PREVIEW / futures_30min / 2020-07-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-07-31.parquet
  size:    85 KB
  rows:    2,804

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
2020-07-31 00:00:00	ES	Futures	3640.78	3641.06	3634.35	3634.91	6648.0
2020-07-31 00:30:00	ES	Futures	3634.91	3636.87	3631.84	3634.35	5686.0
2020-07-31 01:00:00	ES	Futures	3634.63	3636.03	3631.28	3631.56	4252.0
2020-07-31 01:30:00	ES	Futures	3631.84	3632.12	3625.42	3626.54	10097.0
2020-07-31 02:00:00	ES	Futures	3626.54	3637.43	3626.54	3636.31	10459.0
2020-07-31 02:30:00	ES	Futures	3636.31	3643.01	3635.75	3639.1	9402.0
2020-07-31 03:00:00	ES	Futures	3639.1	3642.17	3632.12	3639.1	22686.0
2020-07-31 03:30:00	ES	Futures	3638.82	3642.45	3633.8	3634.91	18200.0
2020-07-31 04:00:00	ES	Futures	3634.91	3642.45	3633.52	3636.87	12776.0
2020-07-31 04:30:00	ES	Futures	3636.87	3645.24	3636.87	3639.38	13427.0
2020-07-31 05:00:00	ES	Futures	3639.66	3642.17	3636.03	3638.54	9114.0
2020-07-31 05:30:00	ES	Futures	3638.54	3639.66	3632.68	3633.24	8693.0
2020-07-31 06:00:00	ES	Futures	3633.24	3636.87	3630.44	3635.47	9344.0
2020-07-31 06:30:00	ES	Futures	3635.75	3636.87	3632.4	3633.24	6481.0
2020-07-31 07:00:00	ES	Futures	3633.24	3640.5	3632.12	3637.98	9920.0
2020-07-31 07:30:00	ES	Futures	3637.98	3641.06	3636.87	3640.22	7453.0
2020-07-31 08:00:00	ES	Futures	3640.22	3641.89	3637.71	3639.1	11823.0
2020-07-31 08:30:00	ES	Futures	3639.1	3639.38	3635.47	3635.75	10469.0
2020-07-31 09:00:00	ES	Futures	3635.75	3641.61	3634.63	3639.38	21138.0
2020-07-31 09:30:00	ES	Futures	3639.1	3641.89	3619.55	3626.26	163659.0
2020-07-31 10:00:00	ES	Futures	3626.54	3627.09	3600.29	3603.64	159468.0
2020-07-31 10:30:00	ES	Futures	3603.64	3611.18	3600.29	3610.06	133960.0
2020-07-31 11:00:00	ES	Futures	3610.06	3622.63	3607.83	3619.28	94864.0
2020-07-31 11:30:00	ES	Futures	3619.55	3621.51	3606.71	3609.78	190111.0
2020-07-31 12:00:00	ES	Futures	3609.78	3610.9	3598.05	3605.59	238123.0
2020-07-31 12:30:00	ES	Futures	3605.31	3605.59	3588.28	3592.19	107299.0
2020-07-31 13:00:00	ES	Futures	3592.19	3604.48	3590.51	3603.64	90694.0
2020-07-31 13:30:00	ES	Futures	3603.64	3607.27	3598.89	3601.96	62826.0
2020-07-31 14:00:00	ES	Futures	3601.96	3606.71	3594.98	3601.96	91469.0
2020-07-31 14:30:00	ES	Futures	3602.24	3617.32	3601.12	3616.48	94870.0
2020-07-31 15:00:00	ES	Futures	3616.48	3627.65	3614.53	3625.14	112968.0
2020-07-31 15:30:00	ES	Futures	3624.86	3647.2	3624.3	3646.92	275236.0
2020-07-31 16:00:00	ES	Futures	3646.64	3649.15	3642.73	3645.52	89783.0
2020-07-31 16:30:00	ES	Futures	3643.85	3652.78	3643.29	3651.95	12179.0
2020-07-31 00:00:00	NQ	Futures	12615.7	12618.59	12577.24	12581.58	3486.0
2020-07-31 00:30:00	NQ	Futures	12582.16	12587.94	12564.23	12577.53	2512.0
2020-07-31 01:00:00	NQ	Futures	12578.11	12591.12	12562.49	12569.43	2601.0
2020-07-31 01:30:00	NQ	Futures	12569.72	12570.88	12543.12	12557.58	4671.0
2020-07-31 02:00:00	NQ	Futures	12557.87	12605.87	12557.87	12599.51	4246.0
2020-07-31 02:30:00	NQ	Futures	12600.38	12630.74	12597.2	12624.38	3911.0
2020-07-31 03:00:00	NQ	Futures	12624.38	12635.66	12585.92	12602.98	6065.0
2020-07-31 03:30:00	NQ	Futures	12603.27	12621.49	12581.87	12591.41	4274.0
2020-07-31 04:00:00	NQ	Futures	12591.7	12614.55	12583.31	12597.77	3231.0
2020-07-31 04:30:00	NQ	Futures	12598.35	12628.43	12597.77	12613.97	3705.0
2020-07-31 05:00:00	NQ	Futures	12613.1	12632.76	12598.35	12612.81	3170.0
2020-07-31 05:30:00	NQ	Futures	12611.94	12618.02	12582.45	12584.18	2863.0
2020-07-31 06:00:00	NQ	Futures	12583.89	12604.71	12580.42	12602.11	2096.0
2020-07-31 06:30:00	NQ	Futures	12602.4	12607.03	12586.78	12592.57	1643.0
2020-07-31 07:00:00	NQ	Futures	12594.01	12628.72	12591.12	12615.7	3669.0
2020-07-31 07:30:00	NQ	Futures	12615.41	12628.14	12607.9	12625.53	3165.0

> showing 50 of 2,804 rows — these rows as CSV

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