PREVIEW / futures_30min / 2020-09-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-29.parquet
  size:    95 KB
  rows:    3,506

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
2020-09-29 00:00:00	ES	Futures	3758.87	3762.79	3758.59	3762.23	2570.0
2020-09-29 00:30:00	ES	Futures	3762.23	3766.43	3760.27	3766.15	5626.0
2020-09-29 01:00:00	ES	Futures	3766.43	3767.83	3759.71	3759.99	10060.0
2020-09-29 01:30:00	ES	Futures	3759.99	3762.23	3756.35	3761.95	7666.0
2020-09-29 02:00:00	ES	Futures	3762.23	3762.79	3754.11	3756.91	7423.0
2020-09-29 02:30:00	ES	Futures	3756.91	3756.91	3749.91	3751.59	11385.0
2020-09-29 03:00:00	ES	Futures	3751.31	3752.99	3735.62	3743.74	20246.0
2020-09-29 03:30:00	ES	Futures	3744.02	3744.58	3739.26	3742.06	12991.0
2020-09-29 04:00:00	ES	Futures	3742.34	3744.02	3733.1	3742.34	14354.0
2020-09-29 04:30:00	ES	Futures	3742.06	3746.54	3740.66	3743.74	9186.0
2020-09-29 05:00:00	ES	Futures	3743.46	3746.82	3739.26	3740.94	8686.0
2020-09-29 05:30:00	ES	Futures	3741.22	3747.38	3737.58	3745.98	9915.0
2020-09-29 06:00:00	ES	Futures	3746.26	3750.19	3744.3	3750.19	8517.0
2020-09-29 06:30:00	ES	Futures	3750.47	3750.75	3744.02	3746.26	7942.0
2020-09-29 07:00:00	ES	Futures	3746.26	3752.15	3745.98	3746.82	9416.0
2020-09-29 07:30:00	ES	Futures	3746.82	3747.1	3742.06	3743.18	10373.0
2020-09-29 08:00:00	ES	Futures	3743.46	3744.86	3738.7	3744.86	11340.0
2020-09-29 08:30:00	ES	Futures	3744.86	3747.38	3742.9	3745.98	9490.0
2020-09-29 09:00:00	ES	Futures	3745.7	3746.82	3741.22	3742.9	12975.0
2020-09-29 09:30:00	ES	Futures	3742.9	3747.94	3736.46	3741.5	122544.0
2020-09-29 10:00:00	ES	Futures	3741.78	3751.31	3737.86	3747.38	94767.0
2020-09-29 10:30:00	ES	Futures	3747.38	3748.78	3727.5	3731.14	118244.0
2020-09-29 11:00:00	ES	Futures	3730.86	3734.22	3725.82	3729.74	86751.0
2020-09-29 11:30:00	ES	Futures	3730.02	3735.62	3717.97	3721.9	104224.0
2020-09-29 12:00:00	ES	Futures	3721.9	3723.58	3716.85	3722.18	66169.0
2020-09-29 12:30:00	ES	Futures	3722.18	3728.62	3720.78	3727.78	48627.0
2020-09-29 13:00:00	ES	Futures	3728.06	3728.34	3715.73	3726.94	68974.0
2020-09-29 13:30:00	ES	Futures	3726.94	3738.14	3726.66	3734.22	56757.0
2020-09-29 14:00:00	ES	Futures	3734.5	3738.7	3730.58	3738.14	41258.0
2020-09-29 14:30:00	ES	Futures	3738.42	3741.5	3734.5	3735.06	39397.0
2020-09-29 15:00:00	ES	Futures	3735.34	3740.38	3730.86	3732.54	46613.0
2020-09-29 15:30:00	ES	Futures	3732.82	3735.06	3724.42	3724.98	125628.0
2020-09-29 16:00:00	ES	Futures	3724.98	3738.98	3724.14	3735.34	44855.0
2020-09-29 16:30:00	ES	Futures	3735.9	3737.02	3730.3	3730.58	5355.0
2020-09-29 18:00:00	ES	Futures	3730.86	3734.22	3728.06	3732.82	5010.0
2020-09-29 18:30:00	ES	Futures	3732.82	3738.98	3730.3	3735.9	5042.0
2020-09-29 19:00:00	ES	Futures	3736.18	3739.82	3735.9	3738.7	3835.0
2020-09-29 19:30:00	ES	Futures	3738.7	3739.26	3735.9	3737.86	2504.0
2020-09-29 20:00:00	ES	Futures	3737.58	3742.62	3736.74	3740.38	5852.0
2020-09-29 20:30:00	ES	Futures	3740.66	3740.66	3734.78	3736.46	4994.0
2020-09-29 21:00:00	ES	Futures	3735.9	3748.22	3735.34	3747.66	11813.0
2020-09-29 21:30:00	ES	Futures	3747.66	3749.34	3744.58	3748.78	9536.0
2020-09-29 22:00:00	ES	Futures	3748.78	3762.51	3747.1	3759.15	15566.0
2020-09-29 22:30:00	ES	Futures	3759.43	3759.43	3728.9	3733.66	29054.0
2020-09-29 23:00:00	ES	Futures	3733.66	3734.78	3717.13	3721.62	19909.0
2020-09-29 23:30:00	ES	Futures	3721.62	3722.46	3712.65	3713.21	12084.0
2020-09-29 00:00:00	NQ	Futures	13213.09	13230.75	13210.77	13227.85	1683.0
2020-09-29 00:30:00	NQ	Futures	13228.14	13251.88	13218.88	13250.72	2060.0
2020-09-29 01:00:00	NQ	Futures	13251.3	13256.22	13225.82	13226.69	4549.0
2020-09-29 01:30:00	NQ	Futures	13226.4	13242.04	13213.09	13240.59	4047.0

> showing 50 of 3,506 rows — these rows as CSV

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