PREVIEW / futures_30min / 2020-07-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-24.parquet
  size:    80 KB
  rows:    2,787

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
2020-07-24 00:00:00	ES	Futures	3593.03	3594.42	3587.72	3591.63	6317.0
2020-07-24 00:30:00	ES	Futures	3591.91	3599.45	3590.51	3594.7	5693.0
2020-07-24 01:00:00	ES	Futures	3594.42	3595.26	3590.51	3591.07	5025.0
2020-07-24 01:30:00	ES	Futures	3591.07	3592.75	3584.93	3589.12	9553.0
2020-07-24 02:00:00	ES	Futures	3589.12	3595.82	3586.05	3594.14	11578.0
2020-07-24 02:30:00	ES	Futures	3594.14	3594.98	3581.3	3581.86	10939.0
2020-07-24 03:00:00	ES	Futures	3581.86	3585.49	3575.43	3579.62	29698.0
2020-07-24 03:30:00	ES	Futures	3579.9	3582.97	3573.48	3580.18	20702.0
2020-07-24 04:00:00	ES	Futures	3580.18	3587.72	3578.51	3584.93	16186.0
2020-07-24 04:30:00	ES	Futures	3584.65	3592.19	3584.65	3592.19	11375.0
2020-07-24 05:00:00	ES	Futures	3591.91	3593.03	3588.56	3592.47	9119.0
2020-07-24 05:30:00	ES	Futures	3592.47	3597.49	3591.63	3596.1	12519.0
2020-07-24 06:00:00	ES	Futures	3596.1	3601.96	3594.98	3599.73	12827.0
2020-07-24 06:30:00	ES	Futures	3599.73	3600.57	3591.91	3594.98	12432.0
2020-07-24 07:00:00	ES	Futures	3595.26	3601.68	3591.35	3592.47	13545.0
2020-07-24 07:30:00	ES	Futures	3592.47	3593.31	3584.09	3590.79	18036.0
2020-07-24 08:00:00	ES	Futures	3590.51	3594.98	3588.84	3594.7	12442.0
2020-07-24 08:30:00	ES	Futures	3594.7	3595.82	3590.79	3591.63	12502.0
2020-07-24 09:00:00	ES	Futures	3591.63	3593.86	3583.81	3584.37	39121.0
2020-07-24 09:30:00	ES	Futures	3584.37	3586.6	3567.89	3580.46	213460.0
2020-07-24 10:00:00	ES	Futures	3580.46	3592.47	3579.62	3588.0	112533.0
2020-07-24 10:30:00	ES	Futures	3588.0	3594.42	3575.43	3593.58	97784.0
2020-07-24 11:00:00	ES	Futures	3593.58	3595.82	3586.32	3591.91	90014.0
2020-07-24 11:30:00	ES	Futures	3592.19	3593.31	3582.69	3588.28	88484.0
2020-07-24 12:00:00	ES	Futures	3588.28	3589.4	3577.95	3582.97	118857.0
2020-07-24 12:30:00	ES	Futures	3582.69	3584.65	3573.76	3576.27	93424.0
2020-07-24 13:00:00	ES	Futures	3576.55	3580.46	3564.82	3575.43	96060.0
2020-07-24 13:30:00	ES	Futures	3575.71	3581.3	3570.97	3579.62	50304.0
2020-07-24 14:00:00	ES	Futures	3579.62	3589.4	3578.23	3589.12	89436.0
2020-07-24 14:30:00	ES	Futures	3589.4	3589.4	3578.51	3582.69	66873.0
2020-07-24 15:00:00	ES	Futures	3582.42	3589.95	3573.2	3574.88	64558.0
2020-07-24 15:30:00	ES	Futures	3574.88	3584.93	3569.85	3583.25	164540.0
2020-07-24 16:00:00	ES	Futures	3583.25	3585.77	3577.11	3577.95	43722.0
2020-07-24 16:30:00	ES	Futures	3578.23	3581.58	3577.67	3578.23	4656.0
2020-07-24 00:00:00	NQ	Futures	12111.95	12126.41	12091.42	12121.5	4117.0
2020-07-24 00:30:00	NQ	Futures	12120.34	12159.67	12117.16	12138.85	3831.0
2020-07-24 01:00:00	NQ	Futures	12138.56	12143.19	12116.58	12120.63	4024.0
2020-07-24 01:30:00	NQ	Futures	12120.63	12128.44	12103.86	12121.21	3828.0
2020-07-24 02:00:00	NQ	Futures	12120.63	12132.77	12107.33	12122.94	4812.0
2020-07-24 02:30:00	NQ	Futures	12123.23	12126.99	12059.32	12060.77	5715.0
2020-07-24 03:00:00	NQ	Futures	12060.48	12082.75	12016.24	12040.24	11864.0
2020-07-24 03:30:00	NQ	Futures	12040.82	12057.01	12003.51	12048.91	7909.0
2020-07-24 04:00:00	NQ	Futures	12047.76	12070.02	12041.68	12055.56	5648.0
2020-07-24 04:30:00	NQ	Futures	12054.7	12076.96	12053.83	12072.05	4096.0
2020-07-24 05:00:00	NQ	Futures	12072.05	12081.59	12058.17	12080.72	3946.0
2020-07-24 05:30:00	NQ	Futures	12081.3	12107.33	12079.28	12105.3	4007.0
2020-07-24 06:00:00	NQ	Futures	12106.46	12126.99	12098.36	12121.79	4717.0
2020-07-24 06:30:00	NQ	Futures	12122.08	12124.39	12080.14	12108.77	6014.0
2020-07-24 07:00:00	NQ	Futures	12109.35	12143.19	12093.74	12095.18	6618.0
2020-07-24 07:30:00	NQ	Futures	12095.76	12098.94	12041.97	12083.61	9552.0

> showing 50 of 2,787 rows — these rows as CSV

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