PREVIEW / futures_30min / 2020-08-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-28.parquet
  size:    85 KB
  rows:    2,863

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
2020-08-28 00:00:00	ES	Futures	3916.67	3916.95	3913.88	3914.16	2571.0
2020-08-28 00:30:00	ES	Futures	3914.16	3917.23	3912.2	3917.23	2863.0
2020-08-28 01:00:00	ES	Futures	3916.95	3917.51	3906.06	3913.04	21071.0
2020-08-28 01:30:00	ES	Futures	3912.76	3914.44	3909.13	3912.48	6714.0
2020-08-28 02:00:00	ES	Futures	3912.48	3916.39	3911.92	3915.55	7297.0
2020-08-28 02:30:00	ES	Futures	3915.55	3916.67	3911.64	3913.6	4934.0
2020-08-28 03:00:00	ES	Futures	3913.32	3913.6	3897.12	3899.64	18292.0
2020-08-28 03:30:00	ES	Futures	3899.64	3902.43	3892.93	3901.31	18190.0
2020-08-28 04:00:00	ES	Futures	3901.03	3909.41	3898.8	3908.29	12678.0
2020-08-28 04:30:00	ES	Futures	3908.57	3909.13	3904.1	3905.22	7983.0
2020-08-28 05:00:00	ES	Futures	3905.5	3909.97	3903.55	3906.62	8238.0
2020-08-28 05:30:00	ES	Futures	3906.62	3908.29	3902.99	3907.18	6038.0
2020-08-28 06:00:00	ES	Futures	3907.18	3908.01	3896.84	3899.91	9721.0
2020-08-28 06:30:00	ES	Futures	3899.91	3903.82	3899.08	3900.75	5507.0
2020-08-28 07:00:00	ES	Futures	3901.03	3906.9	3901.03	3906.06	8127.0
2020-08-28 07:30:00	ES	Futures	3906.34	3908.85	3903.27	3907.73	7313.0
2020-08-28 08:00:00	ES	Futures	3907.73	3908.01	3904.94	3906.34	8885.0
2020-08-28 08:30:00	ES	Futures	3906.34	3906.62	3900.47	3901.31	13094.0
2020-08-28 09:00:00	ES	Futures	3901.31	3905.22	3901.03	3902.43	13908.0
2020-08-28 09:30:00	ES	Futures	3902.43	3904.1	3892.93	3900.75	133188.0
2020-08-28 10:00:00	ES	Futures	3900.75	3901.59	3892.38	3896.01	88710.0
2020-08-28 10:30:00	ES	Futures	3896.01	3898.8	3887.91	3890.98	89611.0
2020-08-28 11:00:00	ES	Futures	3890.7	3901.03	3889.3	3899.64	72426.0
2020-08-28 11:30:00	ES	Futures	3899.36	3902.71	3897.4	3900.75	41787.0
2020-08-28 12:00:00	ES	Futures	3901.03	3903.55	3899.36	3899.91	27462.0
2020-08-28 12:30:00	ES	Futures	3899.91	3905.78	3898.24	3905.22	51219.0
2020-08-28 13:00:00	ES	Futures	3905.22	3905.5	3895.17	3895.45	53569.0
2020-08-28 13:30:00	ES	Futures	3895.45	3902.15	3894.33	3900.47	45250.0
2020-08-28 14:00:00	ES	Futures	3900.47	3903.55	3897.4	3902.99	49590.0
2020-08-28 14:30:00	ES	Futures	3902.99	3907.73	3901.03	3906.06	49391.0
2020-08-28 15:00:00	ES	Futures	3906.34	3915.55	3904.94	3913.32	60173.0
2020-08-28 15:30:00	ES	Futures	3913.32	3916.95	3911.64	3914.99	119869.0
2020-08-28 16:00:00	ES	Futures	3914.99	3916.67	3912.76	3913.6	55262.0
2020-08-28 16:30:00	ES	Futures	3913.88	3917.23	3913.6	3916.95	5382.0
2020-08-28 00:00:00	NQ	Futures	13889.25	13890.4	13869.29	13869.87	1647.0
2020-08-28 00:30:00	NQ	Futures	13870.45	13885.49	13864.38	13884.91	1522.0
2020-08-28 01:00:00	NQ	Futures	13884.33	13886.35	13836.04	13865.53	6492.0
2020-08-28 01:30:00	NQ	Futures	13866.11	13873.05	13852.23	13867.85	2745.0
2020-08-28 02:00:00	NQ	Futures	13867.56	13878.55	13864.09	13874.79	2117.0
2020-08-28 02:30:00	NQ	Futures	13875.08	13880.57	13854.54	13860.33	1944.0
2020-08-28 03:00:00	NQ	Futures	13859.75	13862.35	13808.85	13824.18	5255.0
2020-08-28 03:30:00	NQ	Futures	13824.76	13829.96	13790.35	13826.2	5377.0
2020-08-28 04:00:00	NQ	Futures	13825.63	13841.24	13818.4	13836.9	3727.0
2020-08-28 04:30:00	NQ	Futures	13836.9	13839.51	13811.46	13812.32	2737.0
2020-08-28 05:00:00	NQ	Futures	13813.19	13834.59	13804.8	13822.73	2031.0
2020-08-28 05:30:00	NQ	Futures	13822.16	13829.67	13812.61	13823.02	1294.0
2020-08-28 06:00:00	NQ	Futures	13823.02	13825.63	13788.61	13801.91	2739.0
2020-08-28 06:30:00	NQ	Futures	13801.91	13816.08	13799.31	13806.54	1490.0
2020-08-28 07:00:00	NQ	Futures	13807.12	13845.0	13807.12	13838.93	3792.0
2020-08-28 07:30:00	NQ	Futures	13840.08	13856.57	13830.54	13851.36	3154.0

> showing 50 of 2,863 rows — these rows as CSV

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