PREVIEW / futures_30min / 2020-09-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-16.parquet
  size:    98 KB
  rows:    3,490

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
2020-09-16 00:00:00	ES	Futures	3812.09	3812.37	3810.13	3810.41	1333.0
2020-09-16 00:30:00	ES	Futures	3810.13	3810.13	3807.88	3808.73	2078.0
2020-09-16 01:00:00	ES	Futures	3808.73	3808.73	3805.36	3806.2	2315.0
2020-09-16 01:30:00	ES	Futures	3806.48	3808.73	3803.68	3804.8	2894.0
2020-09-16 02:00:00	ES	Futures	3804.52	3806.48	3801.44	3805.92	3148.0
2020-09-16 02:30:00	ES	Futures	3806.2	3810.69	3805.64	3809.57	3420.0
2020-09-16 03:00:00	ES	Futures	3809.57	3814.89	3807.04	3813.77	7257.0
2020-09-16 03:30:00	ES	Futures	3813.77	3815.45	3809.01	3812.09	6791.0
2020-09-16 04:00:00	ES	Futures	3812.09	3822.17	3810.41	3821.05	9791.0
2020-09-16 04:30:00	ES	Futures	3821.05	3821.33	3817.97	3819.09	7837.0
2020-09-16 05:00:00	ES	Futures	3819.09	3824.13	3818.53	3822.45	12851.0
2020-09-16 05:30:00	ES	Futures	3822.45	3824.97	3821.33	3823.57	9302.0
2020-09-16 06:00:00	ES	Futures	3823.57	3824.13	3819.37	3820.49	16462.0
2020-09-16 06:30:00	ES	Futures	3820.21	3829.73	3818.81	3826.93	17693.0
2020-09-16 07:00:00	ES	Futures	3826.93	3828.05	3817.97	3817.97	18419.0
2020-09-16 07:30:00	ES	Futures	3818.25	3823.57	3817.97	3823.29	14210.0
2020-09-16 08:00:00	ES	Futures	3823.29	3824.97	3822.45	3824.13	9842.0
2020-09-16 08:30:00	ES	Futures	3824.13	3824.41	3816.29	3820.49	17268.0
2020-09-16 09:00:00	ES	Futures	3820.49	3820.49	3813.77	3814.05	22981.0
2020-09-16 09:30:00	ES	Futures	3814.05	3816.01	3804.8	3812.37	113588.0
2020-09-16 10:00:00	ES	Futures	3812.37	3816.85	3806.48	3809.01	77099.0
2020-09-16 10:30:00	ES	Futures	3809.29	3810.97	3800.32	3808.44	90458.0
2020-09-16 11:00:00	ES	Futures	3808.73	3823.29	3807.88	3821.33	84452.0
2020-09-16 11:30:00	ES	Futures	3821.33	3822.73	3815.45	3815.73	57053.0
2020-09-16 12:00:00	ES	Futures	3815.45	3818.81	3811.81	3814.33	35129.0
2020-09-16 12:30:00	ES	Futures	3814.33	3814.33	3807.88	3809.85	29755.0
2020-09-16 13:00:00	ES	Futures	3810.13	3812.65	3803.68	3805.08	35224.0
2020-09-16 13:30:00	ES	Futures	3805.36	3812.37	3801.44	3809.85	41661.0
2020-09-16 14:00:00	ES	Futures	3809.57	3826.93	3806.2	3823.01	93226.0
2020-09-16 14:30:00	ES	Futures	3823.29	3831.13	3809.29	3814.33	123144.0
2020-09-16 15:00:00	ES	Futures	3814.05	3818.53	3788.56	3792.48	175244.0
2020-09-16 15:30:00	ES	Futures	3792.48	3803.12	3779.88	3783.24	223860.0
2020-09-16 16:00:00	ES	Futures	3783.24	3789.12	3780.16	3785.76	47829.0
2020-09-16 16:30:00	ES	Futures	3786.32	3790.8	3782.96	3787.44	9226.0
2020-09-16 18:00:00	ES	Futures	3788.56	3794.16	3783.8	3792.2	5967.0
2020-09-16 18:30:00	ES	Futures	3792.48	3793.88	3789.96	3790.8	2788.0
2020-09-16 19:00:00	ES	Futures	3790.8	3793.04	3789.68	3790.52	2191.0
2020-09-16 19:30:00	ES	Futures	3790.24	3791.08	3786.04	3787.72	3228.0
2020-09-16 20:00:00	ES	Futures	3787.72	3789.12	3768.11	3770.63	14884.0
2020-09-16 20:30:00	ES	Futures	3770.63	3773.43	3766.43	3772.87	7733.0
2020-09-16 21:00:00	ES	Futures	3772.87	3778.19	3772.31	3776.23	5306.0
2020-09-16 21:30:00	ES	Futures	3776.51	3779.6	3753.83	3756.07	16609.0
2020-09-16 22:00:00	ES	Futures	3756.07	3757.19	3748.5	3749.06	15613.0
2020-09-16 22:30:00	ES	Futures	3749.06	3753.27	3746.26	3748.78	8333.0
2020-09-16 23:00:00	ES	Futures	3748.5	3750.47	3735.9	3740.1	13214.0
2020-09-16 23:30:00	ES	Futures	3739.82	3747.94	3737.02	3747.1	7875.0
2020-09-16 00:00:00	NQ	Futures	13304.85	13305.43	13293.56	13295.59	663.0
2020-09-16 00:30:00	NQ	Futures	13294.43	13295.01	13283.72	13284.88	934.0
2020-09-16 01:00:00	NQ	Futures	13285.74	13288.93	13274.17	13278.8	1488.0
2020-09-16 01:30:00	NQ	Futures	13279.67	13289.22	13262.59	13269.53	1749.0

> showing 50 of 3,490 rows — these rows as CSV

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