PREVIEW / futures_30min / 2020-10-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-12.parquet
  size:    91 KB
  rows:    3,448

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
2020-10-12 00:00:00	ES	Futures	3895.55	3897.51	3894.99	3896.39	2971.0
2020-10-12 00:30:00	ES	Futures	3896.67	3898.36	3895.83	3897.8	2382.0
2020-10-12 01:00:00	ES	Futures	3897.51	3905.08	3896.95	3903.12	8363.0
2020-10-12 01:30:00	ES	Futures	3903.12	3906.76	3902.28	3905.08	3030.0
2020-10-12 02:00:00	ES	Futures	3905.08	3906.76	3900.04	3900.32	3775.0
2020-10-12 02:30:00	ES	Futures	3900.6	3902.0	3898.92	3899.2	7742.0
2020-10-12 03:00:00	ES	Futures	3899.48	3902.0	3896.39	3900.04	16317.0
2020-10-12 03:30:00	ES	Futures	3900.04	3900.6	3896.11	3900.04	7474.0
2020-10-12 04:00:00	ES	Futures	3900.04	3912.08	3898.92	3909.84	12171.0
2020-10-12 04:30:00	ES	Futures	3909.84	3912.08	3899.76	3900.32	11245.0
2020-10-12 05:00:00	ES	Futures	3900.6	3905.92	3899.76	3904.24	9824.0
2020-10-12 05:30:00	ES	Futures	3904.24	3904.8	3900.32	3900.6	10565.0
2020-10-12 06:00:00	ES	Futures	3900.88	3904.24	3900.32	3903.4	6071.0
2020-10-12 06:30:00	ES	Futures	3903.4	3910.12	3902.84	3909.84	7505.0
2020-10-12 07:00:00	ES	Futures	3910.12	3910.4	3906.76	3909.84	6806.0
2020-10-12 07:30:00	ES	Futures	3909.84	3914.04	3907.6	3912.92	14072.0
2020-10-12 08:00:00	ES	Futures	3912.64	3918.8	3911.8	3917.68	17665.0
2020-10-12 08:30:00	ES	Futures	3917.68	3921.32	3917.4	3917.4	18061.0
2020-10-12 09:00:00	ES	Futures	3917.68	3920.2	3916.28	3917.68	18314.0
2020-10-12 09:30:00	ES	Futures	3917.68	3920.2	3911.52	3915.72	103158.0
2020-10-12 10:00:00	ES	Futures	3915.72	3924.4	3913.48	3923.84	86308.0
2020-10-12 10:30:00	ES	Futures	3924.12	3932.81	3921.88	3930.01	79132.0
2020-10-12 11:00:00	ES	Futures	3930.29	3944.29	3930.01	3941.49	91223.0
2020-10-12 11:30:00	ES	Futures	3941.77	3945.97	3939.25	3941.77	64614.0
2020-10-12 12:00:00	ES	Futures	3941.77	3957.18	3940.65	3954.37	60299.0
2020-10-12 12:30:00	ES	Futures	3954.37	3959.42	3952.69	3954.09	72106.0
2020-10-12 13:00:00	ES	Futures	3954.37	3962.78	3951.01	3961.94	61048.0
2020-10-12 13:30:00	ES	Futures	3961.94	3965.02	3956.89	3959.42	58896.0
2020-10-12 14:00:00	ES	Futures	3959.42	3966.7	3959.14	3966.42	48196.0
2020-10-12 14:30:00	ES	Futures	3966.7	3967.26	3959.14	3961.66	59449.0
2020-10-12 15:00:00	ES	Futures	3961.66	3964.46	3954.65	3960.26	78224.0
2020-10-12 15:30:00	ES	Futures	3960.26	3960.54	3946.81	3949.33	175538.0
2020-10-12 16:00:00	ES	Futures	3949.61	3959.98	3946.81	3959.7	54720.0
2020-10-12 16:30:00	ES	Futures	3959.14	3960.26	3956.61	3956.89	7712.0
2020-10-12 18:00:00	ES	Futures	3959.42	3961.38	3957.46	3958.58	4147.0
2020-10-12 18:30:00	ES	Futures	3958.58	3958.86	3954.93	3956.05	2619.0
2020-10-12 19:00:00	ES	Futures	3956.05	3959.14	3955.21	3955.49	2979.0
2020-10-12 19:30:00	ES	Futures	3955.49	3957.74	3954.09	3956.89	3073.0
2020-10-12 20:00:00	ES	Futures	3956.89	3957.74	3945.13	3948.21	11232.0
2020-10-12 20:30:00	ES	Futures	3948.21	3948.21	3939.53	3944.57	15056.0
2020-10-12 21:00:00	ES	Futures	3944.57	3947.37	3940.09	3944.29	6691.0
2020-10-12 21:30:00	ES	Futures	3944.29	3944.85	3938.41	3941.21	5381.0
2020-10-12 22:00:00	ES	Futures	3941.49	3942.61	3936.17	3938.69	4920.0
2020-10-12 22:30:00	ES	Futures	3938.41	3943.17	3937.57	3943.17	3420.0
2020-10-12 23:00:00	ES	Futures	3942.89	3943.45	3939.81	3942.61	2245.0
2020-10-12 23:30:00	ES	Futures	3942.33	3945.13	3941.49	3942.89	4753.0
2020-10-12 00:00:00	NQ	Futures	13627.9	13632.82	13624.13	13629.05	1781.0
2020-10-12 00:30:00	NQ	Futures	13629.34	13636.0	13627.32	13631.95	2109.0
2020-10-12 01:00:00	NQ	Futures	13631.37	13653.95	13628.77	13642.95	3483.0
2020-10-12 01:30:00	NQ	Futures	13642.66	13651.05	13638.9	13647.0	1536.0

> showing 50 of 3,448 rows — these rows as CSV

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