PREVIEW / futures_30min / 2020-08-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-20.parquet
  size:    95 KB
  rows:    3,471

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
2020-08-20 00:00:00	ES	Futures	3747.17	3749.68	3746.33	3749.12	4457.0
2020-08-20 00:30:00	ES	Futures	3749.12	3749.68	3744.38	3745.21	4174.0
2020-08-20 01:00:00	ES	Futures	3745.21	3750.8	3744.38	3748.56	4901.0
2020-08-20 01:30:00	ES	Futures	3748.56	3749.4	3743.26	3746.33	4847.0
2020-08-20 02:00:00	ES	Futures	3746.33	3750.8	3744.66	3749.4	7028.0
2020-08-20 02:30:00	ES	Futures	3749.4	3753.59	3747.73	3749.96	7430.0
2020-08-20 03:00:00	ES	Futures	3749.68	3755.27	3745.21	3753.59	17925.0
2020-08-20 03:30:00	ES	Futures	3753.59	3758.06	3752.47	3754.15	13506.0
2020-08-20 04:00:00	ES	Futures	3754.15	3754.43	3741.03	3743.82	17976.0
2020-08-20 04:30:00	ES	Futures	3743.54	3753.31	3741.03	3751.08	13684.0
2020-08-20 05:00:00	ES	Futures	3750.8	3754.15	3749.4	3751.64	9041.0
2020-08-20 05:30:00	ES	Futures	3751.64	3755.55	3751.08	3753.31	7541.0
2020-08-20 06:00:00	ES	Futures	3753.31	3758.62	3752.47	3756.94	7991.0
2020-08-20 06:30:00	ES	Futures	3756.94	3761.97	3756.38	3760.57	8724.0
2020-08-20 07:00:00	ES	Futures	3760.57	3761.69	3756.94	3757.5	9766.0
2020-08-20 07:30:00	ES	Futures	3757.5	3760.01	3753.59	3754.71	10069.0
2020-08-20 08:00:00	ES	Futures	3754.43	3755.55	3749.12	3754.15	15686.0
2020-08-20 08:30:00	ES	Futures	3754.43	3754.43	3748.56	3750.52	16876.0
2020-08-20 09:00:00	ES	Futures	3750.8	3751.36	3743.82	3744.66	26756.0
2020-08-20 09:30:00	ES	Futures	3744.93	3760.85	3743.26	3760.29	123881.0
2020-08-20 10:00:00	ES	Futures	3760.01	3767.0	3757.78	3764.76	87919.0
2020-08-20 10:30:00	ES	Futures	3765.04	3769.23	3761.41	3765.04	72037.0
2020-08-20 11:00:00	ES	Futures	3765.32	3766.16	3760.57	3765.88	46443.0
2020-08-20 11:30:00	ES	Futures	3765.88	3772.58	3764.2	3771.18	80940.0
2020-08-20 12:00:00	ES	Futures	3771.18	3772.86	3768.95	3769.79	38155.0
2020-08-20 12:30:00	ES	Futures	3769.79	3771.18	3766.16	3767.0	25968.0
2020-08-20 13:00:00	ES	Futures	3767.0	3769.23	3764.76	3768.67	27129.0
2020-08-20 13:30:00	ES	Futures	3768.67	3772.02	3768.11	3769.79	29145.0
2020-08-20 14:00:00	ES	Futures	3769.79	3775.93	3769.23	3774.81	47172.0
2020-08-20 14:30:00	ES	Futures	3774.81	3777.05	3773.14	3777.05	48007.0
2020-08-20 15:00:00	ES	Futures	3776.77	3781.52	3772.02	3774.81	76396.0
2020-08-20 15:30:00	ES	Futures	3774.53	3783.19	3772.58	3777.61	132610.0
2020-08-20 16:00:00	ES	Futures	3777.61	3780.4	3775.37	3776.49	39048.0
2020-08-20 16:30:00	ES	Futures	3776.77	3780.68	3775.65	3779.0	5804.0
2020-08-20 18:00:00	ES	Futures	3779.28	3782.91	3779.28	3782.35	2520.0
2020-08-20 18:30:00	ES	Futures	3782.35	3784.59	3782.07	3782.35	2495.0
2020-08-20 19:00:00	ES	Futures	3782.35	3784.03	3781.52	3783.47	1664.0
2020-08-20 19:30:00	ES	Futures	3783.75	3786.26	3782.63	3785.98	2716.0
2020-08-20 20:00:00	ES	Futures	3785.98	3790.45	3785.7	3789.61	9713.0
2020-08-20 20:30:00	ES	Futures	3789.61	3789.89	3785.7	3788.22	5298.0
2020-08-20 21:00:00	ES	Futures	3788.5	3789.33	3782.91	3783.47	8069.0
2020-08-20 21:30:00	ES	Futures	3783.75	3784.87	3780.4	3782.91	7140.0
2020-08-20 22:00:00	ES	Futures	3782.91	3784.31	3780.96	3782.07	3724.0
2020-08-20 22:30:00	ES	Futures	3782.35	3784.31	3781.79	3784.03	2401.0
2020-08-20 23:00:00	ES	Futures	3783.75	3787.38	3783.75	3786.26	3335.0
2020-08-20 23:30:00	ES	Futures	3786.26	3787.1	3784.59	3785.43	2019.0
2020-08-20 00:00:00	NQ	Futures	13021.71	13032.99	13018.82	13026.91	2275.0
2020-08-20 00:30:00	NQ	Futures	13027.49	13029.52	13013.9	13016.5	973.0
2020-08-20 01:00:00	NQ	Futures	13015.35	13051.21	13014.48	13041.08	2346.0
2020-08-20 01:30:00	NQ	Futures	13041.08	13043.11	13028.65	13036.17	1520.0

> showing 50 of 3,471 rows — these rows as CSV

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