PREVIEW / futures_30min / 2020-09-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-22.parquet
  size:    98 KB
  rows:    3,525

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
2020-09-22 00:00:00	ES	Futures	3665.88	3666.44	3661.96	3663.36	3719.0
2020-09-22 00:30:00	ES	Futures	3663.36	3668.68	3663.36	3668.12	1836.0
2020-09-22 01:00:00	ES	Futures	3668.12	3668.68	3658.59	3660.27	4619.0
2020-09-22 01:30:00	ES	Futures	3660.56	3661.4	3652.15	3653.83	6759.0
2020-09-22 02:00:00	ES	Futures	3654.11	3663.08	3652.15	3656.07	10496.0
2020-09-22 02:30:00	ES	Futures	3655.79	3659.43	3652.71	3658.31	8814.0
2020-09-22 03:00:00	ES	Futures	3658.31	3661.4	3648.51	3654.39	16152.0
2020-09-22 03:30:00	ES	Futures	3654.39	3661.12	3650.47	3660.27	14799.0
2020-09-22 04:00:00	ES	Futures	3660.27	3670.64	3659.43	3665.88	16094.0
2020-09-22 04:30:00	ES	Futures	3665.6	3668.4	3658.03	3663.36	8144.0
2020-09-22 05:00:00	ES	Futures	3663.36	3675.96	3661.68	3674.0	13131.0
2020-09-22 05:30:00	ES	Futures	3673.72	3675.4	3671.48	3672.04	7626.0
2020-09-22 06:00:00	ES	Futures	3671.76	3676.24	3668.96	3675.68	8517.0
2020-09-22 06:30:00	ES	Futures	3675.68	3678.2	3673.16	3673.72	8539.0
2020-09-22 07:00:00	ES	Futures	3673.72	3680.16	3670.64	3680.16	11337.0
2020-09-22 07:30:00	ES	Futures	3680.44	3682.12	3660.56	3665.04	26011.0
2020-09-22 08:00:00	ES	Futures	3664.48	3669.8	3662.52	3668.68	20521.0
2020-09-22 08:30:00	ES	Futures	3668.96	3676.8	3668.12	3672.32	23093.0
2020-09-22 09:00:00	ES	Futures	3672.6	3682.12	3672.04	3681.56	26514.0
2020-09-22 09:30:00	ES	Futures	3681.56	3688.0	3663.92	3669.24	184386.0
2020-09-22 10:00:00	ES	Futures	3668.96	3684.36	3667.56	3684.08	141250.0
2020-09-22 10:30:00	ES	Futures	3683.8	3686.04	3655.79	3656.35	130964.0
2020-09-22 11:00:00	ES	Futures	3656.63	3668.12	3651.03	3665.88	115566.0
2020-09-22 11:30:00	ES	Futures	3665.88	3672.04	3656.07	3670.92	67741.0
2020-09-22 12:00:00	ES	Futures	3670.64	3678.48	3670.08	3675.68	52238.0
2020-09-22 12:30:00	ES	Futures	3675.68	3677.92	3662.8	3667.28	47688.0
2020-09-22 13:00:00	ES	Futures	3667.0	3679.6	3665.6	3678.48	42188.0
2020-09-22 13:30:00	ES	Futures	3678.48	3687.72	3676.52	3687.44	50481.0
2020-09-22 14:00:00	ES	Futures	3687.16	3696.13	3687.16	3691.09	73693.0
2020-09-22 14:30:00	ES	Futures	3691.09	3693.89	3686.88	3688.56	59923.0
2020-09-22 15:00:00	ES	Futures	3688.56	3701.17	3685.48	3700.05	58121.0
2020-09-22 15:30:00	ES	Futures	3700.33	3707.89	3693.61	3701.45	158803.0
2020-09-22 16:00:00	ES	Futures	3701.45	3701.73	3693.05	3696.41	45365.0
2020-09-22 16:30:00	ES	Futures	3697.25	3700.05	3695.29	3698.09	5755.0
2020-09-22 18:00:00	ES	Futures	3701.45	3701.73	3693.05	3696.13	4430.0
2020-09-22 18:30:00	ES	Futures	3696.13	3701.73	3690.81	3691.37	5241.0
2020-09-22 19:00:00	ES	Futures	3691.37	3693.89	3689.96	3693.05	4065.0
2020-09-22 19:30:00	ES	Futures	3693.05	3700.61	3691.93	3700.05	6739.0
2020-09-22 20:00:00	ES	Futures	3700.33	3703.69	3697.81	3700.33	7850.0
2020-09-22 20:30:00	ES	Futures	3699.77	3702.01	3690.53	3690.81	7781.0
2020-09-22 21:00:00	ES	Futures	3691.09	3693.89	3687.72	3689.96	6638.0
2020-09-22 21:30:00	ES	Futures	3689.68	3699.21	3688.28	3698.37	6521.0
2020-09-22 22:00:00	ES	Futures	3698.37	3700.61	3692.49	3693.89	5847.0
2020-09-22 22:30:00	ES	Futures	3693.61	3695.57	3690.53	3692.21	3754.0
2020-09-22 23:00:00	ES	Futures	3692.49	3696.41	3689.68	3696.13	4554.0
2020-09-22 23:30:00	ES	Futures	3695.85	3699.21	3694.73	3695.85	2718.0
2020-09-22 00:00:00	NQ	Futures	12696.68	12699.57	12676.99	12686.83	2700.0
2020-09-22 00:30:00	NQ	Futures	12686.54	12710.57	12686.26	12706.81	1203.0
2020-09-22 01:00:00	NQ	Futures	12707.97	12708.25	12669.47	12679.89	2087.0
2020-09-22 01:30:00	NQ	Futures	12678.73	12682.78	12640.81	12649.2	3275.0

> showing 50 of 3,525 rows — these rows as CSV

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