PREVIEW / futures_30min / 2020-08-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-10.parquet
  size:    93 KB
  rows:    3,471

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
2020-08-10 00:00:00	ES	Futures	3741.58	3744.1	3741.03	3743.26	2930.0
2020-08-10 00:30:00	ES	Futures	3743.26	3744.1	3742.42	3743.26	2072.0
2020-08-10 01:00:00	ES	Futures	3742.98	3746.89	3742.98	3745.21	4028.0
2020-08-10 01:30:00	ES	Futures	3744.93	3748.01	3744.93	3747.17	3819.0
2020-08-10 02:00:00	ES	Futures	3747.17	3747.17	3742.7	3743.82	6335.0
2020-08-10 02:30:00	ES	Futures	3743.82	3744.66	3740.75	3741.3	4176.0
2020-08-10 03:00:00	ES	Futures	3741.03	3746.89	3736.56	3744.1	15956.0
2020-08-10 03:30:00	ES	Futures	3744.38	3745.49	3739.35	3742.98	9265.0
2020-08-10 04:00:00	ES	Futures	3742.7	3742.98	3734.6	3737.12	11766.0
2020-08-10 04:30:00	ES	Futures	3737.4	3741.86	3734.32	3741.58	8846.0
2020-08-10 05:00:00	ES	Futures	3741.58	3744.93	3739.35	3742.7	6651.0
2020-08-10 05:30:00	ES	Futures	3742.7	3743.82	3740.19	3742.7	4259.0
2020-08-10 06:00:00	ES	Futures	3742.98	3743.82	3740.19	3741.86	4778.0
2020-08-10 06:30:00	ES	Futures	3741.86	3743.54	3740.19	3741.58	5551.0
2020-08-10 07:00:00	ES	Futures	3741.58	3741.86	3736.84	3737.95	6574.0
2020-08-10 07:30:00	ES	Futures	3737.95	3739.63	3736.56	3739.35	7852.0
2020-08-10 08:00:00	ES	Futures	3739.63	3740.19	3738.79	3738.79	5233.0
2020-08-10 08:30:00	ES	Futures	3738.79	3741.86	3737.67	3740.75	8064.0
2020-08-10 09:00:00	ES	Futures	3740.75	3742.7	3737.4	3741.86	12456.0
2020-08-10 09:30:00	ES	Futures	3741.86	3747.73	3740.75	3742.42	113846.0
2020-08-10 10:00:00	ES	Futures	3742.42	3745.49	3737.67	3744.93	85619.0
2020-08-10 10:30:00	ES	Futures	3744.93	3745.77	3720.64	3720.92	115740.0
2020-08-10 11:00:00	ES	Futures	3720.92	3735.16	3718.41	3734.04	86785.0
2020-08-10 11:30:00	ES	Futures	3734.32	3741.58	3732.65	3740.47	72366.0
2020-08-10 12:00:00	ES	Futures	3740.47	3741.58	3734.6	3734.88	43879.0
2020-08-10 12:30:00	ES	Futures	3735.16	3744.66	3734.04	3742.98	58924.0
2020-08-10 13:00:00	ES	Futures	3742.98	3746.33	3741.3	3744.1	48056.0
2020-08-10 13:30:00	ES	Futures	3744.1	3745.49	3740.47	3742.42	33308.0
2020-08-10 14:00:00	ES	Futures	3742.42	3746.61	3740.75	3744.38	42656.0
2020-08-10 14:30:00	ES	Futures	3744.38	3747.17	3738.79	3746.89	43373.0
2020-08-10 15:00:00	ES	Futures	3746.89	3749.96	3742.98	3744.66	71524.0
2020-08-10 15:30:00	ES	Futures	3744.66	3748.56	3739.63	3747.45	136807.0
2020-08-10 16:00:00	ES	Futures	3747.73	3748.29	3742.14	3744.66	31247.0
2020-08-10 16:30:00	ES	Futures	3744.66	3746.33	3744.38	3744.66	4630.0
2020-08-10 18:00:00	ES	Futures	3742.14	3744.1	3741.3	3743.54	3748.0
2020-08-10 18:30:00	ES	Futures	3743.82	3743.82	3739.63	3740.47	2302.0
2020-08-10 19:00:00	ES	Futures	3740.47	3741.58	3739.07	3740.19	3227.0
2020-08-10 19:30:00	ES	Futures	3740.19	3745.77	3740.19	3744.38	6252.0
2020-08-10 20:00:00	ES	Futures	3744.1	3744.66	3739.63	3741.58	8502.0
2020-08-10 20:30:00	ES	Futures	3741.86	3747.45	3741.86	3746.89	6333.0
2020-08-10 21:00:00	ES	Futures	3746.89	3749.96	3745.49	3749.12	6778.0
2020-08-10 21:30:00	ES	Futures	3749.12	3752.47	3749.12	3751.36	7035.0
2020-08-10 22:00:00	ES	Futures	3751.36	3755.27	3751.36	3753.03	7079.0
2020-08-10 22:30:00	ES	Futures	3753.03	3754.71	3751.92	3753.87	3516.0
2020-08-10 23:00:00	ES	Futures	3753.87	3755.27	3753.03	3754.43	2284.0
2020-08-10 23:30:00	ES	Futures	3754.43	3755.55	3753.87	3754.99	2294.0
2020-08-10 00:00:00	NQ	Futures	12854.56	12864.69	12851.09	12862.66	850.0
2020-08-10 00:30:00	NQ	Futures	12861.79	12864.97	12857.17	12861.79	592.0
2020-08-10 01:00:00	NQ	Futures	12862.08	12876.83	12860.64	12874.23	1717.0
2020-08-10 01:30:00	NQ	Futures	12873.94	12880.3	12871.05	12879.14	1070.0

> showing 50 of 3,471 rows — these rows as CSV

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