PREVIEW / futures_30min / 2020-07-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-14.parquet
  size:    96 KB
  rows:    3,441

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
2020-07-14 00:00:00	ES	Futures	3519.03	3519.59	3515.12	3518.19	5696.0
2020-07-14 00:30:00	ES	Futures	3518.19	3518.19	3514.0	3517.63	5617.0
2020-07-14 01:00:00	ES	Futures	3517.63	3521.26	3517.63	3520.7	4295.0
2020-07-14 01:30:00	ES	Futures	3520.42	3523.22	3517.63	3518.19	4827.0
2020-07-14 02:00:00	ES	Futures	3518.19	3536.06	3518.19	3533.27	17584.0
2020-07-14 02:30:00	ES	Futures	3533.55	3536.34	3531.87	3532.15	7741.0
2020-07-14 03:00:00	ES	Futures	3532.15	3534.11	3520.7	3528.24	16951.0
2020-07-14 03:30:00	ES	Futures	3527.96	3528.24	3510.93	3515.96	21552.0
2020-07-14 04:00:00	ES	Futures	3515.96	3530.48	3515.4	3528.52	14931.0
2020-07-14 04:30:00	ES	Futures	3528.8	3532.43	3525.17	3528.52	8825.0
2020-07-14 05:00:00	ES	Futures	3528.52	3532.15	3522.66	3531.59	11939.0
2020-07-14 05:30:00	ES	Futures	3531.87	3532.15	3525.45	3527.96	8710.0
2020-07-14 06:00:00	ES	Futures	3527.96	3530.48	3524.61	3526.29	11757.0
2020-07-14 06:30:00	ES	Futures	3526.29	3530.48	3523.22	3530.48	12987.0
2020-07-14 07:00:00	ES	Futures	3530.48	3532.99	3523.49	3531.59	18529.0
2020-07-14 07:30:00	ES	Futures	3531.59	3534.11	3526.29	3530.76	16247.0
2020-07-14 08:00:00	ES	Futures	3531.03	3533.55	3524.61	3526.29	14552.0
2020-07-14 08:30:00	ES	Futures	3526.01	3526.29	3502.83	3503.39	65875.0
2020-07-14 09:00:00	ES	Futures	3503.39	3509.25	3495.85	3498.08	60698.0
2020-07-14 09:30:00	ES	Futures	3498.08	3520.98	3483.84	3504.79	285515.0
2020-07-14 10:00:00	ES	Futures	3504.51	3510.37	3487.75	3509.81	202429.0
2020-07-14 10:30:00	ES	Futures	3509.53	3527.68	3509.53	3515.68	181005.0
2020-07-14 11:00:00	ES	Futures	3515.68	3526.85	3509.53	3520.98	133493.0
2020-07-14 11:30:00	ES	Futures	3520.98	3536.62	3518.75	3528.8	113186.0
2020-07-14 12:00:00	ES	Futures	3528.8	3536.06	3520.7	3527.68	66597.0
2020-07-14 12:30:00	ES	Futures	3527.68	3532.43	3519.03	3520.98	53091.0
2020-07-14 13:00:00	ES	Futures	3520.98	3526.01	3511.77	3523.22	66609.0
2020-07-14 13:30:00	ES	Futures	3523.49	3540.25	3521.82	3532.43	128011.0
2020-07-14 14:00:00	ES	Futures	3532.43	3547.51	3527.4	3542.48	118346.0
2020-07-14 14:30:00	ES	Futures	3542.48	3547.23	3533.27	3544.44	72072.0
2020-07-14 15:00:00	ES	Futures	3544.72	3546.11	3526.29	3543.88	128578.0
2020-07-14 15:30:00	ES	Futures	3543.88	3565.66	3541.65	3560.91	182574.0
2020-07-14 16:00:00	ES	Futures	3560.63	3561.75	3554.77	3555.61	53811.0
2020-07-14 16:30:00	ES	Futures	3555.61	3558.4	3553.37	3556.45	9470.0
2020-07-14 18:00:00	ES	Futures	3578.78	3590.79	3578.51	3588.0	25561.0
2020-07-14 18:30:00	ES	Futures	3588.28	3590.79	3582.97	3587.72	11064.0
2020-07-14 19:00:00	ES	Futures	3587.72	3589.4	3584.37	3584.93	6764.0
2020-07-14 19:30:00	ES	Futures	3584.93	3585.49	3579.62	3585.21	10500.0
2020-07-14 20:00:00	ES	Futures	3585.49	3592.47	3582.97	3584.65	18468.0
2020-07-14 20:30:00	ES	Futures	3584.93	3587.16	3582.97	3586.32	10979.0
2020-07-14 21:00:00	ES	Futures	3586.05	3589.12	3583.53	3588.0	10687.0
2020-07-14 21:30:00	ES	Futures	3588.0	3588.28	3582.97	3585.77	6281.0
2020-07-14 22:00:00	ES	Futures	3585.77	3587.16	3583.25	3585.49	4112.0
2020-07-14 22:30:00	ES	Futures	3585.77	3586.05	3580.46	3583.81	3732.0
2020-07-14 23:00:00	ES	Futures	3583.53	3583.81	3577.95	3582.14	5258.0
2020-07-14 23:30:00	ES	Futures	3582.14	3583.53	3579.06	3582.69	3506.0
2020-07-14 00:00:00	NQ	Futures	12292.4	12294.71	12280.26	12288.06	1692.0
2020-07-14 00:30:00	NQ	Futures	12288.06	12291.82	12277.07	12288.64	1997.0
2020-07-14 01:00:00	NQ	Futures	12288.35	12304.26	12288.06	12299.34	2078.0
2020-07-14 01:30:00	NQ	Futures	12298.76	12302.81	12277.94	12277.94	2154.0

> showing 50 of 3,441 rows — these rows as CSV

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