PREVIEW / futures_30min / 2020-09-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-21.parquet
  size:    104 KB
  rows:    3,529

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
2020-09-21 00:00:00	ES	Futures	3707.61	3709.01	3705.65	3706.77	1739.0
2020-09-21 00:30:00	ES	Futures	3706.49	3708.17	3700.61	3701.45	3091.0
2020-09-21 01:00:00	ES	Futures	3701.45	3704.53	3696.69	3696.69	4449.0
2020-09-21 01:30:00	ES	Futures	3696.69	3697.81	3688.56	3695.57	7146.0
2020-09-21 02:00:00	ES	Futures	3695.29	3697.81	3689.96	3694.73	7219.0
2020-09-21 02:30:00	ES	Futures	3694.73	3700.05	3693.33	3699.77	5957.0
2020-09-21 03:00:00	ES	Futures	3700.05	3703.97	3677.64	3682.4	27363.0
2020-09-21 03:30:00	ES	Futures	3682.4	3682.96	3664.48	3676.8	32173.0
2020-09-21 04:00:00	ES	Futures	3676.8	3677.64	3654.67	3660.27	24820.0
2020-09-21 04:30:00	ES	Futures	3660.27	3660.84	3638.15	3646.27	40941.0
2020-09-21 05:00:00	ES	Futures	3645.99	3663.92	3643.19	3657.19	31352.0
2020-09-21 05:30:00	ES	Futures	3657.47	3658.87	3642.35	3649.07	22329.0
2020-09-21 06:00:00	ES	Futures	3648.79	3657.75	3645.99	3655.51	18282.0
2020-09-21 06:30:00	ES	Futures	3655.79	3662.24	3654.11	3659.15	15113.0
2020-09-21 07:00:00	ES	Futures	3659.43	3660.27	3647.95	3648.79	14799.0
2020-09-21 07:30:00	ES	Futures	3648.51	3662.24	3647.11	3661.4	16015.0
2020-09-21 08:00:00	ES	Futures	3661.4	3661.4	3644.59	3645.99	23575.0
2020-09-21 08:30:00	ES	Futures	3646.27	3651.87	3639.83	3651.31	27845.0
2020-09-21 09:00:00	ES	Futures	3651.31	3654.11	3644.03	3650.19	37257.0
2020-09-21 09:30:00	ES	Futures	3650.19	3659.43	3627.5	3644.87	240970.0
2020-09-21 10:00:00	ES	Futures	3644.87	3648.79	3614.06	3616.3	173107.0
2020-09-21 10:30:00	ES	Futures	3616.3	3621.06	3605.1	3615.74	187513.0
2020-09-21 11:00:00	ES	Futures	3616.02	3628.9	3606.78	3613.5	111089.0
2020-09-21 11:30:00	ES	Futures	3613.22	3628.34	3606.78	3626.1	121795.0
2020-09-21 12:00:00	ES	Futures	3626.1	3636.47	3624.7	3633.39	103826.0
2020-09-21 12:30:00	ES	Futures	3633.67	3636.47	3619.1	3621.9	148987.0
2020-09-21 13:00:00	ES	Futures	3622.18	3635.07	3614.9	3634.51	188560.0
2020-09-21 13:30:00	ES	Futures	3634.51	3639.27	3621.06	3626.38	127791.0
2020-09-21 14:00:00	ES	Futures	3626.38	3628.9	3616.02	3622.18	103300.0
2020-09-21 14:30:00	ES	Futures	3622.18	3625.82	3609.58	3623.58	86653.0
2020-09-21 15:00:00	ES	Futures	3623.86	3645.99	3622.18	3641.51	113999.0
2020-09-21 15:30:00	ES	Futures	3641.79	3665.32	3636.47	3664.2	208888.0
2020-09-21 16:00:00	ES	Futures	3664.48	3670.92	3663.92	3668.96	73264.0
2020-09-21 16:30:00	ES	Futures	3668.12	3674.0	3667.28	3667.84	9887.0
2020-09-21 18:00:00	ES	Futures	3665.32	3670.36	3663.08	3668.12	5725.0
2020-09-21 18:30:00	ES	Futures	3667.84	3670.92	3666.72	3669.8	1908.0
2020-09-21 19:00:00	ES	Futures	3669.8	3670.36	3667.0	3670.08	2414.0
2020-09-21 19:30:00	ES	Futures	3670.08	3678.76	3669.8	3677.36	5034.0
2020-09-21 20:00:00	ES	Futures	3677.64	3685.48	3675.68	3683.24	7805.0
2020-09-21 20:30:00	ES	Futures	3682.96	3683.24	3674.0	3678.2	6444.0
2020-09-21 21:00:00	ES	Futures	3678.2	3678.48	3660.56	3665.32	11414.0
2020-09-21 21:30:00	ES	Futures	3665.32	3671.76	3662.52	3664.48	7561.0
2020-09-21 22:00:00	ES	Futures	3664.48	3668.96	3657.75	3658.87	7887.0
2020-09-21 22:30:00	ES	Futures	3659.15	3664.48	3659.15	3663.64	5771.0
2020-09-21 23:00:00	ES	Futures	3663.92	3671.2	3661.96	3670.08	5094.0
2020-09-21 23:30:00	ES	Futures	3669.8	3671.48	3665.88	3665.88	3133.0
2020-09-21 00:00:00	NQ	Futures	12631.55	12637.34	12617.94	12626.05	1103.0
2020-09-21 00:30:00	NQ	Futures	12626.62	12633.86	12597.97	12602.89	1647.0
2020-09-21 01:00:00	NQ	Futures	12602.02	12616.2	12581.18	12582.91	2265.0
2020-09-21 01:30:00	NQ	Futures	12582.63	12586.1	12538.05	12578.86	3710.0

> showing 50 of 3,529 rows — these rows as CSV

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