PREVIEW / futures_30min / 2020-10-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-13.parquet
  size:    94 KB
  rows:    3,479

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
2020-10-13 00:00:00	ES	Futures	3942.89	3943.45	3939.81	3942.61	2511.0
2020-10-13 00:30:00	ES	Futures	3942.61	3943.73	3941.21	3942.33	2155.0
2020-10-13 01:00:00	ES	Futures	3942.61	3953.53	3942.33	3953.25	14983.0
2020-10-13 01:30:00	ES	Futures	3953.25	3954.65	3949.89	3952.41	5885.0
2020-10-13 02:00:00	ES	Futures	3952.41	3954.65	3949.61	3952.13	5093.0
2020-10-13 02:30:00	ES	Futures	3952.13	3952.13	3936.73	3942.05	11708.0
2020-10-13 03:00:00	ES	Futures	3942.33	3942.89	3932.53	3937.01	17391.0
2020-10-13 03:30:00	ES	Futures	3936.73	3939.25	3933.93	3936.17	9133.0
2020-10-13 04:00:00	ES	Futures	3936.17	3944.85	3936.17	3942.05	11700.0
2020-10-13 04:30:00	ES	Futures	3942.05	3952.69	3942.05	3952.41	15749.0
2020-10-13 05:00:00	ES	Futures	3952.41	3956.61	3949.33	3956.33	14060.0
2020-10-13 05:30:00	ES	Futures	3956.33	3956.61	3951.57	3954.65	7246.0
2020-10-13 06:00:00	ES	Futures	3954.37	3955.21	3950.73	3954.93	12526.0
2020-10-13 06:30:00	ES	Futures	3954.93	3956.33	3944.85	3946.53	19615.0
2020-10-13 07:00:00	ES	Futures	3946.53	3956.33	3945.69	3954.93	15701.0
2020-10-13 07:30:00	ES	Futures	3955.21	3957.46	3948.49	3953.53	15390.0
2020-10-13 08:00:00	ES	Futures	3953.53	3955.49	3949.61	3950.45	20092.0
2020-10-13 08:30:00	ES	Futures	3950.73	3952.69	3942.89	3946.53	29368.0
2020-10-13 09:00:00	ES	Futures	3946.53	3947.93	3940.37	3947.37	35732.0
2020-10-13 09:30:00	ES	Futures	3947.65	3949.05	3934.21	3942.89	167608.0
2020-10-13 10:00:00	ES	Futures	3942.61	3945.41	3929.45	3937.01	139059.0
2020-10-13 10:30:00	ES	Futures	3937.01	3939.53	3928.61	3937.57	102418.0
2020-10-13 11:00:00	ES	Futures	3937.85	3943.45	3935.05	3939.81	76174.0
2020-10-13 11:30:00	ES	Futures	3939.81	3942.61	3933.93	3938.69	74358.0
2020-10-13 12:00:00	ES	Futures	3938.41	3940.65	3929.17	3936.73	65896.0
2020-10-13 12:30:00	ES	Futures	3936.73	3937.85	3931.13	3937.01	50568.0
2020-10-13 13:00:00	ES	Futures	3936.73	3940.09	3925.24	3934.21	98191.0
2020-10-13 13:30:00	ES	Futures	3934.21	3935.89	3919.36	3921.6	73142.0
2020-10-13 14:00:00	ES	Futures	3921.88	3928.33	3917.4	3918.52	89235.0
2020-10-13 14:30:00	ES	Futures	3918.52	3924.96	3911.8	3922.44	93068.0
2020-10-13 15:00:00	ES	Futures	3922.16	3938.13	3920.76	3935.05	69041.0
2020-10-13 15:30:00	ES	Futures	3935.05	3938.97	3923.28	3923.56	112984.0
2020-10-13 16:00:00	ES	Futures	3923.84	3927.77	3921.6	3927.2	44754.0
2020-10-13 16:30:00	ES	Futures	3928.05	3928.89	3922.16	3923.28	4473.0
2020-10-13 18:00:00	ES	Futures	3923.56	3928.61	3922.16	3927.2	3659.0
2020-10-13 18:30:00	ES	Futures	3927.2	3931.97	3924.96	3929.73	2746.0
2020-10-13 19:00:00	ES	Futures	3930.01	3932.81	3928.33	3931.97	2167.0
2020-10-13 19:30:00	ES	Futures	3931.97	3933.09	3930.01	3931.13	2253.0
2020-10-13 20:00:00	ES	Futures	3931.13	3936.45	3927.49	3932.25	7020.0
2020-10-13 20:30:00	ES	Futures	3932.25	3933.09	3930.85	3932.25	2037.0
2020-10-13 21:00:00	ES	Futures	3932.25	3934.49	3924.12	3927.77	12558.0
2020-10-13 21:30:00	ES	Futures	3927.77	3933.09	3926.64	3932.25	7733.0
2020-10-13 22:00:00	ES	Futures	3931.97	3937.85	3930.57	3936.17	6338.0
2020-10-13 22:30:00	ES	Futures	3936.17	3937.29	3933.93	3935.33	3248.0
2020-10-13 23:00:00	ES	Futures	3935.33	3942.61	3935.33	3940.93	3920.0
2020-10-13 23:30:00	ES	Futures	3941.21	3942.33	3939.81	3940.37	2884.0
2020-10-13 00:00:00	NQ	Futures	13966.86	13968.02	13954.71	13962.23	1079.0
2020-10-13 00:30:00	NQ	Futures	13963.39	13965.42	13957.89	13960.5	706.0
2020-10-13 01:00:00	NQ	Futures	13960.5	14009.71	13960.5	14007.97	4242.0
2020-10-13 01:30:00	NQ	Futures	14007.39	14018.39	13997.55	14014.34	2901.0

> showing 50 of 3,479 rows — these rows as CSV

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