PREVIEW / futures_30min / 2020-08-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-07.parquet
  size:    81 KB
  rows:    2,799

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
2020-08-07 00:00:00	ES	Futures	3716.17	3718.97	3713.38	3717.85	6304.0
2020-08-07 00:30:00	ES	Futures	3717.85	3721.2	3717.01	3720.08	3953.0
2020-08-07 01:00:00	ES	Futures	3720.08	3721.2	3715.89	3716.45	4326.0
2020-08-07 01:30:00	ES	Futures	3716.45	3724.83	3716.17	3723.71	5690.0
2020-08-07 02:00:00	ES	Futures	3723.99	3727.9	3722.04	3727.06	7305.0
2020-08-07 02:30:00	ES	Futures	3727.34	3728.18	3720.64	3721.48	5171.0
2020-08-07 03:00:00	ES	Futures	3721.2	3727.06	3717.57	3725.11	14764.0
2020-08-07 03:30:00	ES	Futures	3725.11	3729.58	3722.87	3729.3	10575.0
2020-08-07 04:00:00	ES	Futures	3729.58	3730.97	3721.2	3721.48	11098.0
2020-08-07 04:30:00	ES	Futures	3721.2	3723.15	3718.41	3721.2	9302.0
2020-08-07 05:00:00	ES	Futures	3721.2	3721.76	3711.98	3715.06	11498.0
2020-08-07 05:30:00	ES	Futures	3714.78	3718.13	3712.82	3716.45	9058.0
2020-08-07 06:00:00	ES	Futures	3716.45	3717.85	3713.94	3717.01	6472.0
2020-08-07 06:30:00	ES	Futures	3717.01	3721.48	3715.61	3721.2	10028.0
2020-08-07 07:00:00	ES	Futures	3721.2	3723.15	3720.08	3722.04	6826.0
2020-08-07 07:30:00	ES	Futures	3722.04	3723.15	3719.52	3720.08	6107.0
2020-08-07 08:00:00	ES	Futures	3719.8	3725.67	3716.17	3721.48	14376.0
2020-08-07 08:30:00	ES	Futures	3721.48	3736.84	3721.2	3722.6	57404.0
2020-08-07 09:00:00	ES	Futures	3722.6	3722.87	3716.73	3721.76	26414.0
2020-08-07 09:30:00	ES	Futures	3721.76	3730.69	3716.73	3729.02	129747.0
2020-08-07 10:00:00	ES	Futures	3729.02	3730.97	3718.97	3726.78	97137.0
2020-08-07 10:30:00	ES	Futures	3726.78	3736.56	3726.23	3734.32	102939.0
2020-08-07 11:00:00	ES	Futures	3734.32	3737.4	3726.78	3727.34	87869.0
2020-08-07 11:30:00	ES	Futures	3727.34	3732.93	3724.55	3725.11	54474.0
2020-08-07 12:00:00	ES	Futures	3725.11	3734.32	3722.87	3733.49	57136.0
2020-08-07 12:30:00	ES	Futures	3733.77	3736.84	3728.18	3728.46	61088.0
2020-08-07 13:00:00	ES	Futures	3728.46	3729.02	3717.57	3726.23	95289.0
2020-08-07 13:30:00	ES	Futures	3726.5	3730.69	3717.85	3718.97	67124.0
2020-08-07 14:00:00	ES	Futures	3718.97	3725.39	3710.87	3713.1	110045.0
2020-08-07 14:30:00	ES	Futures	3713.1	3723.15	3710.87	3722.04	94155.0
2020-08-07 15:00:00	ES	Futures	3722.32	3728.46	3717.01	3722.04	115105.0
2020-08-07 15:30:00	ES	Futures	3722.32	3738.23	3720.08	3736.0	146815.0
2020-08-07 16:00:00	ES	Futures	3736.0	3737.67	3733.21	3736.56	44118.0
2020-08-07 16:30:00	ES	Futures	3736.0	3739.35	3735.72	3738.79	7465.0
2020-08-07 00:00:00	NQ	Futures	12949.99	12958.09	12936.69	12952.6	3796.0
2020-08-07 00:30:00	NQ	Futures	12952.6	12963.01	12948.55	12960.98	1622.0
2020-08-07 01:00:00	NQ	Futures	12961.27	12965.61	12941.61	12945.66	2156.0
2020-08-07 01:30:00	NQ	Futures	12945.37	12973.42	12944.79	12967.34	3168.0
2020-08-07 02:00:00	NQ	Futures	12968.21	12983.83	12960.4	12981.51	2980.0
2020-08-07 02:30:00	NQ	Futures	12982.09	12985.56	12956.64	12958.96	2077.0
2020-08-07 03:00:00	NQ	Futures	12958.67	12987.59	12947.97	12980.65	4554.0
2020-08-07 03:30:00	NQ	Futures	12980.65	12998.58	12976.6	12996.26	3155.0
2020-08-07 04:00:00	NQ	Futures	12996.84	13000.89	12963.87	12964.45	3253.0
2020-08-07 04:30:00	NQ	Futures	12964.45	12975.73	12958.38	12974.57	2426.0
2020-08-07 05:00:00	NQ	Futures	12974.57	12977.47	12943.63	12955.49	3466.0
2020-08-07 05:30:00	NQ	Futures	12954.62	12968.21	12948.84	12965.03	1767.0
2020-08-07 06:00:00	NQ	Futures	12965.03	12970.52	12951.73	12963.01	1525.0
2020-08-07 06:30:00	NQ	Futures	12963.3	12975.73	12955.2	12973.71	1634.0
2020-08-07 07:00:00	NQ	Futures	12975.15	12982.38	12968.79	12978.33	2100.0
2020-08-07 07:30:00	NQ	Futures	12978.33	12982.67	12969.95	12976.31	1902.0

> showing 50 of 2,799 rows — these rows as CSV

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