PREVIEW / futures_30min / 2020-08-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-14.parquet
  size:    78 KB
  rows:    2,775

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
2020-08-14 00:00:00	ES	Futures	3767.27	3768.39	3766.72	3768.11	1023.0
2020-08-14 00:30:00	ES	Futures	3767.83	3769.51	3767.55	3767.55	1544.0
2020-08-14 01:00:00	ES	Futures	3767.55	3771.18	3767.55	3770.35	1704.0
2020-08-14 01:30:00	ES	Futures	3770.63	3772.02	3768.95	3770.35	2468.0
2020-08-14 02:00:00	ES	Futures	3770.35	3775.93	3769.79	3772.3	6599.0
2020-08-14 02:30:00	ES	Futures	3772.58	3774.26	3768.11	3768.11	3772.0
2020-08-14 03:00:00	ES	Futures	3768.11	3769.23	3760.29	3763.92	16388.0
2020-08-14 03:30:00	ES	Futures	3764.2	3764.48	3748.01	3753.59	18397.0
2020-08-14 04:00:00	ES	Futures	3753.59	3753.87	3741.86	3745.49	18634.0
2020-08-14 04:30:00	ES	Futures	3745.49	3746.89	3741.86	3744.66	12228.0
2020-08-14 05:00:00	ES	Futures	3744.93	3749.68	3741.86	3748.29	10532.0
2020-08-14 05:30:00	ES	Futures	3748.29	3750.8	3744.93	3749.96	15661.0
2020-08-14 06:00:00	ES	Futures	3750.24	3750.24	3743.82	3746.89	8523.0
2020-08-14 06:30:00	ES	Futures	3746.61	3753.03	3746.33	3752.75	8718.0
2020-08-14 07:00:00	ES	Futures	3752.47	3756.38	3751.08	3756.38	8837.0
2020-08-14 07:30:00	ES	Futures	3756.1	3761.97	3755.83	3759.73	9604.0
2020-08-14 08:00:00	ES	Futures	3759.73	3760.57	3755.55	3759.46	10222.0
2020-08-14 08:30:00	ES	Futures	3759.46	3764.2	3754.71	3756.66	21003.0
2020-08-14 09:00:00	ES	Futures	3756.66	3759.46	3754.71	3756.66	16116.0
2020-08-14 09:30:00	ES	Futures	3756.94	3760.85	3751.08	3760.01	116226.0
2020-08-14 10:00:00	ES	Futures	3760.01	3762.53	3754.15	3756.1	89571.0
2020-08-14 10:30:00	ES	Futures	3756.1	3763.92	3754.99	3758.34	56715.0
2020-08-14 11:00:00	ES	Futures	3758.06	3765.88	3756.1	3765.32	53881.0
2020-08-14 11:30:00	ES	Futures	3765.32	3767.27	3760.29	3764.48	51499.0
2020-08-14 12:00:00	ES	Futures	3764.48	3766.72	3761.97	3762.81	42378.0
2020-08-14 12:30:00	ES	Futures	3762.81	3766.72	3762.81	3763.36	34222.0
2020-08-14 13:00:00	ES	Futures	3763.36	3765.32	3761.13	3765.04	25739.0
2020-08-14 13:30:00	ES	Futures	3765.04	3768.11	3763.64	3768.11	28864.0
2020-08-14 14:00:00	ES	Futures	3768.11	3768.11	3760.29	3763.09	39705.0
2020-08-14 14:30:00	ES	Futures	3763.09	3765.32	3758.62	3758.9	37100.0
2020-08-14 15:00:00	ES	Futures	3758.62	3760.57	3750.8	3753.59	70361.0
2020-08-14 15:30:00	ES	Futures	3753.59	3762.25	3748.56	3761.69	122857.0
2020-08-14 16:00:00	ES	Futures	3761.97	3762.25	3753.31	3755.27	41516.0
2020-08-14 16:30:00	ES	Futures	3755.27	3758.34	3755.27	3757.22	4918.0
2020-08-14 00:00:00	NQ	Futures	12956.07	12961.27	12953.17	12958.09	402.0
2020-08-14 00:30:00	NQ	Futures	12958.67	12965.32	12955.78	12957.51	544.0
2020-08-14 01:00:00	NQ	Futures	12957.51	12971.1	12957.51	12966.77	661.0
2020-08-14 01:30:00	NQ	Futures	12967.63	12970.24	12959.83	12964.74	871.0
2020-08-14 02:00:00	NQ	Futures	12965.03	12998.86	12963.87	12985.27	2867.0
2020-08-14 02:30:00	NQ	Futures	12985.27	12993.37	12968.79	12968.79	1296.0
2020-08-14 03:00:00	NQ	Futures	12968.79	12972.84	12940.74	12951.44	4456.0
2020-08-14 03:30:00	NQ	Futures	12951.44	12952.02	12895.92	12915.29	5492.0
2020-08-14 04:00:00	NQ	Futures	12915.58	12922.23	12893.03	12907.77	5436.0
2020-08-14 04:30:00	NQ	Futures	12907.77	12918.18	12898.52	12908.64	2765.0
2020-08-14 05:00:00	NQ	Futures	12908.64	12916.45	12895.05	12912.11	2225.0
2020-08-14 05:30:00	NQ	Futures	12911.53	12917.32	12900.54	12915.87	1857.0
2020-08-14 06:00:00	NQ	Futures	12915.58	12915.58	12883.48	12894.47	2741.0
2020-08-14 06:30:00	NQ	Futures	12894.47	12947.39	12894.47	12939.58	3500.0
2020-08-14 07:00:00	NQ	Futures	12939.29	12970.24	12928.88	12966.19	3828.0
2020-08-14 07:30:00	NQ	Futures	12965.9	12972.55	12952.89	12959.83	2935.0

> showing 50 of 2,775 rows — these rows as CSV

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