PREVIEW / futures_30min / 2020-10-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-06.parquet
  size:    101 KB
  rows:    3,559

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
2020-10-06 00:00:00	ES	Futures	3803.96	3805.92	3803.4	3805.64	2020.0
2020-10-06 00:30:00	ES	Futures	3805.92	3807.6	3803.12	3803.68	2399.0
2020-10-06 01:00:00	ES	Futures	3803.68	3804.52	3799.48	3800.88	3800.0
2020-10-06 01:30:00	ES	Futures	3800.6	3803.96	3800.32	3803.68	1687.0
2020-10-06 02:00:00	ES	Futures	3803.68	3803.96	3798.92	3801.72	3929.0
2020-10-06 02:30:00	ES	Futures	3801.44	3803.68	3799.2	3803.12	2543.0
2020-10-06 03:00:00	ES	Futures	3802.84	3807.88	3794.72	3797.8	13719.0
2020-10-06 03:30:00	ES	Futures	3797.52	3799.76	3793.6	3795.28	9009.0
2020-10-06 04:00:00	ES	Futures	3795.0	3796.12	3788.0	3792.48	11900.0
2020-10-06 04:30:00	ES	Futures	3792.2	3793.88	3787.44	3792.48	6655.0
2020-10-06 05:00:00	ES	Futures	3792.2	3794.44	3790.24	3792.48	7651.0
2020-10-06 05:30:00	ES	Futures	3792.48	3793.88	3791.36	3791.36	6836.0
2020-10-06 06:00:00	ES	Futures	3791.64	3797.8	3787.16	3795.0	12043.0
2020-10-06 06:30:00	ES	Futures	3795.0	3795.84	3789.96	3793.88	11121.0
2020-10-06 07:00:00	ES	Futures	3793.88	3801.16	3792.48	3800.32	9742.0
2020-10-06 07:30:00	ES	Futures	3800.6	3804.8	3800.04	3803.12	15281.0
2020-10-06 08:00:00	ES	Futures	3803.4	3808.44	3800.6	3805.92	13479.0
2020-10-06 08:30:00	ES	Futures	3805.92	3812.65	3805.36	3808.44	16640.0
2020-10-06 09:00:00	ES	Futures	3808.73	3810.69	3807.88	3808.73	16312.0
2020-10-06 09:30:00	ES	Futures	3808.44	3812.37	3798.92	3802.56	107481.0
2020-10-06 10:00:00	ES	Futures	3802.56	3815.73	3802.28	3812.65	78575.0
2020-10-06 10:30:00	ES	Futures	3812.93	3815.73	3798.92	3808.44	94715.0
2020-10-06 11:00:00	ES	Futures	3808.44	3811.53	3797.52	3802.56	73780.0
2020-10-06 11:30:00	ES	Futures	3802.28	3807.32	3793.88	3797.52	69179.0
2020-10-06 12:00:00	ES	Futures	3797.24	3806.76	3796.96	3804.52	43556.0
2020-10-06 12:30:00	ES	Futures	3804.52	3814.05	3802.56	3813.21	45527.0
2020-10-06 13:00:00	ES	Futures	3813.49	3820.77	3811.81	3815.45	40540.0
2020-10-06 13:30:00	ES	Futures	3815.17	3819.09	3812.09	3814.61	45390.0
2020-10-06 14:00:00	ES	Futures	3814.89	3824.13	3813.21	3822.17	53988.0
2020-10-06 14:30:00	ES	Futures	3822.45	3833.65	3761.11	3775.95	264812.0
2020-10-06 15:00:00	ES	Futures	3775.95	3775.95	3747.94	3765.59	221969.0
2020-10-06 15:30:00	ES	Futures	3765.59	3777.07	3746.26	3752.43	224855.0
2020-10-06 16:00:00	ES	Futures	3752.71	3759.71	3751.31	3755.79	53495.0
2020-10-06 16:30:00	ES	Futures	3755.51	3756.63	3731.42	3735.34	20491.0
2020-10-06 18:00:00	ES	Futures	3739.82	3745.42	3733.38	3743.46	12171.0
2020-10-06 18:30:00	ES	Futures	3743.74	3749.34	3733.38	3739.26	8648.0
2020-10-06 19:00:00	ES	Futures	3739.26	3747.1	3737.3	3743.74	9035.0
2020-10-06 19:30:00	ES	Futures	3744.02	3751.03	3741.5	3748.78	9392.0
2020-10-06 20:00:00	ES	Futures	3748.78	3753.27	3746.82	3751.03	7341.0
2020-10-06 20:30:00	ES	Futures	3750.75	3751.31	3747.1	3750.47	3625.0
2020-10-06 21:00:00	ES	Futures	3750.47	3752.71	3744.86	3749.06	5577.0
2020-10-06 21:30:00	ES	Futures	3748.78	3758.87	3745.7	3757.75	8458.0
2020-10-06 22:00:00	ES	Futures	3757.47	3764.47	3754.95	3756.63	14589.0
2020-10-06 22:30:00	ES	Futures	3756.35	3757.75	3750.19	3754.67	5797.0
2020-10-06 23:00:00	ES	Futures	3754.95	3758.31	3751.31	3755.79	7906.0
2020-10-06 23:30:00	ES	Futures	3756.07	3760.83	3754.95	3758.03	3139.0
2020-10-06 00:00:00	NQ	Futures	13258.82	13266.93	13251.88	13265.19	1174.0
2020-10-06 00:30:00	NQ	Futures	13265.48	13272.43	13256.8	13260.27	1385.0
2020-10-06 01:00:00	NQ	Futures	13260.27	13262.59	13240.59	13245.51	1856.0
2020-10-06 01:30:00	NQ	Futures	13244.64	13262.01	13242.04	13257.38	1456.0

> showing 50 of 3,559 rows — these rows as CSV

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