PREVIEW / futures_30min / 2020-09-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-11.parquet
  size:    75 KB
  rows:    2,715

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
2020-09-11 00:00:00	ES	Futures	3751.92	3757.5	3751.64	3757.22	2348.0
2020-09-11 00:30:00	ES	Futures	3756.94	3756.94	3753.59	3753.87	1636.0
2020-09-11 01:00:00	ES	Futures	3754.15	3759.46	3753.03	3758.34	1868.0
2020-09-11 01:30:00	ES	Futures	3758.34	3761.41	3757.78	3759.18	3084.0
2020-09-11 02:00:00	ES	Futures	3759.46	3760.57	3754.15	3758.62	5543.0
2020-09-11 02:30:00	ES	Futures	3758.34	3761.13	3751.92	3759.18	5371.0
2020-09-11 03:00:00	ES	Futures	3759.18	3769.23	3754.71	3765.04	12950.0
2020-09-11 03:30:00	ES	Futures	3765.32	3765.88	3751.92	3754.15	9842.0
2020-09-11 04:00:00	ES	Futures	3753.87	3767.27	3753.59	3762.53	8651.0
2020-09-11 04:30:00	ES	Futures	3762.81	3768.67	3758.9	3760.29	6386.0
2020-09-11 05:00:00	ES	Futures	3760.29	3768.11	3758.34	3767.83	5996.0
2020-09-11 05:30:00	ES	Futures	3767.55	3769.79	3764.2	3769.23	6929.0
2020-09-11 06:00:00	ES	Futures	3769.23	3769.79	3757.5	3761.69	8572.0
2020-09-11 06:30:00	ES	Futures	3761.97	3767.55	3760.57	3761.41	7521.0
2020-09-11 07:00:00	ES	Futures	3761.41	3765.88	3754.43	3756.1	11216.0
2020-09-11 07:30:00	ES	Futures	3756.1	3761.97	3753.03	3758.9	11206.0
2020-09-11 08:00:00	ES	Futures	3758.9	3761.41	3752.47	3753.31	10685.0
2020-09-11 08:30:00	ES	Futures	3753.31	3755.27	3743.54	3747.73	20249.0
2020-09-11 09:00:00	ES	Futures	3747.73	3754.15	3747.45	3749.68	14866.0
2020-09-11 09:30:00	ES	Futures	3749.68	3758.06	3728.74	3731.53	111857.0
2020-09-11 10:00:00	ES	Futures	3731.53	3752.47	3725.95	3745.49	100733.0
2020-09-11 10:30:00	ES	Futures	3745.49	3758.34	3734.88	3747.45	65741.0
2020-09-11 11:00:00	ES	Futures	3747.45	3762.53	3743.26	3746.89	55458.0
2020-09-11 11:30:00	ES	Futures	3746.89	3746.89	3736.84	3737.95	42577.0
2020-09-11 12:00:00	ES	Futures	3738.23	3749.96	3733.77	3743.26	40997.0
2020-09-11 12:30:00	ES	Futures	3743.26	3743.54	3718.97	3720.08	56728.0
2020-09-11 13:00:00	ES	Futures	3720.08	3724.27	3702.21	3703.61	87512.0
2020-09-11 13:30:00	ES	Futures	3703.61	3715.33	3695.79	3701.09	73281.0
2020-09-11 14:00:00	ES	Futures	3701.37	3719.52	3696.9	3711.7	50514.0
2020-09-11 14:30:00	ES	Futures	3711.7	3732.93	3711.7	3725.11	50551.0
2020-09-11 15:00:00	ES	Futures	3725.11	3739.63	3710.87	3737.4	52706.0
2020-09-11 15:30:00	ES	Futures	3737.67	3744.66	3727.34	3730.41	92649.0
2020-09-11 16:00:00	ES	Futures	3730.41	3733.49	3720.36	3725.11	26511.0
2020-09-11 16:30:00	ES	Futures	3724.83	3728.46	3724.27	3727.62	5103.0
2020-09-11 00:00:00	NQ	Futures	13010.72	13021.42	13008.99	13019.4	847.0
2020-09-11 00:30:00	NQ	Futures	13018.53	13019.97	13001.76	13003.78	1037.0
2020-09-11 01:00:00	NQ	Futures	13003.78	13041.66	12997.42	13038.19	1306.0
2020-09-11 01:30:00	NQ	Futures	13037.9	13064.51	13034.14	13055.83	1866.0
2020-09-11 02:00:00	NQ	Futures	13054.39	13069.71	13032.12	13061.62	2094.0
2020-09-11 02:30:00	NQ	Futures	13062.19	13079.83	13038.48	13071.45	2919.0
2020-09-11 03:00:00	NQ	Futures	13072.32	13112.8	13053.23	13101.23	4607.0
2020-09-11 03:30:00	NQ	Futures	13101.81	13116.56	13054.1	13064.51	3883.0
2020-09-11 04:00:00	NQ	Futures	13065.38	13124.08	13061.91	13105.57	4546.0
2020-09-11 04:30:00	NQ	Futures	13107.02	13135.94	13083.59	13084.17	3119.0
2020-09-11 05:00:00	NQ	Futures	13085.33	13114.82	13079.83	13110.78	1662.0
2020-09-11 05:30:00	NQ	Futures	13110.78	13113.38	13088.8	13098.92	1871.0
2020-09-11 06:00:00	NQ	Futures	13098.63	13100.66	13032.41	13045.42	4378.0
2020-09-11 06:30:00	NQ	Futures	13045.13	13063.64	13014.77	13029.81	3825.0
2020-09-11 07:00:00	NQ	Futures	13028.65	13053.23	13003.78	13011.88	3934.0
2020-09-11 07:30:00	NQ	Futures	13013.32	13064.8	12999.73	13049.47	4459.0

> showing 50 of 2,715 rows — these rows as CSV

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