PREVIEW / futures_30min / 2020-08-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-13.parquet
  size:    95 KB
  rows:    3,436

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
2020-08-13 00:00:00	ES	Futures	3762.53	3764.48	3762.53	3763.92	1381.0
2020-08-13 00:30:00	ES	Futures	3763.92	3766.16	3763.92	3764.2	1531.0
2020-08-13 01:00:00	ES	Futures	3764.2	3764.2	3760.01	3762.81	3456.0
2020-08-13 01:30:00	ES	Futures	3763.09	3763.09	3759.46	3760.29	2784.0
2020-08-13 02:00:00	ES	Futures	3760.29	3762.81	3756.1	3758.34	6299.0
2020-08-13 02:30:00	ES	Futures	3758.62	3762.25	3757.5	3761.69	3106.0
2020-08-13 03:00:00	ES	Futures	3761.69	3767.27	3760.57	3762.53	11253.0
2020-08-13 03:30:00	ES	Futures	3762.53	3764.48	3759.73	3762.81	6889.0
2020-08-13 04:00:00	ES	Futures	3762.53	3765.04	3758.06	3759.46	7351.0
2020-08-13 04:30:00	ES	Futures	3759.73	3765.32	3757.5	3762.81	5646.0
2020-08-13 05:00:00	ES	Futures	3762.81	3765.04	3760.85	3761.69	4136.0
2020-08-13 05:30:00	ES	Futures	3761.69	3762.53	3758.62	3759.73	4241.0
2020-08-13 06:00:00	ES	Futures	3759.73	3761.97	3759.46	3760.85	3243.0
2020-08-13 06:30:00	ES	Futures	3760.85	3762.53	3759.18	3760.01	3737.0
2020-08-13 07:00:00	ES	Futures	3760.01	3762.53	3758.62	3759.73	4978.0
2020-08-13 07:30:00	ES	Futures	3759.73	3760.85	3758.06	3758.9	5667.0
2020-08-13 08:00:00	ES	Futures	3759.18	3762.81	3757.5	3760.29	9019.0
2020-08-13 08:30:00	ES	Futures	3760.01	3768.95	3759.46	3765.32	19386.0
2020-08-13 09:00:00	ES	Futures	3765.6	3765.88	3758.34	3758.9	25805.0
2020-08-13 09:30:00	ES	Futures	3758.9	3773.98	3757.22	3773.42	145054.0
2020-08-13 10:00:00	ES	Futures	3773.42	3774.53	3766.16	3770.9	81146.0
2020-08-13 10:30:00	ES	Futures	3770.9	3774.26	3768.67	3772.86	53792.0
2020-08-13 11:00:00	ES	Futures	3772.58	3776.21	3771.74	3772.86	58337.0
2020-08-13 11:30:00	ES	Futures	3772.86	3773.14	3768.95	3771.18	44887.0
2020-08-13 12:00:00	ES	Futures	3771.18	3774.81	3771.18	3773.14	32259.0
2020-08-13 12:30:00	ES	Futures	3772.86	3776.21	3772.58	3775.65	23721.0
2020-08-13 13:00:00	ES	Futures	3775.93	3777.61	3768.39	3770.07	43526.0
2020-08-13 13:30:00	ES	Futures	3770.07	3773.14	3764.2	3770.07	64516.0
2020-08-13 14:00:00	ES	Futures	3770.07	3771.46	3754.71	3762.25	103640.0
2020-08-13 14:30:00	ES	Futures	3761.97	3764.76	3750.24	3755.27	128487.0
2020-08-13 15:00:00	ES	Futures	3755.27	3766.16	3751.64	3765.32	79443.0
2020-08-13 15:30:00	ES	Futures	3765.6	3767.27	3758.34	3761.41	100432.0
2020-08-13 16:00:00	ES	Futures	3761.97	3762.53	3757.22	3760.85	32305.0
2020-08-13 16:30:00	ES	Futures	3761.41	3765.04	3761.13	3763.64	4562.0
2020-08-13 18:00:00	ES	Futures	3763.36	3766.16	3762.81	3764.2	2908.0
2020-08-13 18:30:00	ES	Futures	3764.48	3767.55	3764.2	3767.0	1550.0
2020-08-13 19:00:00	ES	Futures	3767.0	3770.9	3767.0	3769.23	3063.0
2020-08-13 19:30:00	ES	Futures	3769.51	3772.02	3768.95	3770.9	3183.0
2020-08-13 20:00:00	ES	Futures	3770.9	3773.14	3768.11	3768.95	7058.0
2020-08-13 20:30:00	ES	Futures	3769.23	3770.35	3766.16	3767.0	3407.0
2020-08-13 21:00:00	ES	Futures	3767.27	3769.51	3764.2	3766.44	5331.0
2020-08-13 21:30:00	ES	Futures	3766.44	3770.35	3765.6	3768.67	3713.0
2020-08-13 22:00:00	ES	Futures	3768.39	3770.63	3766.44	3769.23	4250.0
2020-08-13 22:30:00	ES	Futures	3769.51	3769.79	3765.88	3767.27	3062.0
2020-08-13 23:00:00	ES	Futures	3767.27	3768.67	3765.04	3766.16	2310.0
2020-08-13 23:30:00	ES	Futures	3765.88	3767.83	3765.6	3767.55	1267.0
2020-08-13 00:00:00	NQ	Futures	12855.14	12862.37	12854.28	12857.75	513.0
2020-08-13 00:30:00	NQ	Futures	12857.46	12866.13	12857.17	12859.19	513.0
2020-08-13 01:00:00	NQ	Futures	12858.9	12858.9	12841.26	12853.99	1416.0
2020-08-13 01:30:00	NQ	Futures	12854.56	12854.85	12842.42	12845.6	811.0

> showing 50 of 3,436 rows — these rows as CSV

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