PREVIEW / futures_30min / 2020-07-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-08.parquet
  size:    92 KB
  rows:    3,410

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
2020-07-08 00:00:00	ES	Futures	3509.81	3510.65	3503.95	3504.79	3709.0
2020-07-08 00:30:00	ES	Futures	3504.79	3505.06	3497.53	3500.32	6997.0
2020-07-08 01:00:00	ES	Futures	3500.32	3506.18	3500.32	3500.88	6230.0
2020-07-08 01:30:00	ES	Futures	3500.6	3503.67	3497.8	3499.48	5803.0
2020-07-08 02:00:00	ES	Futures	3499.48	3500.04	3491.1	3494.73	11787.0
2020-07-08 02:30:00	ES	Futures	3494.45	3506.18	3494.45	3502.55	9992.0
2020-07-08 03:00:00	ES	Futures	3502.55	3516.23	3500.32	3514.28	22951.0
2020-07-08 03:30:00	ES	Futures	3514.28	3517.07	3511.21	3513.44	11393.0
2020-07-08 04:00:00	ES	Futures	3513.44	3515.12	3508.69	3513.16	8675.0
2020-07-08 04:30:00	ES	Futures	3512.88	3520.7	3505.9	3510.09	17388.0
2020-07-08 05:00:00	ES	Futures	3510.37	3511.49	3497.25	3500.32	14587.0
2020-07-08 05:30:00	ES	Futures	3500.32	3503.95	3495.01	3500.6	17610.0
2020-07-08 06:00:00	ES	Futures	3500.32	3501.99	3496.13	3500.6	11083.0
2020-07-08 06:30:00	ES	Futures	3500.6	3507.02	3499.2	3506.74	12098.0
2020-07-08 07:00:00	ES	Futures	3507.02	3509.53	3503.39	3504.23	11454.0
2020-07-08 07:30:00	ES	Futures	3504.51	3513.44	3504.23	3511.21	10421.0
2020-07-08 08:00:00	ES	Futures	3511.21	3512.32	3505.34	3507.86	13955.0
2020-07-08 08:30:00	ES	Futures	3507.86	3510.09	3503.11	3508.42	11798.0
2020-07-08 09:00:00	ES	Futures	3508.42	3513.44	3504.79	3512.6	22404.0
2020-07-08 09:30:00	ES	Futures	3512.88	3530.76	3507.58	3529.64	141664.0
2020-07-08 10:00:00	ES	Futures	3529.64	3532.15	3518.75	3520.14	95575.0
2020-07-08 10:30:00	ES	Futures	3520.42	3526.01	3517.63	3521.82	75072.0
2020-07-08 11:00:00	ES	Futures	3521.82	3522.94	3491.66	3500.04	156206.0
2020-07-08 11:30:00	ES	Futures	3500.32	3510.65	3498.64	3507.86	95403.0
2020-07-08 12:00:00	ES	Futures	3507.86	3514.56	3506.18	3512.88	60099.0
2020-07-08 12:30:00	ES	Futures	3512.88	3516.79	3507.58	3516.23	51325.0
2020-07-08 13:00:00	ES	Futures	3516.51	3516.79	3501.16	3505.34	48322.0
2020-07-08 13:30:00	ES	Futures	3505.34	3510.93	3502.55	3504.51	48844.0
2020-07-08 14:00:00	ES	Futures	3504.51	3513.72	3501.43	3510.65	72299.0
2020-07-08 14:30:00	ES	Futures	3510.37	3514.56	3503.95	3512.6	73832.0
2020-07-08 15:00:00	ES	Futures	3512.32	3527.96	3511.77	3523.49	96804.0
2020-07-08 15:30:00	ES	Futures	3523.49	3530.76	3519.03	3529.92	126502.0
2020-07-08 16:00:00	ES	Futures	3529.64	3534.11	3527.96	3533.55	41736.0
2020-07-08 16:30:00	ES	Futures	3532.99	3536.62	3532.71	3535.22	8788.0
2020-07-08 18:00:00	ES	Futures	3536.62	3539.69	3535.5	3538.02	5999.0
2020-07-08 18:30:00	ES	Futures	3538.02	3538.57	3534.94	3536.9	2623.0
2020-07-08 19:00:00	ES	Futures	3536.9	3538.85	3534.94	3537.74	2411.0
2020-07-08 19:30:00	ES	Futures	3537.74	3540.25	3535.22	3537.74	4308.0
2020-07-08 20:00:00	ES	Futures	3537.74	3540.81	3533.27	3534.11	7263.0
2020-07-08 20:30:00	ES	Futures	3534.11	3538.02	3534.11	3535.5	3379.0
2020-07-08 21:00:00	ES	Futures	3535.5	3536.62	3527.96	3531.31	9268.0
2020-07-08 21:30:00	ES	Futures	3531.59	3533.27	3528.52	3530.48	6247.0
2020-07-08 22:00:00	ES	Futures	3530.2	3531.59	3528.24	3530.76	4724.0
2020-07-08 22:30:00	ES	Futures	3530.48	3532.15	3526.85	3530.2	5881.0
2020-07-08 23:00:00	ES	Futures	3530.48	3531.03	3526.57	3530.48	4983.0
2020-07-08 23:30:00	ES	Futures	3530.48	3535.22	3530.2	3534.39	4689.0
2020-07-08 00:00:00	NQ	Futures	12199.57	12201.6	12184.83	12187.14	1608.0
2020-07-08 00:30:00	NQ	Futures	12186.56	12186.56	12159.96	12166.9	3196.0
2020-07-08 01:00:00	NQ	Futures	12166.61	12187.14	12165.74	12170.08	2755.0
2020-07-08 01:30:00	NQ	Futures	12169.21	12179.04	12163.72	12170.37	2412.0

> showing 50 of 3,410 rows — these rows as CSV

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