PREVIEW / futures_30min / 2020-08-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-27.parquet
  size:    99 KB
  rows:    3,508

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
2020-08-27 00:00:00	ES	Futures	3881.76	3882.32	3880.93	3881.21	2109.0
2020-08-27 00:30:00	ES	Futures	3881.21	3884.56	3880.65	3881.21	2985.0
2020-08-27 01:00:00	ES	Futures	3881.21	3882.6	3879.81	3881.76	2258.0
2020-08-27 01:30:00	ES	Futures	3881.76	3881.76	3878.41	3880.09	3147.0
2020-08-27 02:00:00	ES	Futures	3880.09	3881.48	3877.58	3878.41	4035.0
2020-08-27 02:30:00	ES	Futures	3878.41	3883.16	3878.13	3882.88	3407.0
2020-08-27 03:00:00	ES	Futures	3882.6	3883.16	3876.46	3878.97	11419.0
2020-08-27 03:30:00	ES	Futures	3879.25	3883.72	3878.41	3881.76	6317.0
2020-08-27 04:00:00	ES	Futures	3882.04	3882.04	3877.58	3880.09	10654.0
2020-08-27 04:30:00	ES	Futures	3880.09	3881.21	3878.41	3879.53	5965.0
2020-08-27 05:00:00	ES	Futures	3879.25	3879.53	3874.22	3874.5	12892.0
2020-08-27 05:30:00	ES	Futures	3874.5	3879.25	3874.22	3878.69	9072.0
2020-08-27 06:00:00	ES	Futures	3878.69	3879.81	3878.13	3879.25	4328.0
2020-08-27 06:30:00	ES	Futures	3879.25	3879.81	3878.13	3879.25	4163.0
2020-08-27 07:00:00	ES	Futures	3878.97	3879.81	3876.74	3877.85	5648.0
2020-08-27 07:30:00	ES	Futures	3877.85	3880.09	3876.74	3877.58	6701.0
2020-08-27 08:00:00	ES	Futures	3877.3	3882.32	3876.46	3881.21	10891.0
2020-08-27 08:30:00	ES	Futures	3881.21	3886.23	3879.25	3880.93	17828.0
2020-08-27 09:00:00	ES	Futures	3880.93	3899.36	3874.5	3892.38	75703.0
2020-08-27 09:30:00	ES	Futures	3892.1	3902.99	3880.09	3900.19	199271.0
2020-08-27 10:00:00	ES	Futures	3899.91	3901.31	3880.65	3899.91	144896.0
2020-08-27 10:30:00	ES	Futures	3899.91	3904.66	3893.77	3903.27	98981.0
2020-08-27 11:00:00	ES	Futures	3903.55	3907.45	3894.89	3897.12	97727.0
2020-08-27 11:30:00	ES	Futures	3897.12	3907.18	3892.65	3903.55	66568.0
2020-08-27 12:00:00	ES	Futures	3903.27	3903.55	3888.47	3889.02	90413.0
2020-08-27 12:30:00	ES	Futures	3888.75	3892.93	3870.04	3875.34	143203.0
2020-08-27 13:00:00	ES	Futures	3875.62	3890.7	3870.87	3889.3	102403.0
2020-08-27 13:30:00	ES	Futures	3889.3	3894.05	3881.48	3893.49	63459.0
2020-08-27 14:00:00	ES	Futures	3893.49	3901.87	3892.1	3901.59	59338.0
2020-08-27 14:30:00	ES	Futures	3901.87	3903.27	3896.01	3898.52	40619.0
2020-08-27 15:00:00	ES	Futures	3898.52	3905.22	3894.61	3902.71	64086.0
2020-08-27 15:30:00	ES	Futures	3902.71	3904.1	3888.19	3889.58	145047.0
2020-08-27 16:00:00	ES	Futures	3889.86	3895.73	3887.07	3892.65	49049.0
2020-08-27 16:30:00	ES	Futures	3892.93	3896.28	3891.82	3895.73	5738.0
2020-08-27 18:00:00	ES	Futures	3896.01	3897.96	3894.61	3896.56	2974.0
2020-08-27 18:30:00	ES	Futures	3896.56	3898.8	3896.01	3896.56	2086.0
2020-08-27 19:00:00	ES	Futures	3896.56	3897.68	3896.01	3897.4	1052.0
2020-08-27 19:30:00	ES	Futures	3897.4	3901.03	3896.84	3900.47	3065.0
2020-08-27 20:00:00	ES	Futures	3900.19	3902.15	3898.52	3900.19	6185.0
2020-08-27 20:30:00	ES	Futures	3900.19	3900.75	3894.33	3896.28	5157.0
2020-08-27 21:00:00	ES	Futures	3896.28	3899.36	3894.33	3896.56	5095.0
2020-08-27 21:30:00	ES	Futures	3896.56	3903.27	3895.45	3902.71	5840.0
2020-08-27 22:00:00	ES	Futures	3902.43	3906.62	3902.43	3906.06	5393.0
2020-08-27 22:30:00	ES	Futures	3905.78	3918.07	3902.99	3916.95	15139.0
2020-08-27 23:00:00	ES	Futures	3917.23	3920.02	3915.83	3916.95	9852.0
2020-08-27 23:30:00	ES	Futures	3916.95	3917.51	3915.27	3916.95	3562.0
2020-08-27 00:00:00	NQ	Futures	13838.93	13842.4	13832.86	13836.61	776.0
2020-08-27 00:30:00	NQ	Futures	13836.9	13849.63	13831.12	13834.01	1275.0
2020-08-27 01:00:00	NQ	Futures	13834.3	13841.24	13823.6	13834.3	1463.0
2020-08-27 01:30:00	NQ	Futures	13834.3	13834.3	13824.47	13831.41	1308.0

> showing 50 of 3,508 rows — these rows as CSV

> unlock the full archive -- $79 one-time