PREVIEW / futures_30min / 2020-09-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-28.parquet
  size:    96 KB
  rows:    3,501

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
2020-09-28 00:00:00	ES	Futures	3696.97	3699.49	3696.97	3699.49	2362.0
2020-09-28 00:30:00	ES	Futures	3699.49	3699.49	3696.13	3698.65	2888.0
2020-09-28 01:00:00	ES	Futures	3698.65	3703.13	3698.65	3703.13	5652.0
2020-09-28 01:30:00	ES	Futures	3702.85	3709.57	3701.45	3709.29	6969.0
2020-09-28 02:00:00	ES	Futures	3709.29	3713.49	3706.77	3713.21	7516.0
2020-09-28 02:30:00	ES	Futures	3713.21	3713.49	3706.77	3707.05	5328.0
2020-09-28 03:00:00	ES	Futures	3706.77	3711.53	3703.69	3710.41	14156.0
2020-09-28 03:30:00	ES	Futures	3710.41	3715.45	3709.57	3712.09	8796.0
2020-09-28 04:00:00	ES	Futures	3711.81	3717.41	3707.05	3714.61	10797.0
2020-09-28 04:30:00	ES	Futures	3714.89	3719.09	3710.41	3711.53	8741.0
2020-09-28 05:00:00	ES	Futures	3711.81	3714.61	3710.97	3714.33	6236.0
2020-09-28 05:30:00	ES	Futures	3714.33	3718.81	3713.21	3717.41	7749.0
2020-09-28 06:00:00	ES	Futures	3717.41	3734.5	3716.01	3731.42	18724.0
2020-09-28 06:30:00	ES	Futures	3731.14	3734.22	3729.18	3731.42	10838.0
2020-09-28 07:00:00	ES	Futures	3731.42	3733.1	3726.94	3728.62	12116.0
2020-09-28 07:30:00	ES	Futures	3728.62	3734.22	3728.34	3733.1	10125.0
2020-09-28 08:00:00	ES	Futures	3733.1	3738.7	3731.42	3736.18	14987.0
2020-09-28 08:30:00	ES	Futures	3735.9	3738.14	3733.66	3735.62	11613.0
2020-09-28 09:00:00	ES	Futures	3735.34	3737.02	3731.14	3733.94	17589.0
2020-09-28 09:30:00	ES	Futures	3734.22	3740.94	3721.62	3728.9	159612.0
2020-09-28 10:00:00	ES	Futures	3728.62	3749.34	3723.86	3742.62	133097.0
2020-09-28 10:30:00	ES	Futures	3742.62	3747.94	3729.18	3732.82	117978.0
2020-09-28 11:00:00	ES	Futures	3732.82	3742.62	3731.42	3740.1	83360.0
2020-09-28 11:30:00	ES	Futures	3740.1	3745.7	3736.18	3739.54	90188.0
2020-09-28 12:00:00	ES	Futures	3739.54	3740.66	3732.82	3737.02	62009.0
2020-09-28 12:30:00	ES	Futures	3737.02	3745.7	3733.66	3745.14	70943.0
2020-09-28 13:00:00	ES	Futures	3745.42	3748.5	3740.66	3745.7	44708.0
2020-09-28 13:30:00	ES	Futures	3745.7	3752.15	3745.7	3750.19	40726.0
2020-09-28 14:00:00	ES	Futures	3749.91	3752.15	3745.14	3749.06	57455.0
2020-09-28 14:30:00	ES	Futures	3749.06	3754.11	3747.94	3751.31	43259.0
2020-09-28 15:00:00	ES	Futures	3751.31	3751.87	3744.02	3749.63	57523.0
2020-09-28 15:30:00	ES	Futures	3749.91	3749.91	3737.58	3745.42	198396.0
2020-09-28 16:00:00	ES	Futures	3745.42	3749.63	3741.78	3749.34	54507.0
2020-09-28 16:30:00	ES	Futures	3749.63	3754.67	3748.5	3751.87	10046.0
2020-09-28 18:00:00	ES	Futures	3751.87	3755.23	3749.63	3754.39	4563.0
2020-09-28 18:30:00	ES	Futures	3754.39	3757.19	3753.83	3754.95	2655.0
2020-09-28 19:00:00	ES	Futures	3754.95	3759.43	3754.67	3757.47	2359.0
2020-09-28 19:30:00	ES	Futures	3757.47	3760.27	3756.63	3759.15	2426.0
2020-09-28 20:00:00	ES	Futures	3759.43	3761.11	3756.35	3759.71	4985.0
2020-09-28 20:30:00	ES	Futures	3759.71	3762.79	3758.59	3761.11	3915.0
2020-09-28 21:00:00	ES	Futures	3761.11	3763.07	3756.63	3757.75	5550.0
2020-09-28 21:30:00	ES	Futures	3757.75	3759.15	3756.35	3758.87	4568.0
2020-09-28 22:00:00	ES	Futures	3758.87	3761.67	3757.19	3760.83	4254.0
2020-09-28 22:30:00	ES	Futures	3760.83	3760.83	3757.19	3758.31	2754.0
2020-09-28 23:00:00	ES	Futures	3758.31	3759.15	3756.63	3756.91	2335.0
2020-09-28 23:30:00	ES	Futures	3756.91	3759.15	3755.23	3758.87	3764.0
2020-09-28 00:00:00	NQ	Futures	12942.72	12954.01	12942.72	12951.41	697.0
2020-09-28 00:30:00	NQ	Futures	12951.12	12951.41	12937.22	12946.2	1528.0
2020-09-28 01:00:00	NQ	Futures	12946.78	12967.04	12946.49	12966.75	2691.0
2020-09-28 01:30:00	NQ	Futures	12965.88	12976.3	12958.36	12975.15	3756.0

> showing 50 of 3,501 rows — these rows as CSV

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