PREVIEW / futures_30min / 2020-08-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-03.parquet
  size:    96 KB
  rows:    3,467

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
2020-08-03 00:00:00	ES	Futures	3643.57	3644.69	3641.34	3644.13	2930.0
2020-08-03 00:30:00	ES	Futures	3644.13	3645.8	3643.29	3645.52	2018.0
2020-08-03 01:00:00	ES	Futures	3645.8	3649.15	3643.29	3646.92	2989.0
2020-08-03 01:30:00	ES	Futures	3646.64	3649.71	3644.97	3646.08	3697.0
2020-08-03 02:00:00	ES	Futures	3645.8	3646.36	3640.22	3645.8	6845.0
2020-08-03 02:30:00	ES	Futures	3645.8	3646.64	3641.89	3643.01	6555.0
2020-08-03 03:00:00	ES	Futures	3643.29	3645.8	3635.47	3636.03	16483.0
2020-08-03 03:30:00	ES	Futures	3636.03	3646.08	3635.47	3645.8	13262.0
2020-08-03 04:00:00	ES	Futures	3645.8	3650.27	3643.29	3644.69	12922.0
2020-08-03 04:30:00	ES	Futures	3644.41	3644.69	3636.87	3640.78	7752.0
2020-08-03 05:00:00	ES	Futures	3640.78	3645.52	3638.82	3643.85	7871.0
2020-08-03 05:30:00	ES	Futures	3643.85	3649.43	3643.29	3649.15	6337.0
2020-08-03 06:00:00	ES	Futures	3649.15	3655.3	3647.48	3654.74	10245.0
2020-08-03 06:30:00	ES	Futures	3654.74	3664.51	3653.34	3663.4	14443.0
2020-08-03 07:00:00	ES	Futures	3663.67	3663.95	3661.16	3662.84	14596.0
2020-08-03 07:30:00	ES	Futures	3662.84	3668.14	3662.84	3668.14	14368.0
2020-08-03 08:00:00	ES	Futures	3668.14	3670.38	3665.91	3667.86	17796.0
2020-08-03 08:30:00	ES	Futures	3667.86	3670.38	3666.47	3668.14	11311.0
2020-08-03 09:00:00	ES	Futures	3668.14	3669.54	3664.51	3666.75	18678.0
2020-08-03 09:30:00	ES	Futures	3667.03	3667.86	3659.77	3666.47	112134.0
2020-08-03 10:00:00	ES	Futures	3667.03	3677.08	3666.47	3669.82	126537.0
2020-08-03 10:30:00	ES	Futures	3669.82	3673.45	3661.72	3665.63	89442.0
2020-08-03 11:00:00	ES	Futures	3665.63	3674.29	3664.79	3672.89	66171.0
2020-08-03 11:30:00	ES	Futures	3673.17	3678.75	3672.33	3675.12	59259.0
2020-08-03 12:00:00	ES	Futures	3675.12	3676.52	3672.05	3672.61	42951.0
2020-08-03 12:30:00	ES	Futures	3672.61	3674.57	3671.21	3673.45	36067.0
2020-08-03 13:00:00	ES	Futures	3673.45	3677.36	3672.61	3675.4	39031.0
2020-08-03 13:30:00	ES	Futures	3675.68	3676.52	3672.33	3675.12	28208.0
2020-08-03 14:00:00	ES	Futures	3675.4	3679.03	3673.17	3678.75	36995.0
2020-08-03 14:30:00	ES	Futures	3678.75	3680.99	3677.64	3679.59	40700.0
2020-08-03 15:00:00	ES	Futures	3679.59	3680.43	3670.1	3673.73	60545.0
2020-08-03 15:30:00	ES	Futures	3674.01	3678.2	3667.31	3671.49	156043.0
2020-08-03 16:00:00	ES	Futures	3671.21	3674.84	3666.75	3672.89	46028.0
2020-08-03 16:30:00	ES	Futures	3672.89	3675.4	3670.38	3674.01	5889.0
2020-08-03 18:00:00	ES	Futures	3675.68	3675.96	3669.82	3671.77	2460.0
2020-08-03 18:30:00	ES	Futures	3671.77	3672.05	3670.1	3671.49	919.0
2020-08-03 19:00:00	ES	Futures	3671.49	3673.73	3670.66	3672.61	1580.0
2020-08-03 19:30:00	ES	Futures	3672.89	3675.12	3670.66	3672.33	3950.0
2020-08-03 20:00:00	ES	Futures	3672.33	3673.45	3668.98	3671.77	5875.0
2020-08-03 20:30:00	ES	Futures	3672.05	3675.12	3671.49	3672.89	4675.0
2020-08-03 21:00:00	ES	Futures	3672.61	3679.87	3671.21	3676.24	7903.0
2020-08-03 21:30:00	ES	Futures	3676.24	3676.52	3672.89	3674.29	4632.0
2020-08-03 22:00:00	ES	Futures	3674.57	3677.64	3673.45	3675.68	2514.0
2020-08-03 22:30:00	ES	Futures	3675.68	3675.68	3673.45	3674.01	2120.0
2020-08-03 23:00:00	ES	Futures	3674.01	3674.84	3670.38	3670.94	2779.0
2020-08-03 23:30:00	ES	Futures	3670.94	3673.17	3670.38	3671.21	2312.0
2020-08-03 00:00:00	NQ	Futures	12634.5	12643.75	12620.04	12639.99	1650.0
2020-08-03 00:30:00	NQ	Futures	12640.57	12647.51	12630.45	12643.75	1100.0
2020-08-03 01:00:00	NQ	Futures	12644.04	12658.79	12637.68	12652.43	1042.0
2020-08-03 01:30:00	NQ	Futures	12652.72	12662.55	12640.57	12646.93	1316.0

> showing 50 of 3,467 rows — these rows as CSV

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