PREVIEW / futures_30min / 2020-07-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-27.parquet
  size:    97 KB
  rows:    3,451

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
2020-07-27 00:00:00	ES	Futures	3596.94	3598.33	3594.7	3597.21	2396.0
2020-07-27 00:30:00	ES	Futures	3597.21	3598.61	3594.98	3594.98	2260.0
2020-07-27 01:00:00	ES	Futures	3594.98	3595.82	3591.91	3594.14	3615.0
2020-07-27 01:30:00	ES	Futures	3594.42	3596.66	3590.51	3590.79	3670.0
2020-07-27 02:00:00	ES	Futures	3590.79	3593.86	3588.0	3588.0	6630.0
2020-07-27 02:30:00	ES	Futures	3588.28	3594.42	3588.0	3592.19	4662.0
2020-07-27 03:00:00	ES	Futures	3591.91	3595.26	3586.88	3587.44	13183.0
2020-07-27 03:30:00	ES	Futures	3587.44	3591.35	3584.37	3590.79	11193.0
2020-07-27 04:00:00	ES	Futures	3590.79	3595.54	3590.51	3592.47	7605.0
2020-07-27 04:30:00	ES	Futures	3592.47	3596.66	3590.23	3590.79	7214.0
2020-07-27 05:00:00	ES	Futures	3590.79	3597.49	3589.4	3597.21	7984.0
2020-07-27 05:30:00	ES	Futures	3597.21	3598.33	3593.58	3596.38	6762.0
2020-07-27 06:00:00	ES	Futures	3596.38	3600.01	3593.86	3599.73	6518.0
2020-07-27 06:30:00	ES	Futures	3599.73	3600.01	3596.1	3597.21	8146.0
2020-07-27 07:00:00	ES	Futures	3597.21	3597.21	3591.63	3595.82	7343.0
2020-07-27 07:30:00	ES	Futures	3596.1	3600.29	3595.54	3600.01	10394.0
2020-07-27 08:00:00	ES	Futures	3600.01	3600.57	3596.94	3598.33	12589.0
2020-07-27 08:30:00	ES	Futures	3598.61	3598.61	3589.4	3593.58	17775.0
2020-07-27 09:00:00	ES	Futures	3593.31	3594.98	3591.07	3591.91	16412.0
2020-07-27 09:30:00	ES	Futures	3592.19	3604.48	3582.42	3603.08	158813.0
2020-07-27 10:00:00	ES	Futures	3603.36	3606.43	3600.29	3602.8	88668.0
2020-07-27 10:30:00	ES	Futures	3602.8	3606.99	3600.29	3603.08	60360.0
2020-07-27 11:00:00	ES	Futures	3602.8	3603.36	3591.63	3593.31	70403.0
2020-07-27 11:30:00	ES	Futures	3593.31	3596.66	3586.88	3595.26	94058.0
2020-07-27 12:00:00	ES	Futures	3595.26	3598.89	3593.31	3598.33	34953.0
2020-07-27 12:30:00	ES	Futures	3598.33	3601.4	3597.21	3600.29	26036.0
2020-07-27 13:00:00	ES	Futures	3600.57	3603.64	3599.45	3603.08	22067.0
2020-07-27 13:30:00	ES	Futures	3603.36	3604.48	3600.85	3601.4	29134.0
2020-07-27 14:00:00	ES	Futures	3601.68	3605.31	3599.17	3604.75	41417.0
2020-07-27 14:30:00	ES	Futures	3604.75	3606.15	3597.77	3600.29	42834.0
2020-07-27 15:00:00	ES	Futures	3600.29	3610.62	3599.73	3609.22	148994.0
2020-07-27 15:30:00	ES	Futures	3609.22	3612.01	3606.71	3608.94	142653.0
2020-07-27 16:00:00	ES	Futures	3608.94	3611.74	3608.11	3610.62	31878.0
2020-07-27 16:30:00	ES	Futures	3611.18	3613.41	3609.78	3612.85	5445.0
2020-07-27 18:00:00	ES	Futures	3613.41	3616.48	3613.13	3614.81	3525.0
2020-07-27 18:30:00	ES	Futures	3614.81	3616.76	3612.57	3613.97	2675.0
2020-07-27 19:00:00	ES	Futures	3613.97	3616.48	3610.06	3610.62	3580.0
2020-07-27 19:30:00	ES	Futures	3610.62	3616.2	3610.06	3614.53	3493.0
2020-07-27 20:00:00	ES	Futures	3614.81	3619.55	3613.41	3617.32	7498.0
2020-07-27 20:30:00	ES	Futures	3617.32	3620.67	3614.81	3620.11	4460.0
2020-07-27 21:00:00	ES	Futures	3620.11	3626.54	3620.11	3624.3	9007.0
2020-07-27 21:30:00	ES	Futures	3624.3	3624.86	3621.23	3621.51	13770.0
2020-07-27 22:00:00	ES	Futures	3621.51	3624.02	3620.11	3623.74	5467.0
2020-07-27 22:30:00	ES	Futures	3624.02	3625.98	3620.95	3621.51	3390.0
2020-07-27 23:00:00	ES	Futures	3621.51	3621.79	3613.69	3616.2	12548.0
2020-07-27 23:30:00	ES	Futures	3616.2	3618.72	3609.5	3612.57	10533.0
2020-07-27 00:00:00	NQ	Futures	12179.62	12188.88	12175.57	12188.01	1190.0
2020-07-27 00:30:00	NQ	Futures	12187.72	12194.37	12175.57	12177.89	1408.0
2020-07-27 01:00:00	NQ	Futures	12177.31	12179.91	12159.96	12174.13	2021.0
2020-07-27 01:30:00	NQ	Futures	12174.42	12182.51	12155.04	12157.93	2130.0

> showing 50 of 3,451 rows — these rows as CSV

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