PREVIEW / futures_30min / 2020-07-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-20.parquet
  size:    93 KB
  rows:    3,432

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
2020-07-20 00:00:00	ES	Futures	3579.9	3580.74	3577.95	3578.78	2582.0
2020-07-20 00:30:00	ES	Futures	3578.51	3579.06	3574.88	3576.55	9391.0
2020-07-20 01:00:00	ES	Futures	3576.55	3577.39	3572.08	3575.15	11846.0
2020-07-20 01:30:00	ES	Futures	3575.15	3578.23	3574.88	3577.95	3461.0
2020-07-20 02:00:00	ES	Futures	3577.95	3578.78	3567.34	3572.92	10776.0
2020-07-20 02:30:00	ES	Futures	3572.64	3574.88	3571.52	3572.08	4461.0
2020-07-20 03:00:00	ES	Futures	3572.08	3572.36	3563.43	3567.89	18676.0
2020-07-20 03:30:00	ES	Futures	3567.89	3572.64	3565.94	3572.08	10652.0
2020-07-20 04:00:00	ES	Futures	3572.08	3574.32	3569.29	3572.64	7362.0
2020-07-20 04:30:00	ES	Futures	3572.64	3584.09	3569.85	3583.25	14829.0
2020-07-20 05:00:00	ES	Futures	3583.53	3589.4	3583.53	3584.93	12332.0
2020-07-20 05:30:00	ES	Futures	3584.93	3588.0	3582.42	3584.09	9314.0
2020-07-20 06:00:00	ES	Futures	3584.09	3585.49	3579.9	3579.9	9979.0
2020-07-20 06:30:00	ES	Futures	3579.62	3582.69	3578.23	3580.74	11005.0
2020-07-20 07:00:00	ES	Futures	3581.02	3587.44	3581.02	3585.49	9837.0
2020-07-20 07:30:00	ES	Futures	3585.77	3590.79	3583.53	3586.88	12416.0
2020-07-20 08:00:00	ES	Futures	3586.88	3588.84	3582.69	3582.97	15291.0
2020-07-20 08:30:00	ES	Futures	3582.97	3592.47	3581.86	3590.79	24406.0
2020-07-20 09:00:00	ES	Futures	3590.51	3593.31	3589.68	3589.68	19546.0
2020-07-20 09:30:00	ES	Futures	3589.68	3597.77	3580.18	3586.32	189538.0
2020-07-20 10:00:00	ES	Futures	3586.05	3603.08	3583.81	3602.8	99045.0
2020-07-20 10:30:00	ES	Futures	3602.8	3607.27	3600.57	3601.68	79542.0
2020-07-20 11:00:00	ES	Futures	3601.4	3604.75	3599.73	3603.92	51816.0
2020-07-20 11:30:00	ES	Futures	3604.2	3608.66	3602.8	3605.31	50776.0
2020-07-20 12:00:00	ES	Futures	3605.31	3608.11	3600.85	3603.92	52326.0
2020-07-20 12:30:00	ES	Futures	3604.2	3607.55	3603.08	3607.27	50961.0
2020-07-20 13:00:00	ES	Futures	3607.27	3610.62	3605.31	3610.62	45897.0
2020-07-20 13:30:00	ES	Futures	3610.34	3616.2	3608.66	3614.81	65115.0
2020-07-20 14:00:00	ES	Futures	3614.81	3615.65	3612.57	3615.09	48507.0
2020-07-20 14:30:00	ES	Futures	3615.09	3618.16	3614.81	3615.92	52836.0
2020-07-20 15:00:00	ES	Futures	3615.92	3625.14	3614.25	3624.02	68613.0
2020-07-20 15:30:00	ES	Futures	3624.02	3630.72	3621.23	3622.07	160173.0
2020-07-20 16:00:00	ES	Futures	3622.07	3626.26	3620.95	3625.98	43118.0
2020-07-20 16:30:00	ES	Futures	3626.26	3626.54	3620.95	3623.18	8222.0
2020-07-20 18:00:00	ES	Futures	3623.18	3625.98	3620.95	3621.23	4749.0
2020-07-20 18:30:00	ES	Futures	3621.51	3622.35	3620.11	3622.35	1807.0
2020-07-20 19:00:00	ES	Futures	3622.35	3624.3	3620.95	3624.3	1499.0
2020-07-20 19:30:00	ES	Futures	3624.3	3626.54	3621.51	3622.63	3696.0
2020-07-20 20:00:00	ES	Futures	3622.91	3626.54	3620.95	3626.54	6437.0
2020-07-20 20:30:00	ES	Futures	3626.81	3630.17	3626.54	3628.49	6093.0
2020-07-20 21:00:00	ES	Futures	3628.49	3632.12	3627.93	3628.77	8567.0
2020-07-20 21:30:00	ES	Futures	3628.77	3630.72	3623.74	3625.14	9074.0
2020-07-20 22:00:00	ES	Futures	3625.14	3627.65	3624.3	3625.7	4444.0
2020-07-20 22:30:00	ES	Futures	3625.7	3627.65	3625.14	3627.37	4825.0
2020-07-20 23:00:00	ES	Futures	3627.09	3627.65	3624.58	3627.09	4129.0
2020-07-20 23:30:00	ES	Futures	3627.37	3630.72	3626.26	3630.17	3981.0
2020-07-20 00:00:00	NQ	Futures	12248.74	12251.92	12243.53	12246.71	870.0
2020-07-20 00:30:00	NQ	Futures	12246.71	12249.6	12236.01	12243.24	2118.0
2020-07-20 01:00:00	NQ	Futures	12242.66	12245.27	12223.58	12238.32	3829.0
2020-07-20 01:30:00	NQ	Futures	12239.19	12245.55	12235.14	12239.19	1258.0

> showing 50 of 3,432 rows — these rows as CSV

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