PREVIEW / futures_30min / 2020-09-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-02.parquet
  size:    97 KB
  rows:    3,488

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
2020-09-02 00:00:00	ES	Futures	3949.34	3953.53	3949.06	3952.69	3686.0
2020-09-02 00:30:00	ES	Futures	3952.41	3952.69	3949.62	3949.9	2509.0
2020-09-02 01:00:00	ES	Futures	3949.9	3952.41	3948.5	3951.85	4123.0
2020-09-02 01:30:00	ES	Futures	3951.58	3955.21	3951.58	3953.81	4386.0
2020-09-02 02:00:00	ES	Futures	3953.81	3958.28	3952.41	3953.81	8035.0
2020-09-02 02:30:00	ES	Futures	3954.09	3955.76	3951.58	3953.81	5882.0
2020-09-02 03:00:00	ES	Futures	3953.81	3961.63	3951.58	3957.72	17236.0
2020-09-02 03:30:00	ES	Futures	3958.0	3962.19	3958.0	3959.67	11236.0
2020-09-02 04:00:00	ES	Futures	3959.39	3963.3	3958.56	3961.91	12591.0
2020-09-02 04:30:00	ES	Futures	3962.19	3968.05	3961.07	3967.49	22859.0
2020-09-02 05:00:00	ES	Futures	3967.49	3969.17	3964.7	3968.61	12628.0
2020-09-02 05:30:00	ES	Futures	3968.89	3970.84	3964.42	3970.28	10749.0
2020-09-02 06:00:00	ES	Futures	3970.28	3972.24	3965.26	3965.54	10389.0
2020-09-02 06:30:00	ES	Futures	3965.54	3967.77	3963.86	3964.7	10158.0
2020-09-02 07:00:00	ES	Futures	3964.98	3966.1	3963.02	3964.14	10347.0
2020-09-02 07:30:00	ES	Futures	3964.14	3966.37	3960.79	3960.79	8668.0
2020-09-02 08:00:00	ES	Futures	3961.07	3964.14	3959.39	3962.74	14009.0
2020-09-02 08:30:00	ES	Futures	3963.02	3963.58	3960.23	3961.07	14235.0
2020-09-02 09:00:00	ES	Futures	3961.07	3963.86	3959.67	3961.07	21141.0
2020-09-02 09:30:00	ES	Futures	3961.07	3961.63	3948.5	3950.46	194566.0
2020-09-02 10:00:00	ES	Futures	3950.74	3964.7	3947.11	3964.42	153763.0
2020-09-02 10:30:00	ES	Futures	3964.42	3968.33	3958.0	3963.58	129337.0
2020-09-02 11:00:00	ES	Futures	3963.58	3965.82	3954.65	3958.56	128365.0
2020-09-02 11:30:00	ES	Futures	3958.28	3963.3	3949.62	3962.47	152958.0
2020-09-02 12:00:00	ES	Futures	3962.47	3970.28	3959.39	3969.45	82326.0
2020-09-02 12:30:00	ES	Futures	3969.73	3973.64	3968.61	3971.12	51221.0
2020-09-02 13:00:00	ES	Futures	3971.4	3981.73	3969.17	3980.9	67772.0
2020-09-02 13:30:00	ES	Futures	3980.9	3984.25	3979.78	3980.9	56311.0
2020-09-02 14:00:00	ES	Futures	3981.17	3983.69	3973.64	3981.73	63642.0
2020-09-02 14:30:00	ES	Futures	3981.73	3986.48	3979.78	3984.25	51308.0
2020-09-02 15:00:00	ES	Futures	3984.25	3997.37	3983.41	3994.58	86098.0
2020-09-02 15:30:00	ES	Futures	3994.58	4006.59	3992.62	3994.86	220934.0
2020-09-02 16:00:00	ES	Futures	3994.86	3998.77	3994.3	3997.93	62001.0
2020-09-02 16:30:00	ES	Futures	3997.65	3997.93	3994.3	3995.7	8198.0
2020-09-02 18:00:00	ES	Futures	3997.37	3997.37	3992.62	3996.53	4486.0
2020-09-02 18:30:00	ES	Futures	3996.81	4000.44	3995.14	3999.6	2622.0
2020-09-02 19:00:00	ES	Futures	3999.88	4004.07	3999.05	4003.24	4040.0
2020-09-02 19:30:00	ES	Futures	4002.96	4006.03	4001.56	4002.68	5983.0
2020-09-02 20:00:00	ES	Futures	4002.96	4002.96	3997.09	3999.05	9225.0
2020-09-02 20:30:00	ES	Futures	3999.05	3999.6	3990.67	3991.23	5998.0
2020-09-02 21:00:00	ES	Futures	3991.51	3993.18	3987.88	3992.34	7612.0
2020-09-02 21:30:00	ES	Futures	3992.62	3999.6	3989.55	3999.05	9059.0
2020-09-02 22:00:00	ES	Futures	3999.33	4001.84	3997.65	4001.0	6339.0
2020-09-02 22:30:00	ES	Futures	4000.72	4002.12	3995.42	3997.37	5973.0
2020-09-02 23:00:00	ES	Futures	3997.37	3997.65	3992.07	3994.58	5307.0
2020-09-02 23:30:00	ES	Futures	3994.58	3996.53	3994.02	3995.7	2886.0
2020-09-02 00:00:00	NQ	Futures	14320.99	14328.8	14317.23	14324.17	934.0
2020-09-02 00:30:00	NQ	Futures	14323.59	14323.59	14311.45	14312.02	868.0
2020-09-02 01:00:00	NQ	Futures	14312.02	14324.17	14306.82	14323.01	1755.0
2020-09-02 01:30:00	NQ	Futures	14321.86	14331.69	14319.25	14326.77	1562.0

> showing 50 of 3,488 rows — these rows as CSV

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