PREVIEW / futures_30min / 2020-10-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-08.parquet
  size:    94 KB
  rows:    3,482

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
2020-10-08 00:00:00	ES	Futures	3828.33	3829.45	3825.81	3827.49	2065.0
2020-10-08 00:30:00	ES	Futures	3827.49	3830.01	3826.37	3829.73	1489.0
2020-10-08 01:00:00	ES	Futures	3830.01	3831.41	3827.77	3828.89	2459.0
2020-10-08 01:30:00	ES	Futures	3828.89	3831.13	3827.77	3830.85	2113.0
2020-10-08 02:00:00	ES	Futures	3830.85	3841.22	3830.57	3837.57	13524.0
2020-10-08 02:30:00	ES	Futures	3837.57	3846.26	3836.73	3844.3	9360.0
2020-10-08 03:00:00	ES	Futures	3844.3	3846.26	3840.1	3840.1	12215.0
2020-10-08 03:30:00	ES	Futures	3840.1	3842.34	3836.17	3837.29	11558.0
2020-10-08 04:00:00	ES	Futures	3837.01	3838.13	3825.25	3826.65	14690.0
2020-10-08 04:30:00	ES	Futures	3826.93	3833.93	3826.65	3833.37	8870.0
2020-10-08 05:00:00	ES	Futures	3833.09	3834.21	3831.13	3832.53	6876.0
2020-10-08 05:30:00	ES	Futures	3832.25	3832.53	3828.33	3830.29	8217.0
2020-10-08 06:00:00	ES	Futures	3830.29	3834.21	3829.17	3833.37	7542.0
2020-10-08 06:30:00	ES	Futures	3833.37	3843.74	3831.13	3831.69	15222.0
2020-10-08 07:00:00	ES	Futures	3831.97	3834.77	3830.29	3833.93	8875.0
2020-10-08 07:30:00	ES	Futures	3833.65	3834.77	3828.89	3833.65	8481.0
2020-10-08 08:00:00	ES	Futures	3833.93	3844.02	3832.25	3841.78	30149.0
2020-10-08 08:30:00	ES	Futures	3841.78	3842.34	3835.89	3840.38	17649.0
2020-10-08 09:00:00	ES	Futures	3840.38	3843.46	3838.7	3841.22	20643.0
2020-10-08 09:30:00	ES	Futures	3841.22	3845.14	3835.05	3844.58	111175.0
2020-10-08 10:00:00	ES	Futures	3844.58	3848.22	3834.77	3840.1	99361.0
2020-10-08 10:30:00	ES	Futures	3840.1	3849.62	3840.1	3842.9	68537.0
2020-10-08 11:00:00	ES	Futures	3842.9	3848.78	3838.7	3839.82	73395.0
2020-10-08 11:30:00	ES	Futures	3839.54	3842.62	3830.29	3836.73	72457.0
2020-10-08 12:00:00	ES	Futures	3836.73	3847.38	3836.45	3846.26	45087.0
2020-10-08 12:30:00	ES	Futures	3846.54	3848.5	3844.02	3846.54	30145.0
2020-10-08 13:00:00	ES	Futures	3846.82	3847.66	3841.22	3843.74	27645.0
2020-10-08 13:30:00	ES	Futures	3843.74	3845.98	3841.78	3842.34	25390.0
2020-10-08 14:00:00	ES	Futures	3842.34	3849.34	3840.66	3847.38	35133.0
2020-10-08 14:30:00	ES	Futures	3847.38	3850.74	3846.54	3848.78	35349.0
2020-10-08 15:00:00	ES	Futures	3848.5	3851.3	3842.9	3850.18	49387.0
2020-10-08 15:30:00	ES	Futures	3850.18	3852.7	3847.1	3851.3	92034.0
2020-10-08 16:00:00	ES	Futures	3851.3	3852.42	3848.5	3851.3	33463.0
2020-10-08 16:30:00	ES	Futures	3851.86	3862.22	3850.46	3861.1	15705.0
2020-10-08 18:00:00	ES	Futures	3862.22	3870.35	3860.54	3869.51	11395.0
2020-10-08 18:30:00	ES	Futures	3869.51	3872.03	3866.42	3868.11	6176.0
2020-10-08 19:00:00	ES	Futures	3868.39	3870.35	3866.14	3867.54	7276.0
2020-10-08 19:30:00	ES	Futures	3867.82	3870.35	3866.14	3869.51	2739.0
2020-10-08 20:00:00	ES	Futures	3869.51	3871.75	3864.74	3866.14	7691.0
2020-10-08 20:30:00	ES	Futures	3866.42	3868.95	3865.3	3867.26	6637.0
2020-10-08 21:00:00	ES	Futures	3867.26	3870.35	3865.86	3868.11	4995.0
2020-10-08 21:30:00	ES	Futures	3867.82	3869.79	3865.58	3869.51	3678.0
2020-10-08 22:00:00	ES	Futures	3869.51	3871.75	3868.95	3870.07	2529.0
2020-10-08 22:30:00	ES	Futures	3869.79	3873.71	3869.79	3873.43	3455.0
2020-10-08 23:00:00	ES	Futures	3873.43	3876.51	3873.15	3875.39	4662.0
2020-10-08 23:30:00	ES	Futures	3875.39	3875.39	3872.59	3872.59	2260.0
2020-10-08 00:00:00	NQ	Futures	13321.64	13325.11	13308.32	13316.14	1145.0
2020-10-08 00:30:00	NQ	Futures	13314.4	13325.98	13313.24	13325.69	1028.0
2020-10-08 01:00:00	NQ	Futures	13325.11	13330.61	13318.17	13320.48	1498.0
2020-10-08 01:30:00	NQ	Futures	13320.77	13325.69	13315.56	13325.11	1135.0

> showing 50 of 3,482 rows — these rows as CSV

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