PREVIEW / futures_30min / 2020-08-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-24.parquet
  size:    95 KB
  rows:    3,452

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
2020-08-24 00:00:00	ES	Futures	3798.83	3799.39	3797.71	3798.83	4233.0
2020-08-24 00:30:00	ES	Futures	3798.83	3799.67	3798.27	3799.39	1167.0
2020-08-24 01:00:00	ES	Futures	3799.39	3800.23	3798.83	3799.39	1556.0
2020-08-24 01:30:00	ES	Futures	3799.67	3802.74	3799.39	3802.18	2817.0
2020-08-24 02:00:00	ES	Futures	3802.46	3805.81	3802.18	3804.97	8160.0
2020-08-24 02:30:00	ES	Futures	3804.97	3807.21	3804.97	3805.81	5188.0
2020-08-24 03:00:00	ES	Futures	3805.81	3812.51	3805.81	3811.12	24070.0
2020-08-24 03:30:00	ES	Futures	3810.84	3813.63	3809.72	3811.12	13926.0
2020-08-24 04:00:00	ES	Futures	3810.84	3813.63	3810.0	3811.39	13207.0
2020-08-24 04:30:00	ES	Futures	3811.12	3817.54	3811.12	3816.14	15738.0
2020-08-24 05:00:00	ES	Futures	3815.86	3816.7	3814.19	3816.42	8676.0
2020-08-24 05:30:00	ES	Futures	3816.14	3817.82	3814.75	3816.14	9358.0
2020-08-24 06:00:00	ES	Futures	3816.14	3817.82	3815.3	3817.26	6880.0
2020-08-24 06:30:00	ES	Futures	3816.98	3821.73	3816.98	3820.89	9585.0
2020-08-24 07:00:00	ES	Futures	3821.17	3822.29	3819.77	3822.01	5932.0
2020-08-24 07:30:00	ES	Futures	3821.73	3824.24	3821.45	3823.4	7073.0
2020-08-24 08:00:00	ES	Futures	3823.4	3824.52	3820.61	3820.61	11035.0
2020-08-24 08:30:00	ES	Futures	3820.61	3822.84	3819.49	3821.17	12293.0
2020-08-24 09:00:00	ES	Futures	3821.17	3822.84	3819.77	3820.33	15271.0
2020-08-24 09:30:00	ES	Futures	3820.61	3822.01	3813.63	3817.54	128620.0
2020-08-24 10:00:00	ES	Futures	3817.82	3823.96	3811.67	3819.49	109189.0
2020-08-24 10:30:00	ES	Futures	3819.77	3822.29	3808.32	3811.39	109515.0
2020-08-24 11:00:00	ES	Futures	3811.12	3817.54	3809.72	3812.51	59236.0
2020-08-24 11:30:00	ES	Futures	3812.23	3818.93	3811.95	3816.42	59806.0
2020-08-24 12:00:00	ES	Futures	3816.42	3819.77	3815.3	3815.86	41343.0
2020-08-24 12:30:00	ES	Futures	3815.86	3818.38	3814.47	3815.58	39270.0
2020-08-24 13:00:00	ES	Futures	3815.86	3819.77	3815.3	3816.98	52769.0
2020-08-24 13:30:00	ES	Futures	3817.26	3817.54	3813.35	3816.42	50663.0
2020-08-24 14:00:00	ES	Futures	3816.7	3818.66	3814.75	3816.7	35179.0
2020-08-24 14:30:00	ES	Futures	3816.42	3816.7	3811.12	3813.35	60291.0
2020-08-24 15:00:00	ES	Futures	3813.35	3818.1	3809.44	3818.1	59201.0
2020-08-24 15:30:00	ES	Futures	3818.38	3830.66	3816.98	3829.55	142835.0
2020-08-24 16:00:00	ES	Futures	3829.55	3830.1	3824.8	3827.87	51828.0
2020-08-24 16:30:00	ES	Futures	3827.59	3829.55	3825.64	3827.59	6910.0
2020-08-24 18:00:00	ES	Futures	3827.87	3829.55	3827.59	3828.71	3056.0
2020-08-24 18:30:00	ES	Futures	3828.71	3829.82	3828.43	3828.99	1436.0
2020-08-24 19:00:00	ES	Futures	3829.27	3830.38	3827.87	3827.87	1490.0
2020-08-24 19:30:00	ES	Futures	3827.87	3835.69	3827.59	3834.85	5661.0
2020-08-24 20:00:00	ES	Futures	3834.85	3837.92	3831.78	3835.97	7708.0
2020-08-24 20:30:00	ES	Futures	3836.25	3841.27	3835.97	3839.88	6530.0
2020-08-24 21:00:00	ES	Futures	3839.88	3844.62	3839.32	3844.35	7418.0
2020-08-24 21:30:00	ES	Futures	3844.35	3847.98	3842.95	3847.42	8328.0
2020-08-24 22:00:00	ES	Futures	3847.42	3849.09	3847.14	3848.81	6469.0
2020-08-24 22:30:00	ES	Futures	3848.53	3848.81	3845.74	3846.58	3886.0
2020-08-24 23:00:00	ES	Futures	3846.58	3847.42	3844.62	3845.46	3241.0
2020-08-24 23:30:00	ES	Futures	3845.74	3848.53	3845.18	3846.02	2948.0
2020-08-24 00:00:00	NQ	Futures	13423.67	13427.43	13418.17	13426.85	2382.0
2020-08-24 00:30:00	NQ	Futures	13427.14	13428.58	13419.04	13423.67	1030.0
2020-08-24 01:00:00	NQ	Futures	13423.96	13425.98	13419.33	13421.93	629.0
2020-08-24 01:30:00	NQ	Futures	13421.93	13431.48	13417.88	13428.58	1552.0

> showing 50 of 3,452 rows — these rows as CSV

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