PREVIEW / futures_30min / 2020-08-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-12.parquet
  size:    98 KB
  rows:    3,480

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
2020-08-12 00:00:00	ES	Futures	3723.15	3724.83	3720.36	3721.76	1792.0
2020-08-12 00:30:00	ES	Futures	3722.04	3723.99	3718.41	3718.97	2560.0
2020-08-12 01:00:00	ES	Futures	3719.24	3722.87	3716.17	3722.04	3781.0
2020-08-12 01:30:00	ES	Futures	3722.04	3727.06	3721.2	3724.83	4040.0
2020-08-12 02:00:00	ES	Futures	3724.83	3738.23	3724.83	3734.32	13014.0
2020-08-12 02:30:00	ES	Futures	3734.6	3739.35	3733.77	3735.72	7922.0
2020-08-12 03:00:00	ES	Futures	3735.72	3746.05	3734.32	3743.54	23590.0
2020-08-12 03:30:00	ES	Futures	3743.26	3748.56	3740.19	3747.45	13055.0
2020-08-12 04:00:00	ES	Futures	3747.17	3749.4	3742.98	3745.21	10972.0
2020-08-12 04:30:00	ES	Futures	3745.21	3748.01	3744.1	3746.61	7249.0
2020-08-12 05:00:00	ES	Futures	3746.61	3751.08	3744.93	3749.96	5964.0
2020-08-12 05:30:00	ES	Futures	3749.68	3751.64	3745.77	3746.33	6372.0
2020-08-12 06:00:00	ES	Futures	3746.33	3753.87	3746.05	3750.24	6990.0
2020-08-12 06:30:00	ES	Futures	3750.24	3750.52	3747.45	3747.73	5770.0
2020-08-12 07:00:00	ES	Futures	3748.01	3748.01	3742.98	3745.21	7410.0
2020-08-12 07:30:00	ES	Futures	3745.49	3747.45	3743.54	3745.77	9321.0
2020-08-12 08:00:00	ES	Futures	3746.05	3747.45	3743.82	3744.38	12756.0
2020-08-12 08:30:00	ES	Futures	3744.66	3749.4	3739.91	3747.45	26426.0
2020-08-12 09:00:00	ES	Futures	3747.45	3749.4	3745.21	3746.33	18059.0
2020-08-12 09:30:00	ES	Futures	3746.05	3757.78	3745.77	3756.66	158664.0
2020-08-12 10:00:00	ES	Futures	3756.66	3765.6	3753.59	3765.04	121966.0
2020-08-12 10:30:00	ES	Futures	3764.76	3769.23	3762.25	3766.72	102216.0
2020-08-12 11:00:00	ES	Futures	3766.72	3771.18	3762.53	3765.88	85061.0
2020-08-12 11:30:00	ES	Futures	3765.6	3769.23	3762.81	3766.44	60610.0
2020-08-12 12:00:00	ES	Futures	3766.44	3772.86	3766.16	3771.18	55044.0
2020-08-12 12:30:00	ES	Futures	3770.9	3772.86	3763.92	3764.48	39775.0
2020-08-12 13:00:00	ES	Futures	3764.48	3767.27	3758.9	3760.29	54420.0
2020-08-12 13:30:00	ES	Futures	3760.01	3773.98	3759.73	3773.42	53067.0
2020-08-12 14:00:00	ES	Futures	3773.42	3774.53	3770.35	3771.74	57979.0
2020-08-12 14:30:00	ES	Futures	3771.74	3774.26	3769.79	3773.14	40297.0
2020-08-12 15:00:00	ES	Futures	3773.14	3778.16	3771.46	3775.65	65094.0
2020-08-12 15:30:00	ES	Futures	3775.65	3776.21	3766.44	3767.83	155794.0
2020-08-12 16:00:00	ES	Futures	3767.83	3768.39	3762.81	3764.2	53339.0
2020-08-12 16:30:00	ES	Futures	3765.04	3765.88	3762.25	3763.09	7882.0
2020-08-12 18:00:00	ES	Futures	3761.69	3765.6	3759.46	3764.2	4176.0
2020-08-12 18:30:00	ES	Futures	3764.48	3765.32	3763.64	3764.2	1536.0
2020-08-12 19:00:00	ES	Futures	3763.92	3765.32	3762.53	3764.48	2018.0
2020-08-12 19:30:00	ES	Futures	3764.48	3766.16	3763.64	3765.04	1989.0
2020-08-12 20:00:00	ES	Futures	3765.04	3770.35	3762.53	3768.95	7473.0
2020-08-12 20:30:00	ES	Futures	3769.23	3770.63	3758.62	3760.01	7422.0
2020-08-12 21:00:00	ES	Futures	3760.01	3763.64	3756.94	3762.25	6507.0
2020-08-12 21:30:00	ES	Futures	3762.25	3765.88	3760.57	3761.97	6226.0
2020-08-12 22:00:00	ES	Futures	3762.25	3763.92	3759.18	3763.09	4234.0
2020-08-12 22:30:00	ES	Futures	3762.81	3765.88	3762.53	3765.6	3648.0
2020-08-12 23:00:00	ES	Futures	3765.32	3765.88	3762.81	3763.36	3118.0
2020-08-12 23:30:00	ES	Futures	3763.09	3763.92	3761.41	3762.81	2959.0
2020-08-12 00:00:00	NQ	Futures	12620.91	12627.85	12613.39	12617.73	658.0
2020-08-12 00:30:00	NQ	Futures	12618.31	12623.22	12598.93	12604.71	820.0
2020-08-12 01:00:00	NQ	Futures	12603.27	12618.02	12594.3	12614.84	1283.0
2020-08-12 01:30:00	NQ	Futures	12614.26	12637.68	12613.68	12629.01	1751.0

> showing 50 of 3,480 rows — these rows as CSV

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