PREVIEW / futures_30min / 2020-08-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-04.parquet
  size:    96 KB
  rows:    3,449

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
2020-08-04 00:00:00	ES	Futures	3670.94	3671.49	3670.1	3671.21	1318.0
2020-08-04 00:30:00	ES	Futures	3671.21	3674.01	3671.21	3672.61	2653.0
2020-08-04 01:00:00	ES	Futures	3672.61	3673.17	3670.66	3671.77	3314.0
2020-08-04 01:30:00	ES	Futures	3671.77	3676.8	3671.21	3675.96	4227.0
2020-08-04 02:00:00	ES	Futures	3675.96	3676.8	3669.54	3675.12	7815.0
2020-08-04 02:30:00	ES	Futures	3675.4	3682.94	3674.29	3679.59	12007.0
2020-08-04 03:00:00	ES	Futures	3679.87	3683.5	3673.17	3674.57	19639.0
2020-08-04 03:30:00	ES	Futures	3674.57	3678.2	3663.12	3663.67	25301.0
2020-08-04 04:00:00	ES	Futures	3663.67	3665.91	3656.41	3665.63	26267.0
2020-08-04 04:30:00	ES	Futures	3665.35	3667.03	3660.04	3664.23	13514.0
2020-08-04 05:00:00	ES	Futures	3664.23	3668.14	3662.0	3662.84	11475.0
2020-08-04 05:30:00	ES	Futures	3662.84	3666.47	3660.32	3663.95	9349.0
2020-08-04 06:00:00	ES	Futures	3663.95	3666.47	3660.32	3661.16	6492.0
2020-08-04 06:30:00	ES	Futures	3661.16	3664.79	3660.88	3663.12	6268.0
2020-08-04 07:00:00	ES	Futures	3663.4	3667.03	3659.77	3661.72	9925.0
2020-08-04 07:30:00	ES	Futures	3661.72	3662.0	3655.02	3656.41	14834.0
2020-08-04 08:00:00	ES	Futures	3656.14	3659.21	3653.62	3658.37	11997.0
2020-08-04 08:30:00	ES	Futures	3658.37	3660.32	3655.02	3657.53	17103.0
2020-08-04 09:00:00	ES	Futures	3657.25	3663.12	3655.58	3661.16	21316.0
2020-08-04 09:30:00	ES	Futures	3661.44	3671.49	3661.16	3670.1	108345.0
2020-08-04 10:00:00	ES	Futures	3669.82	3677.64	3668.7	3671.77	82862.0
2020-08-04 10:30:00	ES	Futures	3671.77	3681.27	3669.26	3678.2	83252.0
2020-08-04 11:00:00	ES	Futures	3678.2	3680.99	3675.68	3678.47	63766.0
2020-08-04 11:30:00	ES	Futures	3678.75	3681.27	3677.08	3678.47	43344.0
2020-08-04 12:00:00	ES	Futures	3678.75	3679.87	3672.05	3675.68	41107.0
2020-08-04 12:30:00	ES	Futures	3675.4	3676.52	3670.94	3673.17	27322.0
2020-08-04 13:00:00	ES	Futures	3672.89	3678.75	3670.1	3677.36	33921.0
2020-08-04 13:30:00	ES	Futures	3677.36	3678.47	3674.29	3677.64	28570.0
2020-08-04 14:00:00	ES	Futures	3677.92	3679.31	3670.1	3670.38	51043.0
2020-08-04 14:30:00	ES	Futures	3670.38	3674.57	3662.28	3674.29	83739.0
2020-08-04 15:00:00	ES	Futures	3674.01	3677.92	3672.33	3675.4	49220.0
2020-08-04 15:30:00	ES	Futures	3675.4	3686.57	3672.33	3686.01	113881.0
2020-08-04 16:00:00	ES	Futures	3685.74	3686.57	3683.5	3685.18	42576.0
2020-08-04 16:30:00	ES	Futures	3684.34	3686.29	3681.55	3685.18	7531.0
2020-08-04 18:00:00	ES	Futures	3686.85	3686.85	3683.5	3685.18	4735.0
2020-08-04 18:30:00	ES	Futures	3685.46	3686.57	3684.62	3685.74	1982.0
2020-08-04 19:00:00	ES	Futures	3686.01	3686.01	3684.9	3685.46	1586.0
2020-08-04 19:30:00	ES	Futures	3685.74	3686.29	3684.62	3684.9	1517.0
2020-08-04 20:00:00	ES	Futures	3684.62	3686.29	3679.03	3683.5	12865.0
2020-08-04 20:30:00	ES	Futures	3683.5	3684.62	3679.87	3681.83	4876.0
2020-08-04 21:00:00	ES	Futures	3681.83	3682.66	3679.31	3681.83	5164.0
2020-08-04 21:30:00	ES	Futures	3681.83	3682.38	3677.08	3680.43	7204.0
2020-08-04 22:00:00	ES	Futures	3680.15	3683.22	3679.59	3682.38	3664.0
2020-08-04 22:30:00	ES	Futures	3682.94	3686.29	3680.99	3685.74	5542.0
2020-08-04 23:00:00	ES	Futures	3685.74	3686.57	3685.18	3686.29	3148.0
2020-08-04 23:30:00	ES	Futures	3686.29	3690.48	3686.29	3688.25	5860.0
2020-08-04 00:00:00	NQ	Futures	12780.82	12780.82	12775.33	12778.22	507.0
2020-08-04 00:30:00	NQ	Futures	12778.51	12792.1	12778.51	12786.9	991.0
2020-08-04 01:00:00	NQ	Futures	12787.19	12788.92	12780.82	12784.29	1027.0
2020-08-04 01:30:00	NQ	Futures	12784.29	12797.31	12782.27	12791.81	1401.0

> showing 50 of 3,449 rows — these rows as CSV

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