PREVIEW / futures_30min / 2020-07-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-21.parquet
  size:    97 KB
  rows:    3,488

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
2020-07-21 00:00:00	ES	Futures	3630.17	3632.12	3629.89	3631.0	4015.0
2020-07-21 00:30:00	ES	Futures	3631.28	3634.63	3630.72	3634.08	4557.0
2020-07-21 01:00:00	ES	Futures	3633.8	3634.63	3632.4	3632.96	4156.0
2020-07-21 01:30:00	ES	Futures	3632.96	3647.76	3632.96	3646.08	14985.0
2020-07-21 02:00:00	ES	Futures	3646.08	3649.15	3643.29	3646.36	11226.0
2020-07-21 02:30:00	ES	Futures	3646.36	3646.36	3641.34	3642.17	10393.0
2020-07-21 03:00:00	ES	Futures	3642.17	3646.08	3639.1	3644.97	32325.0
2020-07-21 03:30:00	ES	Futures	3644.97	3647.48	3643.29	3645.8	12758.0
2020-07-21 04:00:00	ES	Futures	3645.8	3649.99	3643.29	3648.88	10535.0
2020-07-21 04:30:00	ES	Futures	3649.15	3651.95	3648.6	3649.43	12456.0
2020-07-21 05:00:00	ES	Futures	3649.43	3651.67	3647.48	3648.88	7918.0
2020-07-21 05:30:00	ES	Futures	3648.88	3651.95	3647.2	3649.71	9284.0
2020-07-21 06:00:00	ES	Futures	3649.71	3651.11	3648.88	3649.71	9038.0
2020-07-21 06:30:00	ES	Futures	3649.99	3654.18	3648.6	3649.99	11765.0
2020-07-21 07:00:00	ES	Futures	3649.71	3652.23	3646.36	3652.23	11039.0
2020-07-21 07:30:00	ES	Futures	3652.23	3656.14	3649.15	3652.51	16242.0
2020-07-21 08:00:00	ES	Futures	3652.51	3653.62	3649.99	3650.55	9511.0
2020-07-21 08:30:00	ES	Futures	3650.55	3651.67	3647.76	3648.6	11822.0
2020-07-21 09:00:00	ES	Futures	3648.6	3649.99	3644.69	3645.52	22638.0
2020-07-21 09:30:00	ES	Futures	3645.52	3651.11	3639.38	3648.6	142741.0
2020-07-21 10:00:00	ES	Futures	3648.88	3651.11	3634.91	3638.26	124820.0
2020-07-21 10:30:00	ES	Futures	3638.26	3648.04	3634.63	3645.52	101055.0
2020-07-21 11:00:00	ES	Futures	3645.24	3648.32	3636.87	3645.8	84305.0
2020-07-21 11:30:00	ES	Futures	3645.8	3648.6	3636.31	3641.06	72077.0
2020-07-21 12:00:00	ES	Futures	3641.06	3642.73	3636.31	3641.61	48048.0
2020-07-21 12:30:00	ES	Futures	3641.61	3644.41	3638.26	3644.13	45158.0
2020-07-21 13:00:00	ES	Futures	3644.13	3645.24	3638.54	3644.69	41034.0
2020-07-21 13:30:00	ES	Futures	3644.41	3648.6	3643.57	3646.64	36102.0
2020-07-21 14:00:00	ES	Futures	3646.92	3650.27	3644.69	3647.48	43474.0
2020-07-21 14:30:00	ES	Futures	3647.48	3647.76	3643.85	3645.52	33517.0
2020-07-21 15:00:00	ES	Futures	3645.52	3646.64	3628.21	3630.17	124723.0
2020-07-21 15:30:00	ES	Futures	3630.17	3634.08	3618.16	3629.33	204550.0
2020-07-21 16:00:00	ES	Futures	3629.61	3634.08	3628.21	3632.4	37518.0
2020-07-21 16:30:00	ES	Futures	3632.4	3633.8	3629.05	3629.89	5959.0
2020-07-21 18:00:00	ES	Futures	3629.33	3634.08	3628.49	3632.4	4219.0
2020-07-21 18:30:00	ES	Futures	3632.4	3639.94	3631.56	3638.54	4112.0
2020-07-21 19:00:00	ES	Futures	3638.54	3639.1	3634.08	3635.19	3792.0
2020-07-21 19:30:00	ES	Futures	3635.19	3639.66	3634.91	3637.43	3530.0
2020-07-21 20:00:00	ES	Futures	3637.71	3642.73	3634.63	3639.94	8672.0
2020-07-21 20:30:00	ES	Futures	3639.94	3639.94	3633.52	3633.8	5254.0
2020-07-21 21:00:00	ES	Futures	3633.8	3641.34	3632.4	3639.94	5919.0
2020-07-21 21:30:00	ES	Futures	3639.94	3640.78	3637.43	3640.5	4032.0
2020-07-21 22:00:00	ES	Futures	3640.22	3647.76	3639.38	3646.64	7134.0
2020-07-21 22:30:00	ES	Futures	3646.92	3646.92	3645.24	3645.8	3539.0
2020-07-21 23:00:00	ES	Futures	3645.8	3647.48	3644.41	3644.97	3940.0
2020-07-21 23:30:00	ES	Futures	3644.97	3645.24	3643.57	3644.41	1613.0
2020-07-21 00:00:00	NQ	Futures	12738.31	12748.15	12735.71	12740.63	1900.0
2020-07-21 00:30:00	NQ	Futures	12740.92	12745.25	12730.51	12740.63	1828.0
2020-07-21 01:00:00	NQ	Futures	12740.05	12742.07	12732.24	12735.13	1456.0
2020-07-21 01:30:00	NQ	Futures	12734.84	12788.63	12733.4	12779.09	5614.0

> showing 50 of 3,488 rows — these rows as CSV

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