PREVIEW / futures_30min / 2020-09-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-07.parquet
  size:    67 KB
  rows:    2,461

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
2020-09-07 00:00:00	ES	Futures	3813.63	3814.19	3803.86	3807.76	2600.0
2020-09-07 00:30:00	ES	Futures	3807.76	3811.67	3804.69	3804.97	2172.0
2020-09-07 01:00:00	ES	Futures	3804.97	3807.49	3800.78	3801.9	2874.0
2020-09-07 01:30:00	ES	Futures	3802.18	3807.49	3797.15	3801.62	5505.0
2020-09-07 02:00:00	ES	Futures	3801.62	3809.72	3789.33	3790.17	9341.0
2020-09-07 02:30:00	ES	Futures	3790.17	3797.15	3789.06	3794.92	5430.0
2020-09-07 03:00:00	ES	Futures	3795.2	3809.72	3791.85	3801.34	11937.0
2020-09-07 03:30:00	ES	Futures	3801.9	3809.44	3798.55	3803.86	8030.0
2020-09-07 04:00:00	ES	Futures	3804.13	3815.3	3801.34	3811.95	10674.0
2020-09-07 04:30:00	ES	Futures	3812.23	3816.7	3805.81	3806.65	6028.0
2020-09-07 05:00:00	ES	Futures	3806.93	3815.02	3803.02	3810.0	5389.0
2020-09-07 05:30:00	ES	Futures	3810.0	3815.02	3805.81	3807.76	5112.0
2020-09-07 06:00:00	ES	Futures	3808.04	3813.07	3805.25	3811.67	6279.0
2020-09-07 06:30:00	ES	Futures	3811.95	3817.54	3811.12	3813.07	4460.0
2020-09-07 07:00:00	ES	Futures	3813.35	3818.66	3810.28	3816.7	4838.0
2020-09-07 07:30:00	ES	Futures	3816.7	3826.47	3816.14	3822.56	8193.0
2020-09-07 08:00:00	ES	Futures	3822.29	3825.36	3818.1	3820.61	5547.0
2020-09-07 08:30:00	ES	Futures	3820.61	3822.56	3817.82	3820.33	4245.0
2020-09-07 09:00:00	ES	Futures	3820.33	3820.33	3815.58	3819.21	7094.0
2020-09-07 09:30:00	ES	Futures	3819.49	3827.59	3817.82	3822.56	15976.0
2020-09-07 10:00:00	ES	Futures	3822.29	3831.78	3821.73	3831.22	11688.0
2020-09-07 10:30:00	ES	Futures	3831.22	3834.85	3830.38	3833.45	9153.0
2020-09-07 11:00:00	ES	Futures	3833.45	3839.04	3833.45	3834.29	11959.0
2020-09-07 11:30:00	ES	Futures	3834.01	3840.16	3833.18	3838.2	8949.0
2020-09-07 12:00:00	ES	Futures	3838.48	3840.16	3835.69	3838.2	4145.0
2020-09-07 12:30:00	ES	Futures	3837.92	3840.72	3833.45	3834.57	5502.0
2020-09-07 18:00:00	ES	Futures	3834.01	3844.9	3833.45	3843.51	8488.0
2020-09-07 18:30:00	ES	Futures	3843.51	3844.62	3839.6	3844.07	3119.0
2020-09-07 19:00:00	ES	Futures	3844.07	3846.3	3840.44	3844.07	4280.0
2020-09-07 19:30:00	ES	Futures	3843.79	3844.35	3839.32	3841.83	2452.0
2020-09-07 20:00:00	ES	Futures	3841.83	3846.3	3834.57	3837.92	6709.0
2020-09-07 20:30:00	ES	Futures	3837.64	3838.48	3834.57	3836.25	2937.0
2020-09-07 21:00:00	ES	Futures	3836.53	3837.36	3830.66	3836.81	5589.0
2020-09-07 21:30:00	ES	Futures	3837.09	3839.32	3833.73	3837.09	5060.0
2020-09-07 22:00:00	ES	Futures	3836.81	3841.27	3836.25	3837.64	4477.0
2020-09-07 22:30:00	ES	Futures	3837.64	3837.64	3829.55	3830.38	4640.0
2020-09-07 23:00:00	ES	Futures	3830.1	3831.5	3823.68	3825.64	7509.0
2020-09-07 23:30:00	ES	Futures	3825.36	3830.66	3823.68	3830.38	3020.0
2020-09-07 00:00:00	NQ	Futures	13257.39	13259.7	13201.0	13229.63	2799.0
2020-09-07 00:30:00	NQ	Futures	13229.05	13244.96	13202.74	13215.46	2643.0
2020-09-07 01:00:00	NQ	Futures	13215.17	13223.85	13176.13	13190.88	2491.0
2020-09-07 01:30:00	NQ	Futures	13191.17	13217.77	13181.05	13202.16	3237.0
2020-09-07 02:00:00	NQ	Futures	13201.58	13234.26	13159.36	13169.19	6162.0
2020-09-07 02:30:00	NQ	Futures	13170.93	13196.66	13153.29	13166.3	4359.0
2020-09-07 03:00:00	NQ	Futures	13164.56	13242.06	13153.29	13221.24	5964.0
2020-09-07 03:30:00	NQ	Futures	13222.98	13240.04	13192.32	13205.34	3336.0
2020-09-07 04:00:00	NQ	Futures	13207.36	13253.63	13196.08	13242.06	2651.0
2020-09-07 04:30:00	NQ	Futures	13243.22	13255.94	13217.77	13223.85	1990.0
2020-09-07 05:00:00	NQ	Futures	13224.71	13249.0	13203.89	13229.34	2615.0
2020-09-07 05:30:00	NQ	Futures	13226.16	13244.38	13212.86	13218.64	1997.0

> showing 50 of 2,461 rows — these rows as CSV

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