PREVIEW / futures_30min / 2020-09-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-18.parquet
  size:    80 KB
  rows:    2,830

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
2020-09-18 00:00:00	ES	Futures	3746.26	3747.1	3743.74	3745.7	2959.0
2020-09-18 00:30:00	ES	Futures	3745.42	3752.71	3745.42	3749.63	3325.0
2020-09-18 01:00:00	ES	Futures	3749.63	3752.15	3745.42	3751.87	4121.0
2020-09-18 01:30:00	ES	Futures	3751.87	3756.07	3748.78	3755.79	6021.0
2020-09-18 02:00:00	ES	Futures	3755.79	3759.15	3752.43	3758.03	9792.0
2020-09-18 02:30:00	ES	Futures	3757.75	3760.27	3754.39	3756.07	5716.0
2020-09-18 03:00:00	ES	Futures	3755.79	3758.31	3751.03	3754.11	10768.0
2020-09-18 03:30:00	ES	Futures	3754.39	3754.95	3744.58	3749.06	11662.0
2020-09-18 04:00:00	ES	Futures	3749.06	3757.19	3746.54	3755.79	8462.0
2020-09-18 04:30:00	ES	Futures	3755.79	3756.07	3749.91	3752.71	6856.0
2020-09-18 05:00:00	ES	Futures	3752.71	3759.99	3750.47	3758.87	13281.0
2020-09-18 05:30:00	ES	Futures	3758.87	3761.39	3752.43	3753.55	15346.0
2020-09-18 06:00:00	ES	Futures	3753.83	3755.51	3751.31	3754.95	7759.0
2020-09-18 06:30:00	ES	Futures	3755.23	3757.75	3751.59	3755.23	9165.0
2020-09-18 07:00:00	ES	Futures	3755.23	3759.99	3754.11	3759.71	10727.0
2020-09-18 07:30:00	ES	Futures	3759.71	3764.19	3753.83	3755.79	20412.0
2020-09-18 08:00:00	ES	Futures	3755.51	3758.87	3752.71	3756.35	11056.0
2020-09-18 08:30:00	ES	Futures	3756.35	3764.75	3755.23	3764.47	19042.0
2020-09-18 09:00:00	ES	Futures	3764.47	3767.83	3757.47	3758.59	48680.0
2020-09-18 09:30:00	ES	Futures	3758.87	3761.39	3733.38	3742.9	191605.0
2020-09-18 10:00:00	ES	Futures	3742.9	3755.23	3742.34	3748.78	146365.0
2020-09-18 10:30:00	ES	Futures	3748.78	3750.19	3727.22	3730.3	246408.0
2020-09-18 11:00:00	ES	Futures	3730.3	3735.9	3723.86	3730.3	159352.0
2020-09-18 11:30:00	ES	Futures	3730.3	3736.74	3719.65	3732.54	96480.0
2020-09-18 12:00:00	ES	Futures	3732.54	3736.74	3717.97	3723.02	198275.0
2020-09-18 12:30:00	ES	Futures	3723.3	3723.58	3705.09	3709.01	182347.0
2020-09-18 13:00:00	ES	Futures	3708.73	3711.53	3688.0	3688.28	119549.0
2020-09-18 13:30:00	ES	Futures	3688.28	3698.37	3675.68	3698.09	134001.0
2020-09-18 14:00:00	ES	Futures	3698.09	3701.73	3688.28	3698.65	84622.0
2020-09-18 14:30:00	ES	Futures	3698.93	3704.53	3693.89	3704.25	63742.0
2020-09-18 15:00:00	ES	Futures	3704.25	3712.65	3702.01	3712.37	75315.0
2020-09-18 15:30:00	ES	Futures	3712.09	3716.01	3704.25	3705.93	199521.0
2020-09-18 16:00:00	ES	Futures	3705.93	3716.85	3703.13	3716.57	78544.0
2020-09-18 16:30:00	ES	Futures	3716.29	3717.41	3713.21	3716.57	9480.0
2020-09-18 00:00:00	NQ	Futures	12824.91	12834.17	12811.31	12827.52	2305.0
2020-09-18 00:30:00	NQ	Futures	12827.23	12871.52	12826.94	12851.54	3067.0
2020-09-18 01:00:00	NQ	Futures	12851.83	12863.41	12820.28	12861.67	4213.0
2020-09-18 01:30:00	NQ	Futures	12861.96	12882.52	12843.73	12879.04	3997.0
2020-09-18 02:00:00	NQ	Futures	12879.04	12902.78	12868.33	12889.46	5038.0
2020-09-18 02:30:00	NQ	Futures	12888.3	12909.73	12867.75	12874.7	4233.0
2020-09-18 03:00:00	NQ	Futures	12873.54	12885.99	12845.75	12869.49	6422.0
2020-09-18 03:30:00	NQ	Futures	12869.78	12874.99	12812.75	12837.07	6786.0
2020-09-18 04:00:00	NQ	Futures	12839.96	12878.46	12821.44	12867.46	5550.0
2020-09-18 04:30:00	NQ	Futures	12868.33	12869.2	12840.25	12856.75	3191.0
2020-09-18 05:00:00	NQ	Futures	12856.75	12888.3	12849.52	12887.44	3524.0
2020-09-18 05:30:00	NQ	Futures	12887.15	12904.51	12861.96	12866.02	5047.0
2020-09-18 06:00:00	NQ	Futures	12866.59	12882.23	12855.02	12877.88	2892.0
2020-09-18 06:30:00	NQ	Futures	12878.75	12888.01	12853.57	12864.86	2877.0
2020-09-18 07:00:00	NQ	Futures	12865.73	12902.78	12860.52	12901.91	3640.0
2020-09-18 07:30:00	NQ	Futures	12902.2	12915.8	12876.73	12887.73	7765.0

> showing 50 of 2,830 rows — these rows as CSV

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