PREVIEW / futures_30min / 2020-09-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-01.parquet
  size:    98 KB
  rows:    3,513

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
2020-09-01 00:00:00	ES	Futures	3911.64	3914.16	3911.36	3913.32	1734.0
2020-09-01 00:30:00	ES	Futures	3913.32	3914.71	3911.92	3913.88	1682.0
2020-09-01 01:00:00	ES	Futures	3913.6	3914.99	3911.64	3914.44	4415.0
2020-09-01 01:30:00	ES	Futures	3914.71	3915.27	3912.2	3914.71	4279.0
2020-09-01 02:00:00	ES	Futures	3914.71	3915.55	3912.76	3913.32	6999.0
2020-09-01 02:30:00	ES	Futures	3913.32	3919.74	3913.04	3919.74	9039.0
2020-09-01 03:00:00	ES	Futures	3919.74	3927.56	3916.11	3925.33	17827.0
2020-09-01 03:30:00	ES	Futures	3925.33	3927.56	3923.65	3924.21	11631.0
2020-09-01 04:00:00	ES	Futures	3923.93	3924.49	3919.74	3922.25	13569.0
2020-09-01 04:30:00	ES	Futures	3922.25	3923.65	3913.32	3914.99	10673.0
2020-09-01 05:00:00	ES	Futures	3914.71	3921.98	3913.6	3921.42	8728.0
2020-09-01 05:30:00	ES	Futures	3921.7	3923.65	3918.62	3919.74	8857.0
2020-09-01 06:00:00	ES	Futures	3919.74	3921.42	3917.79	3920.86	7686.0
2020-09-01 06:30:00	ES	Futures	3920.86	3923.09	3918.9	3921.7	5673.0
2020-09-01 07:00:00	ES	Futures	3921.42	3921.42	3915.83	3916.39	8631.0
2020-09-01 07:30:00	ES	Futures	3916.39	3917.23	3913.32	3914.71	5854.0
2020-09-01 08:00:00	ES	Futures	3914.71	3917.23	3914.16	3916.67	9745.0
2020-09-01 08:30:00	ES	Futures	3916.67	3918.9	3910.81	3912.2	17774.0
2020-09-01 09:00:00	ES	Futures	3912.48	3912.48	3902.15	3911.08	41183.0
2020-09-01 09:30:00	ES	Futures	3911.08	3914.99	3900.19	3913.6	134951.0
2020-09-01 10:00:00	ES	Futures	3914.16	3924.49	3910.53	3924.21	131295.0
2020-09-01 10:30:00	ES	Futures	3924.21	3924.49	3914.99	3915.83	85195.0
2020-09-01 11:00:00	ES	Futures	3915.83	3921.98	3912.76	3916.95	80003.0
2020-09-01 11:30:00	ES	Futures	3917.23	3920.58	3915.55	3916.95	47743.0
2020-09-01 12:00:00	ES	Futures	3917.23	3921.7	3916.11	3918.9	31272.0
2020-09-01 12:30:00	ES	Futures	3919.18	3921.98	3917.51	3921.98	29968.0
2020-09-01 13:00:00	ES	Futures	3921.98	3921.98	3917.79	3919.46	26615.0
2020-09-01 13:30:00	ES	Futures	3919.46	3925.05	3918.62	3923.37	37404.0
2020-09-01 14:00:00	ES	Futures	3923.37	3928.96	3922.53	3927.84	62915.0
2020-09-01 14:30:00	ES	Futures	3927.56	3929.79	3926.16	3928.96	43050.0
2020-09-01 15:00:00	ES	Futures	3928.96	3929.79	3923.93	3925.33	52699.0
2020-09-01 15:30:00	ES	Futures	3925.61	3939.01	3923.93	3937.61	146481.0
2020-09-01 16:00:00	ES	Futures	3937.33	3940.13	3936.22	3939.29	51639.0
2020-09-01 16:30:00	ES	Futures	3939.57	3942.92	3937.89	3942.36	8114.0
2020-09-01 18:00:00	ES	Futures	3941.8	3942.36	3938.73	3939.85	5642.0
2020-09-01 18:30:00	ES	Futures	3939.85	3941.8	3938.73	3940.96	1944.0
2020-09-01 19:00:00	ES	Futures	3940.96	3946.83	3939.29	3945.71	5992.0
2020-09-01 19:30:00	ES	Futures	3945.71	3949.06	3944.31	3949.06	4789.0
2020-09-01 20:00:00	ES	Futures	3949.06	3951.58	3946.55	3951.02	9492.0
2020-09-01 20:30:00	ES	Futures	3951.02	3956.04	3949.62	3951.58	10017.0
2020-09-01 21:00:00	ES	Futures	3951.3	3952.97	3947.67	3948.5	8615.0
2020-09-01 21:30:00	ES	Futures	3948.22	3949.34	3945.71	3946.55	6025.0
2020-09-01 22:00:00	ES	Futures	3946.55	3950.18	3945.15	3948.5	5325.0
2020-09-01 22:30:00	ES	Futures	3948.78	3949.34	3945.43	3947.39	4405.0
2020-09-01 23:00:00	ES	Futures	3947.11	3949.62	3947.11	3948.78	2890.0
2020-09-01 23:30:00	ES	Futures	3948.78	3949.9	3947.94	3949.34	2228.0
2020-09-01 00:00:00	NQ	Futures	14062.46	14070.56	14060.73	14067.09	1186.0
2020-09-01 00:30:00	NQ	Futures	14067.09	14074.32	14064.2	14069.69	969.0
2020-09-01 01:00:00	NQ	Futures	14069.11	14079.81	14059.28	14076.34	1557.0
2020-09-01 01:30:00	NQ	Futures	14076.63	14080.97	14067.38	14073.45	1498.0

> showing 50 of 3,513 rows — these rows as CSV

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