PREVIEW / futures_30min / 2020-08-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-21.parquet
  size:    82 KB
  rows:    2,799

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
2020-08-21 00:00:00	ES	Futures	3785.43	3787.1	3784.31	3785.7	1868.0
2020-08-21 00:30:00	ES	Futures	3785.43	3786.54	3784.59	3785.98	1859.0
2020-08-21 01:00:00	ES	Futures	3785.98	3787.66	3784.59	3785.43	2286.0
2020-08-21 01:30:00	ES	Futures	3785.43	3785.43	3781.79	3783.75	2441.0
2020-08-21 02:00:00	ES	Futures	3783.75	3784.03	3780.96	3781.24	5134.0
2020-08-21 02:30:00	ES	Futures	3781.24	3783.75	3779.56	3782.91	4767.0
2020-08-21 03:00:00	ES	Futures	3782.91	3784.03	3772.02	3775.93	18938.0
2020-08-21 03:30:00	ES	Futures	3776.21	3780.4	3775.09	3778.44	11028.0
2020-08-21 04:00:00	ES	Futures	3778.44	3778.44	3773.14	3773.7	13800.0
2020-08-21 04:30:00	ES	Futures	3773.7	3775.37	3770.35	3773.14	10294.0
2020-08-21 05:00:00	ES	Futures	3773.14	3776.77	3770.9	3775.93	6210.0
2020-08-21 05:30:00	ES	Futures	3776.21	3778.44	3773.42	3777.33	8024.0
2020-08-21 06:00:00	ES	Futures	3777.33	3778.44	3773.14	3773.98	11791.0
2020-08-21 06:30:00	ES	Futures	3774.26	3774.53	3766.72	3769.79	10533.0
2020-08-21 07:00:00	ES	Futures	3769.79	3771.74	3767.27	3768.39	9345.0
2020-08-21 07:30:00	ES	Futures	3768.39	3769.51	3754.71	3755.55	22826.0
2020-08-21 08:00:00	ES	Futures	3755.83	3757.78	3749.4	3757.5	35680.0
2020-08-21 08:30:00	ES	Futures	3757.5	3763.92	3755.83	3761.69	24729.0
2020-08-21 09:00:00	ES	Futures	3761.41	3774.81	3758.06	3773.42	60093.0
2020-08-21 09:30:00	ES	Futures	3773.7	3781.79	3769.51	3781.52	153977.0
2020-08-21 10:00:00	ES	Futures	3781.52	3783.47	3773.7	3779.56	91995.0
2020-08-21 10:30:00	ES	Futures	3779.84	3785.43	3779.0	3781.52	62731.0
2020-08-21 11:00:00	ES	Futures	3781.24	3782.35	3776.21	3780.4	62619.0
2020-08-21 11:30:00	ES	Futures	3780.68	3781.79	3773.14	3773.98	53941.0
2020-08-21 12:00:00	ES	Futures	3773.98	3783.19	3773.42	3781.52	40485.0
2020-08-21 12:30:00	ES	Futures	3781.79	3782.91	3779.56	3780.96	26804.0
2020-08-21 13:00:00	ES	Futures	3780.96	3782.91	3778.16	3780.68	32577.0
2020-08-21 13:30:00	ES	Futures	3780.68	3785.15	3780.12	3784.03	28920.0
2020-08-21 14:00:00	ES	Futures	3783.75	3786.26	3781.79	3786.26	36560.0
2020-08-21 14:30:00	ES	Futures	3786.26	3790.73	3785.98	3789.33	48952.0
2020-08-21 15:00:00	ES	Futures	3789.33	3793.52	3789.06	3791.01	59543.0
2020-08-21 15:30:00	ES	Futures	3791.29	3793.24	3787.1	3790.73	111802.0
2020-08-21 16:00:00	ES	Futures	3790.73	3793.24	3788.78	3789.33	44280.0
2020-08-21 16:30:00	ES	Futures	3789.89	3791.57	3788.22	3788.22	8958.0
2020-08-21 00:00:00	NQ	Futures	13307.13	13318.12	13303.66	13309.44	809.0
2020-08-21 00:30:00	NQ	Futures	13308.57	13312.33	13302.21	13309.15	700.0
2020-08-21 01:00:00	NQ	Futures	13310.02	13313.49	13302.21	13305.68	824.0
2020-08-21 01:30:00	NQ	Futures	13304.82	13305.97	13295.27	13302.79	757.0
2020-08-21 02:00:00	NQ	Futures	13302.79	13310.31	13293.83	13300.48	1354.0
2020-08-21 02:30:00	NQ	Futures	13300.19	13310.31	13297.59	13306.26	1069.0
2020-08-21 03:00:00	NQ	Futures	13306.26	13309.15	13262.88	13275.61	5148.0
2020-08-21 03:30:00	NQ	Futures	13276.76	13290.93	13266.07	13285.73	3374.0
2020-08-21 04:00:00	NQ	Futures	13286.6	13286.6	13267.8	13268.09	3457.0
2020-08-21 04:30:00	NQ	Futures	13268.67	13277.34	13257.39	13276.48	3623.0
2020-08-21 05:00:00	NQ	Futures	13275.9	13287.46	13269.25	13283.99	2181.0
2020-08-21 05:30:00	NQ	Futures	13284.57	13297.3	13277.92	13292.67	2469.0
2020-08-21 06:00:00	NQ	Futures	13292.67	13294.12	13270.98	13272.72	3004.0
2020-08-21 06:30:00	NQ	Futures	13273.01	13275.61	13239.17	13258.26	4221.0
2020-08-21 07:00:00	NQ	Futures	13257.97	13273.01	13257.39	13263.46	3329.0
2020-08-21 07:30:00	NQ	Futures	13263.46	13267.22	13218.93	13224.13	7512.0

> showing 50 of 2,799 rows — these rows as CSV

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