PREVIEW / futures_30min / 2020-09-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-03.parquet
  size:    100 KB
  rows:    3,495

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
2020-09-03 00:00:00	ES	Futures	3995.7	3995.7	3991.79	3994.02	3793.0
2020-09-03 00:30:00	ES	Futures	3994.02	3994.58	3991.51	3992.62	3628.0
2020-09-03 01:00:00	ES	Futures	3992.62	3993.46	3990.95	3992.9	2819.0
2020-09-03 01:30:00	ES	Futures	3992.9	3992.9	3985.36	3988.16	7659.0
2020-09-03 02:00:00	ES	Futures	3988.16	3992.62	3984.53	3992.62	9415.0
2020-09-03 02:30:00	ES	Futures	3992.62	3992.62	3987.6	3991.51	4712.0
2020-09-03 03:00:00	ES	Futures	3991.23	4000.72	3990.95	3998.49	18607.0
2020-09-03 03:30:00	ES	Futures	3998.49	4003.51	3998.49	3999.88	11453.0
2020-09-03 04:00:00	ES	Futures	3999.6	4002.12	3996.53	3997.37	10385.0
2020-09-03 04:30:00	ES	Futures	3997.37	3998.49	3992.34	3995.14	9619.0
2020-09-03 05:00:00	ES	Futures	3994.86	3994.86	3987.88	3990.95	12203.0
2020-09-03 05:30:00	ES	Futures	3990.95	3992.07	3982.29	3982.57	12289.0
2020-09-03 06:00:00	ES	Futures	3982.57	3985.92	3981.45	3985.08	16794.0
2020-09-03 06:30:00	ES	Futures	3985.36	3986.76	3978.94	3980.34	16873.0
2020-09-03 07:00:00	ES	Futures	3980.06	3984.8	3977.54	3978.66	13894.0
2020-09-03 07:30:00	ES	Futures	3978.66	3984.8	3977.54	3982.29	13747.0
2020-09-03 08:00:00	ES	Futures	3982.29	3983.69	3975.59	3978.94	21102.0
2020-09-03 08:30:00	ES	Futures	3979.22	3986.76	3977.82	3978.94	31514.0
2020-09-03 09:00:00	ES	Futures	3979.22	3979.78	3972.8	3974.47	42641.0
2020-09-03 09:30:00	ES	Futures	3974.19	3980.34	3966.65	3973.64	199476.0
2020-09-03 10:00:00	ES	Futures	3973.36	3975.31	3930.91	3939.57	239806.0
2020-09-03 10:30:00	ES	Futures	3939.57	3944.04	3912.48	3923.65	245563.0
2020-09-03 11:00:00	ES	Futures	3923.37	3925.33	3854.96	3878.13	315406.0
2020-09-03 11:30:00	ES	Futures	3878.13	3901.59	3869.48	3886.79	193524.0
2020-09-03 12:00:00	ES	Futures	3886.51	3895.73	3876.18	3880.93	120047.0
2020-09-03 12:30:00	ES	Futures	3880.93	3883.72	3857.47	3859.42	141692.0
2020-09-03 13:00:00	ES	Futures	3859.15	3874.5	3843.79	3873.67	151436.0
2020-09-03 13:30:00	ES	Futures	3873.67	3873.67	3848.53	3858.59	104846.0
2020-09-03 14:00:00	ES	Futures	3858.31	3867.8	3848.25	3858.03	95158.0
2020-09-03 14:30:00	ES	Futures	3858.03	3873.67	3840.72	3840.99	108194.0
2020-09-03 15:00:00	ES	Futures	3840.99	3848.53	3827.31	3828.71	157593.0
2020-09-03 15:30:00	ES	Futures	3828.71	3862.78	3825.08	3857.19	296419.0
2020-09-03 16:00:00	ES	Futures	3857.19	3873.67	3856.35	3864.17	97106.0
2020-09-03 16:30:00	ES	Futures	3864.73	3868.92	3860.26	3867.52	12198.0
2020-09-03 18:00:00	ES	Futures	3858.87	3862.22	3846.86	3851.33	15555.0
2020-09-03 18:30:00	ES	Futures	3851.33	3855.24	3837.92	3839.32	12177.0
2020-09-03 19:00:00	ES	Futures	3839.04	3842.39	3827.31	3833.45	12717.0
2020-09-03 19:30:00	ES	Futures	3833.73	3839.6	3830.1	3833.18	9284.0
2020-09-03 20:00:00	ES	Futures	3833.18	3848.25	3833.18	3844.9	17510.0
2020-09-03 20:30:00	ES	Futures	3844.9	3852.72	3844.62	3849.37	13520.0
2020-09-03 21:00:00	ES	Futures	3849.37	3862.5	3848.81	3853.28	14865.0
2020-09-03 21:30:00	ES	Futures	3853.0	3857.19	3849.93	3854.68	9901.0
2020-09-03 22:00:00	ES	Futures	3854.4	3858.59	3851.05	3853.28	10359.0
2020-09-03 22:30:00	ES	Futures	3853.28	3855.24	3844.07	3845.74	8121.0
2020-09-03 23:00:00	ES	Futures	3845.46	3849.09	3838.2	3846.3	7313.0
2020-09-03 23:30:00	ES	Futures	3846.58	3849.09	3842.95	3845.46	4038.0
2020-09-03 00:00:00	NQ	Futures	14336.32	14336.32	14309.13	14330.82	2018.0
2020-09-03 00:30:00	NQ	Futures	14331.4	14334.0	14321.28	14326.48	1016.0
2020-09-03 01:00:00	NQ	Futures	14326.48	14337.18	14318.96	14331.69	1566.0
2020-09-03 01:30:00	NQ	Futures	14331.98	14331.98	14294.1	14310.0	3266.0

> showing 50 of 3,495 rows — these rows as CSV

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