PREVIEW / futures_30min / 2020-08-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-06.parquet
  size:    97 KB
  rows:    3,495

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
2020-08-06 00:00:00	ES	Futures	3704.17	3706.4	3700.54	3703.33	4682.0
2020-08-06 00:30:00	ES	Futures	3703.33	3705.56	3701.93	3704.72	2303.0
2020-08-06 01:00:00	ES	Futures	3704.44	3708.63	3704.17	3708.07	4172.0
2020-08-06 01:30:00	ES	Futures	3708.07	3709.19	3704.72	3705.56	5867.0
2020-08-06 02:00:00	ES	Futures	3705.56	3710.03	3705.56	3709.47	5755.0
2020-08-06 02:30:00	ES	Futures	3709.47	3710.03	3706.12	3709.47	4552.0
2020-08-06 03:00:00	ES	Futures	3709.47	3714.22	3704.17	3712.82	15213.0
2020-08-06 03:30:00	ES	Futures	3712.82	3717.57	3710.31	3711.43	14452.0
2020-08-06 04:00:00	ES	Futures	3711.43	3711.43	3704.44	3707.24	11989.0
2020-08-06 04:30:00	ES	Futures	3706.96	3708.63	3703.05	3705.56	9107.0
2020-08-06 05:00:00	ES	Futures	3705.28	3708.35	3704.44	3706.4	7822.0
2020-08-06 05:30:00	ES	Futures	3706.68	3708.63	3705.56	3708.35	4908.0
2020-08-06 06:00:00	ES	Futures	3708.35	3708.63	3703.89	3704.44	7243.0
2020-08-06 06:30:00	ES	Futures	3704.44	3704.72	3691.88	3694.39	17118.0
2020-08-06 07:00:00	ES	Futures	3694.11	3697.46	3691.88	3697.18	11373.0
2020-08-06 07:30:00	ES	Futures	3697.18	3698.86	3686.57	3691.6	21807.0
2020-08-06 08:00:00	ES	Futures	3691.6	3694.39	3687.69	3693.55	15527.0
2020-08-06 08:30:00	ES	Futures	3693.55	3706.12	3693.55	3704.44	30029.0
2020-08-06 09:00:00	ES	Futures	3704.44	3704.72	3700.81	3701.37	22247.0
2020-08-06 09:30:00	ES	Futures	3701.37	3711.43	3700.54	3710.59	136136.0
2020-08-06 10:00:00	ES	Futures	3710.59	3714.78	3706.68	3712.82	96371.0
2020-08-06 10:30:00	ES	Futures	3712.54	3714.22	3697.74	3705.0	92237.0
2020-08-06 11:00:00	ES	Futures	3705.0	3707.8	3701.93	3702.77	60461.0
2020-08-06 11:30:00	ES	Futures	3702.49	3705.56	3699.42	3703.89	98302.0
2020-08-06 12:00:00	ES	Futures	3703.89	3709.75	3703.05	3708.35	64001.0
2020-08-06 12:30:00	ES	Futures	3708.35	3712.54	3706.68	3712.26	38376.0
2020-08-06 13:00:00	ES	Futures	3712.54	3713.94	3710.59	3712.82	29155.0
2020-08-06 13:30:00	ES	Futures	3713.1	3717.57	3711.43	3716.73	31858.0
2020-08-06 14:00:00	ES	Futures	3716.45	3726.23	3716.45	3725.67	69819.0
2020-08-06 14:30:00	ES	Futures	3725.67	3731.53	3725.39	3729.86	49649.0
2020-08-06 15:00:00	ES	Futures	3730.13	3735.16	3728.18	3731.53	73449.0
2020-08-06 15:30:00	ES	Futures	3731.53	3734.32	3726.78	3733.49	165714.0
2020-08-06 16:00:00	ES	Futures	3733.77	3736.84	3732.93	3735.72	42281.0
2020-08-06 16:30:00	ES	Futures	3735.16	3736.56	3733.49	3735.16	7833.0
2020-08-06 18:00:00	ES	Futures	3734.88	3735.44	3731.25	3732.93	3488.0
2020-08-06 18:30:00	ES	Futures	3732.93	3734.32	3732.09	3732.65	1541.0
2020-08-06 19:00:00	ES	Futures	3732.37	3733.77	3731.81	3732.65	1910.0
2020-08-06 19:30:00	ES	Futures	3732.65	3732.93	3730.69	3731.53	2736.0
2020-08-06 20:00:00	ES	Futures	3731.53	3738.79	3728.46	3735.44	11934.0
2020-08-06 20:30:00	ES	Futures	3735.44	3736.56	3732.93	3734.04	5414.0
2020-08-06 21:00:00	ES	Futures	3734.04	3734.88	3728.74	3729.58	7014.0
2020-08-06 21:30:00	ES	Futures	3729.3	3733.49	3728.46	3732.65	6644.0
2020-08-06 22:00:00	ES	Futures	3732.65	3733.49	3722.04	3722.04	10827.0
2020-08-06 22:30:00	ES	Futures	3722.04	3723.71	3719.8	3723.15	11714.0
2020-08-06 23:00:00	ES	Futures	3723.15	3723.43	3717.57	3718.41	7331.0
2020-08-06 23:30:00	ES	Futures	3718.41	3719.52	3714.22	3716.17	9929.0
2020-08-06 00:00:00	NQ	Futures	12819.28	12826.51	12803.09	12816.39	2825.0
2020-08-06 00:30:00	NQ	Futures	12815.81	12825.07	12811.77	12820.44	1160.0
2020-08-06 01:00:00	NQ	Futures	12820.44	12833.17	12818.71	12827.09	1859.0
2020-08-06 01:30:00	NQ	Futures	12826.8	12835.19	12816.39	12822.75	2317.0

> showing 50 of 3,495 rows — these rows as CSV

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