PREVIEW / futures_30min / 2020-09-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-24.parquet
  size:    97 KB
  rows:    3,536

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
2020-09-24 00:00:00	ES	Futures	3617.98	3622.74	3616.86	3618.26	3431.0
2020-09-24 00:30:00	ES	Futures	3618.26	3618.82	3598.37	3600.05	13681.0
2020-09-24 01:00:00	ES	Futures	3599.77	3609.02	3596.41	3606.22	10686.0
2020-09-24 01:30:00	ES	Futures	3606.22	3613.5	3602.02	3613.5	6917.0
2020-09-24 02:00:00	ES	Futures	3613.78	3617.7	3600.61	3605.66	10693.0
2020-09-24 02:30:00	ES	Futures	3605.94	3607.62	3596.69	3599.77	11044.0
2020-09-24 03:00:00	ES	Futures	3599.49	3615.18	3599.21	3605.1	17515.0
2020-09-24 03:30:00	ES	Futures	3605.1	3622.18	3602.3	3618.82	15824.0
2020-09-24 04:00:00	ES	Futures	3618.82	3621.34	3606.22	3611.54	17562.0
2020-09-24 04:30:00	ES	Futures	3611.26	3617.42	3608.46	3612.1	10418.0
2020-09-24 05:00:00	ES	Futures	3612.1	3614.62	3604.82	3613.22	12609.0
2020-09-24 05:30:00	ES	Futures	3613.22	3616.3	3608.74	3613.78	12150.0
2020-09-24 06:00:00	ES	Futures	3613.78	3624.42	3613.5	3622.46	11460.0
2020-09-24 06:30:00	ES	Futures	3622.46	3626.1	3619.66	3622.18	9838.0
2020-09-24 07:00:00	ES	Futures	3621.9	3623.02	3614.34	3617.42	8533.0
2020-09-24 07:30:00	ES	Futures	3617.42	3618.82	3605.66	3607.62	16381.0
2020-09-24 08:00:00	ES	Futures	3607.62	3610.7	3598.93	3606.22	26665.0
2020-09-24 08:30:00	ES	Futures	3606.22	3606.78	3586.89	3592.77	47106.0
2020-09-24 09:00:00	ES	Futures	3593.05	3600.89	3584.65	3598.65	41915.0
2020-09-24 09:30:00	ES	Futures	3598.93	3617.14	3582.97	3609.58	238235.0
2020-09-24 10:00:00	ES	Futures	3609.3	3637.31	3609.3	3615.18	198546.0
2020-09-24 10:30:00	ES	Futures	3615.18	3621.9	3599.21	3620.78	167489.0
2020-09-24 11:00:00	ES	Futures	3620.5	3624.98	3605.94	3619.1	124299.0
2020-09-24 11:30:00	ES	Futures	3618.82	3636.19	3617.42	3635.91	104233.0
2020-09-24 12:00:00	ES	Futures	3636.19	3644.87	3634.51	3638.43	110351.0
2020-09-24 12:30:00	ES	Futures	3638.43	3643.19	3624.7	3642.35	108507.0
2020-09-24 13:00:00	ES	Futures	3642.35	3657.47	3641.23	3656.07	126815.0
2020-09-24 13:30:00	ES	Futures	3656.35	3661.68	3648.51	3650.47	78152.0
2020-09-24 14:00:00	ES	Futures	3650.19	3653.55	3633.39	3636.47	80957.0
2020-09-24 14:30:00	ES	Futures	3636.19	3647.95	3617.14	3618.54	112023.0
2020-09-24 15:00:00	ES	Futures	3618.82	3628.9	3606.5	3610.98	142810.0
2020-09-24 15:30:00	ES	Futures	3610.98	3633.67	3606.22	3624.7	191207.0
2020-09-24 16:00:00	ES	Futures	3624.7	3630.3	3622.46	3627.78	46724.0
2020-09-24 16:30:00	ES	Futures	3627.5	3634.23	3626.38	3630.87	5674.0
2020-09-24 18:00:00	ES	Futures	3633.95	3640.67	3633.11	3638.15	4596.0
2020-09-24 18:30:00	ES	Futures	3638.43	3642.35	3636.47	3637.59	2735.0
2020-09-24 19:00:00	ES	Futures	3637.59	3646.27	3636.75	3643.75	3615.0
2020-09-24 19:30:00	ES	Futures	3643.75	3647.11	3642.35	3645.15	2920.0
2020-09-24 20:00:00	ES	Futures	3644.87	3648.79	3639.55	3640.39	7555.0
2020-09-24 20:30:00	ES	Futures	3640.39	3646.83	3638.71	3645.43	4334.0
2020-09-24 21:00:00	ES	Futures	3645.71	3651.03	3644.59	3648.79	5562.0
2020-09-24 21:30:00	ES	Futures	3648.51	3649.35	3644.87	3645.43	4069.0
2020-09-24 22:00:00	ES	Futures	3645.43	3648.79	3644.59	3645.71	2691.0
2020-09-24 22:30:00	ES	Futures	3645.71	3646.83	3642.35	3644.03	4134.0
2020-09-24 23:00:00	ES	Futures	3644.03	3649.63	3644.03	3646.83	2706.0
2020-09-24 23:30:00	ES	Futures	3646.55	3647.39	3640.39	3643.47	3904.0
2020-09-24 00:00:00	NQ	Futures	12513.73	12542.68	12511.42	12523.86	2445.0
2020-09-24 00:30:00	NQ	Futures	12524.73	12526.47	12427.47	12434.13	6522.0
2020-09-24 01:00:00	NQ	Futures	12435.58	12463.94	12406.34	12455.55	5120.0
2020-09-24 01:30:00	NQ	Futures	12454.68	12491.15	12442.81	12487.68	3976.0

> showing 50 of 3,536 rows — these rows as CSV

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