PREVIEW / futures_30min / 2020-07-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-13.parquet
  size:    98 KB
  rows:    3,475

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
2020-07-13 00:00:00	ES	Futures	3565.66	3567.89	3565.38	3566.22	1845.0
2020-07-13 00:30:00	ES	Futures	3566.22	3567.06	3564.82	3565.38	2429.0
2020-07-13 01:00:00	ES	Futures	3565.66	3570.69	3565.38	3570.41	3908.0
2020-07-13 01:30:00	ES	Futures	3570.41	3573.48	3569.01	3572.64	5733.0
2020-07-13 02:00:00	ES	Futures	3572.64	3577.39	3567.62	3568.73	12692.0
2020-07-13 02:30:00	ES	Futures	3568.73	3570.69	3566.78	3566.78	5283.0
2020-07-13 03:00:00	ES	Futures	3566.78	3569.85	3561.47	3564.54	17796.0
2020-07-13 03:30:00	ES	Futures	3564.54	3570.41	3562.59	3563.15	10991.0
2020-07-13 04:00:00	ES	Futures	3562.87	3564.82	3558.96	3560.91	9953.0
2020-07-13 04:30:00	ES	Futures	3560.91	3561.75	3554.49	3560.35	9825.0
2020-07-13 05:00:00	ES	Futures	3560.63	3564.54	3557.28	3560.63	9663.0
2020-07-13 05:30:00	ES	Futures	3560.63	3566.22	3559.52	3565.38	9190.0
2020-07-13 06:00:00	ES	Futures	3565.38	3567.06	3562.31	3565.66	7791.0
2020-07-13 06:30:00	ES	Futures	3565.66	3571.25	3562.59	3570.41	10124.0
2020-07-13 07:00:00	ES	Futures	3570.41	3579.06	3569.57	3575.43	16644.0
2020-07-13 07:30:00	ES	Futures	3575.43	3577.39	3574.04	3576.27	10204.0
2020-07-13 08:00:00	ES	Futures	3576.27	3577.67	3572.36	3573.48	14012.0
2020-07-13 08:30:00	ES	Futures	3573.48	3575.71	3571.52	3573.2	11543.0
2020-07-13 09:00:00	ES	Futures	3573.2	3577.11	3573.2	3574.88	14549.0
2020-07-13 09:30:00	ES	Futures	3574.88	3578.51	3567.62	3568.73	144095.0
2020-07-13 10:00:00	ES	Futures	3568.45	3585.49	3564.26	3585.21	110404.0
2020-07-13 10:30:00	ES	Futures	3585.49	3591.91	3577.95	3591.63	113932.0
2020-07-13 11:00:00	ES	Futures	3591.63	3599.45	3590.23	3598.33	109765.0
2020-07-13 11:30:00	ES	Futures	3598.33	3599.45	3589.4	3592.47	81438.0
2020-07-13 12:00:00	ES	Futures	3592.75	3596.1	3590.51	3593.31	52752.0
2020-07-13 12:30:00	ES	Futures	3593.31	3596.1	3590.23	3591.91	55294.0
2020-07-13 13:00:00	ES	Futures	3591.91	3600.85	3590.23	3598.61	60494.0
2020-07-13 13:30:00	ES	Futures	3598.61	3603.64	3593.86	3594.98	60581.0
2020-07-13 14:00:00	ES	Futures	3594.7	3596.66	3570.69	3572.08	167307.0
2020-07-13 14:30:00	ES	Futures	3572.08	3580.46	3563.15	3577.95	147071.0
2020-07-13 15:00:00	ES	Futures	3577.67	3579.06	3540.81	3541.09	205001.0
2020-07-13 15:30:00	ES	Futures	3540.81	3543.6	3507.86	3516.23	362334.0
2020-07-13 16:00:00	ES	Futures	3515.96	3519.59	3508.69	3519.03	72799.0
2020-07-13 16:30:00	ES	Futures	3518.47	3519.03	3514.28	3516.79	13234.0
2020-07-13 18:00:00	ES	Futures	3518.19	3529.08	3517.63	3528.52	10592.0
2020-07-13 18:30:00	ES	Futures	3528.52	3529.36	3519.86	3521.82	9069.0
2020-07-13 19:00:00	ES	Futures	3521.54	3526.29	3521.26	3525.73	7915.0
2020-07-13 19:30:00	ES	Futures	3525.73	3531.03	3521.82	3524.33	9475.0
2020-07-13 20:00:00	ES	Futures	3524.05	3527.4	3519.31	3525.17	8437.0
2020-07-13 20:30:00	ES	Futures	3524.89	3525.45	3518.75	3522.38	6736.0
2020-07-13 21:00:00	ES	Futures	3522.38	3525.73	3510.65	3512.88	11526.0
2020-07-13 21:30:00	ES	Futures	3513.16	3524.89	3512.6	3524.33	9920.0
2020-07-13 22:00:00	ES	Futures	3524.05	3526.57	3518.47	3520.98	9285.0
2020-07-13 22:30:00	ES	Futures	3520.98	3521.82	3515.68	3520.14	7561.0
2020-07-13 23:00:00	ES	Futures	3520.14	3524.33	3519.03	3521.54	5996.0
2020-07-13 23:30:00	ES	Futures	3521.54	3522.1	3517.35	3519.31	3034.0
2020-07-13 00:00:00	NQ	Futures	12583.31	12588.23	12580.71	12584.18	887.0
2020-07-13 00:30:00	NQ	Futures	12583.6	12587.36	12576.95	12583.89	1277.0
2020-07-13 01:00:00	NQ	Futures	12584.18	12596.62	12583.31	12596.33	1986.0
2020-07-13 01:30:00	NQ	Futures	12595.46	12609.63	12593.44	12606.74	2231.0

> showing 50 of 3,475 rows — these rows as CSV

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