PREVIEW / futures_30min / 2020-07-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-23.parquet
  size:    96 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
2020-07-23 00:00:00	ES	Futures	3648.32	3649.43	3645.8	3649.43	1902.0
2020-07-23 00:30:00	ES	Futures	3649.15	3651.11	3648.32	3649.43	1666.0
2020-07-23 01:00:00	ES	Futures	3649.15	3651.11	3648.04	3650.55	1964.0
2020-07-23 01:30:00	ES	Futures	3650.55	3650.83	3647.2	3649.15	1657.0
2020-07-23 02:00:00	ES	Futures	3649.43	3660.04	3649.15	3657.53	11071.0
2020-07-23 02:30:00	ES	Futures	3657.81	3668.7	3655.86	3663.95	12606.0
2020-07-23 03:00:00	ES	Futures	3663.95	3666.47	3657.25	3658.93	13634.0
2020-07-23 03:30:00	ES	Futures	3658.65	3666.19	3656.97	3665.35	11016.0
2020-07-23 04:00:00	ES	Futures	3665.35	3668.7	3662.84	3667.31	11102.0
2020-07-23 04:30:00	ES	Futures	3667.31	3668.7	3658.37	3658.37	12449.0
2020-07-23 05:00:00	ES	Futures	3658.37	3662.56	3657.81	3662.56	8999.0
2020-07-23 05:30:00	ES	Futures	3662.56	3663.4	3659.21	3661.16	5411.0
2020-07-23 06:00:00	ES	Futures	3661.44	3665.91	3660.32	3661.44	10138.0
2020-07-23 06:30:00	ES	Futures	3661.16	3662.84	3658.37	3659.77	6177.0
2020-07-23 07:00:00	ES	Futures	3659.77	3662.56	3657.25	3657.81	5925.0
2020-07-23 07:30:00	ES	Futures	3657.81	3660.88	3653.9	3658.93	10266.0
2020-07-23 08:00:00	ES	Futures	3658.93	3659.21	3653.62	3657.25	11930.0
2020-07-23 08:30:00	ES	Futures	3656.97	3658.65	3643.85	3643.85	26957.0
2020-07-23 09:00:00	ES	Futures	3644.13	3649.99	3643.29	3645.8	18298.0
2020-07-23 09:30:00	ES	Futures	3646.08	3654.46	3642.17	3651.95	117875.0
2020-07-23 10:00:00	ES	Futures	3651.67	3653.06	3635.19	3645.24	112818.0
2020-07-23 10:30:00	ES	Futures	3645.24	3651.39	3642.45	3643.85	70247.0
2020-07-23 11:00:00	ES	Futures	3643.85	3649.43	3638.82	3648.6	73952.0
2020-07-23 11:30:00	ES	Futures	3648.32	3653.62	3646.08	3648.04	72354.0
2020-07-23 12:00:00	ES	Futures	3648.04	3648.32	3634.35	3638.26	74484.0
2020-07-23 12:30:00	ES	Futures	3637.98	3639.94	3629.33	3632.68	86178.0
2020-07-23 13:00:00	ES	Futures	3632.4	3639.66	3625.7	3629.33	60799.0
2020-07-23 13:30:00	ES	Futures	3629.05	3629.89	3607.27	3613.41	133194.0
2020-07-23 14:00:00	ES	Futures	3613.41	3613.97	3590.23	3602.8	169505.0
2020-07-23 14:30:00	ES	Futures	3602.8	3610.62	3594.7	3606.43	137138.0
2020-07-23 15:00:00	ES	Futures	3606.43	3609.78	3594.98	3601.4	96130.0
2020-07-23 15:30:00	ES	Futures	3601.12	3607.83	3592.47	3606.43	184264.0
2020-07-23 16:00:00	ES	Futures	3606.71	3607.83	3596.38	3603.92	54049.0
2020-07-23 16:30:00	ES	Futures	3602.52	3607.83	3602.52	3607.27	5536.0
2020-07-23 18:00:00	ES	Futures	3607.83	3613.13	3607.27	3613.13	5395.0
2020-07-23 18:30:00	ES	Futures	3612.85	3615.37	3612.01	3614.53	3353.0
2020-07-23 19:00:00	ES	Futures	3614.81	3614.81	3608.38	3612.57	4425.0
2020-07-23 19:30:00	ES	Futures	3612.85	3614.25	3608.94	3612.01	4916.0
2020-07-23 20:00:00	ES	Futures	3611.74	3613.97	3610.34	3612.29	7935.0
2020-07-23 20:30:00	ES	Futures	3612.29	3617.88	3610.06	3617.32	5551.0
2020-07-23 21:00:00	ES	Futures	3617.32	3617.6	3613.41	3615.37	3660.0
2020-07-23 21:30:00	ES	Futures	3615.37	3616.48	3607.83	3612.29	6352.0
2020-07-23 22:00:00	ES	Futures	3612.01	3612.29	3608.11	3610.06	2562.0
2020-07-23 22:30:00	ES	Futures	3609.78	3610.34	3605.87	3609.22	4497.0
2020-07-23 23:00:00	ES	Futures	3609.22	3609.22	3600.57	3602.52	5379.0
2020-07-23 23:30:00	ES	Futures	3602.52	3602.52	3588.84	3593.03	11565.0
2020-07-23 00:00:00	NQ	Futures	12532.13	12537.91	12522.88	12535.6	1072.0
2020-07-23 00:30:00	NQ	Futures	12535.31	12542.83	12530.97	12535.89	1077.0
2020-07-23 01:00:00	NQ	Futures	12535.6	12544.28	12531.26	12541.09	1149.0
2020-07-23 01:30:00	NQ	Futures	12541.38	12541.96	12525.77	12536.47	1144.0

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

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