PREVIEW / futures_30min / 2020-08-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-26.parquet
  size:    94 KB
  rows:    3,459

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
2020-08-26 00:00:00	ES	Futures	3845.46	3845.74	3844.62	3844.9	614.0
2020-08-26 00:30:00	ES	Futures	3844.62	3845.74	3844.62	3845.18	1043.0
2020-08-26 01:00:00	ES	Futures	3845.18	3847.42	3844.9	3846.86	2421.0
2020-08-26 01:30:00	ES	Futures	3847.14	3847.42	3844.07	3844.62	2107.0
2020-08-26 02:00:00	ES	Futures	3844.62	3844.9	3840.72	3843.79	4838.0
2020-08-26 02:30:00	ES	Futures	3843.79	3846.02	3842.39	3842.67	4139.0
2020-08-26 03:00:00	ES	Futures	3842.39	3847.14	3838.76	3845.74	14319.0
2020-08-26 03:30:00	ES	Futures	3846.02	3847.98	3845.18	3845.74	5923.0
2020-08-26 04:00:00	ES	Futures	3845.46	3847.98	3842.67	3846.58	6364.0
2020-08-26 04:30:00	ES	Futures	3846.86	3850.77	3846.58	3847.42	7619.0
2020-08-26 05:00:00	ES	Futures	3847.42	3849.09	3846.86	3847.42	4435.0
2020-08-26 05:30:00	ES	Futures	3847.14	3847.14	3843.79	3844.9	5403.0
2020-08-26 06:00:00	ES	Futures	3844.9	3846.86	3844.62	3845.46	4429.0
2020-08-26 06:30:00	ES	Futures	3845.46	3847.42	3844.9	3847.42	3491.0
2020-08-26 07:00:00	ES	Futures	3847.42	3848.53	3845.46	3848.25	3445.0
2020-08-26 07:30:00	ES	Futures	3848.25	3848.81	3844.9	3845.74	4487.0
2020-08-26 08:00:00	ES	Futures	3845.46	3848.53	3844.62	3847.42	8598.0
2020-08-26 08:30:00	ES	Futures	3847.7	3847.98	3845.18	3846.58	11685.0
2020-08-26 09:00:00	ES	Futures	3846.58	3852.44	3846.3	3849.65	22236.0
2020-08-26 09:30:00	ES	Futures	3849.93	3849.93	3843.51	3849.09	98677.0
2020-08-26 10:00:00	ES	Futures	3849.09	3851.89	3846.3	3851.33	67222.0
2020-08-26 10:30:00	ES	Futures	3851.61	3856.63	3851.05	3855.52	54954.0
2020-08-26 11:00:00	ES	Futures	3855.24	3858.03	3853.56	3857.75	45416.0
2020-08-26 11:30:00	ES	Futures	3857.75	3864.73	3856.63	3863.89	62490.0
2020-08-26 12:00:00	ES	Futures	3863.89	3875.34	3862.78	3873.67	97049.0
2020-08-26 12:30:00	ES	Futures	3873.95	3874.5	3867.52	3870.87	62796.0
2020-08-26 13:00:00	ES	Futures	3870.87	3875.34	3870.59	3871.71	52298.0
2020-08-26 13:30:00	ES	Futures	3871.71	3875.62	3871.43	3875.62	38417.0
2020-08-26 14:00:00	ES	Futures	3875.62	3884.84	3874.5	3884.0	74855.0
2020-08-26 14:30:00	ES	Futures	3884.28	3884.56	3868.08	3870.04	126028.0
2020-08-26 15:00:00	ES	Futures	3870.04	3883.72	3867.24	3883.16	96515.0
2020-08-26 15:30:00	ES	Futures	3883.44	3884.28	3877.02	3881.48	152205.0
2020-08-26 16:00:00	ES	Futures	3881.48	3888.19	3877.85	3887.35	54243.0
2020-08-26 16:30:00	ES	Futures	3887.07	3890.98	3886.79	3887.07	10930.0
2020-08-26 18:00:00	ES	Futures	3886.51	3887.63	3880.93	3881.48	5257.0
2020-08-26 18:30:00	ES	Futures	3881.76	3884.0	3880.37	3882.04	2670.0
2020-08-26 19:00:00	ES	Futures	3882.32	3883.44	3881.76	3882.32	1550.0
2020-08-26 19:30:00	ES	Futures	3882.32	3885.67	3881.48	3884.0	3044.0
2020-08-26 20:00:00	ES	Futures	3884.0	3885.67	3880.65	3882.88	5036.0
2020-08-26 20:30:00	ES	Futures	3882.6	3885.12	3882.04	3883.72	3002.0
2020-08-26 21:00:00	ES	Futures	3883.72	3887.63	3882.04	3884.0	5459.0
2020-08-26 21:30:00	ES	Futures	3883.72	3884.0	3878.13	3878.69	6348.0
2020-08-26 22:00:00	ES	Futures	3878.97	3880.37	3876.18	3877.3	4072.0
2020-08-26 22:30:00	ES	Futures	3877.02	3878.69	3876.46	3877.85	2673.0
2020-08-26 23:00:00	ES	Futures	3877.85	3881.76	3877.02	3881.76	2446.0
2020-08-26 23:30:00	ES	Futures	3881.48	3883.16	3880.65	3881.76	3086.0
2020-08-26 00:00:00	NQ	Futures	13582.14	13582.72	13576.64	13577.22	434.0
2020-08-26 00:30:00	NQ	Futures	13577.22	13582.14	13576.64	13579.25	469.0
2020-08-26 01:00:00	NQ	Futures	13578.67	13590.81	13578.38	13588.79	1340.0
2020-08-26 01:30:00	NQ	Futures	13588.79	13591.39	13575.2	13578.09	1039.0

> showing 50 of 3,459 rows — these rows as CSV

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