PREVIEW / futures_30min / 2020-09-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-10.parquet
  size:    92 KB
  rows:    3,263

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
2020-09-10 00:00:00	ES	Futures	3785.98	3789.33	3785.43	3787.38	3524.0
2020-09-10 00:30:00	ES	Futures	3787.38	3790.45	3784.87	3789.33	2573.0
2020-09-10 01:00:00	ES	Futures	3789.33	3801.06	3789.33	3800.5	4802.0
2020-09-10 01:30:00	ES	Futures	3800.78	3804.41	3798.55	3802.18	4800.0
2020-09-10 02:00:00	ES	Futures	3802.18	3806.65	3800.23	3805.53	7730.0
2020-09-10 02:30:00	ES	Futures	3805.53	3806.93	3798.27	3800.78	6533.0
2020-09-10 03:00:00	ES	Futures	3800.5	3801.9	3790.73	3792.41	16322.0
2020-09-10 03:30:00	ES	Futures	3792.41	3794.64	3775.65	3777.33	23814.0
2020-09-10 04:00:00	ES	Futures	3777.33	3779.56	3769.51	3776.49	20232.0
2020-09-10 04:30:00	ES	Futures	3776.49	3783.19	3775.37	3778.44	10628.0
2020-09-10 05:00:00	ES	Futures	3778.44	3787.94	3774.81	3783.19	9937.0
2020-09-10 05:30:00	ES	Futures	3782.91	3790.73	3782.35	3789.06	6890.0
2020-09-10 06:00:00	ES	Futures	3789.06	3797.71	3782.91	3785.43	14790.0
2020-09-10 06:30:00	ES	Futures	3785.15	3785.98	3773.14	3773.98	16393.0
2020-09-10 07:00:00	ES	Futures	3774.26	3783.75	3773.7	3780.96	14032.0
2020-09-10 07:30:00	ES	Futures	3780.68	3790.45	3776.77	3788.22	13324.0
2020-09-10 08:00:00	ES	Futures	3787.94	3795.48	3784.59	3791.57	21137.0
2020-09-10 08:30:00	ES	Futures	3792.13	3810.28	3787.38	3805.81	40493.0
2020-09-10 09:00:00	ES	Futures	3805.81	3817.26	3804.41	3816.7	37024.0
2020-09-10 09:30:00	ES	Futures	3816.98	3823.96	3810.0	3814.75	146864.0
2020-09-10 10:00:00	ES	Futures	3814.75	3824.8	3810.84	3811.12	106867.0
2020-09-10 10:30:00	ES	Futures	3810.84	3821.45	3781.24	3783.47	154688.0
2020-09-10 11:00:00	ES	Futures	3783.47	3805.81	3775.65	3805.53	155631.0
2020-09-10 11:30:00	ES	Futures	3805.53	3805.81	3787.1	3789.89	85271.0
2020-09-10 12:00:00	ES	Futures	3790.17	3796.32	3777.61	3783.75	92192.0
2020-09-10 12:30:00	ES	Futures	3783.47	3787.38	3766.72	3779.84	107344.0
2020-09-10 13:00:00	ES	Futures	3779.84	3792.13	3776.49	3780.4	67561.0
2020-09-10 13:30:00	ES	Futures	3780.4	3787.94	3769.23	3771.46	68150.0
2020-09-10 14:00:00	ES	Futures	3771.18	3779.56	3730.97	3732.09	141146.0
2020-09-10 14:30:00	ES	Futures	3732.09	3754.71	3730.13	3751.92	160588.0
2020-09-10 15:00:00	ES	Futures	3751.92	3753.03	3716.45	3729.58	142624.0
2020-09-10 15:30:00	ES	Futures	3729.58	3748.29	3724.27	3728.46	195975.0
2020-09-10 16:00:00	ES	Futures	3728.46	3736.28	3723.99	3731.25	55463.0
2020-09-10 16:30:00	ES	Futures	3730.69	3738.79	3729.86	3732.65	6399.0
2020-09-10 18:00:00	ES	Futures	3736.56	3743.26	3735.16	3739.91	3708.0
2020-09-10 18:30:00	ES	Futures	3739.91	3743.82	3738.23	3739.63	2379.0
2020-09-10 19:00:00	ES	Futures	3739.91	3744.66	3737.95	3742.7	2482.0
2020-09-10 19:30:00	ES	Futures	3742.42	3745.21	3738.23	3738.23	2660.0
2020-09-10 20:00:00	ES	Futures	3738.51	3748.84	3733.49	3746.33	8658.0
2020-09-10 20:30:00	ES	Futures	3746.33	3749.4	3744.93	3746.89	3233.0
2020-09-10 21:00:00	ES	Futures	3746.61	3752.47	3746.61	3750.52	4045.0
2020-09-10 21:30:00	ES	Futures	3751.08	3754.15	3746.05	3752.47	5056.0
2020-09-10 22:00:00	ES	Futures	3752.47	3755.55	3749.96	3753.59	4685.0
2020-09-10 22:30:00	ES	Futures	3753.87	3755.83	3749.96	3751.08	1902.0
2020-09-10 23:00:00	ES	Futures	3751.08	3753.03	3749.68	3750.52	1341.0
2020-09-10 23:30:00	ES	Futures	3750.52	3753.59	3749.68	3751.92	1708.0
2020-09-10 00:00:00	NQ	Futures	13133.62	13156.18	13133.62	13142.88	1255.0
2020-09-10 00:30:00	NQ	Futures	13143.45	13161.96	13132.46	13158.2	1018.0
2020-09-10 01:00:00	NQ	Futures	13159.65	13202.16	13157.05	13198.4	2318.0
2020-09-10 01:30:00	NQ	Futures	13198.98	13217.77	13187.99	13207.07	2074.0

> showing 50 of 3,263 rows — these rows as CSV

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