PREVIEW / futures_30min / 2020-07-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-16.parquet
  size:    91 KB
  rows:    3,392

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
2020-07-16 00:00:00	ES	Futures	3580.46	3582.97	3579.62	3581.58	3265.0
2020-07-16 00:30:00	ES	Futures	3581.3	3584.09	3579.06	3581.02	3109.0
2020-07-16 01:00:00	ES	Futures	3581.02	3581.86	3576.83	3577.95	6310.0
2020-07-16 01:30:00	ES	Futures	3577.67	3580.46	3571.25	3579.62	12894.0
2020-07-16 02:00:00	ES	Futures	3579.34	3583.53	3577.67	3578.78	7255.0
2020-07-16 02:30:00	ES	Futures	3578.78	3579.9	3574.32	3575.71	11673.0
2020-07-16 03:00:00	ES	Futures	3575.71	3581.02	3571.8	3573.48	27694.0
2020-07-16 03:30:00	ES	Futures	3573.48	3579.34	3569.29	3574.32	27340.0
2020-07-16 04:00:00	ES	Futures	3574.04	3577.67	3568.45	3569.29	17720.0
2020-07-16 04:30:00	ES	Futures	3569.29	3570.13	3564.26	3568.73	11187.0
2020-07-16 05:00:00	ES	Futures	3568.45	3568.73	3561.47	3568.17	12554.0
2020-07-16 05:30:00	ES	Futures	3567.89	3571.8	3565.94	3567.62	10801.0
2020-07-16 06:00:00	ES	Futures	3567.34	3572.08	3566.78	3567.34	6758.0
2020-07-16 06:30:00	ES	Futures	3567.34	3573.76	3564.54	3572.64	11131.0
2020-07-16 07:00:00	ES	Futures	3572.92	3576.55	3570.13	3574.04	12259.0
2020-07-16 07:30:00	ES	Futures	3574.32	3577.67	3571.8	3573.2	12219.0
2020-07-16 08:00:00	ES	Futures	3573.2	3574.32	3571.25	3573.2	13074.0
2020-07-16 08:30:00	ES	Futures	3572.92	3574.32	3565.38	3569.29	26969.0
2020-07-16 09:00:00	ES	Futures	3569.29	3578.23	3567.34	3571.25	27984.0
2020-07-16 09:30:00	ES	Futures	3571.25	3579.06	3563.71	3570.69	152851.0
2020-07-16 10:00:00	ES	Futures	3570.41	3577.39	3563.43	3575.99	120521.0
2020-07-16 10:30:00	ES	Futures	3576.27	3581.86	3571.52	3572.64	90153.0
2020-07-16 11:00:00	ES	Futures	3572.36	3577.39	3566.22	3572.92	95344.0
2020-07-16 11:30:00	ES	Futures	3573.2	3574.04	3565.38	3570.97	56528.0
2020-07-16 12:00:00	ES	Futures	3570.97	3573.76	3564.82	3568.45	54501.0
2020-07-16 12:30:00	ES	Futures	3568.45	3574.88	3567.89	3570.13	34894.0
2020-07-16 13:00:00	ES	Futures	3569.85	3580.18	3569.29	3579.9	66971.0
2020-07-16 13:30:00	ES	Futures	3579.9	3580.18	3572.08	3572.64	54463.0
2020-07-16 14:00:00	ES	Futures	3572.36	3580.46	3571.8	3578.78	42253.0
2020-07-16 14:30:00	ES	Futures	3578.78	3580.18	3564.82	3566.5	69687.0
2020-07-16 15:00:00	ES	Futures	3566.5	3582.97	3564.54	3582.14	71623.0
2020-07-16 15:30:00	ES	Futures	3582.14	3587.72	3575.99	3582.42	127769.0
2020-07-16 16:00:00	ES	Futures	3582.69	3584.09	3567.06	3569.01	55460.0
2020-07-16 16:30:00	ES	Futures	3571.25	3572.92	3568.73	3570.69	6687.0
2020-07-16 18:00:00	ES	Futures	3572.64	3574.6	3568.45	3572.64	4655.0
2020-07-16 18:30:00	ES	Futures	3572.64	3577.11	3572.64	3576.55	3036.0
2020-07-16 19:00:00	ES	Futures	3576.55	3579.06	3575.71	3578.78	1952.0
2020-07-16 19:30:00	ES	Futures	3578.51	3578.78	3576.55	3578.23	2310.0
2020-07-16 20:00:00	ES	Futures	3578.23	3581.58	3577.67	3579.62	5087.0
2020-07-16 20:30:00	ES	Futures	3579.9	3581.02	3578.78	3580.74	4671.0
2020-07-16 21:00:00	ES	Futures	3580.74	3581.02	3572.92	3576.83	12602.0
2020-07-16 21:30:00	ES	Futures	3576.83	3579.34	3573.48	3578.78	6372.0
2020-07-16 22:00:00	ES	Futures	3578.78	3581.3	3577.67	3580.74	4108.0
2020-07-16 22:30:00	ES	Futures	3581.02	3583.53	3577.95	3578.51	4635.0
2020-07-16 23:00:00	ES	Futures	3578.51	3579.62	3576.83	3577.67	3079.0
2020-07-16 23:30:00	ES	Futures	3578.23	3579.9	3576.83	3578.51	5354.0
2020-07-16 00:00:00	NQ	Futures	12255.68	12277.94	12255.1	12272.16	1763.0
2020-07-16 00:30:00	NQ	Futures	12271.87	12283.15	12259.15	12269.27	1913.0
2020-07-16 01:00:00	NQ	Futures	12268.98	12273.6	12254.81	12260.59	2079.0
2020-07-16 01:30:00	NQ	Futures	12260.01	12270.42	12236.01	12264.35	4393.0

> showing 50 of 3,392 rows — these rows as CSV

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