PREVIEW / futures_30min / 2020-07-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-17.parquet
  size:    75 KB
  rows:    2,735

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
2020-07-17 00:00:00	ES	Futures	3578.51	3580.46	3576.83	3578.51	2149.0
2020-07-17 00:30:00	ES	Futures	3578.51	3579.06	3575.71	3577.11	2503.0
2020-07-17 01:00:00	ES	Futures	3576.83	3578.23	3575.71	3576.55	2389.0
2020-07-17 01:30:00	ES	Futures	3576.83	3577.95	3574.88	3577.67	2910.0
2020-07-17 02:00:00	ES	Futures	3577.67	3580.74	3574.32	3578.78	4591.0
2020-07-17 02:30:00	ES	Futures	3578.78	3581.3	3576.27	3576.27	16411.0
2020-07-17 03:00:00	ES	Futures	3576.55	3579.34	3574.04	3576.83	12585.0
2020-07-17 03:30:00	ES	Futures	3576.55	3577.95	3569.29	3569.29	11897.0
2020-07-17 04:00:00	ES	Futures	3569.29	3576.83	3568.73	3575.43	8352.0
2020-07-17 04:30:00	ES	Futures	3575.43	3578.23	3573.76	3576.83	5115.0
2020-07-17 05:00:00	ES	Futures	3576.83	3580.74	3572.64	3579.9	7952.0
2020-07-17 05:30:00	ES	Futures	3580.18	3581.02	3576.55	3577.39	10032.0
2020-07-17 06:00:00	ES	Futures	3577.39	3584.65	3576.55	3584.09	8374.0
2020-07-17 06:30:00	ES	Futures	3584.09	3584.93	3582.97	3584.65	6134.0
2020-07-17 07:00:00	ES	Futures	3584.37	3584.65	3579.9	3581.58	8436.0
2020-07-17 07:30:00	ES	Futures	3581.86	3584.09	3579.9	3583.53	8830.0
2020-07-17 08:00:00	ES	Futures	3583.53	3593.31	3583.25	3591.63	24232.0
2020-07-17 08:30:00	ES	Futures	3591.63	3594.14	3586.88	3587.72	17865.0
2020-07-17 09:00:00	ES	Futures	3587.72	3595.82	3586.6	3594.14	30991.0
2020-07-17 09:30:00	ES	Futures	3594.14	3595.54	3583.81	3588.0	139978.0
2020-07-17 10:00:00	ES	Futures	3588.0	3590.51	3571.25	3574.6	112717.0
2020-07-17 10:30:00	ES	Futures	3574.32	3585.21	3570.41	3584.65	76481.0
2020-07-17 11:00:00	ES	Futures	3584.65	3589.4	3583.81	3586.32	69104.0
2020-07-17 11:30:00	ES	Futures	3586.05	3590.79	3581.3	3588.84	57801.0
2020-07-17 12:00:00	ES	Futures	3589.12	3592.47	3587.72	3589.68	42809.0
2020-07-17 12:30:00	ES	Futures	3589.4	3591.35	3585.77	3586.88	33527.0
2020-07-17 13:00:00	ES	Futures	3587.16	3591.07	3583.53	3589.4	79179.0
2020-07-17 13:30:00	ES	Futures	3589.68	3590.23	3585.77	3587.44	38739.0
2020-07-17 14:00:00	ES	Futures	3587.44	3596.94	3587.16	3595.26	52672.0
2020-07-17 14:30:00	ES	Futures	3595.26	3598.33	3591.91	3596.38	52980.0
2020-07-17 15:00:00	ES	Futures	3596.1	3599.45	3592.19	3599.45	60644.0
2020-07-17 15:30:00	ES	Futures	3599.45	3602.52	3591.63	3592.75	114630.0
2020-07-17 16:00:00	ES	Futures	3592.75	3597.77	3588.56	3588.56	41464.0
2020-07-17 16:30:00	ES	Futures	3589.68	3593.86	3588.56	3589.68	7421.0
2020-07-17 00:00:00	NQ	Futures	12252.78	12262.62	12244.98	12254.52	1383.0
2020-07-17 00:30:00	NQ	Futures	12253.94	12256.25	12245.55	12251.05	1155.0
2020-07-17 01:00:00	NQ	Futures	12250.47	12254.81	12242.37	12244.69	1341.0
2020-07-17 01:30:00	NQ	Futures	12244.98	12246.71	12232.83	12245.55	2189.0
2020-07-17 02:00:00	NQ	Futures	12245.27	12256.25	12229.36	12249.6	2242.0
2020-07-17 02:30:00	NQ	Futures	12250.18	12254.52	12234.85	12239.19	2743.0
2020-07-17 03:00:00	NQ	Futures	12239.19	12260.59	12234.28	12257.12	4935.0
2020-07-17 03:30:00	NQ	Futures	12257.41	12258.28	12232.25	12233.99	3561.0
2020-07-17 04:00:00	NQ	Futures	12234.28	12280.26	12221.84	12273.32	6268.0
2020-07-17 04:30:00	NQ	Futures	12273.6	12282.28	12265.51	12275.34	2732.0
2020-07-17 05:00:00	NQ	Futures	12275.05	12287.77	12262.33	12282.28	3389.0
2020-07-17 05:30:00	NQ	Futures	12282.57	12287.2	12264.93	12268.11	3881.0
2020-07-17 06:00:00	NQ	Futures	12267.53	12283.44	12265.8	12281.41	2662.0
2020-07-17 06:30:00	NQ	Futures	12281.12	12286.91	12276.5	12278.23	2339.0
2020-07-17 07:00:00	NQ	Futures	12277.94	12281.12	12263.48	12267.82	3528.0
2020-07-17 07:30:00	NQ	Futures	12267.53	12274.76	12255.39	12273.6	4052.0

> showing 50 of 2,735 rows — these rows as CSV

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