PREVIEW / futures_30min / 2020-09-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-04.parquet
  size:    85 KB
  rows:    2,836

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
2020-09-04 00:00:00	ES	Futures	3845.46	3850.21	3843.51	3848.53	3765.0
2020-09-04 00:30:00	ES	Futures	3848.81	3854.4	3848.81	3853.0	7370.0
2020-09-04 01:00:00	ES	Futures	3853.0	3855.79	3850.49	3852.72	3688.0
2020-09-04 01:30:00	ES	Futures	3852.72	3859.15	3847.42	3855.79	5936.0
2020-09-04 02:00:00	ES	Futures	3855.79	3857.19	3847.42	3847.98	8813.0
2020-09-04 02:30:00	ES	Futures	3847.98	3851.89	3841.83	3845.46	8748.0
2020-09-04 03:00:00	ES	Futures	3845.46	3865.85	3837.64	3864.17	25230.0
2020-09-04 03:30:00	ES	Futures	3863.89	3876.74	3862.78	3874.5	21069.0
2020-09-04 04:00:00	ES	Futures	3874.22	3880.09	3870.59	3877.3	17602.0
2020-09-04 04:30:00	ES	Futures	3877.3	3884.28	3875.9	3880.93	12904.0
2020-09-04 05:00:00	ES	Futures	3880.65	3881.48	3876.46	3880.09	8582.0
2020-09-04 05:30:00	ES	Futures	3880.09	3890.14	3876.46	3889.02	10457.0
2020-09-04 06:00:00	ES	Futures	3889.3	3891.82	3877.3	3879.53	18178.0
2020-09-04 06:30:00	ES	Futures	3879.25	3881.48	3876.74	3876.74	7806.0
2020-09-04 07:00:00	ES	Futures	3876.74	3877.85	3862.5	3864.45	31678.0
2020-09-04 07:30:00	ES	Futures	3864.45	3866.13	3849.93	3853.0	23108.0
2020-09-04 08:00:00	ES	Futures	3853.28	3860.82	3851.33	3859.98	24411.0
2020-09-04 08:30:00	ES	Futures	3859.98	3878.13	3850.21	3869.48	76051.0
2020-09-04 09:00:00	ES	Futures	3869.48	3878.69	3862.5	3865.01	40582.0
2020-09-04 09:30:00	ES	Futures	3865.01	3884.0	3830.94	3836.53	262715.0
2020-09-04 10:00:00	ES	Futures	3836.53	3849.65	3786.26	3787.94	288037.0
2020-09-04 10:30:00	ES	Futures	3788.22	3798.27	3739.35	3779.0	356369.0
2020-09-04 11:00:00	ES	Futures	3778.72	3783.19	3744.93	3756.38	189246.0
2020-09-04 11:30:00	ES	Futures	3756.38	3791.29	3754.71	3787.38	169651.0
2020-09-04 12:00:00	ES	Futures	3787.38	3802.74	3774.26	3801.62	141970.0
2020-09-04 12:30:00	ES	Futures	3801.62	3814.47	3797.15	3806.37	137451.0
2020-09-04 13:00:00	ES	Futures	3806.37	3806.65	3780.4	3788.5	103480.0
2020-09-04 13:30:00	ES	Futures	3788.5	3802.74	3779.0	3800.5	96524.0
2020-09-04 14:00:00	ES	Futures	3800.23	3814.47	3792.69	3813.07	90085.0
2020-09-04 14:30:00	ES	Futures	3813.07	3848.25	3808.04	3847.7	141922.0
2020-09-04 15:00:00	ES	Futures	3847.7	3857.19	3833.73	3852.44	134948.0
2020-09-04 15:30:00	ES	Futures	3852.44	3852.72	3822.01	3826.19	233080.0
2020-09-04 16:00:00	ES	Futures	3825.92	3829.27	3815.86	3818.1	70118.0
2020-09-04 16:30:00	ES	Futures	3817.82	3821.45	3813.35	3814.47	8728.0
2020-09-04 00:00:00	NQ	Futures	13467.91	13504.35	13463.86	13493.36	3946.0
2020-09-04 00:30:00	NQ	Futures	13494.81	13527.48	13494.81	13521.99	4052.0
2020-09-04 01:00:00	NQ	Futures	13522.57	13540.21	13508.69	13518.23	2734.0
2020-09-04 01:30:00	NQ	Futures	13517.36	13538.76	13480.64	13521.41	3816.0
2020-09-04 02:00:00	NQ	Futures	13519.96	13522.57	13487.58	13490.47	2963.0
2020-09-04 02:30:00	NQ	Futures	13490.47	13493.07	13449.98	13462.71	4869.0
2020-09-04 03:00:00	NQ	Futures	13462.13	13593.7	13439.57	13574.91	8970.0
2020-09-04 03:30:00	NQ	Futures	13574.62	13623.78	13562.47	13613.66	7733.0
2020-09-04 04:00:00	NQ	Futures	13613.08	13621.47	13569.7	13587.05	7399.0
2020-09-04 04:30:00	NQ	Futures	13586.76	13636.5	13578.09	13613.66	4770.0
2020-09-04 05:00:00	NQ	Futures	13613.08	13614.53	13574.62	13598.62	2611.0
2020-09-04 05:30:00	NQ	Futures	13599.2	13641.71	13583.58	13639.68	3231.0
2020-09-04 06:00:00	NQ	Futures	13640.26	13648.07	13580.98	13598.33	4895.0
2020-09-04 06:30:00	NQ	Futures	13596.89	13608.45	13587.05	13588.21	2562.0
2020-09-04 07:00:00	NQ	Futures	13587.92	13588.5	13470.8	13487.58	11806.0
2020-09-04 07:30:00	NQ	Futures	13487.29	13499.72	13433.5	13467.62	9604.0

> showing 50 of 2,836 rows — these rows as CSV

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