PREVIEW / futures_30min / 2020-07-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-15.parquet
  size:    94 KB
  rows:    3,453

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
2020-07-15 00:00:00	ES	Futures	3582.69	3584.93	3581.3	3584.93	4869.0
2020-07-15 00:30:00	ES	Futures	3584.93	3586.6	3582.97	3586.05	4443.0
2020-07-15 01:00:00	ES	Futures	3586.05	3586.32	3582.69	3583.25	3788.0
2020-07-15 01:30:00	ES	Futures	3583.25	3587.16	3581.86	3583.81	4171.0
2020-07-15 02:00:00	ES	Futures	3583.53	3587.16	3580.74	3586.32	8467.0
2020-07-15 02:30:00	ES	Futures	3586.05	3586.32	3580.18	3580.46	4951.0
2020-07-15 03:00:00	ES	Futures	3580.46	3582.14	3572.08	3579.9	14282.0
2020-07-15 03:30:00	ES	Futures	3579.9	3582.14	3576.83	3581.02	10374.0
2020-07-15 04:00:00	ES	Futures	3581.02	3585.21	3577.67	3582.69	10322.0
2020-07-15 04:30:00	ES	Futures	3582.97	3585.49	3577.67	3578.23	7893.0
2020-07-15 05:00:00	ES	Futures	3578.23	3580.46	3574.32	3577.39	11926.0
2020-07-15 05:30:00	ES	Futures	3577.39	3578.51	3574.6	3575.99	5959.0
2020-07-15 06:00:00	ES	Futures	3575.71	3588.84	3574.88	3588.28	20119.0
2020-07-15 06:30:00	ES	Futures	3588.56	3598.61	3586.6	3596.1	29448.0
2020-07-15 07:00:00	ES	Futures	3596.38	3606.43	3594.98	3601.96	24649.0
2020-07-15 07:30:00	ES	Futures	3601.96	3605.03	3599.45	3604.2	16417.0
2020-07-15 08:00:00	ES	Futures	3604.48	3607.83	3601.12	3603.92	27880.0
2020-07-15 08:30:00	ES	Futures	3604.2	3611.46	3603.64	3609.78	27409.0
2020-07-15 09:00:00	ES	Futures	3609.78	3610.06	3599.73	3600.01	34745.0
2020-07-15 09:30:00	ES	Futures	3600.01	3602.8	3587.16	3594.42	182887.0
2020-07-15 10:00:00	ES	Futures	3594.42	3601.68	3586.05	3600.85	114659.0
2020-07-15 10:30:00	ES	Futures	3601.12	3607.55	3597.49	3598.61	98795.0
2020-07-15 11:00:00	ES	Futures	3598.33	3601.12	3579.9	3593.03	160246.0
2020-07-15 11:30:00	ES	Futures	3593.03	3593.86	3570.41	3570.97	120753.0
2020-07-15 12:00:00	ES	Futures	3570.97	3581.58	3565.38	3580.46	111818.0
2020-07-15 12:30:00	ES	Futures	3580.46	3586.32	3571.25	3585.77	66663.0
2020-07-15 13:00:00	ES	Futures	3585.77	3591.91	3581.58	3588.56	66253.0
2020-07-15 13:30:00	ES	Futures	3588.28	3593.58	3584.09	3585.77	47582.0
2020-07-15 14:00:00	ES	Futures	3586.05	3598.33	3582.14	3594.42	120174.0
2020-07-15 14:30:00	ES	Futures	3594.7	3598.33	3583.81	3584.09	89456.0
2020-07-15 15:00:00	ES	Futures	3584.09	3592.19	3575.71	3591.63	98677.0
2020-07-15 15:30:00	ES	Futures	3591.63	3603.08	3589.12	3594.7	177769.0
2020-07-15 16:00:00	ES	Futures	3594.42	3597.21	3591.91	3596.66	37332.0
2020-07-15 16:30:00	ES	Futures	3596.94	3600.85	3595.54	3598.05	7920.0
2020-07-15 18:00:00	ES	Futures	3600.29	3606.15	3598.61	3602.52	6896.0
2020-07-15 18:30:00	ES	Futures	3602.52	3603.92	3592.75	3594.42	6478.0
2020-07-15 19:00:00	ES	Futures	3594.42	3597.77	3593.86	3596.94	2431.0
2020-07-15 19:30:00	ES	Futures	3596.66	3598.89	3593.58	3594.42	2670.0
2020-07-15 20:00:00	ES	Futures	3594.42	3594.42	3582.97	3588.28	13021.0
2020-07-15 20:30:00	ES	Futures	3588.28	3589.4	3582.97	3586.32	5650.0
2020-07-15 21:00:00	ES	Futures	3586.32	3591.35	3580.18	3589.95	7335.0
2020-07-15 21:30:00	ES	Futures	3589.95	3591.35	3586.05	3588.84	6273.0
2020-07-15 22:00:00	ES	Futures	3588.84	3594.7	3579.06	3581.02	11095.0
2020-07-15 22:30:00	ES	Futures	3580.74	3582.14	3575.15	3579.06	8313.0
2020-07-15 23:00:00	ES	Futures	3579.06	3581.02	3576.27	3579.62	8864.0
2020-07-15 23:30:00	ES	Futures	3579.9	3581.3	3577.11	3580.18	4880.0
2020-07-15 00:00:00	NQ	Futures	12349.66	12353.13	12339.83	12352.84	2345.0
2020-07-15 00:30:00	NQ	Futures	12352.26	12371.64	12351.97	12369.9	2088.0
2020-07-15 01:00:00	NQ	Futures	12369.61	12373.95	12357.18	12363.83	2175.0
2020-07-15 01:30:00	NQ	Futures	12363.83	12382.05	12358.91	12375.4	2080.0

> showing 50 of 3,453 rows — these rows as CSV

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