PREVIEW / futures_30min / 2020-09-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-17.parquet
  size:    99 KB
  rows:    3,540

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
2020-09-17 00:00:00	ES	Futures	3747.1	3748.78	3741.22	3744.86	5793.0
2020-09-17 00:30:00	ES	Futures	3744.86	3747.1	3740.94	3741.22	3444.0
2020-09-17 01:00:00	ES	Futures	3741.5	3750.75	3740.1	3750.19	5229.0
2020-09-17 01:30:00	ES	Futures	3750.47	3751.31	3745.42	3745.98	4078.0
2020-09-17 02:00:00	ES	Futures	3745.98	3747.1	3714.33	3714.33	29114.0
2020-09-17 02:30:00	ES	Futures	3714.33	3725.54	3708.73	3725.54	20545.0
2020-09-17 03:00:00	ES	Futures	3725.26	3734.22	3718.81	3733.38	28838.0
2020-09-17 03:30:00	ES	Futures	3733.1	3739.54	3728.9	3733.1	18186.0
2020-09-17 04:00:00	ES	Futures	3733.1	3745.98	3733.1	3745.7	17046.0
2020-09-17 04:30:00	ES	Futures	3745.42	3747.38	3738.98	3743.18	12387.0
2020-09-17 05:00:00	ES	Futures	3743.46	3747.66	3739.26	3742.34	15439.0
2020-09-17 05:30:00	ES	Futures	3742.62	3749.63	3742.62	3748.5	11412.0
2020-09-17 06:00:00	ES	Futures	3748.5	3749.63	3742.34	3746.26	12038.0
2020-09-17 06:30:00	ES	Futures	3746.26	3749.91	3736.46	3737.86	13502.0
2020-09-17 07:00:00	ES	Futures	3738.14	3747.1	3734.78	3742.34	20512.0
2020-09-17 07:30:00	ES	Futures	3742.34	3745.14	3735.34	3735.9	21765.0
2020-09-17 08:00:00	ES	Futures	3736.18	3736.74	3727.5	3734.22	23214.0
2020-09-17 08:30:00	ES	Futures	3733.38	3734.22	3719.09	3721.9	32955.0
2020-09-17 09:00:00	ES	Futures	3721.62	3726.66	3714.89	3723.3	49392.0
2020-09-17 09:30:00	ES	Futures	3723.58	3744.02	3719.37	3741.78	202046.0
2020-09-17 10:00:00	ES	Futures	3741.78	3760.55	3738.14	3748.22	181834.0
2020-09-17 10:30:00	ES	Futures	3748.22	3765.59	3740.66	3754.95	128269.0
2020-09-17 11:00:00	ES	Futures	3754.95	3770.35	3754.95	3759.43	139977.0
2020-09-17 11:30:00	ES	Futures	3759.43	3763.63	3739.26	3742.34	194982.0
2020-09-17 12:00:00	ES	Futures	3742.06	3745.42	3717.13	3726.1	135563.0
2020-09-17 12:30:00	ES	Futures	3726.1	3735.06	3719.09	3734.5	256057.0
2020-09-17 13:00:00	ES	Futures	3734.5	3736.18	3724.14	3730.02	170455.0
2020-09-17 13:30:00	ES	Futures	3729.74	3739.54	3728.34	3733.1	194220.0
2020-09-17 14:00:00	ES	Futures	3733.38	3743.74	3727.78	3727.78	54711.0
2020-09-17 14:30:00	ES	Futures	3727.78	3734.78	3720.78	3728.9	61434.0
2020-09-17 15:00:00	ES	Futures	3728.9	3736.18	3717.41	3724.7	94407.0
2020-09-17 15:30:00	ES	Futures	3724.7	3751.87	3723.3	3750.19	156897.0
2020-09-17 16:00:00	ES	Futures	3750.19	3758.03	3748.78	3754.39	50153.0
2020-09-17 16:30:00	ES	Futures	3754.39	3756.35	3749.06	3750.47	8294.0
2020-09-17 18:00:00	ES	Futures	3747.66	3754.11	3747.1	3753.55	4226.0
2020-09-17 18:30:00	ES	Futures	3753.83	3759.71	3753.83	3759.15	3630.0
2020-09-17 19:00:00	ES	Futures	3759.15	3762.79	3759.15	3761.11	4292.0
2020-09-17 19:30:00	ES	Futures	3760.83	3761.11	3751.03	3751.59	4718.0
2020-09-17 20:00:00	ES	Futures	3751.87	3758.03	3746.26	3747.94	8533.0
2020-09-17 20:30:00	ES	Futures	3747.94	3752.99	3740.94	3744.3	7975.0
2020-09-17 21:00:00	ES	Futures	3744.3	3749.34	3734.5	3735.62	11085.0
2020-09-17 21:30:00	ES	Futures	3735.62	3744.02	3731.98	3743.18	7106.0
2020-09-17 22:00:00	ES	Futures	3742.9	3748.22	3740.38	3746.26	4683.0
2020-09-17 22:30:00	ES	Futures	3745.98	3748.22	3744.3	3746.54	2402.0
2020-09-17 23:00:00	ES	Futures	3746.54	3752.71	3746.54	3750.47	3581.0
2020-09-17 23:30:00	ES	Futures	3750.47	3751.59	3745.14	3746.26	2817.0
2020-09-17 00:00:00	NQ	Futures	12872.38	12888.3	12847.2	12876.15	4112.0
2020-09-17 00:30:00	NQ	Futures	12875.86	12886.86	12850.96	12855.59	2439.0
2020-09-17 01:00:00	NQ	Futures	12856.46	12903.65	12850.38	12896.12	3240.0
2020-09-17 01:30:00	NQ	Futures	12896.41	12911.46	12873.54	12879.91	3561.0

> showing 50 of 3,540 rows — these rows as CSV

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