PREVIEW / futures_30min / 2020-08-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-17.parquet
  size:    93 KB
  rows:    3,445

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
2020-08-17 00:00:00	ES	Futures	3766.16	3766.16	3764.2	3765.32	1511.0
2020-08-17 00:30:00	ES	Futures	3765.6	3767.0	3764.76	3765.04	1619.0
2020-08-17 01:00:00	ES	Futures	3764.76	3766.16	3763.92	3764.2	2231.0
2020-08-17 01:30:00	ES	Futures	3764.48	3765.04	3763.09	3763.92	2073.0
2020-08-17 02:00:00	ES	Futures	3763.92	3767.0	3761.97	3763.64	4905.0
2020-08-17 02:30:00	ES	Futures	3763.64	3766.44	3763.09	3765.6	3457.0
2020-08-17 03:00:00	ES	Futures	3765.6	3770.07	3758.34	3766.16	18284.0
2020-08-17 03:30:00	ES	Futures	3765.88	3769.51	3764.2	3768.67	8612.0
2020-08-17 04:00:00	ES	Futures	3768.67	3769.51	3762.53	3763.64	6779.0
2020-08-17 04:30:00	ES	Futures	3763.64	3768.11	3762.53	3767.55	8051.0
2020-08-17 05:00:00	ES	Futures	3767.55	3771.46	3767.0	3769.23	5713.0
2020-08-17 05:30:00	ES	Futures	3769.51	3769.51	3765.32	3766.44	5525.0
2020-08-17 06:00:00	ES	Futures	3766.72	3768.39	3764.76	3766.16	4131.0
2020-08-17 06:30:00	ES	Futures	3766.16	3767.27	3764.48	3767.27	5005.0
2020-08-17 07:00:00	ES	Futures	3767.27	3768.11	3765.6	3767.27	4426.0
2020-08-17 07:30:00	ES	Futures	3767.27	3769.51	3764.48	3766.72	6319.0
2020-08-17 08:00:00	ES	Futures	3767.0	3769.51	3766.16	3768.67	8123.0
2020-08-17 08:30:00	ES	Futures	3768.39	3773.42	3767.27	3772.58	14210.0
2020-08-17 09:00:00	ES	Futures	3772.3	3774.26	3771.74	3773.98	12947.0
2020-08-17 09:30:00	ES	Futures	3773.98	3776.49	3771.18	3773.14	84214.0
2020-08-17 10:00:00	ES	Futures	3773.14	3774.26	3768.67	3773.7	55479.0
2020-08-17 10:30:00	ES	Futures	3773.7	3778.44	3773.14	3774.81	48488.0
2020-08-17 11:00:00	ES	Futures	3774.81	3776.77	3771.46	3776.21	44353.0
2020-08-17 11:30:00	ES	Futures	3776.49	3776.77	3771.46	3774.81	36657.0
2020-08-17 12:00:00	ES	Futures	3774.81	3775.37	3772.02	3772.86	20972.0
2020-08-17 12:30:00	ES	Futures	3772.86	3776.77	3772.86	3775.93	23571.0
2020-08-17 13:00:00	ES	Futures	3776.21	3776.77	3774.53	3775.09	17653.0
2020-08-17 13:30:00	ES	Futures	3775.37	3776.49	3774.26	3775.09	15856.0
2020-08-17 14:00:00	ES	Futures	3775.37	3776.49	3774.26	3775.37	23702.0
2020-08-17 14:30:00	ES	Futures	3775.37	3776.21	3772.58	3773.7	27227.0
2020-08-17 15:00:00	ES	Futures	3773.7	3774.26	3770.07	3773.7	40676.0
2020-08-17 15:30:00	ES	Futures	3773.7	3776.49	3771.46	3773.42	90114.0
2020-08-17 16:00:00	ES	Futures	3773.7	3775.65	3770.35	3775.37	35416.0
2020-08-17 16:30:00	ES	Futures	3775.37	3776.49	3773.98	3774.53	5254.0
2020-08-17 18:00:00	ES	Futures	3774.53	3774.81	3772.58	3774.26	1855.0
2020-08-17 18:30:00	ES	Futures	3774.26	3775.93	3773.7	3775.93	1656.0
2020-08-17 19:00:00	ES	Futures	3775.93	3782.35	3774.53	3781.79	6255.0
2020-08-17 19:30:00	ES	Futures	3782.07	3783.19	3780.68	3782.07	4102.0
2020-08-17 20:00:00	ES	Futures	3781.79	3784.03	3780.12	3782.91	5736.0
2020-08-17 20:30:00	ES	Futures	3782.91	3783.19	3780.12	3780.68	3935.0
2020-08-17 21:00:00	ES	Futures	3780.96	3781.24	3778.16	3778.44	5246.0
2020-08-17 21:30:00	ES	Futures	3778.44	3779.28	3775.65	3777.61	5730.0
2020-08-17 22:00:00	ES	Futures	3777.89	3777.89	3772.86	3775.09	5481.0
2020-08-17 22:30:00	ES	Futures	3775.09	3775.93	3771.74	3773.7	3865.0
2020-08-17 23:00:00	ES	Futures	3773.7	3776.49	3772.86	3775.65	3533.0
2020-08-17 23:30:00	ES	Futures	3775.65	3777.33	3775.65	3775.93	3151.0
2020-08-17 00:00:00	NQ	Futures	12930.04	12933.51	12927.44	12930.91	466.0
2020-08-17 00:30:00	NQ	Futures	12932.06	12938.72	12931.49	12934.09	641.0
2020-08-17 01:00:00	NQ	Futures	12934.38	12940.74	12930.04	12933.51	764.0
2020-08-17 01:30:00	NQ	Futures	12933.8	12936.69	12928.3	12936.4	733.0

> showing 50 of 3,445 rows — these rows as CSV

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