PREVIEW / futures_30min / 2020-07-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-28.parquet
  size:    94 KB
  rows:    3,430

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
2020-07-28 00:00:00	ES	Futures	3612.85	3614.25	3609.5	3612.57	4469.0
2020-07-28 00:30:00	ES	Futures	3612.29	3615.92	3612.29	3613.97	2713.0
2020-07-28 01:00:00	ES	Futures	3613.69	3613.97	3610.34	3610.9	4519.0
2020-07-28 01:30:00	ES	Futures	3610.9	3613.13	3609.78	3612.85	3402.0
2020-07-28 02:00:00	ES	Futures	3612.85	3614.25	3610.34	3611.46	3909.0
2020-07-28 02:30:00	ES	Futures	3611.46	3615.65	3610.9	3610.9	3645.0
2020-07-28 03:00:00	ES	Futures	3610.62	3617.04	3610.34	3613.13	13302.0
2020-07-28 03:30:00	ES	Futures	3612.85	3614.53	3608.11	3610.62	10902.0
2020-07-28 04:00:00	ES	Futures	3610.62	3612.29	3607.83	3609.22	10587.0
2020-07-28 04:30:00	ES	Futures	3608.94	3613.41	3608.94	3613.41	5385.0
2020-07-28 05:00:00	ES	Futures	3613.41	3614.53	3607.83	3609.5	6396.0
2020-07-28 05:30:00	ES	Futures	3609.5	3610.62	3596.94	3600.85	19056.0
2020-07-28 06:00:00	ES	Futures	3600.85	3601.12	3592.75	3599.45	14395.0
2020-07-28 06:30:00	ES	Futures	3599.17	3603.92	3598.33	3603.64	5809.0
2020-07-28 07:00:00	ES	Futures	3603.92	3605.03	3594.42	3595.82	11411.0
2020-07-28 07:30:00	ES	Futures	3595.82	3597.77	3591.07	3596.1	12638.0
2020-07-28 08:00:00	ES	Futures	3595.82	3598.33	3593.58	3597.21	10923.0
2020-07-28 08:30:00	ES	Futures	3596.94	3601.68	3596.1	3601.4	9533.0
2020-07-28 09:00:00	ES	Futures	3601.12	3601.4	3596.66	3601.12	13260.0
2020-07-28 09:30:00	ES	Futures	3600.85	3607.83	3588.28	3594.7	168149.0
2020-07-28 10:00:00	ES	Futures	3594.42	3606.99	3592.47	3605.31	120226.0
2020-07-28 10:30:00	ES	Futures	3605.03	3608.38	3598.33	3605.03	101308.0
2020-07-28 11:00:00	ES	Futures	3605.31	3609.5	3597.21	3606.43	83350.0
2020-07-28 11:30:00	ES	Futures	3606.71	3612.57	3605.59	3606.43	60088.0
2020-07-28 12:00:00	ES	Futures	3606.43	3607.27	3601.68	3603.92	56312.0
2020-07-28 12:30:00	ES	Futures	3603.92	3608.11	3602.24	3607.55	28490.0
2020-07-28 13:00:00	ES	Futures	3607.27	3610.06	3603.92	3609.22	47828.0
2020-07-28 13:30:00	ES	Futures	3608.94	3614.81	3608.66	3613.13	54984.0
2020-07-28 14:00:00	ES	Futures	3612.85	3614.25	3608.66	3608.94	47643.0
2020-07-28 14:30:00	ES	Futures	3608.94	3612.29	3606.71	3607.27	53200.0
2020-07-28 15:00:00	ES	Futures	3607.27	3608.66	3595.82	3596.38	71056.0
2020-07-28 15:30:00	ES	Futures	3596.1	3601.12	3583.25	3587.44	175411.0
2020-07-28 16:00:00	ES	Futures	3587.72	3591.35	3584.65	3588.28	39577.0
2020-07-28 16:30:00	ES	Futures	3588.0	3589.4	3586.88	3588.84	4655.0
2020-07-28 18:00:00	ES	Futures	3591.07	3595.54	3589.95	3591.07	3738.0
2020-07-28 18:30:00	ES	Futures	3590.79	3594.14	3589.95	3593.31	1670.0
2020-07-28 19:00:00	ES	Futures	3593.31	3594.14	3588.84	3592.19	3329.0
2020-07-28 19:30:00	ES	Futures	3592.47	3594.42	3591.91	3593.86	2822.0
2020-07-28 20:00:00	ES	Futures	3594.14	3597.49	3589.95	3596.66	8926.0
2020-07-28 20:30:00	ES	Futures	3596.38	3598.05	3593.86	3596.1	4915.0
2020-07-28 21:00:00	ES	Futures	3596.1	3596.94	3589.95	3590.51	4896.0
2020-07-28 21:30:00	ES	Futures	3590.51	3590.51	3585.49	3590.51	8823.0
2020-07-28 22:00:00	ES	Futures	3590.23	3591.07	3588.28	3589.95	4695.0
2020-07-28 22:30:00	ES	Futures	3589.4	3590.23	3586.05	3587.16	3271.0
2020-07-28 23:00:00	ES	Futures	3586.88	3590.51	3586.88	3588.28	2891.0
2020-07-28 23:30:00	ES	Futures	3588.28	3588.84	3583.53	3587.16	2832.0
2020-07-28 00:00:00	NQ	Futures	12372.79	12384.07	12363.54	12375.4	2143.0
2020-07-28 00:30:00	NQ	Futures	12375.97	12391.01	12375.4	12380.6	1613.0
2020-07-28 01:00:00	NQ	Futures	12380.31	12382.91	12363.54	12368.17	2263.0
2020-07-28 01:30:00	NQ	Futures	12368.74	12374.82	12354.86	12369.32	1658.0

> showing 50 of 3,430 rows — these rows as CSV

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