PREVIEW / futures_30min / 2020-09-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-14.parquet
  size:    90 KB
  rows:    3,417

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
2020-09-14 00:00:00	ES	Futures	3768.39	3768.95	3765.59	3767.55	1793.0
2020-09-14 00:30:00	ES	Futures	3767.55	3769.23	3765.59	3765.87	1708.0
2020-09-14 01:00:00	ES	Futures	3765.87	3766.99	3764.47	3765.31	1837.0
2020-09-14 01:30:00	ES	Futures	3765.31	3774.55	3763.35	3770.91	5109.0
2020-09-14 02:00:00	ES	Futures	3771.19	3775.11	3769.79	3771.19	6092.0
2020-09-14 02:30:00	ES	Futures	3771.19	3777.91	3769.23	3776.79	4417.0
2020-09-14 03:00:00	ES	Futures	3777.07	3780.72	3775.67	3777.63	10840.0
2020-09-14 03:30:00	ES	Futures	3777.91	3779.88	3774.27	3775.67	8789.0
2020-09-14 04:00:00	ES	Futures	3775.95	3781.28	3772.03	3772.03	12207.0
2020-09-14 04:30:00	ES	Futures	3772.31	3773.15	3766.43	3767.27	11313.0
2020-09-14 05:00:00	ES	Futures	3767.55	3771.47	3765.31	3770.35	8954.0
2020-09-14 05:30:00	ES	Futures	3770.63	3770.91	3757.47	3760.27	13386.0
2020-09-14 06:00:00	ES	Futures	3760.27	3764.47	3758.59	3759.99	7727.0
2020-09-14 06:30:00	ES	Futures	3759.99	3768.39	3759.43	3768.11	8842.0
2020-09-14 07:00:00	ES	Futures	3768.11	3772.31	3765.31	3770.91	7027.0
2020-09-14 07:30:00	ES	Futures	3770.91	3771.75	3765.87	3765.87	6306.0
2020-09-14 08:00:00	ES	Futures	3766.15	3768.67	3762.51	3764.47	9051.0
2020-09-14 08:30:00	ES	Futures	3764.47	3769.51	3763.91	3765.59	12431.0
2020-09-14 09:00:00	ES	Futures	3765.59	3770.63	3765.31	3768.11	16640.0
2020-09-14 09:30:00	ES	Futures	3768.39	3786.04	3762.51	3784.92	168771.0
2020-09-14 10:00:00	ES	Futures	3785.2	3800.88	3782.68	3798.64	134272.0
2020-09-14 10:30:00	ES	Futures	3798.64	3799.2	3790.8	3793.32	88163.0
2020-09-14 11:00:00	ES	Futures	3793.32	3796.12	3788.0	3794.16	52477.0
2020-09-14 11:30:00	ES	Futures	3794.16	3799.48	3791.92	3794.44	54328.0
2020-09-14 12:00:00	ES	Futures	3794.44	3797.8	3790.52	3793.88	42476.0
2020-09-14 12:30:00	ES	Futures	3793.88	3795.84	3788.28	3792.2	34436.0
2020-09-14 13:00:00	ES	Futures	3792.2	3795.28	3776.79	3783.24	60340.0
2020-09-14 13:30:00	ES	Futures	3782.96	3787.16	3775.39	3784.64	55182.0
2020-09-14 14:00:00	ES	Futures	3784.64	3790.24	3780.44	3784.08	43339.0
2020-09-14 14:30:00	ES	Futures	3784.36	3787.72	3773.15	3782.12	79037.0
2020-09-14 15:00:00	ES	Futures	3782.4	3784.36	3769.51	3778.47	91382.0
2020-09-14 15:30:00	ES	Futures	3778.47	3794.72	3774.27	3779.03	145219.0
2020-09-14 16:00:00	ES	Futures	3779.32	3786.04	3777.07	3777.91	42320.0
2020-09-14 16:30:00	ES	Futures	3777.63	3779.88	3772.87	3773.99	7593.0
2020-09-14 18:00:00	ES	Futures	3775.39	3782.96	3774.27	3782.96	4014.0
2020-09-14 18:30:00	ES	Futures	3782.96	3784.36	3781.0	3783.8	1515.0
2020-09-14 19:00:00	ES	Futures	3784.08	3784.36	3779.32	3779.6	2032.0
2020-09-14 19:30:00	ES	Futures	3779.6	3782.12	3776.79	3781.84	2577.0
2020-09-14 20:00:00	ES	Futures	3781.84	3783.52	3771.47	3773.71	6133.0
2020-09-14 20:30:00	ES	Futures	3773.43	3775.11	3771.47	3774.83	3641.0
2020-09-14 21:00:00	ES	Futures	3774.83	3778.47	3772.03	3775.95	4853.0
2020-09-14 21:30:00	ES	Futures	3776.23	3782.68	3775.11	3781.84	4833.0
2020-09-14 22:00:00	ES	Futures	3781.84	3785.48	3781.84	3783.52	4081.0
2020-09-14 22:30:00	ES	Futures	3783.52	3784.36	3780.72	3783.24	2027.0
2020-09-14 23:00:00	ES	Futures	3783.52	3786.32	3783.24	3786.04	2226.0
2020-09-14 23:30:00	ES	Futures	3786.32	3786.32	3782.96	3784.92	1465.0
2020-09-14 00:00:00	NQ	Futures	12981.8	12984.7	12969.65	12981.22	1364.0
2020-09-14 00:30:00	NQ	Futures	12980.93	12992.51	12973.12	12976.59	1149.0
2020-09-14 01:00:00	NQ	Futures	12976.88	12986.43	12970.8	12976.3	774.0
2020-09-14 01:30:00	NQ	Futures	12977.75	13016.83	12960.09	13006.7	3146.0

> showing 50 of 3,417 rows — these rows as CSV

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