-07 13:30:00	ES	Futures	3531.31	3533.55	3527.96	3530.76	33865.0
2020-07-07 14:00:00	ES	Futures	3530.76	3531.87	3524.05	3524.89	42122.0
2020-07-07 14:30:00	ES	Futures	3524.61	3524.61	3517.35	3522.66	67013.0
2020-07-07 15:00:00	ES	Futures	3522.94	3522.94	3513.44	3516.79	84858.0
2020-07-07 15:30:00	ES	Futures	3517.07	3518.47	3498.92	3503.39	160127.0
2020-07-07 16:00:00	ES	Futures	3503.39	3506.46	3501.71	3502.83	42528.0
2020-07-07 16:30:00	ES	Futures	3502.83	3503.95	3500.88	3502.27	9613.0
2020-07-07 18:00:00	ES	Futures	3501.99	3507.58	3501.16	3505.06	6034.0
2020-07-07 18:30:00	ES	Futures	3505.06	3506.46	3501.71	3503.11	3650.0
2020-07-07 19:00:00	ES	Futures	3503.11	3508.14	3502.83	3506.74	3209.0
2020-07-07 19:30:00	ES	Futures	3506.74	3509.25	3505.62	3507.58	3223.0
2020-07-07 20:00:00	ES	Futures	3507.58	3513.72	3501.71	3513.16	10101.0
2020-07-07 20:30:00	ES	Futures	3513.16	3513.72	3507.02	3510.65	6002.0
2020-07-07 21:00:00	ES	Futures	3510.37	3515.12	3509.53	3512.6	7322.0
2020-07-07 21:30:00	ES	Futures	3512.6	3518.19	3508.42	3508.69	9669.0
2020-07-07 22:00:00	ES	Futures	3508.69	3510.37	3503.95	3507.86	7798.0
2020-07-07 22:30:00	ES	Futures	3508.14	3513.16	3506.74	3512.88	4215.0
2020-07-07 23:00:00	ES	Futures	3513.16	3515.68	3510.65	3511.21	4150.0
2020-07-07 23:30:00	ES	Futures	3511.21	3512.88	3508.97	3509.81	2643.0
2020-07-07 00:00:00	NQ	Futures	12275.05	12275.92	12259.15	12264.64	1752.0
2020-07-07 00:30:00	NQ	Futures	12264.93	12270.42	12253.36	12265.22	1432.0
2020-07-07 01:00:00	NQ	Futures	12264.64	12276.5	12255.68	12257.12	1963.0
2020-07-07 01:30:00	NQ	Futures	12256.83	12262.04	12245.84	12253.65	2229.0

> showing 50 of 3,408 rows — these rows as CSV

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