PREVIEW / futures_30min / 2020-08-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-18.parquet
  size:    93 KB
  rows:    3,449

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
2020-08-18 00:00:00	ES	Futures	3775.93	3777.33	3775.09	3776.49	1879.0
2020-08-18 00:30:00	ES	Futures	3776.49	3776.49	3775.09	3776.49	1440.0
2020-08-18 01:00:00	ES	Futures	3776.21	3777.61	3775.09	3776.49	2985.0
2020-08-18 01:30:00	ES	Futures	3776.49	3777.89	3774.26	3775.65	4074.0
2020-08-18 02:00:00	ES	Futures	3775.65	3778.16	3773.42	3775.37	6562.0
2020-08-18 02:30:00	ES	Futures	3775.37	3775.37	3770.63	3771.18	5597.0
2020-08-18 03:00:00	ES	Futures	3771.18	3772.02	3765.88	3770.9	16700.0
2020-08-18 03:30:00	ES	Futures	3770.9	3773.14	3769.79	3770.63	10350.0
2020-08-18 04:00:00	ES	Futures	3770.63	3777.33	3770.35	3775.37	10053.0
2020-08-18 04:30:00	ES	Futures	3775.37	3777.89	3773.7	3776.21	7139.0
2020-08-18 05:00:00	ES	Futures	3776.49	3781.79	3775.37	3779.28	9086.0
2020-08-18 05:30:00	ES	Futures	3779.28	3781.79	3779.0	3781.24	6145.0
2020-08-18 06:00:00	ES	Futures	3780.96	3782.63	3779.84	3781.79	5360.0
2020-08-18 06:30:00	ES	Futures	3781.79	3784.87	3780.68	3784.03	7216.0
2020-08-18 07:00:00	ES	Futures	3784.31	3785.15	3780.96	3781.24	10543.0
2020-08-18 07:30:00	ES	Futures	3781.24	3781.79	3778.16	3779.0	7974.0
2020-08-18 08:00:00	ES	Futures	3779.0	3781.52	3778.72	3781.24	11546.0
2020-08-18 08:30:00	ES	Futures	3781.24	3782.07	3779.56	3780.96	9595.0
2020-08-18 09:00:00	ES	Futures	3780.96	3782.07	3775.93	3778.44	16720.0
2020-08-18 09:30:00	ES	Futures	3778.44	3786.54	3776.21	3779.0	122994.0
2020-08-18 10:00:00	ES	Futures	3779.0	3779.56	3760.85	3761.13	136034.0
2020-08-18 10:30:00	ES	Futures	3761.13	3772.3	3758.9	3772.02	86664.0
2020-08-18 11:00:00	ES	Futures	3772.3	3778.16	3770.9	3777.33	60022.0
2020-08-18 11:30:00	ES	Futures	3777.33	3779.84	3777.05	3778.72	44622.0
2020-08-18 12:00:00	ES	Futures	3779.0	3780.68	3777.33	3780.12	29245.0
2020-08-18 12:30:00	ES	Futures	3780.12	3783.75	3780.12	3782.63	32526.0
2020-08-18 13:00:00	ES	Futures	3782.63	3784.59	3779.84	3782.35	27573.0
2020-08-18 13:30:00	ES	Futures	3782.07	3785.15	3781.79	3782.63	25371.0
2020-08-18 14:00:00	ES	Futures	3782.63	3784.59	3780.4	3783.47	27282.0
2020-08-18 14:30:00	ES	Futures	3783.75	3785.7	3782.63	3784.59	22923.0
2020-08-18 15:00:00	ES	Futures	3784.59	3787.38	3781.52	3783.47	49593.0
2020-08-18 15:30:00	ES	Futures	3783.19	3785.15	3778.16	3781.79	94052.0
2020-08-18 16:00:00	ES	Futures	3781.79	3783.75	3779.28	3782.35	30554.0
2020-08-18 16:30:00	ES	Futures	3782.35	3784.87	3780.96	3784.59	4485.0
2020-08-18 18:00:00	ES	Futures	3785.15	3785.7	3781.79	3784.03	2520.0
2020-08-18 18:30:00	ES	Futures	3784.03	3785.43	3783.19	3784.59	1324.0
2020-08-18 19:00:00	ES	Futures	3784.87	3786.26	3784.59	3785.7	1416.0
2020-08-18 19:30:00	ES	Futures	3785.7	3786.26	3784.31	3785.43	1685.0
2020-08-18 20:00:00	ES	Futures	3785.43	3785.43	3781.52	3784.31	4927.0
2020-08-18 20:30:00	ES	Futures	3784.31	3784.31	3780.96	3783.19	3427.0
2020-08-18 21:00:00	ES	Futures	3783.47	3789.61	3782.91	3787.66	7637.0
2020-08-18 21:30:00	ES	Futures	3787.66	3789.06	3786.54	3787.1	4010.0
2020-08-18 22:00:00	ES	Futures	3787.1	3788.78	3786.82	3787.38	2434.0
2020-08-18 22:30:00	ES	Futures	3787.1	3788.5	3786.54	3786.82	2857.0
2020-08-18 23:00:00	ES	Futures	3786.82	3790.45	3786.54	3790.17	3934.0
2020-08-18 23:30:00	ES	Futures	3790.17	3790.73	3788.78	3789.06	3193.0
2020-08-18 00:00:00	NQ	Futures	13061.62	13070.29	13058.72	13066.53	770.0
2020-08-18 00:30:00	NQ	Futures	13066.53	13066.82	13061.62	13065.66	409.0
2020-08-18 01:00:00	NQ	Futures	13064.8	13067.98	13057.86	13064.51	730.0
2020-08-18 01:30:00	NQ	Futures	13065.09	13069.42	13054.39	13060.46	1101.0

> showing 50 of 3,449 rows — these rows as CSV

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