PREVIEW / futures_30min / 2020-07-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-29.parquet
  size:    92 KB
  rows:    3,418

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
2020-07-29 00:00:00	ES	Futures	3587.16	3587.72	3583.81	3585.21	2104.0
2020-07-29 00:30:00	ES	Futures	3584.93	3585.77	3579.06	3581.02	5546.0
2020-07-29 01:00:00	ES	Futures	3581.02	3582.69	3579.06	3581.58	3995.0
2020-07-29 01:30:00	ES	Futures	3581.86	3585.49	3579.34	3585.49	4565.0
2020-07-29 02:00:00	ES	Futures	3585.49	3592.47	3584.93	3591.91	6951.0
2020-07-29 02:30:00	ES	Futures	3592.19	3593.86	3591.07	3593.31	5040.0
2020-07-29 03:00:00	ES	Futures	3593.31	3597.77	3592.19	3592.47	12678.0
2020-07-29 03:30:00	ES	Futures	3592.75	3600.57	3591.91	3596.38	12801.0
2020-07-29 04:00:00	ES	Futures	3596.38	3598.61	3592.19	3598.61	8693.0
2020-07-29 04:30:00	ES	Futures	3598.61	3599.45	3593.03	3594.98	5619.0
2020-07-29 05:00:00	ES	Futures	3595.26	3596.38	3590.51	3594.7	5890.0
2020-07-29 05:30:00	ES	Futures	3594.7	3595.82	3592.75	3594.7	2948.0
2020-07-29 06:00:00	ES	Futures	3594.98	3597.77	3594.42	3596.38	4007.0
2020-07-29 06:30:00	ES	Futures	3596.38	3598.05	3593.31	3594.14	5444.0
2020-07-29 07:00:00	ES	Futures	3594.14	3596.38	3592.75	3594.7	3620.0
2020-07-29 07:30:00	ES	Futures	3594.7	3598.33	3591.91	3596.94	8893.0
2020-07-29 08:00:00	ES	Futures	3596.94	3603.36	3595.54	3600.85	14858.0
2020-07-29 08:30:00	ES	Futures	3600.85	3601.4	3596.1	3599.17	10124.0
2020-07-29 09:00:00	ES	Futures	3599.45	3600.57	3596.66	3597.21	13610.0
2020-07-29 09:30:00	ES	Futures	3597.21	3606.99	3596.66	3604.75	102834.0
2020-07-29 10:00:00	ES	Futures	3604.75	3611.18	3604.2	3609.78	60916.0
2020-07-29 10:30:00	ES	Futures	3609.78	3615.65	3608.94	3615.37	47058.0
2020-07-29 11:00:00	ES	Futures	3615.37	3616.76	3610.9	3616.76	52142.0
2020-07-29 11:30:00	ES	Futures	3616.76	3616.76	3614.25	3614.81	28205.0
2020-07-29 12:00:00	ES	Futures	3614.81	3616.48	3609.78	3615.37	51740.0
2020-07-29 12:30:00	ES	Futures	3615.37	3619.83	3614.53	3617.6	32102.0
2020-07-29 13:00:00	ES	Futures	3617.6	3622.07	3615.92	3620.39	27907.0
2020-07-29 13:30:00	ES	Futures	3620.67	3620.95	3617.04	3618.16	22545.0
2020-07-29 14:00:00	ES	Futures	3618.16	3624.3	3613.97	3622.35	60864.0
2020-07-29 14:30:00	ES	Futures	3622.35	3634.91	3622.35	3624.3	88853.0
2020-07-29 15:00:00	ES	Futures	3624.58	3634.91	3616.76	3631.56	150701.0
2020-07-29 15:30:00	ES	Futures	3631.84	3637.98	3625.42	3630.44	211412.0
2020-07-29 16:00:00	ES	Futures	3630.17	3633.52	3625.42	3632.68	45074.0
2020-07-29 16:30:00	ES	Futures	3633.52	3637.71	3632.4	3637.15	8387.0
2020-07-29 18:00:00	ES	Futures	3637.71	3637.98	3633.52	3634.91	3072.0
2020-07-29 18:30:00	ES	Futures	3634.91	3636.31	3632.4	3632.96	2068.0
2020-07-29 19:00:00	ES	Futures	3632.96	3636.03	3630.44	3632.4	3195.0
2020-07-29 19:30:00	ES	Futures	3632.4	3633.24	3630.72	3631.28	2067.0
2020-07-29 20:00:00	ES	Futures	3631.56	3632.12	3627.09	3627.65	7579.0
2020-07-29 20:30:00	ES	Futures	3627.37	3630.72	3627.37	3630.44	3351.0
2020-07-29 21:00:00	ES	Futures	3630.44	3632.4	3628.49	3629.05	4070.0
2020-07-29 21:30:00	ES	Futures	3629.33	3630.72	3625.98	3628.21	4738.0
2020-07-29 22:00:00	ES	Futures	3628.21	3628.77	3625.14	3627.37	3837.0
2020-07-29 22:30:00	ES	Futures	3627.09	3629.33	3625.98	3629.05	2945.0
2020-07-29 23:00:00	ES	Futures	3629.05	3631.56	3628.77	3629.61	2824.0
2020-07-29 23:30:00	ES	Futures	3629.61	3629.89	3627.09	3628.49	2232.0
2020-07-29 00:00:00	NQ	Futures	12205.65	12208.83	12191.77	12197.55	948.0
2020-07-29 00:30:00	NQ	Futures	12198.42	12199.0	12159.67	12172.97	2670.0
2020-07-29 01:00:00	NQ	Futures	12172.1	12185.12	12166.03	12181.07	1415.0
2020-07-29 01:30:00	NQ	Futures	12181.36	12198.13	12169.79	12197.55	1945.0

> showing 50 of 3,418 rows — these rows as CSV

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