PREVIEW / futures_30min / 2020-08-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-08-31.parquet
  size:    94 KB
  rows:    3,302

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
2020-08-31 00:00:00	ES	Futures	3935.38	3935.94	3933.98	3935.38	1600.0
2020-08-31 00:30:00	ES	Futures	3935.38	3935.38	3932.31	3932.59	2247.0
2020-08-31 01:00:00	ES	Futures	3932.59	3932.87	3927.84	3928.4	4863.0
2020-08-31 01:30:00	ES	Futures	3928.12	3930.35	3927.84	3928.12	3765.0
2020-08-31 02:00:00	ES	Futures	3928.4	3930.07	3925.05	3925.33	6932.0
2020-08-31 02:30:00	ES	Futures	3925.61	3928.96	3924.21	3927.28	6428.0
2020-08-31 03:00:00	ES	Futures	3927.0	3930.35	3925.33	3927.0	10461.0
2020-08-31 03:30:00	ES	Futures	3927.28	3929.51	3925.61	3928.4	5988.0
2020-08-31 04:00:00	ES	Futures	3928.4	3928.96	3924.21	3927.0	8152.0
2020-08-31 04:30:00	ES	Futures	3927.0	3930.35	3927.0	3928.4	3894.0
2020-08-31 05:00:00	ES	Futures	3928.4	3928.96	3925.61	3926.72	4352.0
2020-08-31 05:30:00	ES	Futures	3926.72	3927.56	3925.05	3925.61	3268.0
2020-08-31 06:00:00	ES	Futures	3925.88	3926.16	3922.25	3923.93	5942.0
2020-08-31 06:30:00	ES	Futures	3923.93	3924.77	3921.7	3923.37	6867.0
2020-08-31 07:00:00	ES	Futures	3923.37	3925.88	3920.86	3925.61	5981.0
2020-08-31 07:30:00	ES	Futures	3925.88	3925.88	3921.42	3922.81	5904.0
2020-08-31 08:00:00	ES	Futures	3922.81	3923.37	3916.39	3918.07	14490.0
2020-08-31 08:30:00	ES	Futures	3917.79	3920.3	3915.83	3917.23	12125.0
2020-08-31 09:00:00	ES	Futures	3917.23	3917.51	3909.97	3912.76	33847.0
2020-08-31 09:30:00	ES	Futures	3912.48	3916.39	3907.18	3909.13	114492.0
2020-08-31 10:00:00	ES	Futures	3909.13	3914.16	3906.9	3910.25	74454.0
2020-08-31 10:30:00	ES	Futures	3910.25	3916.39	3909.69	3916.11	73956.0
2020-08-31 11:00:00	ES	Futures	3915.83	3917.79	3898.52	3902.71	93997.0
2020-08-31 11:30:00	ES	Futures	3902.71	3913.04	3899.36	3910.53	79155.0
2020-08-31 12:00:00	ES	Futures	3910.53	3916.67	3908.57	3913.32	47811.0
2020-08-31 12:30:00	ES	Futures	3913.32	3914.99	3909.69	3914.71	31881.0
2020-08-31 13:00:00	ES	Futures	3914.71	3916.67	3912.48	3914.99	37517.0
2020-08-31 13:30:00	ES	Futures	3915.27	3918.62	3914.16	3915.83	38505.0
2020-08-31 14:00:00	ES	Futures	3915.55	3916.95	3912.48	3912.76	39917.0
2020-08-31 14:30:00	ES	Futures	3912.76	3918.62	3910.81	3917.23	48917.0
2020-08-31 15:00:00	ES	Futures	3917.23	3918.07	3907.18	3913.88	89224.0
2020-08-31 15:30:00	ES	Futures	3914.16	3923.93	3900.75	3901.03	291605.0
2020-08-31 16:00:00	ES	Futures	3901.03	3908.57	3898.24	3906.62	102539.0
2020-08-31 16:30:00	ES	Futures	3906.9	3906.9	3900.75	3902.71	8364.0
2020-08-31 18:00:00	ES	Futures	3901.87	3904.38	3891.82	3895.17	12220.0
2020-08-31 18:30:00	ES	Futures	3895.17	3897.68	3894.61	3896.01	4490.0
2020-08-31 19:00:00	ES	Futures	3896.28	3900.47	3896.28	3899.08	4532.0
2020-08-31 19:30:00	ES	Futures	3899.08	3907.45	3899.08	3905.5	7175.0
2020-08-31 20:00:00	ES	Futures	3905.5	3913.04	3905.22	3907.18	14602.0
2020-08-31 20:30:00	ES	Futures	3907.18	3908.01	3903.55	3904.66	5911.0
2020-08-31 21:00:00	ES	Futures	3904.66	3907.45	3902.99	3906.06	6184.0
2020-08-31 21:30:00	ES	Futures	3906.06	3914.16	3905.22	3913.32	7991.0
2020-08-31 22:00:00	ES	Futures	3913.6	3915.55	3911.64	3911.64	6111.0
2020-08-31 22:30:00	ES	Futures	3911.64	3914.71	3911.08	3913.6	3509.0
2020-08-31 23:00:00	ES	Futures	3913.6	3914.71	3911.08	3912.76	2636.0
2020-08-31 23:30:00	ES	Futures	3912.76	3912.76	3909.69	3911.64	2420.0
2020-08-31 00:00:00	NQ	Futures	13982.94	13985.25	13977.44	13982.07	951.0
2020-08-31 00:30:00	NQ	Futures	13982.65	13982.94	13975.71	13975.71	1013.0
2020-08-31 01:00:00	NQ	Futures	13976.29	13976.29	13950.55	13951.42	2740.0
2020-08-31 01:30:00	NQ	Futures	13950.84	13963.56	13950.84	13951.42	1813.0

> showing 50 of 3,302 rows — these rows as CSV

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