PREVIEW / futures_30min / 2020-07-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-10.parquet
  size:    84 KB
  rows:    2,804

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
2020-07-10 00:00:00	ES	Futures	3501.99	3503.11	3496.69	3497.8	4885.0
2020-07-10 00:30:00	ES	Futures	3497.8	3500.88	3493.62	3494.17	6573.0
2020-07-10 01:00:00	ES	Futures	3494.45	3495.01	3485.52	3488.59	10244.0
2020-07-10 01:30:00	ES	Futures	3488.59	3488.59	3477.7	3481.33	13952.0
2020-07-10 02:00:00	ES	Futures	3481.61	3487.19	3476.58	3481.61	13339.0
2020-07-10 02:30:00	ES	Futures	3481.33	3483.0	3475.46	3479.09	10903.0
2020-07-10 03:00:00	ES	Futures	3478.82	3488.03	3477.98	3487.19	17749.0
2020-07-10 03:30:00	ES	Futures	3487.19	3491.38	3484.96	3491.1	13499.0
2020-07-10 04:00:00	ES	Futures	3490.82	3501.43	3490.54	3498.08	20581.0
2020-07-10 04:30:00	ES	Futures	3498.08	3499.48	3486.91	3490.26	11880.0
2020-07-10 05:00:00	ES	Futures	3490.54	3492.5	3483.28	3489.99	14009.0
2020-07-10 05:30:00	ES	Futures	3489.71	3495.57	3488.87	3493.62	11067.0
2020-07-10 06:00:00	ES	Futures	3493.89	3496.69	3490.26	3491.38	8989.0
2020-07-10 06:30:00	ES	Futures	3491.38	3498.64	3491.38	3497.53	5743.0
2020-07-10 07:00:00	ES	Futures	3497.53	3503.11	3497.53	3497.8	11103.0
2020-07-10 07:30:00	ES	Futures	3498.08	3498.92	3491.66	3492.5	11739.0
2020-07-10 08:00:00	ES	Futures	3492.5	3493.34	3483.0	3487.47	18116.0
2020-07-10 08:30:00	ES	Futures	3487.75	3511.49	3487.47	3502.55	55731.0
2020-07-10 09:00:00	ES	Futures	3502.55	3515.4	3502.27	3508.97	33828.0
2020-07-10 09:30:00	ES	Futures	3508.97	3518.19	3500.04	3505.62	174146.0
2020-07-10 10:00:00	ES	Futures	3505.62	3515.12	3492.22	3513.44	124209.0
2020-07-10 10:30:00	ES	Futures	3513.16	3525.17	3511.49	3518.19	99582.0
2020-07-10 11:00:00	ES	Futures	3517.91	3523.22	3511.49	3520.42	66522.0
2020-07-10 11:30:00	ES	Futures	3520.42	3528.24	3515.68	3526.85	79945.0
2020-07-10 12:00:00	ES	Futures	3526.57	3529.92	3518.75	3519.86	61469.0
2020-07-10 12:30:00	ES	Futures	3519.86	3527.12	3516.23	3526.57	38236.0
2020-07-10 13:00:00	ES	Futures	3526.57	3528.8	3524.33	3528.24	30981.0
2020-07-10 13:30:00	ES	Futures	3528.24	3536.06	3525.45	3534.11	43207.0
2020-07-10 14:00:00	ES	Futures	3534.39	3536.06	3530.48	3533.27	36212.0
2020-07-10 14:30:00	ES	Futures	3533.27	3539.13	3532.43	3538.85	33191.0
2020-07-10 15:00:00	ES	Futures	3538.57	3545.0	3534.39	3543.6	59668.0
2020-07-10 15:30:00	ES	Futures	3543.6	3549.46	3539.69	3546.67	119028.0
2020-07-10 16:00:00	ES	Futures	3546.39	3551.42	3546.39	3550.86	45947.0
2020-07-10 16:30:00	ES	Futures	3549.19	3553.37	3549.19	3551.42	8758.0
2020-07-10 00:00:00	NQ	Futures	12370.19	12374.53	12358.33	12362.09	1601.0
2020-07-10 00:30:00	NQ	Futures	12361.8	12372.5	12351.68	12356.02	1751.0
2020-07-10 01:00:00	NQ	Futures	12355.44	12357.76	12329.42	12345.32	4107.0
2020-07-10 01:30:00	NQ	Futures	12345.61	12345.61	12319.29	12329.99	4180.0
2020-07-10 02:00:00	NQ	Futures	12331.73	12354.0	12325.37	12342.14	5134.0
2020-07-10 02:30:00	NQ	Futures	12341.56	12345.03	12324.21	12334.33	4008.0
2020-07-10 03:00:00	NQ	Futures	12333.75	12351.97	12327.1	12349.66	6679.0
2020-07-10 03:30:00	NQ	Futures	12350.24	12362.67	12345.32	12361.23	5204.0
2020-07-10 04:00:00	NQ	Futures	12361.8	12388.41	12361.23	12379.44	8404.0
2020-07-10 04:30:00	NQ	Futures	12379.73	12382.34	12352.84	12364.12	5450.0
2020-07-10 05:00:00	NQ	Futures	12364.7	12380.6	12351.1	12376.84	4751.0
2020-07-10 05:30:00	NQ	Futures	12376.26	12390.14	12373.66	12384.07	4176.0
2020-07-10 06:00:00	NQ	Futures	12384.65	12393.32	12367.59	12371.06	3269.0
2020-07-10 06:30:00	NQ	Futures	12371.93	12388.41	12370.77	12384.65	2391.0
2020-07-10 07:00:00	NQ	Futures	12385.23	12405.47	12385.23	12393.04	4691.0
2020-07-10 07:30:00	NQ	Futures	12392.75	12393.9	12361.8	12367.88	5160.0

> showing 50 of 2,804 rows — these rows as CSV

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