PREVIEW / futures_30min / 2020-08-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-05.parquet
  size:    96 KB
  rows:    3,458

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
2020-08-05 00:00:00	ES	Futures	3688.25	3688.53	3686.85	3687.41	1346.0
2020-08-05 00:30:00	ES	Futures	3687.69	3688.81	3685.46	3686.29	2568.0
2020-08-05 01:00:00	ES	Futures	3686.57	3689.37	3685.74	3689.09	2567.0
2020-08-05 01:30:00	ES	Futures	3688.81	3693.27	3687.69	3691.32	4659.0
2020-08-05 02:00:00	ES	Futures	3691.6	3694.67	3690.2	3692.72	4700.0
2020-08-05 02:30:00	ES	Futures	3693.0	3699.42	3693.0	3699.14	8385.0
2020-08-05 03:00:00	ES	Futures	3699.14	3702.21	3696.63	3699.7	14561.0
2020-08-05 03:30:00	ES	Futures	3699.42	3707.52	3699.42	3706.4	14380.0
2020-08-05 04:00:00	ES	Futures	3706.12	3706.96	3697.18	3698.02	10074.0
2020-08-05 04:30:00	ES	Futures	3697.74	3706.68	3696.07	3705.84	11060.0
2020-08-05 05:00:00	ES	Futures	3706.12	3708.07	3703.05	3704.72	9589.0
2020-08-05 05:30:00	ES	Futures	3704.72	3707.8	3701.93	3706.96	8351.0
2020-08-05 06:00:00	ES	Futures	3706.96	3709.19	3704.44	3706.12	8201.0
2020-08-05 06:30:00	ES	Futures	3705.84	3707.52	3703.89	3706.12	5568.0
2020-08-05 07:00:00	ES	Futures	3705.84	3707.52	3703.89	3705.84	7599.0
2020-08-05 07:30:00	ES	Futures	3705.84	3710.31	3705.0	3710.31	11819.0
2020-08-05 08:00:00	ES	Futures	3710.03	3710.03	3697.46	3703.89	28106.0
2020-08-05 08:30:00	ES	Futures	3704.17	3708.07	3702.49	3703.05	20436.0
2020-08-05 09:00:00	ES	Futures	3703.05	3704.44	3700.81	3701.93	18602.0
2020-08-05 09:30:00	ES	Futures	3701.93	3706.96	3698.86	3705.84	99045.0
2020-08-05 10:00:00	ES	Futures	3706.4	3709.19	3704.44	3707.8	64302.0
2020-08-05 10:30:00	ES	Futures	3707.8	3709.47	3703.33	3706.12	88335.0
2020-08-05 11:00:00	ES	Futures	3706.12	3711.98	3705.84	3708.07	76420.0
2020-08-05 11:30:00	ES	Futures	3708.07	3711.43	3703.05	3703.89	83949.0
2020-08-05 12:00:00	ES	Futures	3703.61	3707.24	3701.65	3702.49	37387.0
2020-08-05 12:30:00	ES	Futures	3702.21	3706.68	3701.37	3705.84	36633.0
2020-08-05 13:00:00	ES	Futures	3705.84	3707.24	3703.89	3706.68	23960.0
2020-08-05 13:30:00	ES	Futures	3706.4	3707.8	3705.0	3706.4	30588.0
2020-08-05 14:00:00	ES	Futures	3706.68	3709.19	3706.4	3708.91	24792.0
2020-08-05 14:30:00	ES	Futures	3708.91	3710.03	3704.44	3706.4	57813.0
2020-08-05 15:00:00	ES	Futures	3706.12	3708.63	3703.33	3705.0	51714.0
2020-08-05 15:30:00	ES	Futures	3705.0	3711.43	3698.58	3708.35	114202.0
2020-08-05 16:00:00	ES	Futures	3708.07	3709.19	3702.77	3703.05	35537.0
2020-08-05 16:30:00	ES	Futures	3703.89	3706.12	3703.33	3705.84	4958.0
2020-08-05 18:00:00	ES	Futures	3705.0	3708.35	3702.77	3707.52	3196.0
2020-08-05 18:30:00	ES	Futures	3707.52	3708.35	3706.4	3707.8	1524.0
2020-08-05 19:00:00	ES	Futures	3708.07	3709.19	3705.84	3708.35	3283.0
2020-08-05 19:30:00	ES	Futures	3708.63	3709.47	3706.4	3706.96	2811.0
2020-08-05 20:00:00	ES	Futures	3706.96	3716.45	3705.84	3716.45	9630.0
2020-08-05 20:30:00	ES	Futures	3716.45	3716.73	3713.94	3715.89	5364.0
2020-08-05 21:00:00	ES	Futures	3715.89	3718.69	3713.1	3717.85	7000.0
2020-08-05 21:30:00	ES	Futures	3717.57	3718.41	3713.38	3714.5	4729.0
2020-08-05 22:00:00	ES	Futures	3714.5	3715.06	3708.91	3709.75	7284.0
2020-08-05 22:30:00	ES	Futures	3709.47	3709.75	3703.89	3703.89	7020.0
2020-08-05 23:00:00	ES	Futures	3703.89	3708.07	3703.61	3705.56	5523.0
2020-08-05 23:30:00	ES	Futures	3705.56	3708.35	3703.89	3704.44	4037.0
2020-08-05 00:00:00	NQ	Futures	12836.92	12840.68	12834.61	12837.21	1104.0
2020-08-05 00:30:00	NQ	Futures	12836.92	12843.0	12829.41	12831.43	1718.0
2020-08-05 01:00:00	NQ	Futures	12832.01	12840.11	12826.51	12837.79	1446.0
2020-08-05 01:30:00	NQ	Futures	12838.37	12846.18	12832.3	12840.39	1877.0

> showing 50 of 3,458 rows — these rows as CSV

> unlock the full archive -- $79 one-time