PREVIEW / futures_30min / 2020-07-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-22.parquet
  size:    94 KB
  rows:    3,434

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
2020-07-22 00:00:00	ES	Futures	3644.41	3644.69	3639.38	3640.22	3438.0
2020-07-22 00:30:00	ES	Futures	3639.94	3639.94	3630.72	3632.96	5974.0
2020-07-22 01:00:00	ES	Futures	3632.68	3633.52	3628.21	3632.4	5535.0
2020-07-22 01:30:00	ES	Futures	3632.68	3633.24	3629.61	3632.4	4583.0
2020-07-22 02:00:00	ES	Futures	3632.68	3634.63	3630.44	3631.28	8688.0
2020-07-22 02:30:00	ES	Futures	3631.28	3634.35	3630.17	3633.8	5299.0
2020-07-22 03:00:00	ES	Futures	3633.8	3639.1	3632.4	3633.52	15955.0
2020-07-22 03:30:00	ES	Futures	3633.52	3634.91	3620.67	3623.74	31777.0
2020-07-22 04:00:00	ES	Futures	3623.74	3624.3	3619.55	3622.35	18876.0
2020-07-22 04:30:00	ES	Futures	3622.07	3622.07	3610.06	3614.25	21790.0
2020-07-22 05:00:00	ES	Futures	3613.97	3614.53	3604.75	3608.66	18706.0
2020-07-22 05:30:00	ES	Futures	3608.66	3620.95	3608.38	3619.28	18083.0
2020-07-22 06:00:00	ES	Futures	3619.55	3620.67	3613.97	3617.88	11244.0
2020-07-22 06:30:00	ES	Futures	3617.88	3623.46	3617.32	3620.67	9928.0
2020-07-22 07:00:00	ES	Futures	3620.95	3628.49	3620.67	3626.81	11431.0
2020-07-22 07:30:00	ES	Futures	3626.81	3629.05	3624.3	3627.37	8654.0
2020-07-22 08:00:00	ES	Futures	3627.37	3629.05	3623.74	3626.54	14596.0
2020-07-22 08:30:00	ES	Futures	3626.54	3628.21	3622.91	3627.65	13349.0
2020-07-22 09:00:00	ES	Futures	3627.93	3628.49	3622.35	3625.42	20175.0
2020-07-22 09:30:00	ES	Futures	3625.42	3642.45	3624.58	3637.43	135730.0
2020-07-22 10:00:00	ES	Futures	3637.71	3641.34	3632.68	3633.24	87845.0
2020-07-22 10:30:00	ES	Futures	3632.96	3638.54	3625.98	3632.12	91224.0
2020-07-22 11:00:00	ES	Futures	3632.12	3635.19	3624.02	3634.08	78490.0
2020-07-22 11:30:00	ES	Futures	3634.08	3638.82	3633.24	3636.87	46540.0
2020-07-22 12:00:00	ES	Futures	3636.59	3644.97	3634.63	3640.78	49742.0
2020-07-22 12:30:00	ES	Futures	3641.06	3641.89	3637.15	3639.66	30143.0
2020-07-22 13:00:00	ES	Futures	3639.66	3641.34	3637.15	3638.26	29752.0
2020-07-22 13:30:00	ES	Futures	3638.54	3639.1	3626.81	3627.09	70769.0
2020-07-22 14:00:00	ES	Futures	3627.37	3635.47	3626.81	3635.47	81996.0
2020-07-22 14:30:00	ES	Futures	3635.47	3640.22	3632.12	3638.26	35547.0
2020-07-22 15:00:00	ES	Futures	3638.26	3646.36	3636.87	3641.06	101051.0
2020-07-22 15:30:00	ES	Futures	3640.78	3654.46	3639.94	3649.99	123857.0
2020-07-22 16:00:00	ES	Futures	3650.27	3653.9	3645.24	3648.32	44515.0
2020-07-22 16:30:00	ES	Futures	3648.88	3652.23	3647.76	3648.88	7604.0
2020-07-22 18:00:00	ES	Futures	3649.99	3652.51	3644.97	3649.71	5756.0
2020-07-22 18:30:00	ES	Futures	3649.71	3650.27	3646.92	3648.04	2200.0
2020-07-22 19:00:00	ES	Futures	3648.04	3649.15	3645.24	3646.92	2137.0
2020-07-22 19:30:00	ES	Futures	3646.92	3647.2	3640.78	3642.45	4388.0
2020-07-22 20:00:00	ES	Futures	3642.45	3648.32	3640.5	3640.5	5307.0
2020-07-22 20:30:00	ES	Futures	3640.22	3645.52	3640.22	3642.73	3106.0
2020-07-22 21:00:00	ES	Futures	3642.73	3649.99	3639.66	3646.92	5796.0
2020-07-22 21:30:00	ES	Futures	3647.2	3651.95	3647.2	3650.83	5526.0
2020-07-22 22:00:00	ES	Futures	3650.83	3651.11	3647.2	3647.76	3038.0
2020-07-22 22:30:00	ES	Futures	3647.76	3649.71	3640.78	3643.01	5198.0
2020-07-22 23:00:00	ES	Futures	3643.29	3647.76	3643.01	3647.76	3551.0
2020-07-22 23:30:00	ES	Futures	3647.76	3650.27	3647.2	3648.32	2084.0
2020-07-22 00:00:00	NQ	Futures	12602.4	12603.56	12591.41	12596.91	1267.0
2020-07-22 00:30:00	NQ	Futures	12596.62	12596.62	12550.35	12555.26	3793.0
2020-07-22 01:00:00	NQ	Futures	12554.98	12563.07	12544.28	12560.76	2982.0
2020-07-22 01:30:00	NQ	Futures	12560.18	12566.83	12552.37	12561.05	1694.0

> showing 50 of 3,434 rows — these rows as CSV

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