PREVIEW / futures_30min / 2020-10-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-01.parquet
  size:    99 KB
  rows:    3,631

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
2020-10-01 00:00:00	ES	Futures	3774.27	3775.39	3771.75	3775.39	1892.0
2020-10-01 00:30:00	ES	Futures	3775.39	3777.91	3772.31	3772.59	2142.0
2020-10-01 01:00:00	ES	Futures	3772.59	3774.83	3770.63	3771.47	3424.0
2020-10-01 01:30:00	ES	Futures	3771.75	3776.79	3770.07	3776.51	5451.0
2020-10-01 02:00:00	ES	Futures	3776.23	3784.36	3775.67	3784.08	7995.0
2020-10-01 02:30:00	ES	Futures	3784.36	3788.84	3782.68	3786.88	7104.0
2020-10-01 03:00:00	ES	Futures	3786.88	3790.52	3782.4	3788.84	13842.0
2020-10-01 03:30:00	ES	Futures	3789.12	3789.68	3779.88	3783.8	11537.0
2020-10-01 04:00:00	ES	Futures	3783.8	3788.84	3779.32	3783.24	9484.0
2020-10-01 04:30:00	ES	Futures	3783.24	3783.24	3771.47	3775.11	13128.0
2020-10-01 05:00:00	ES	Futures	3775.11	3785.48	3774.27	3785.2	12900.0
2020-10-01 05:30:00	ES	Futures	3785.48	3792.2	3784.08	3790.52	16242.0
2020-10-01 06:00:00	ES	Futures	3790.52	3794.44	3785.2	3790.24	11852.0
2020-10-01 06:30:00	ES	Futures	3789.96	3790.24	3785.48	3788.56	7799.0
2020-10-01 07:00:00	ES	Futures	3788.28	3792.76	3786.6	3790.52	12403.0
2020-10-01 07:30:00	ES	Futures	3790.52	3795.84	3788.84	3793.32	12551.0
2020-10-01 08:00:00	ES	Futures	3793.6	3794.16	3783.52	3788.56	21003.0
2020-10-01 08:30:00	ES	Futures	3788.56	3792.2	3782.68	3783.52	22550.0
2020-10-01 09:00:00	ES	Futures	3783.24	3788.0	3777.91	3783.8	34476.0
2020-10-01 09:30:00	ES	Futures	3783.8	3795.28	3772.03	3773.43	177674.0
2020-10-01 10:00:00	ES	Futures	3772.87	3776.79	3759.71	3766.43	135456.0
2020-10-01 10:30:00	ES	Futures	3766.43	3780.44	3764.19	3772.03	87435.0
2020-10-01 11:00:00	ES	Futures	3772.31	3779.6	3762.23	3777.91	102269.0
2020-10-01 11:30:00	ES	Futures	3777.91	3783.24	3772.59	3778.47	65897.0
2020-10-01 12:00:00	ES	Futures	3778.47	3778.75	3767.27	3777.63	67626.0
2020-10-01 12:30:00	ES	Futures	3777.63	3780.44	3773.43	3777.63	41206.0
2020-10-01 13:00:00	ES	Futures	3777.63	3783.8	3770.91	3773.71	48934.0
2020-10-01 13:30:00	ES	Futures	3773.71	3777.91	3763.07	3767.27	51076.0
2020-10-01 14:00:00	ES	Futures	3767.27	3775.39	3753.27	3767.55	142046.0
2020-10-01 14:30:00	ES	Futures	3767.27	3778.19	3766.71	3775.11	53369.0
2020-10-01 15:00:00	ES	Futures	3774.83	3781.28	3763.35	3765.03	62626.0
2020-10-01 15:30:00	ES	Futures	3765.03	3777.63	3761.95	3775.95	109154.0
2020-10-01 16:00:00	ES	Futures	3775.95	3781.0	3772.03	3772.87	41292.0
2020-10-01 16:30:00	ES	Futures	3774.83	3777.07	3771.47	3773.43	3741.0
2020-10-01 18:00:00	ES	Futures	3772.31	3781.0	3769.23	3771.47	9867.0
2020-10-01 18:30:00	ES	Futures	3771.75	3781.84	3766.71	3777.91	6811.0
2020-10-01 19:00:00	ES	Futures	3777.91	3778.47	3772.31	3773.43	2605.0
2020-10-01 19:30:00	ES	Futures	3773.71	3775.67	3770.35	3772.59	3416.0
2020-10-01 20:00:00	ES	Futures	3772.31	3778.47	3763.07	3770.35	13295.0
2020-10-01 20:30:00	ES	Futures	3770.07	3770.07	3759.43	3762.23	7851.0
2020-10-01 21:00:00	ES	Futures	3762.23	3766.99	3761.39	3766.15	5662.0
2020-10-01 21:30:00	ES	Futures	3766.43	3767.55	3761.67	3763.07	7616.0
2020-10-01 22:00:00	ES	Futures	3763.07	3764.47	3761.39	3762.79	3113.0
2020-10-01 22:30:00	ES	Futures	3762.79	3765.03	3755.23	3759.15	8439.0
2020-10-01 23:00:00	ES	Futures	3759.43	3760.27	3757.47	3758.59	3245.0
2020-10-01 23:30:00	ES	Futures	3758.87	3767.55	3758.59	3767.27	4114.0
2020-10-01 00:00:00	NQ	Futures	13271.56	13278.51	13262.3	13277.64	1008.0
2020-10-01 00:30:00	NQ	Futures	13277.93	13284.01	13264.03	13265.77	896.0
2020-10-01 01:00:00	NQ	Futures	13265.48	13272.14	13249.56	13254.48	1543.0
2020-10-01 01:30:00	NQ	Futures	13255.64	13277.93	13249.27	13276.77	1882.0

> showing 50 of 3,631 rows — these rows as CSV

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