PREVIEW / futures_30min / 2020-08-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-19.parquet
  size:    96 KB
  rows:    3,468

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
2020-08-19 00:00:00	ES	Futures	3789.33	3789.89	3787.38	3787.66	1764.0
2020-08-19 00:30:00	ES	Futures	3787.66	3788.78	3786.54	3787.94	1827.0
2020-08-19 01:00:00	ES	Futures	3787.94	3789.89	3787.66	3788.22	2026.0
2020-08-19 01:30:00	ES	Futures	3788.5	3789.89	3785.43	3787.1	7515.0
2020-08-19 02:00:00	ES	Futures	3787.1	3789.33	3785.7	3786.82	7488.0
2020-08-19 02:30:00	ES	Futures	3787.1	3787.66	3784.31	3785.7	6145.0
2020-08-19 03:00:00	ES	Futures	3785.7	3785.7	3779.0	3784.03	18047.0
2020-08-19 03:30:00	ES	Futures	3784.03	3790.17	3784.03	3787.94	12669.0
2020-08-19 04:00:00	ES	Futures	3788.22	3789.33	3785.98	3789.06	9726.0
2020-08-19 04:30:00	ES	Futures	3789.33	3789.33	3785.7	3786.26	6562.0
2020-08-19 05:00:00	ES	Futures	3786.26	3790.17	3785.98	3789.61	5677.0
2020-08-19 05:30:00	ES	Futures	3789.89	3790.17	3787.66	3789.61	4972.0
2020-08-19 06:00:00	ES	Futures	3789.89	3789.89	3786.82	3787.94	4112.0
2020-08-19 06:30:00	ES	Futures	3787.66	3790.45	3787.38	3789.61	4348.0
2020-08-19 07:00:00	ES	Futures	3789.61	3790.17	3786.26	3786.54	3646.0
2020-08-19 07:30:00	ES	Futures	3786.26	3787.94	3785.98	3787.66	4581.0
2020-08-19 08:00:00	ES	Futures	3787.38	3788.5	3782.07	3782.91	11073.0
2020-08-19 08:30:00	ES	Futures	3783.19	3785.15	3782.35	3784.59	8128.0
2020-08-19 09:00:00	ES	Futures	3784.31	3787.94	3783.75	3786.54	11013.0
2020-08-19 09:30:00	ES	Futures	3786.54	3788.22	3781.52	3783.47	97987.0
2020-08-19 10:00:00	ES	Futures	3783.47	3787.38	3782.91	3787.1	47745.0
2020-08-19 10:30:00	ES	Futures	3787.38	3789.61	3786.26	3788.5	52767.0
2020-08-19 11:00:00	ES	Futures	3788.22	3790.17	3785.7	3789.06	58986.0
2020-08-19 11:30:00	ES	Futures	3789.33	3792.96	3788.5	3791.57	57471.0
2020-08-19 12:00:00	ES	Futures	3791.85	3791.85	3789.06	3790.45	46498.0
2020-08-19 12:30:00	ES	Futures	3790.45	3790.73	3786.26	3787.66	27225.0
2020-08-19 13:00:00	ES	Futures	3787.66	3789.33	3786.82	3787.66	20955.0
2020-08-19 13:30:00	ES	Futures	3787.66	3790.45	3787.38	3789.61	22323.0
2020-08-19 14:00:00	ES	Futures	3789.61	3792.41	3771.74	3776.49	172873.0
2020-08-19 14:30:00	ES	Futures	3776.49	3783.47	3773.42	3781.52	180388.0
2020-08-19 15:00:00	ES	Futures	3781.52	3783.47	3770.9	3773.14	116634.0
2020-08-19 15:30:00	ES	Futures	3773.42	3775.09	3759.18	3766.16	202071.0
2020-08-19 16:00:00	ES	Futures	3765.88	3769.23	3761.69	3767.0	52027.0
2020-08-19 16:30:00	ES	Futures	3766.44	3766.44	3761.69	3763.09	7305.0
2020-08-19 18:00:00	ES	Futures	3764.48	3764.48	3761.69	3763.36	3469.0
2020-08-19 18:30:00	ES	Futures	3763.64	3764.48	3761.69	3761.97	1858.0
2020-08-19 19:00:00	ES	Futures	3761.97	3763.09	3759.73	3759.73	2677.0
2020-08-19 19:30:00	ES	Futures	3759.73	3760.01	3754.15	3755.55	6521.0
2020-08-19 20:00:00	ES	Futures	3755.83	3756.38	3752.2	3754.71	9649.0
2020-08-19 20:30:00	ES	Futures	3754.99	3758.9	3753.31	3756.1	5605.0
2020-08-19 21:00:00	ES	Futures	3756.1	3756.94	3746.33	3747.45	9881.0
2020-08-19 21:30:00	ES	Futures	3747.45	3748.01	3742.7	3743.54	10104.0
2020-08-19 22:00:00	ES	Futures	3743.54	3745.21	3742.42	3744.1	7743.0
2020-08-19 22:30:00	ES	Futures	3744.1	3744.1	3736.0	3741.03	17475.0
2020-08-19 23:00:00	ES	Futures	3741.03	3744.93	3739.63	3744.38	7325.0
2020-08-19 23:30:00	ES	Futures	3744.38	3748.01	3742.7	3747.17	6414.0
2020-08-19 00:00:00	NQ	Futures	13214.59	13215.75	13205.05	13206.49	799.0
2020-08-19 00:30:00	NQ	Futures	13205.92	13210.83	13202.45	13206.78	860.0
2020-08-19 01:00:00	NQ	Futures	13206.78	13213.15	13205.92	13207.94	631.0
2020-08-19 01:30:00	NQ	Futures	13207.94	13212.86	13193.48	13201.29	1760.0

> showing 50 of 3,468 rows — these rows as CSV

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