PREVIEW / futures_30min / 2020-09-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-15.parquet
  size:    93 KB
  rows:    3,469

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
2020-09-15 00:00:00	ES	Futures	3784.92	3788.56	3784.08	3788.28	1709.0
2020-09-15 00:30:00	ES	Futures	3788.28	3789.96	3787.72	3789.96	1264.0
2020-09-15 01:00:00	ES	Futures	3789.96	3791.08	3787.16	3788.84	2372.0
2020-09-15 01:30:00	ES	Futures	3788.84	3791.36	3784.92	3791.08	3060.0
2020-09-15 02:00:00	ES	Futures	3791.08	3798.36	3789.4	3795.56	16813.0
2020-09-15 02:30:00	ES	Futures	3795.56	3795.56	3786.88	3788.84	8000.0
2020-09-15 03:00:00	ES	Futures	3789.12	3792.48	3784.92	3789.96	10217.0
2020-09-15 03:30:00	ES	Futures	3789.68	3790.52	3784.36	3788.84	7385.0
2020-09-15 04:00:00	ES	Futures	3788.56	3793.32	3788.0	3792.2	8211.0
2020-09-15 04:30:00	ES	Futures	3792.48	3797.24	3790.8	3795.84	12227.0
2020-09-15 05:00:00	ES	Futures	3795.84	3803.4	3795.56	3803.12	10055.0
2020-09-15 05:30:00	ES	Futures	3803.12	3806.76	3800.6	3805.64	12327.0
2020-09-15 06:00:00	ES	Futures	3805.36	3806.48	3800.6	3801.16	9282.0
2020-09-15 06:30:00	ES	Futures	3800.88	3807.6	3800.04	3806.2	6795.0
2020-09-15 07:00:00	ES	Futures	3806.2	3807.04	3803.4	3804.52	8221.0
2020-09-15 07:30:00	ES	Futures	3804.8	3808.16	3804.24	3804.52	6331.0
2020-09-15 08:00:00	ES	Futures	3804.8	3808.16	3802.84	3805.92	10686.0
2020-09-15 08:30:00	ES	Futures	3806.2	3816.29	3806.2	3811.25	24284.0
2020-09-15 09:00:00	ES	Futures	3811.25	3813.21	3808.73	3809.29	16747.0
2020-09-15 09:30:00	ES	Futures	3809.29	3819.37	3808.44	3814.89	117333.0
2020-09-15 10:00:00	ES	Futures	3814.61	3819.09	3806.48	3811.81	75552.0
2020-09-15 10:30:00	ES	Futures	3811.81	3817.13	3803.12	3813.77	117907.0
2020-09-15 11:00:00	ES	Futures	3813.77	3817.97	3810.41	3814.33	89665.0
2020-09-15 11:30:00	ES	Futures	3814.05	3817.69	3809.01	3811.25	104733.0
2020-09-15 12:00:00	ES	Futures	3811.25	3815.17	3810.69	3814.05	89930.0
2020-09-15 12:30:00	ES	Futures	3813.77	3816.01	3813.21	3815.73	42210.0
2020-09-15 13:00:00	ES	Futures	3815.73	3818.53	3812.65	3813.49	40385.0
2020-09-15 13:30:00	ES	Futures	3813.49	3814.89	3809.29	3809.57	34320.0
2020-09-15 14:00:00	ES	Futures	3809.85	3810.69	3801.44	3805.64	62011.0
2020-09-15 14:30:00	ES	Futures	3805.92	3807.88	3801.72	3805.92	36720.0
2020-09-15 15:00:00	ES	Futures	3806.2	3806.48	3792.2	3796.12	85404.0
2020-09-15 15:30:00	ES	Futures	3795.84	3800.88	3785.2	3798.08	136009.0
2020-09-15 16:00:00	ES	Futures	3798.36	3805.64	3797.52	3803.68	33800.0
2020-09-15 16:30:00	ES	Futures	3804.24	3806.48	3802.84	3803.68	4481.0
2020-09-15 18:00:00	ES	Futures	3804.52	3807.6	3803.96	3805.36	2470.0
2020-09-15 18:30:00	ES	Futures	3805.36	3805.64	3802.84	3805.64	1541.0
2020-09-15 19:00:00	ES	Futures	3805.36	3805.92	3797.8	3800.6	4475.0
2020-09-15 19:30:00	ES	Futures	3800.32	3800.6	3795.56	3799.48	3978.0
2020-09-15 20:00:00	ES	Futures	3799.48	3800.6	3792.76	3797.52	5818.0
2020-09-15 20:30:00	ES	Futures	3797.52	3801.44	3796.96	3800.88	3421.0
2020-09-15 21:00:00	ES	Futures	3800.88	3801.44	3796.96	3799.76	3781.0
2020-09-15 21:30:00	ES	Futures	3799.48	3803.68	3798.64	3803.68	4459.0
2020-09-15 22:00:00	ES	Futures	3803.4	3809.57	3802.84	3808.73	5598.0
2020-09-15 22:30:00	ES	Futures	3808.73	3810.41	3806.2	3807.6	2856.0
2020-09-15 23:00:00	ES	Futures	3807.6	3813.21	3806.76	3811.81	3341.0
2020-09-15 23:30:00	ES	Futures	3812.09	3812.37	3809.85	3812.09	1943.0
2020-09-15 00:00:00	NQ	Futures	13069.22	13088.62	13064.59	13086.3	965.0
2020-09-15 00:30:00	NQ	Futures	13086.3	13102.51	13082.25	13100.77	899.0
2020-09-15 01:00:00	NQ	Futures	13101.06	13105.98	13089.77	13095.85	1238.0
2020-09-15 01:30:00	NQ	Futures	13096.14	13105.12	13079.35	13103.67	1530.0

> showing 50 of 3,469 rows — these rows as CSV

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