PREVIEW / futures_30min / 2020-09-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-23.parquet
  size:    101 KB
  rows:    3,546

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
2020-09-23 00:00:00	ES	Futures	3695.57	3699.49	3692.21	3696.13	3535.0
2020-09-23 00:30:00	ES	Futures	3696.13	3698.65	3694.73	3696.97	2065.0
2020-09-23 01:00:00	ES	Futures	3697.25	3705.65	3696.97	3705.37	4626.0
2020-09-23 01:30:00	ES	Futures	3705.37	3707.05	3703.13	3706.21	3865.0
2020-09-23 02:00:00	ES	Futures	3706.49	3707.61	3698.09	3699.49	8637.0
2020-09-23 02:30:00	ES	Futures	3699.49	3703.41	3698.09	3701.73	5702.0
2020-09-23 03:00:00	ES	Futures	3701.73	3703.13	3691.65	3697.25	15652.0
2020-09-23 03:30:00	ES	Futures	3697.25	3708.45	3697.25	3705.65	12837.0
2020-09-23 04:00:00	ES	Futures	3705.65	3711.53	3704.25	3710.69	13065.0
2020-09-23 04:30:00	ES	Futures	3710.97	3715.45	3710.69	3714.89	12599.0
2020-09-23 05:00:00	ES	Futures	3714.61	3716.85	3713.21	3714.61	13978.0
2020-09-23 05:30:00	ES	Futures	3714.61	3719.09	3713.21	3718.53	5940.0
2020-09-23 06:00:00	ES	Futures	3718.25	3718.53	3712.37	3713.49	6287.0
2020-09-23 06:30:00	ES	Futures	3713.77	3719.37	3711.81	3717.13	8834.0
2020-09-23 07:00:00	ES	Futures	3717.13	3717.69	3709.01	3710.97	10426.0
2020-09-23 07:30:00	ES	Futures	3710.97	3716.01	3706.49	3707.33	11887.0
2020-09-23 08:00:00	ES	Futures	3707.33	3708.73	3704.53	3708.45	14118.0
2020-09-23 08:30:00	ES	Futures	3708.45	3710.97	3702.29	3704.53	18402.0
2020-09-23 09:00:00	ES	Futures	3704.53	3708.17	3703.41	3707.33	22053.0
2020-09-23 09:30:00	ES	Futures	3707.61	3711.25	3694.45	3695.85	170064.0
2020-09-23 10:00:00	ES	Futures	3695.85	3700.33	3685.2	3693.05	116990.0
2020-09-23 10:30:00	ES	Futures	3693.05	3695.85	3680.72	3687.16	143107.0
2020-09-23 11:00:00	ES	Futures	3687.16	3693.61	3679.32	3682.12	91602.0
2020-09-23 11:30:00	ES	Futures	3681.84	3684.36	3668.4	3669.24	107546.0
2020-09-23 12:00:00	ES	Futures	3669.24	3677.36	3665.04	3673.72	103973.0
2020-09-23 12:30:00	ES	Futures	3673.72	3682.4	3670.92	3682.12	53757.0
2020-09-23 13:00:00	ES	Futures	3682.4	3682.96	3672.88	3673.16	50180.0
2020-09-23 13:30:00	ES	Futures	3673.44	3674.84	3659.43	3663.64	70850.0
2020-09-23 14:00:00	ES	Futures	3663.36	3663.92	3636.47	3639.83	138817.0
2020-09-23 14:30:00	ES	Futures	3639.83	3643.75	3623.3	3625.54	128013.0
2020-09-23 15:00:00	ES	Futures	3625.54	3630.02	3613.22	3625.82	204046.0
2020-09-23 15:30:00	ES	Futures	3626.1	3630.02	3608.74	3615.18	233069.0
2020-09-23 16:00:00	ES	Futures	3615.18	3621.06	3613.22	3620.78	60179.0
2020-09-23 16:30:00	ES	Futures	3619.94	3621.62	3618.54	3619.94	6720.0
2020-09-23 18:00:00	ES	Futures	3616.58	3624.42	3615.46	3623.02	7557.0
2020-09-23 18:30:00	ES	Futures	3623.02	3624.14	3614.34	3616.3	4182.0
2020-09-23 19:00:00	ES	Futures	3616.3	3619.38	3596.41	3597.53	10202.0
2020-09-23 19:30:00	ES	Futures	3597.53	3608.46	3597.25	3603.7	10700.0
2020-09-23 20:00:00	ES	Futures	3603.98	3614.06	3600.33	3611.82	13517.0
2020-09-23 20:30:00	ES	Futures	3611.82	3623.86	3608.74	3623.3	10161.0
2020-09-23 21:00:00	ES	Futures	3623.58	3629.18	3617.14	3626.66	13083.0
2020-09-23 21:30:00	ES	Futures	3626.66	3629.18	3613.22	3614.9	11252.0
2020-09-23 22:00:00	ES	Futures	3614.62	3627.22	3613.78	3623.58	7973.0
2020-09-23 22:30:00	ES	Futures	3623.58	3624.14	3615.18	3619.66	7532.0
2020-09-23 23:00:00	ES	Futures	3619.38	3622.18	3614.62	3616.58	4170.0
2020-09-23 23:30:00	ES	Futures	3616.58	3621.62	3615.74	3617.98	3948.0
2020-09-23 00:00:00	NQ	Futures	12859.94	12871.52	12835.62	12857.91	2131.0
2020-09-23 00:30:00	NQ	Futures	12858.78	12874.12	12854.44	12868.62	1358.0
2020-09-23 01:00:00	NQ	Futures	12868.91	12905.38	12868.62	12901.62	2956.0
2020-09-23 01:30:00	NQ	Futures	12902.2	12912.33	12890.91	12902.2	2511.0

> showing 50 of 3,546 rows — these rows as CSV

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