PREVIEW / futures_30min / 2020-09-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-25.parquet
  size:    84 KB
  rows:    2,863

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
2020-09-25 00:00:00	ES	Futures	3643.47	3645.43	3641.79	3644.03	1898.0
2020-09-25 00:30:00	ES	Futures	3644.03	3649.63	3643.19	3648.23	2728.0
2020-09-25 01:00:00	ES	Futures	3648.23	3650.19	3644.31	3644.87	2574.0
2020-09-25 01:30:00	ES	Futures	3644.87	3649.35	3638.71	3639.55	4301.0
2020-09-25 02:00:00	ES	Futures	3639.83	3641.23	3632.27	3634.79	6658.0
2020-09-25 02:30:00	ES	Futures	3635.07	3641.23	3634.23	3640.39	4961.0
2020-09-25 03:00:00	ES	Futures	3640.39	3640.67	3628.9	3638.15	14266.0
2020-09-25 03:30:00	ES	Futures	3638.15	3638.99	3624.7	3626.94	9256.0
2020-09-25 04:00:00	ES	Futures	3627.22	3631.15	3621.62	3623.86	11560.0
2020-09-25 04:30:00	ES	Futures	3623.58	3631.43	3622.74	3630.3	11576.0
2020-09-25 05:00:00	ES	Futures	3630.02	3633.39	3623.3	3624.7	12935.0
2020-09-25 05:30:00	ES	Futures	3624.42	3624.7	3613.5	3620.22	21676.0
2020-09-25 06:00:00	ES	Futures	3619.94	3622.18	3607.62	3608.18	18618.0
2020-09-25 06:30:00	ES	Futures	3608.18	3612.38	3596.97	3598.93	23871.0
2020-09-25 07:00:00	ES	Futures	3599.21	3607.06	3592.49	3603.14	27328.0
2020-09-25 07:30:00	ES	Futures	3603.14	3616.58	3598.09	3614.9	20684.0
2020-09-25 08:00:00	ES	Futures	3614.62	3619.66	3611.54	3616.3	22806.0
2020-09-25 08:30:00	ES	Futures	3616.02	3620.78	3610.14	3619.38	23584.0
2020-09-25 09:00:00	ES	Futures	3619.38	3622.74	3613.22	3614.06	29299.0
2020-09-25 09:30:00	ES	Futures	3614.06	3626.66	3609.3	3624.7	177406.0
2020-09-25 10:00:00	ES	Futures	3624.7	3633.11	3603.14	3630.87	168396.0
2020-09-25 10:30:00	ES	Futures	3630.87	3644.59	3626.38	3638.99	120264.0
2020-09-25 11:00:00	ES	Futures	3639.27	3650.75	3632.27	3645.99	82634.0
2020-09-25 11:30:00	ES	Futures	3645.99	3649.63	3633.11	3633.67	72055.0
2020-09-25 12:00:00	ES	Futures	3633.67	3650.47	3633.39	3641.79	49678.0
2020-09-25 12:30:00	ES	Futures	3641.79	3650.19	3638.15	3649.07	40972.0
2020-09-25 13:00:00	ES	Futures	3649.35	3657.19	3645.99	3654.67	72567.0
2020-09-25 13:30:00	ES	Futures	3654.67	3665.04	3654.11	3663.36	62379.0
2020-09-25 14:00:00	ES	Futures	3663.08	3672.6	3662.24	3670.64	75261.0
2020-09-25 14:30:00	ES	Futures	3670.92	3676.8	3666.72	3676.24	61628.0
2020-09-25 15:00:00	ES	Futures	3676.24	3693.05	3675.12	3689.96	101807.0
2020-09-25 15:30:00	ES	Futures	3689.68	3690.53	3677.08	3683.24	179753.0
2020-09-25 16:00:00	ES	Futures	3682.96	3686.04	3678.76	3683.24	51673.0
2020-09-25 16:30:00	ES	Futures	3684.36	3686.04	3679.6	3681.0	5845.0
2020-09-25 00:00:00	NQ	Futures	12659.62	12673.81	12653.55	12663.39	1437.0
2020-09-25 00:30:00	NQ	Futures	12664.55	12683.94	12659.33	12678.73	1523.0
2020-09-25 01:00:00	NQ	Futures	12677.57	12687.7	12657.02	12659.33	2312.0
2020-09-25 01:30:00	NQ	Futures	12660.2	12682.78	12633.28	12639.94	2903.0
2020-09-25 02:00:00	NQ	Futures	12640.23	12648.33	12596.23	12615.62	4356.0
2020-09-25 02:30:00	NQ	Futures	12614.76	12642.55	12609.55	12639.07	3397.0
2020-09-25 03:00:00	NQ	Futures	12638.78	12642.26	12580.02	12636.18	6561.0
2020-09-25 03:30:00	NQ	Futures	12635.02	12646.02	12581.47	12595.07	3784.0
2020-09-25 04:00:00	NQ	Futures	12594.78	12613.6	12570.18	12589.57	4563.0
2020-09-25 04:30:00	NQ	Futures	12589.28	12624.31	12585.52	12617.07	3283.0
2020-09-25 05:00:00	NQ	Futures	12617.94	12629.52	12589.28	12591.31	3215.0
2020-09-25 05:30:00	NQ	Futures	12590.15	12591.02	12556.28	12583.49	5111.0
2020-09-25 06:00:00	NQ	Futures	12583.2	12604.05	12545.57	12548.18	5626.0
2020-09-25 06:30:00	NQ	Futures	12547.31	12567.28	12523.28	12535.44	6748.0
2020-09-25 07:00:00	NQ	Futures	12536.6	12584.65	12520.97	12563.23	8082.0
2020-09-25 07:30:00	NQ	Futures	12563.23	12625.18	12537.76	12608.39	7113.0

> showing 50 of 2,863 rows — these rows as CSV

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