PREVIEW / futures_30min / 2020-08-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-11.parquet
  size:    101 KB
  rows:    3,541

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
2020-08-11 00:00:00	ES	Futures	3754.71	3756.94	3753.31	3754.71	3480.0
2020-08-11 00:30:00	ES	Futures	3754.71	3754.71	3752.2	3752.47	1992.0
2020-08-11 01:00:00	ES	Futures	3752.2	3756.94	3752.2	3755.27	3068.0
2020-08-11 01:30:00	ES	Futures	3755.27	3757.22	3753.03	3756.38	4256.0
2020-08-11 02:00:00	ES	Futures	3756.38	3762.25	3752.2	3753.31	10942.0
2020-08-11 02:30:00	ES	Futures	3753.31	3753.59	3749.68	3751.92	6534.0
2020-08-11 03:00:00	ES	Futures	3751.92	3762.25	3751.92	3758.62	18676.0
2020-08-11 03:30:00	ES	Futures	3758.62	3763.92	3758.62	3763.09	12291.0
2020-08-11 04:00:00	ES	Futures	3763.09	3766.44	3760.85	3765.04	11624.0
2020-08-11 04:30:00	ES	Futures	3765.32	3773.14	3764.48	3772.58	13900.0
2020-08-11 05:00:00	ES	Futures	3772.58	3773.42	3768.95	3772.3	11202.0
2020-08-11 05:30:00	ES	Futures	3772.3	3774.26	3770.35	3770.63	9415.0
2020-08-11 06:00:00	ES	Futures	3770.35	3772.86	3769.79	3772.58	7990.0
2020-08-11 06:30:00	ES	Futures	3772.3	3772.58	3767.0	3767.83	10329.0
2020-08-11 07:00:00	ES	Futures	3767.83	3771.46	3763.92	3766.16	14273.0
2020-08-11 07:30:00	ES	Futures	3766.16	3767.27	3761.97	3763.36	11242.0
2020-08-11 08:00:00	ES	Futures	3763.36	3767.27	3763.36	3765.88	12147.0
2020-08-11 08:30:00	ES	Futures	3765.6	3768.67	3762.25	3765.04	24451.0
2020-08-11 09:00:00	ES	Futures	3765.04	3766.44	3760.85	3762.25	21400.0
2020-08-11 09:30:00	ES	Futures	3762.25	3766.72	3754.99	3756.66	174706.0
2020-08-11 10:00:00	ES	Futures	3756.66	3758.34	3746.89	3757.78	137936.0
2020-08-11 10:30:00	ES	Futures	3758.06	3761.69	3753.31	3759.46	73369.0
2020-08-11 11:00:00	ES	Futures	3759.73	3765.88	3758.9	3764.76	72437.0
2020-08-11 11:30:00	ES	Futures	3765.04	3765.88	3756.94	3759.18	65274.0
2020-08-11 12:00:00	ES	Futures	3759.46	3765.04	3754.99	3764.2	71438.0
2020-08-11 12:30:00	ES	Futures	3764.2	3765.6	3761.13	3763.36	52963.0
2020-08-11 13:00:00	ES	Futures	3763.36	3769.51	3761.41	3768.39	53173.0
2020-08-11 13:30:00	ES	Futures	3768.67	3768.95	3761.97	3766.16	63620.0
2020-08-11 14:00:00	ES	Futures	3766.44	3768.11	3754.71	3755.27	81735.0
2020-08-11 14:30:00	ES	Futures	3755.55	3756.94	3749.68	3755.55	97395.0
2020-08-11 15:00:00	ES	Futures	3755.55	3756.66	3725.11	3738.79	172970.0
2020-08-11 15:30:00	ES	Futures	3739.07	3739.35	3707.8	3717.29	256960.0
2020-08-11 16:00:00	ES	Futures	3717.29	3722.32	3709.75	3718.97	55810.0
2020-08-11 16:30:00	ES	Futures	3722.04	3729.02	3720.64	3726.5	10043.0
2020-08-11 18:00:00	ES	Futures	3730.13	3731.53	3723.15	3724.55	6809.0
2020-08-11 18:30:00	ES	Futures	3724.83	3727.9	3722.87	3725.67	3025.0
2020-08-11 19:00:00	ES	Futures	3725.95	3726.23	3721.2	3723.43	2469.0
2020-08-11 19:30:00	ES	Futures	3723.71	3728.18	3723.71	3724.27	3537.0
2020-08-11 20:00:00	ES	Futures	3723.99	3733.21	3723.71	3729.3	8899.0
2020-08-11 20:30:00	ES	Futures	3729.02	3729.58	3716.45	3719.52	9836.0
2020-08-11 21:00:00	ES	Futures	3719.8	3727.9	3717.85	3726.5	7680.0
2020-08-11 21:30:00	ES	Futures	3726.5	3728.18	3720.36	3725.67	5664.0
2020-08-11 22:00:00	ES	Futures	3725.67	3727.06	3715.33	3720.92	8258.0
2020-08-11 22:30:00	ES	Futures	3720.92	3725.39	3718.69	3721.48	4248.0
2020-08-11 23:00:00	ES	Futures	3721.48	3724.83	3718.97	3719.24	4440.0
2020-08-11 23:30:00	ES	Futures	3719.52	3723.71	3718.69	3723.43	3358.0
2020-08-11 00:00:00	NQ	Futures	12862.08	12868.44	12853.99	12857.75	1084.0
2020-08-11 00:30:00	NQ	Futures	12858.32	12858.32	12845.89	12849.65	979.0
2020-08-11 01:00:00	NQ	Futures	12849.36	12866.13	12848.2	12862.95	1148.0
2020-08-11 01:30:00	NQ	Futures	12862.37	12871.63	12852.54	12865.55	1163.0

> showing 50 of 3,541 rows — these rows as CSV

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