PREVIEW / futures_30min / 2020-09-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-08.parquet
  size:    103 KB
  rows:    3,527

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
2020-09-08 00:00:00	ES	Futures	3830.1	3832.06	3828.43	3830.94	2310.0
2020-09-08 00:30:00	ES	Futures	3831.22	3832.9	3828.15	3831.5	2826.0
2020-09-08 01:00:00	ES	Futures	3831.78	3837.64	3829.55	3835.97	4099.0
2020-09-08 01:30:00	ES	Futures	3835.69	3844.35	3833.45	3844.35	4720.0
2020-09-08 02:00:00	ES	Futures	3844.35	3850.21	3841.27	3844.9	12589.0
2020-09-08 02:30:00	ES	Futures	3845.18	3846.3	3840.99	3841.83	5879.0
2020-09-08 03:00:00	ES	Futures	3841.83	3844.35	3832.34	3837.64	16274.0
2020-09-08 03:30:00	ES	Futures	3837.92	3839.88	3832.62	3835.97	10989.0
2020-09-08 04:00:00	ES	Futures	3835.97	3837.09	3808.04	3814.75	24433.0
2020-09-08 04:30:00	ES	Futures	3814.75	3815.86	3799.11	3802.18	27272.0
2020-09-08 05:00:00	ES	Futures	3802.18	3810.0	3798.27	3804.13	15882.0
2020-09-08 05:30:00	ES	Futures	3804.13	3806.09	3791.85	3793.8	22842.0
2020-09-08 06:00:00	ES	Futures	3794.08	3799.67	3783.19	3784.87	24068.0
2020-09-08 06:30:00	ES	Futures	3784.87	3792.41	3781.24	3792.13	14824.0
2020-09-08 07:00:00	ES	Futures	3792.13	3799.39	3782.63	3790.17	23788.0
2020-09-08 07:30:00	ES	Futures	3790.45	3790.73	3767.55	3779.0	32363.0
2020-09-08 08:00:00	ES	Futures	3779.0	3780.4	3758.9	3765.88	42743.0
2020-09-08 08:30:00	ES	Futures	3765.6	3772.58	3756.38	3768.11	48062.0
2020-09-08 09:00:00	ES	Futures	3768.11	3770.35	3754.99	3759.46	46128.0
2020-09-08 09:30:00	ES	Futures	3759.46	3763.09	3727.62	3759.73	305317.0
2020-09-08 10:00:00	ES	Futures	3759.73	3769.79	3738.23	3768.39	198166.0
2020-09-08 10:30:00	ES	Futures	3768.11	3774.81	3741.86	3750.24	168300.0
2020-09-08 11:00:00	ES	Futures	3750.52	3766.72	3744.1	3756.1	124460.0
2020-09-08 11:30:00	ES	Futures	3756.1	3758.9	3733.77	3745.77	125679.0
2020-09-08 12:00:00	ES	Futures	3745.77	3758.9	3743.54	3749.68	83059.0
2020-09-08 12:30:00	ES	Futures	3749.96	3763.09	3745.77	3760.29	68257.0
2020-09-08 13:00:00	ES	Futures	3760.29	3766.16	3751.92	3761.97	58827.0
2020-09-08 13:30:00	ES	Futures	3761.69	3771.46	3756.94	3765.32	67584.0
2020-09-08 14:00:00	ES	Futures	3765.32	3769.23	3743.82	3745.49	73642.0
2020-09-08 14:30:00	ES	Futures	3745.49	3745.49	3718.41	3734.88	144183.0
2020-09-08 15:00:00	ES	Futures	3735.16	3741.3	3716.73	3740.75	148646.0
2020-09-08 15:30:00	ES	Futures	3740.75	3746.61	3717.57	3722.04	275239.0
2020-09-08 16:00:00	ES	Futures	3722.04	3732.37	3720.64	3726.5	79615.0
2020-09-08 16:30:00	ES	Futures	3727.62	3730.69	3723.15	3725.95	9490.0
2020-09-08 18:00:00	ES	Futures	3703.05	3708.91	3680.99	3700.26	34145.0
2020-09-08 18:30:00	ES	Futures	3699.98	3707.52	3696.07	3705.84	8985.0
2020-09-08 19:00:00	ES	Futures	3706.12	3712.26	3698.58	3706.4	8985.0
2020-09-08 19:30:00	ES	Futures	3706.4	3714.22	3702.21	3711.43	7434.0
2020-09-08 20:00:00	ES	Futures	3710.87	3719.52	3709.19	3715.33	12494.0
2020-09-08 20:30:00	ES	Futures	3715.33	3727.62	3715.06	3724.83	11200.0
2020-09-08 21:00:00	ES	Futures	3724.83	3725.39	3715.06	3721.48	8457.0
2020-09-08 21:30:00	ES	Futures	3721.48	3730.69	3717.85	3725.95	10768.0
2020-09-08 22:00:00	ES	Futures	3725.95	3731.25	3722.32	3726.5	7293.0
2020-09-08 22:30:00	ES	Futures	3726.5	3728.18	3720.64	3727.9	4961.0
2020-09-08 23:00:00	ES	Futures	3727.62	3731.25	3726.78	3728.46	3962.0
2020-09-08 23:30:00	ES	Futures	3728.46	3730.97	3725.11	3730.13	3501.0
2020-09-08 00:00:00	NQ	Futures	13297.3	13310.6	13285.73	13295.85	1895.0
2020-09-08 00:30:00	NQ	Futures	13294.98	13307.13	13286.02	13302.79	1287.0
2020-09-08 01:00:00	NQ	Futures	13301.35	13342.99	13295.27	13330.26	3073.0
2020-09-08 01:30:00	NQ	Futures	13331.42	13372.77	13320.14	13371.33	2701.0

> showing 50 of 3,527 rows — these rows as CSV

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