PREVIEW / futures_30min / 2020-07-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-09.parquet
  size:    96 KB
  rows:    3,442

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
2020-07-09 00:00:00	ES	Futures	3534.39	3538.02	3533.83	3534.39	3721.0
2020-07-09 00:30:00	ES	Futures	3534.39	3537.18	3532.43	3533.83	3072.0
2020-07-09 01:00:00	ES	Futures	3533.83	3533.83	3527.96	3529.92	4659.0
2020-07-09 01:30:00	ES	Futures	3529.92	3531.03	3524.33	3528.8	6816.0
2020-07-09 02:00:00	ES	Futures	3528.52	3531.03	3520.98	3524.89	10032.0
2020-07-09 02:30:00	ES	Futures	3524.89	3529.92	3524.33	3529.36	5747.0
2020-07-09 03:00:00	ES	Futures	3529.08	3531.87	3524.89	3527.68	14457.0
2020-07-09 03:30:00	ES	Futures	3527.4	3529.92	3521.54	3529.36	12087.0
2020-07-09 04:00:00	ES	Futures	3529.36	3534.66	3527.96	3531.03	10513.0
2020-07-09 04:30:00	ES	Futures	3530.76	3532.71	3528.8	3529.64	7837.0
2020-07-09 05:00:00	ES	Futures	3529.64	3531.31	3524.33	3526.29	7059.0
2020-07-09 05:30:00	ES	Futures	3525.73	3533.27	3524.89	3531.03	10944.0
2020-07-09 06:00:00	ES	Futures	3531.31	3533.27	3529.08	3532.15	7748.0
2020-07-09 06:30:00	ES	Futures	3532.15	3532.43	3526.29	3527.68	6298.0
2020-07-09 07:00:00	ES	Futures	3527.96	3536.62	3527.68	3535.22	9444.0
2020-07-09 07:30:00	ES	Futures	3535.22	3536.62	3533.55	3534.39	7934.0
2020-07-09 08:00:00	ES	Futures	3534.39	3539.13	3531.31	3538.02	13830.0
2020-07-09 08:30:00	ES	Futures	3538.02	3541.65	3536.9	3539.13	22793.0
2020-07-09 09:00:00	ES	Futures	3538.85	3539.97	3537.18	3537.74	18636.0
2020-07-09 09:30:00	ES	Futures	3537.74	3540.81	3520.98	3529.64	156218.0
2020-07-09 10:00:00	ES	Futures	3529.36	3532.99	3512.32	3518.75	148420.0
2020-07-09 10:30:00	ES	Futures	3519.03	3521.82	3481.61	3483.0	216207.0
2020-07-09 11:00:00	ES	Futures	3482.73	3489.99	3468.48	3480.21	246652.0
2020-07-09 11:30:00	ES	Futures	3480.21	3487.19	3471.83	3485.8	118106.0
2020-07-09 12:00:00	ES	Futures	3485.8	3499.48	3483.84	3494.45	88663.0
2020-07-09 12:30:00	ES	Futures	3494.45	3501.43	3491.38	3500.04	58581.0
2020-07-09 13:00:00	ES	Futures	3500.04	3509.25	3497.25	3504.79	73209.0
2020-07-09 13:30:00	ES	Futures	3504.51	3510.09	3496.97	3498.92	55707.0
2020-07-09 14:00:00	ES	Futures	3498.92	3513.44	3496.41	3511.77	58331.0
2020-07-09 14:30:00	ES	Futures	3511.77	3515.96	3508.14	3515.4	66273.0
2020-07-09 15:00:00	ES	Futures	3515.4	3523.49	3504.51	3505.06	98150.0
2020-07-09 15:30:00	ES	Futures	3505.34	3519.31	3497.53	3510.93	179319.0
2020-07-09 16:00:00	ES	Futures	3510.65	3515.68	3507.3	3508.14	43282.0
2020-07-09 16:30:00	ES	Futures	3507.86	3510.93	3507.02	3509.25	7147.0
2020-07-09 18:00:00	ES	Futures	3509.81	3514.56	3509.25	3512.88	3454.0
2020-07-09 18:30:00	ES	Futures	3513.16	3513.72	3510.93	3512.05	1314.0
2020-07-09 19:00:00	ES	Futures	3512.05	3517.07	3511.21	3516.51	2824.0
2020-07-09 19:30:00	ES	Futures	3516.79	3523.22	3516.51	3519.59	7706.0
2020-07-09 20:00:00	ES	Futures	3519.86	3521.26	3515.96	3519.59	6375.0
2020-07-09 20:30:00	ES	Futures	3519.59	3522.38	3504.23	3508.97	10547.0
2020-07-09 21:00:00	ES	Futures	3508.69	3512.6	3500.32	3503.39	11475.0
2020-07-09 21:30:00	ES	Futures	3503.11	3509.53	3501.71	3507.58	7661.0
2020-07-09 22:00:00	ES	Futures	3507.58	3508.97	3503.95	3504.23	5326.0
2020-07-09 22:30:00	ES	Futures	3503.95	3505.62	3498.92	3500.88	6630.0
2020-07-09 23:00:00	ES	Futures	3500.88	3503.67	3497.25	3500.88	4338.0
2020-07-09 23:30:00	ES	Futures	3501.16	3503.11	3500.04	3501.99	3061.0
2020-07-09 00:00:00	NQ	Futures	12343.59	12357.47	12343.3	12348.5	2130.0
2020-07-09 00:30:00	NQ	Futures	12348.5	12354.0	12340.69	12344.45	1610.0
2020-07-09 01:00:00	NQ	Futures	12344.45	12345.9	12321.61	12331.44	3099.0
2020-07-09 01:30:00	NQ	Futures	12331.44	12338.09	12321.61	12335.49	2646.0

> showing 50 of 3,442 rows — these rows as CSV

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