PREVIEW / futures_30min / 2020-10-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-09.parquet
  size:    80 KB
  rows:    2,846

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
2020-10-09 00:00:00	ES	Futures	3872.59	3872.87	3870.35	3871.47	1891.0
2020-10-09 00:30:00	ES	Futures	3871.19	3872.87	3870.63	3871.75	1599.0
2020-10-09 01:00:00	ES	Futures	3871.47	3872.03	3866.7	3868.39	3689.0
2020-10-09 01:30:00	ES	Futures	3868.39	3869.51	3866.42	3866.42	2732.0
2020-10-09 02:00:00	ES	Futures	3866.7	3867.82	3861.1	3864.18	7323.0
2020-10-09 02:30:00	ES	Futures	3864.18	3865.86	3859.98	3861.66	7124.0
2020-10-09 03:00:00	ES	Futures	3861.94	3868.11	3861.66	3867.26	10181.0
2020-10-09 03:30:00	ES	Futures	3867.54	3868.39	3864.46	3866.14	7948.0
2020-10-09 04:00:00	ES	Futures	3866.42	3868.39	3864.18	3866.14	6761.0
2020-10-09 04:30:00	ES	Futures	3866.14	3869.79	3863.9	3866.42	6853.0
2020-10-09 05:00:00	ES	Futures	3866.14	3867.54	3864.18	3865.86	5476.0
2020-10-09 05:30:00	ES	Futures	3865.86	3868.11	3865.02	3866.7	5726.0
2020-10-09 06:00:00	ES	Futures	3866.42	3872.31	3866.14	3868.11	7496.0
2020-10-09 06:30:00	ES	Futures	3868.39	3869.51	3862.22	3862.78	9336.0
2020-10-09 07:00:00	ES	Futures	3862.78	3870.07	3861.66	3869.23	7834.0
2020-10-09 07:30:00	ES	Futures	3869.23	3870.91	3867.54	3868.39	5349.0
2020-10-09 08:00:00	ES	Futures	3868.39	3872.31	3867.26	3869.51	14412.0
2020-10-09 08:30:00	ES	Futures	3869.79	3876.23	3868.67	3874.55	19056.0
2020-10-09 09:00:00	ES	Futures	3874.27	3875.95	3871.75	3872.31	17288.0
2020-10-09 09:30:00	ES	Futures	3872.31	3878.19	3866.98	3872.03	121925.0
2020-10-09 10:00:00	ES	Futures	3872.03	3873.99	3864.74	3865.86	85454.0
2020-10-09 10:30:00	ES	Futures	3865.86	3873.43	3865.58	3872.31	62910.0
2020-10-09 11:00:00	ES	Futures	3872.03	3877.63	3872.03	3876.23	54475.0
2020-10-09 11:30:00	ES	Futures	3876.23	3890.51	3875.11	3887.99	126286.0
2020-10-09 12:00:00	ES	Futures	3887.99	3892.19	3882.67	3885.75	72985.0
2020-10-09 12:30:00	ES	Futures	3885.75	3889.67	3882.95	3884.63	53742.0
2020-10-09 13:00:00	ES	Futures	3884.35	3886.87	3881.27	3882.95	32685.0
2020-10-09 13:30:00	ES	Futures	3882.95	3887.43	3881.27	3887.15	31105.0
2020-10-09 14:00:00	ES	Futures	3887.43	3887.43	3879.31	3881.27	38156.0
2020-10-09 14:30:00	ES	Futures	3881.27	3884.63	3876.23	3880.99	48494.0
2020-10-09 15:00:00	ES	Futures	3880.99	3888.27	3879.31	3887.15	41081.0
2020-10-09 15:30:00	ES	Futures	3887.43	3887.43	3878.75	3886.31	111305.0
2020-10-09 16:00:00	ES	Futures	3886.59	3892.19	3884.91	3891.63	45459.0
2020-10-09 16:30:00	ES	Futures	3892.47	3898.92	3891.63	3894.99	10230.0
2020-10-09 00:00:00	NQ	Futures	13426.72	13427.58	13419.77	13423.82	1090.0
2020-10-09 00:30:00	NQ	Futures	13423.82	13428.74	13420.06	13424.11	821.0
2020-10-09 01:00:00	NQ	Futures	13423.82	13424.4	13407.03	13415.43	1737.0
2020-10-09 01:30:00	NQ	Futures	13414.85	13422.08	13411.95	13413.11	1384.0
2020-10-09 02:00:00	NQ	Futures	13413.4	13414.85	13395.45	13403.85	3667.0
2020-10-09 02:30:00	NQ	Futures	13403.85	13408.19	13376.35	13385.03	3184.0
2020-10-09 03:00:00	NQ	Futures	13385.03	13404.43	13383.59	13396.9	4031.0
2020-10-09 03:30:00	NQ	Futures	13397.48	13399.8	13385.32	13393.14	2649.0
2020-10-09 04:00:00	NQ	Futures	13392.56	13403.27	13387.64	13395.45	2561.0
2020-10-09 04:30:00	NQ	Futures	13395.45	13413.98	13390.82	13405.58	3088.0
2020-10-09 05:00:00	NQ	Futures	13405.01	13407.9	13396.03	13401.24	2453.0
2020-10-09 05:30:00	NQ	Futures	13400.95	13405.3	13394.01	13396.9	1751.0
2020-10-09 06:00:00	NQ	Futures	13396.32	13411.95	13390.24	13400.09	2215.0
2020-10-09 06:30:00	NQ	Futures	13400.37	13403.27	13377.22	13380.98	2533.0
2020-10-09 07:00:00	NQ	Futures	13381.27	13411.95	13379.24	13407.9	3068.0
2020-10-09 07:30:00	NQ	Futures	13407.61	13420.93	13407.61	13412.82	2665.0

> showing 50 of 2,846 rows — these rows as CSV

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