PREVIEW / futures_30min / 2020-09-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-09-30.parquet
  size:    101 KB
  rows:    3,552

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
2020-09-30 00:00:00	ES	Futures	3712.93	3716.29	3701.17	3709.57	13707.0
2020-09-30 00:30:00	ES	Futures	3709.57	3714.05	3706.77	3711.25	8599.0
2020-09-30 01:00:00	ES	Futures	3711.25	3716.85	3707.33	3709.85	6122.0
2020-09-30 01:30:00	ES	Futures	3709.85	3710.69	3693.33	3693.61	13853.0
2020-09-30 02:00:00	ES	Futures	3693.61	3700.05	3687.44	3699.49	17517.0
2020-09-30 02:30:00	ES	Futures	3699.49	3704.81	3695.29	3703.97	13571.0
2020-09-30 03:00:00	ES	Futures	3703.97	3716.29	3700.89	3711.53	23490.0
2020-09-30 03:30:00	ES	Futures	3711.53	3719.09	3702.29	3703.41	15528.0
2020-09-30 04:00:00	ES	Futures	3703.41	3710.13	3701.73	3703.41	12315.0
2020-09-30 04:30:00	ES	Futures	3703.69	3708.73	3701.73	3707.05	11965.0
2020-09-30 05:00:00	ES	Futures	3706.77	3707.89	3693.05	3693.89	13826.0
2020-09-30 05:30:00	ES	Futures	3694.17	3707.33	3693.61	3705.93	12045.0
2020-09-30 06:00:00	ES	Futures	3705.93	3710.13	3697.53	3709.29	18441.0
2020-09-30 06:30:00	ES	Futures	3709.57	3726.38	3709.29	3717.41	16311.0
2020-09-30 07:00:00	ES	Futures	3717.41	3721.34	3713.77	3719.09	9599.0
2020-09-30 07:30:00	ES	Futures	3719.09	3719.65	3710.97	3712.65	10551.0
2020-09-30 08:00:00	ES	Futures	3712.65	3723.58	3709.57	3722.74	19062.0
2020-09-30 08:30:00	ES	Futures	3723.02	3734.22	3720.5	3730.02	25340.0
2020-09-30 09:00:00	ES	Futures	3730.02	3737.86	3728.9	3732.82	29820.0
2020-09-30 09:30:00	ES	Futures	3732.82	3756.91	3732.26	3754.67	134295.0
2020-09-30 10:00:00	ES	Futures	3754.67	3768.67	3754.11	3764.47	135868.0
2020-09-30 10:30:00	ES	Futures	3764.75	3772.59	3763.07	3763.91	90796.0
2020-09-30 11:00:00	ES	Futures	3763.91	3778.19	3761.67	3774.83	88346.0
2020-09-30 11:30:00	ES	Futures	3774.83	3776.51	3767.55	3774.55	65597.0
2020-09-30 12:00:00	ES	Futures	3774.83	3782.68	3774.27	3781.56	48675.0
2020-09-30 12:30:00	ES	Futures	3781.28	3783.24	3774.27	3777.63	49750.0
2020-09-30 13:00:00	ES	Futures	3777.63	3778.47	3767.83	3772.59	60972.0
2020-09-30 13:30:00	ES	Futures	3772.87	3782.68	3772.31	3782.4	51103.0
2020-09-30 14:00:00	ES	Futures	3782.4	3791.36	3761.11	3772.59	171939.0
2020-09-30 14:30:00	ES	Futures	3772.59	3772.59	3745.42	3764.19	174869.0
2020-09-30 15:00:00	ES	Futures	3763.91	3767.55	3730.02	3745.14	194925.0
2020-09-30 15:30:00	ES	Futures	3745.42	3768.95	3737.3	3752.99	305122.0
2020-09-30 16:00:00	ES	Futures	3752.71	3755.51	3735.34	3740.94	107907.0
2020-09-30 16:30:00	ES	Futures	3742.62	3743.18	3736.18	3740.38	7997.0
2020-09-30 18:00:00	ES	Futures	3747.38	3760.27	3745.7	3758.03	10913.0
2020-09-30 18:30:00	ES	Futures	3758.31	3762.23	3754.11	3761.67	4909.0
2020-09-30 19:00:00	ES	Futures	3761.67	3765.31	3760.27	3761.95	6029.0
2020-09-30 19:30:00	ES	Futures	3761.95	3766.43	3761.39	3766.15	5059.0
2020-09-30 20:00:00	ES	Futures	3766.43	3768.39	3759.43	3764.19	9393.0
2020-09-30 20:30:00	ES	Futures	3763.91	3766.43	3759.15	3759.99	4506.0
2020-09-30 21:00:00	ES	Futures	3759.99	3775.39	3759.43	3772.03	8648.0
2020-09-30 21:30:00	ES	Futures	3772.31	3777.91	3770.35	3775.95	5746.0
2020-09-30 22:00:00	ES	Futures	3775.67	3778.75	3772.87	3775.67	3600.0
2020-09-30 22:30:00	ES	Futures	3775.67	3778.19	3774.55	3776.51	2153.0
2020-09-30 23:00:00	ES	Futures	3776.51	3777.91	3774.55	3774.83	1674.0
2020-09-30 23:30:00	ES	Futures	3775.11	3775.39	3771.47	3774.27	2708.0
2020-09-30 00:00:00	NQ	Futures	13040.85	13058.22	13004.67	13033.33	6473.0
2020-09-30 00:30:00	NQ	Futures	13033.33	13054.75	13020.88	13045.2	3829.0
2020-09-30 01:00:00	NQ	Futures	13044.62	13067.77	13022.04	13042.3	3766.0
2020-09-30 01:30:00	NQ	Futures	13040.28	13042.59	12959.8	12962.41	7554.0

> showing 50 of 3,552 rows — these rows as CSV

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