PREVIEW / futures_30min / 2020-10-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-07.parquet
  size:    95 KB
  rows:    3,488

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
2020-10-07 00:00:00	ES	Futures	3758.03	3761.11	3758.03	3760.27	1395.0
2020-10-07 00:30:00	ES	Futures	3759.99	3761.67	3757.47	3761.39	2134.0
2020-10-07 01:00:00	ES	Futures	3761.11	3764.47	3759.71	3762.51	3961.0
2020-10-07 01:30:00	ES	Futures	3762.51	3775.11	3760.83	3769.51	12169.0
2020-10-07 02:00:00	ES	Futures	3769.51	3773.43	3767.55	3770.63	9963.0
2020-10-07 02:30:00	ES	Futures	3770.63	3774.83	3770.35	3774.27	6100.0
2020-10-07 03:00:00	ES	Futures	3774.27	3784.92	3771.75	3780.72	20237.0
2020-10-07 03:30:00	ES	Futures	3780.72	3782.96	3777.07	3780.44	8994.0
2020-10-07 04:00:00	ES	Futures	3780.44	3781.0	3773.43	3773.99	8568.0
2020-10-07 04:30:00	ES	Futures	3773.99	3779.6	3773.15	3778.75	8185.0
2020-10-07 05:00:00	ES	Futures	3778.75	3779.32	3774.27	3775.67	8388.0
2020-10-07 05:30:00	ES	Futures	3775.95	3779.32	3772.59	3772.87	6721.0
2020-10-07 06:00:00	ES	Futures	3772.87	3777.63	3770.35	3775.11	10239.0
2020-10-07 06:30:00	ES	Futures	3775.11	3781.84	3771.47	3781.0	9628.0
2020-10-07 07:00:00	ES	Futures	3781.0	3782.4	3777.35	3779.88	9454.0
2020-10-07 07:30:00	ES	Futures	3779.6	3785.48	3777.07	3784.36	8656.0
2020-10-07 08:00:00	ES	Futures	3784.36	3789.4	3782.4	3785.76	18537.0
2020-10-07 08:30:00	ES	Futures	3785.76	3792.2	3784.64	3786.04	30919.0
2020-10-07 09:00:00	ES	Futures	3786.04	3788.84	3783.24	3788.28	23716.0
2020-10-07 09:30:00	ES	Futures	3788.28	3803.96	3788.0	3798.36	147842.0
2020-10-07 10:00:00	ES	Futures	3798.36	3803.68	3790.8	3801.72	115316.0
2020-10-07 10:30:00	ES	Futures	3802.0	3806.76	3798.36	3803.4	85312.0
2020-10-07 11:00:00	ES	Futures	3803.4	3808.16	3800.04	3803.68	66069.0
2020-10-07 11:30:00	ES	Futures	3803.96	3806.48	3802.0	3802.84	42614.0
2020-10-07 12:00:00	ES	Futures	3802.84	3805.64	3792.76	3798.64	62772.0
2020-10-07 12:30:00	ES	Futures	3798.92	3805.36	3798.64	3804.8	41823.0
2020-10-07 13:00:00	ES	Futures	3804.8	3808.16	3804.52	3807.04	30915.0
2020-10-07 13:30:00	ES	Futures	3807.04	3819.09	3806.76	3814.05	67524.0
2020-10-07 14:00:00	ES	Futures	3814.05	3825.25	3812.37	3823.01	67565.0
2020-10-07 14:30:00	ES	Futures	3823.01	3824.97	3817.13	3823.29	52537.0
2020-10-07 15:00:00	ES	Futures	3823.57	3828.05	3822.17	3824.41	64563.0
2020-10-07 15:30:00	ES	Futures	3824.41	3826.65	3816.57	3817.13	151286.0
2020-10-07 16:00:00	ES	Futures	3817.13	3818.25	3813.21	3817.13	52025.0
2020-10-07 16:30:00	ES	Futures	3817.97	3819.65	3816.01	3817.97	7240.0
2020-10-07 18:00:00	ES	Futures	3816.29	3823.01	3815.45	3821.05	4764.0
2020-10-07 18:30:00	ES	Futures	3821.33	3823.57	3819.93	3821.61	2971.0
2020-10-07 19:00:00	ES	Futures	3821.61	3822.17	3820.21	3820.77	2285.0
2020-10-07 19:30:00	ES	Futures	3820.77	3826.65	3818.81	3824.97	4469.0
2020-10-07 20:00:00	ES	Futures	3824.97	3825.53	3817.97	3823.57	5632.0
2020-10-07 20:30:00	ES	Futures	3823.29	3824.69	3819.09	3821.05	3295.0
2020-10-07 21:00:00	ES	Futures	3821.05	3825.25	3819.37	3821.89	4581.0
2020-10-07 21:30:00	ES	Futures	3821.89	3833.37	3818.81	3830.57	9331.0
2020-10-07 22:00:00	ES	Futures	3830.57	3832.25	3824.41	3826.37	6261.0
2020-10-07 22:30:00	ES	Futures	3826.65	3831.13	3824.97	3829.17	4915.0
2020-10-07 23:00:00	ES	Futures	3829.17	3830.57	3827.49	3828.33	2975.0
2020-10-07 23:30:00	ES	Futures	3828.33	3830.29	3827.49	3828.33	2295.0
2020-10-07 00:00:00	NQ	Futures	13069.8	13077.04	13066.33	13072.41	987.0
2020-10-07 00:30:00	NQ	Futures	13071.54	13073.85	13060.54	13070.96	1572.0
2020-10-07 01:00:00	NQ	Futures	13070.67	13078.2	13061.12	13074.43	2118.0
2020-10-07 01:30:00	NQ	Futures	13074.43	13120.17	13067.77	13101.93	5998.0

> showing 50 of 3,488 rows — these rows as CSV

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