PREVIEW / futures_30min / 2020-10-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-02.parquet
  size:    86 KB
  rows:    2,916

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
2020-10-02 00:00:00	ES	Futures	3767.55	3767.55	3763.91	3766.43	2653.0
2020-10-02 00:30:00	ES	Futures	3766.15	3770.35	3734.22	3737.02	21601.0
2020-10-02 01:00:00	ES	Futures	3736.74	3737.86	3705.65	3709.29	60528.0
2020-10-02 01:30:00	ES	Futures	3709.29	3718.25	3697.53	3710.97	36795.0
2020-10-02 02:00:00	ES	Futures	3710.97	3730.58	3706.49	3726.38	21467.0
2020-10-02 02:30:00	ES	Futures	3726.38	3729.74	3719.94	3727.5	22663.0
2020-10-02 03:00:00	ES	Futures	3727.5	3741.5	3720.78	3737.3	26510.0
2020-10-02 03:30:00	ES	Futures	3737.3	3740.66	3723.3	3728.34	18754.0
2020-10-02 04:00:00	ES	Futures	3728.34	3733.38	3721.34	3732.82	16518.0
2020-10-02 04:30:00	ES	Futures	3732.82	3732.82	3724.98	3730.02	10588.0
2020-10-02 05:00:00	ES	Futures	3729.74	3736.46	3721.06	3721.34	13715.0
2020-10-02 05:30:00	ES	Futures	3721.34	3724.42	3708.73	3713.21	23648.0
2020-10-02 06:00:00	ES	Futures	3712.93	3715.45	3701.73	3712.93	21823.0
2020-10-02 06:30:00	ES	Futures	3712.65	3723.58	3711.53	3721.06	16649.0
2020-10-02 07:00:00	ES	Futures	3720.78	3725.54	3712.09	3714.89	17334.0
2020-10-02 07:30:00	ES	Futures	3714.61	3719.09	3709.29	3712.37	22188.0
2020-10-02 08:00:00	ES	Futures	3712.09	3730.86	3710.97	3726.66	24763.0
2020-10-02 08:30:00	ES	Futures	3727.22	3727.5	3706.77	3713.77	43015.0
2020-10-02 09:00:00	ES	Futures	3713.77	3717.13	3703.41	3716.29	48293.0
2020-10-02 09:30:00	ES	Futures	3716.01	3746.82	3710.13	3742.34	195707.0
2020-10-02 10:00:00	ES	Futures	3742.34	3757.19	3741.22	3753.27	126151.0
2020-10-02 10:30:00	ES	Futures	3753.27	3754.39	3737.58	3747.66	84322.0
2020-10-02 11:00:00	ES	Futures	3747.66	3757.19	3741.5	3750.75	93807.0
2020-10-02 11:30:00	ES	Futures	3750.47	3751.31	3727.22	3728.06	109001.0
2020-10-02 12:00:00	ES	Futures	3728.34	3763.91	3719.09	3754.67	184031.0
2020-10-02 12:30:00	ES	Futures	3754.67	3763.35	3750.47	3757.75	79435.0
2020-10-02 13:00:00	ES	Futures	3757.75	3762.79	3751.31	3759.99	61827.0
2020-10-02 13:30:00	ES	Futures	3759.99	3761.39	3739.82	3747.66	88130.0
2020-10-02 14:00:00	ES	Futures	3747.38	3761.11	3746.82	3756.91	51034.0
2020-10-02 14:30:00	ES	Futures	3756.91	3759.99	3749.06	3755.79	90803.0
2020-10-02 15:00:00	ES	Futures	3755.79	3759.99	3743.18	3752.71	94684.0
2020-10-02 15:30:00	ES	Futures	3752.99	3759.71	3738.14	3740.38	121847.0
2020-10-02 16:00:00	ES	Futures	3740.38	3746.54	3736.74	3741.5	44385.0
2020-10-02 16:30:00	ES	Futures	3742.9	3751.87	3742.9	3748.22	10031.0
2020-10-02 00:00:00	NQ	Futures	13380.4	13380.69	13368.82	13375.77	1425.0
2020-10-02 00:30:00	NQ	Futures	13376.64	13394.87	13260.27	13272.72	8054.0
2020-10-02 01:00:00	NQ	Futures	13271.56	13277.06	13123.06	13148.83	26640.0
2020-10-02 01:30:00	NQ	Futures	13148.54	13170.54	13086.01	13145.93	13574.0
2020-10-02 02:00:00	NQ	Futures	13146.8	13225.82	13132.04	13203.25	8899.0
2020-10-02 02:30:00	NQ	Futures	13203.83	13207.88	13171.98	13193.69	6014.0
2020-10-02 03:00:00	NQ	Futures	13191.96	13257.67	13169.09	13242.9	9443.0
2020-10-02 03:30:00	NQ	Futures	13243.48	13255.93	13167.35	13180.96	9333.0
2020-10-02 04:00:00	NQ	Futures	13181.54	13206.14	13151.72	13202.67	7503.0
2020-10-02 04:30:00	NQ	Futures	13202.96	13203.25	13168.22	13181.54	3802.0
2020-10-02 05:00:00	NQ	Futures	13182.69	13196.88	13123.06	13123.06	5887.0
2020-10-02 05:30:00	NQ	Futures	13123.93	13137.54	13083.99	13114.67	10121.0
2020-10-02 06:00:00	NQ	Futures	13113.51	13139.85	13072.99	13123.06	8306.0
2020-10-02 06:30:00	NQ	Futures	13122.48	13160.12	13116.98	13150.27	6302.0
2020-10-02 07:00:00	NQ	Futures	13149.41	13163.59	13094.41	13103.96	6728.0
2020-10-02 07:30:00	NQ	Futures	13103.67	13117.56	13061.99	13072.41	11296.0

> showing 50 of 2,916 rows — these rows as CSV

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