PREVIEW / futures_30min / 2020-09-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-09.parquet
  size:    99 KB
  rows:    3,497

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
2020-09-09 00:00:00	ES	Futures	3729.86	3736.28	3727.9	3736.0	5253.0
2020-09-09 00:30:00	ES	Futures	3736.0	3736.28	3732.65	3735.16	2959.0
2020-09-09 01:00:00	ES	Futures	3735.44	3746.33	3734.6	3740.19	7849.0
2020-09-09 01:30:00	ES	Futures	3740.19	3741.03	3734.88	3735.44	4652.0
2020-09-09 02:00:00	ES	Futures	3735.72	3739.07	3713.66	3718.97	16780.0
2020-09-09 02:30:00	ES	Futures	3718.97	3723.71	3710.03	3723.71	13749.0
2020-09-09 03:00:00	ES	Futures	3723.71	3737.67	3723.43	3735.44	25408.0
2020-09-09 03:30:00	ES	Futures	3735.16	3752.75	3734.04	3746.89	24595.0
2020-09-09 04:00:00	ES	Futures	3746.89	3761.97	3745.21	3754.43	25972.0
2020-09-09 04:30:00	ES	Futures	3754.43	3756.66	3745.49	3749.4	13478.0
2020-09-09 05:00:00	ES	Futures	3749.4	3754.43	3742.42	3752.75	10166.0
2020-09-09 05:30:00	ES	Futures	3752.75	3762.53	3749.12	3761.13	9291.0
2020-09-09 06:00:00	ES	Futures	3761.13	3764.2	3753.31	3753.59	12753.0
2020-09-09 06:30:00	ES	Futures	3753.59	3755.27	3748.56	3752.2	7928.0
2020-09-09 07:00:00	ES	Futures	3751.92	3752.47	3742.42	3751.08	14142.0
2020-09-09 07:30:00	ES	Futures	3751.08	3758.06	3744.1	3755.83	15382.0
2020-09-09 08:00:00	ES	Futures	3755.83	3764.2	3754.43	3759.46	22478.0
2020-09-09 08:30:00	ES	Futures	3759.18	3763.36	3753.59	3756.38	21678.0
2020-09-09 09:00:00	ES	Futures	3756.1	3773.14	3754.99	3769.79	36079.0
2020-09-09 09:30:00	ES	Futures	3769.79	3776.21	3758.62	3776.21	187956.0
2020-09-09 10:00:00	ES	Futures	3776.21	3794.92	3775.37	3790.17	178741.0
2020-09-09 10:30:00	ES	Futures	3790.17	3795.48	3785.43	3789.61	102632.0
2020-09-09 11:00:00	ES	Futures	3789.89	3800.78	3784.31	3797.43	96828.0
2020-09-09 11:30:00	ES	Futures	3797.15	3803.02	3794.36	3799.67	63210.0
2020-09-09 12:00:00	ES	Futures	3799.95	3806.09	3797.99	3803.3	51093.0
2020-09-09 12:30:00	ES	Futures	3803.3	3812.51	3802.74	3810.0	56820.0
2020-09-09 13:00:00	ES	Futures	3810.0	3822.01	3810.0	3816.7	81995.0
2020-09-09 13:30:00	ES	Futures	3816.7	3820.61	3808.32	3809.72	65957.0
2020-09-09 14:00:00	ES	Futures	3809.72	3814.19	3804.13	3807.76	62463.0
2020-09-09 14:30:00	ES	Futures	3808.04	3819.21	3808.04	3815.3	51619.0
2020-09-09 15:00:00	ES	Futures	3815.02	3823.96	3815.02	3822.01	78463.0
2020-09-09 15:30:00	ES	Futures	3822.01	3824.52	3792.69	3793.8	341521.0
2020-09-09 16:00:00	ES	Futures	3793.8	3799.11	3785.43	3798.83	76354.0
2020-09-09 16:30:00	ES	Futures	3799.11	3799.11	3791.85	3792.41	7762.0
2020-09-09 18:00:00	ES	Futures	3793.24	3802.74	3793.24	3800.5	6709.0
2020-09-09 18:30:00	ES	Futures	3800.5	3809.16	3799.11	3806.93	4517.0
2020-09-09 19:00:00	ES	Futures	3806.65	3810.56	3805.53	3805.81	4415.0
2020-09-09 19:30:00	ES	Futures	3805.81	3808.88	3803.58	3808.32	3562.0
2020-09-09 20:00:00	ES	Futures	3808.32	3808.32	3799.95	3803.3	5229.0
2020-09-09 20:30:00	ES	Futures	3803.3	3803.3	3791.29	3794.64	7894.0
2020-09-09 21:00:00	ES	Futures	3794.64	3795.76	3787.38	3792.69	6821.0
2020-09-09 21:30:00	ES	Futures	3792.41	3792.41	3784.87	3788.5	7786.0
2020-09-09 22:00:00	ES	Futures	3788.5	3789.33	3780.12	3784.59	8052.0
2020-09-09 22:30:00	ES	Futures	3784.87	3794.92	3784.31	3792.96	6935.0
2020-09-09 23:00:00	ES	Futures	3792.96	3793.8	3789.33	3789.89	3768.0
2020-09-09 23:30:00	ES	Futures	3789.89	3792.13	3784.87	3785.7	3116.0
2020-09-09 00:00:00	NQ	Futures	12884.64	12906.33	12877.12	12903.44	3700.0
2020-09-09 00:30:00	NQ	Futures	12903.72	12910.38	12891.58	12908.06	2811.0
2020-09-09 01:00:00	NQ	Futures	12908.35	12954.04	12904.3	12928.02	5636.0
2020-09-09 01:30:00	NQ	Futures	12927.15	12930.62	12906.04	12915.58	2469.0

> showing 50 of 3,497 rows — these rows as CSV

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