PREVIEW / futures_30min / 2020-10-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-05.parquet
  size:    98 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
2020-10-05 00:00:00	ES	Futures	3761.67	3764.19	3759.99	3762.51	2863.0
2020-10-05 00:30:00	ES	Futures	3762.79	3766.71	3762.79	3766.15	2638.0
2020-10-05 01:00:00	ES	Futures	3766.15	3767.83	3764.47	3767.27	2012.0
2020-10-05 01:30:00	ES	Futures	3767.55	3769.23	3765.59	3766.15	2241.0
2020-10-05 02:00:00	ES	Futures	3766.15	3766.99	3758.03	3762.79	7616.0
2020-10-05 02:30:00	ES	Futures	3763.07	3764.47	3758.59	3763.91	5095.0
2020-10-05 03:00:00	ES	Futures	3763.63	3766.99	3751.03	3754.67	16895.0
2020-10-05 03:30:00	ES	Futures	3754.67	3758.87	3749.34	3755.79	10996.0
2020-10-05 04:00:00	ES	Futures	3755.51	3763.07	3754.67	3759.15	8036.0
2020-10-05 04:30:00	ES	Futures	3759.15	3763.07	3757.75	3759.71	4112.0
2020-10-05 05:00:00	ES	Futures	3759.71	3763.07	3757.19	3760.55	6083.0
2020-10-05 05:30:00	ES	Futures	3760.55	3766.71	3759.43	3765.03	6711.0
2020-10-05 06:00:00	ES	Futures	3764.75	3765.31	3758.87	3761.67	9085.0
2020-10-05 06:30:00	ES	Futures	3761.67	3767.83	3761.11	3767.83	5674.0
2020-10-05 07:00:00	ES	Futures	3767.83	3771.47	3764.47	3765.59	8912.0
2020-10-05 07:30:00	ES	Futures	3765.59	3769.79	3765.03	3765.59	8274.0
2020-10-05 08:00:00	ES	Futures	3765.59	3766.71	3761.67	3763.91	10360.0
2020-10-05 08:30:00	ES	Futures	3763.91	3766.71	3762.23	3765.31	12206.0
2020-10-05 09:00:00	ES	Futures	3765.31	3768.11	3764.19	3764.75	11894.0
2020-10-05 09:30:00	ES	Futures	3765.03	3778.19	3765.03	3770.91	104589.0
2020-10-05 10:00:00	ES	Futures	3770.91	3785.2	3770.91	3783.24	70934.0
2020-10-05 10:30:00	ES	Futures	3783.52	3793.6	3783.52	3789.96	80298.0
2020-10-05 11:00:00	ES	Futures	3789.96	3796.68	3789.12	3793.04	60056.0
2020-10-05 11:30:00	ES	Futures	3793.04	3793.88	3788.84	3791.92	39578.0
2020-10-05 12:00:00	ES	Futures	3792.2	3793.88	3789.96	3793.6	20964.0
2020-10-05 12:30:00	ES	Futures	3793.6	3795.0	3792.2	3793.88	23020.0
2020-10-05 13:00:00	ES	Futures	3794.16	3795.84	3789.68	3792.48	28869.0
2020-10-05 13:30:00	ES	Futures	3792.48	3792.48	3783.8	3785.48	45653.0
2020-10-05 14:00:00	ES	Futures	3785.48	3789.68	3781.84	3786.6	45782.0
2020-10-05 14:30:00	ES	Futures	3786.88	3800.6	3786.88	3800.04	54713.0
2020-10-05 15:00:00	ES	Futures	3800.04	3809.01	3797.52	3808.16	74158.0
2020-10-05 15:30:00	ES	Futures	3808.44	3809.29	3802.84	3806.48	140621.0
2020-10-05 16:00:00	ES	Futures	3806.2	3807.32	3800.32	3801.44	54615.0
2020-10-05 16:30:00	ES	Futures	3801.44	3802.56	3800.6	3800.6	4579.0
2020-10-05 18:00:00	ES	Futures	3800.32	3805.36	3800.32	3804.24	3082.0
2020-10-05 18:30:00	ES	Futures	3804.24	3805.92	3804.24	3804.8	1602.0
2020-10-05 19:00:00	ES	Futures	3804.8	3805.08	3794.44	3800.04	13146.0
2020-10-05 19:30:00	ES	Futures	3800.04	3800.88	3794.44	3797.52	5798.0
2020-10-05 20:00:00	ES	Futures	3797.52	3803.4	3796.4	3799.48	5677.0
2020-10-05 20:30:00	ES	Futures	3799.48	3799.76	3792.2	3798.92	8136.0
2020-10-05 21:00:00	ES	Futures	3798.92	3802.28	3797.8	3798.92	5178.0
2020-10-05 21:30:00	ES	Futures	3799.2	3806.76	3797.8	3803.96	7810.0
2020-10-05 22:00:00	ES	Futures	3803.96	3805.92	3803.68	3805.08	2128.0
2020-10-05 22:30:00	ES	Futures	3804.8	3804.8	3801.72	3803.4	2265.0
2020-10-05 23:00:00	ES	Futures	3803.4	3806.48	3801.72	3805.08	6842.0
2020-10-05 23:30:00	ES	Futures	3805.36	3808.44	3803.12	3803.96	4786.0
2020-10-05 00:00:00	NQ	Futures	13110.91	13119.59	13098.75	13117.56	2414.0
2020-10-05 00:30:00	NQ	Futures	13116.7	13129.43	13116.7	13126.83	1727.0
2020-10-05 01:00:00	NQ	Futures	13127.12	13136.67	13115.83	13130.59	2333.0
2020-10-05 01:30:00	NQ	Futures	13130.3	13140.72	13122.77	13125.96	1845.0

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

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