PREVIEW / futures_30min / 2020-10-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-14.parquet
  size:    95 KB
  rows:    3,519

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
2020-10-14 00:00:00	ES	Futures	3940.37	3944.85	3940.37	3942.61	3738.0
2020-10-14 00:30:00	ES	Futures	3942.61	3942.89	3935.33	3937.85	5632.0
2020-10-14 01:00:00	ES	Futures	3937.85	3938.69	3933.09	3933.65	5181.0
2020-10-14 01:30:00	ES	Futures	3933.93	3935.33	3933.37	3933.93	3034.0
2020-10-14 02:00:00	ES	Futures	3933.93	3937.57	3930.57	3935.33	5713.0
2020-10-14 02:30:00	ES	Futures	3935.33	3942.89	3935.05	3940.93	5758.0
2020-10-14 03:00:00	ES	Futures	3940.93	3942.33	3931.41	3935.33	10941.0
2020-10-14 03:30:00	ES	Futures	3935.33	3940.93	3933.37	3940.65	6605.0
2020-10-14 04:00:00	ES	Futures	3940.65	3944.57	3938.69	3944.57	6813.0
2020-10-14 04:30:00	ES	Futures	3944.57	3948.21	3941.77	3944.01	8558.0
2020-10-14 05:00:00	ES	Futures	3944.01	3947.93	3941.21	3941.77	6958.0
2020-10-14 05:30:00	ES	Futures	3941.77	3941.77	3933.37	3935.61	14445.0
2020-10-14 06:00:00	ES	Futures	3935.61	3938.13	3921.88	3925.8	20919.0
2020-10-14 06:30:00	ES	Futures	3925.52	3926.64	3914.32	3918.8	19154.0
2020-10-14 07:00:00	ES	Futures	3918.8	3927.77	3917.68	3926.36	13057.0
2020-10-14 07:30:00	ES	Futures	3926.36	3926.92	3918.52	3924.12	13320.0
2020-10-14 08:00:00	ES	Futures	3924.12	3928.33	3922.72	3926.92	15780.0
2020-10-14 08:30:00	ES	Futures	3926.64	3935.61	3923.84	3934.21	17048.0
2020-10-14 09:00:00	ES	Futures	3933.93	3935.05	3929.73	3930.29	16113.0
2020-10-14 09:30:00	ES	Futures	3930.29	3944.01	3926.64	3941.77	113361.0
2020-10-14 10:00:00	ES	Futures	3941.77	3942.33	3923.0	3924.12	98760.0
2020-10-14 10:30:00	ES	Futures	3924.4	3933.09	3919.92	3929.73	86219.0
2020-10-14 11:00:00	ES	Futures	3930.01	3932.53	3922.16	3923.0	72643.0
2020-10-14 11:30:00	ES	Futures	3923.28	3924.96	3900.04	3902.0	133623.0
2020-10-14 12:00:00	ES	Futures	3902.0	3911.24	3889.95	3898.36	118495.0
2020-10-14 12:30:00	ES	Futures	3898.36	3903.68	3891.91	3899.76	68178.0
2020-10-14 13:00:00	ES	Futures	3899.48	3905.08	3895.55	3896.67	62585.0
2020-10-14 13:30:00	ES	Futures	3896.67	3902.56	3890.79	3901.16	69215.0
2020-10-14 14:00:00	ES	Futures	3900.88	3908.16	3897.51	3900.32	78692.0
2020-10-14 14:30:00	ES	Futures	3900.32	3903.12	3890.51	3901.16	90900.0
2020-10-14 15:00:00	ES	Futures	3901.44	3913.76	3898.92	3907.6	77518.0
2020-10-14 15:30:00	ES	Futures	3907.32	3914.32	3897.23	3899.48	135034.0
2020-10-14 16:00:00	ES	Futures	3899.76	3902.28	3896.67	3899.2	46218.0
2020-10-14 16:30:00	ES	Futures	3899.76	3900.32	3897.51	3898.36	4755.0
2020-10-14 18:00:00	ES	Futures	3898.08	3906.2	3898.08	3905.08	4637.0
2020-10-14 18:30:00	ES	Futures	3905.08	3905.92	3892.47	3901.44	13939.0
2020-10-14 19:00:00	ES	Futures	3901.16	3906.2	3900.04	3905.36	7424.0
2020-10-14 19:30:00	ES	Futures	3905.36	3905.64	3902.28	3903.4	2663.0
2020-10-14 20:00:00	ES	Futures	3903.4	3905.64	3897.23	3897.8	8035.0
2020-10-14 20:30:00	ES	Futures	3897.8	3899.2	3895.27	3897.51	3508.0
2020-10-14 21:00:00	ES	Futures	3897.51	3902.28	3886.31	3891.07	10997.0
2020-10-14 21:30:00	ES	Futures	3890.79	3894.43	3885.47	3890.51	7795.0
2020-10-14 22:00:00	ES	Futures	3890.23	3891.91	3887.99	3889.39	3989.0
2020-10-14 22:30:00	ES	Futures	3889.11	3891.35	3882.67	3883.23	5628.0
2020-10-14 23:00:00	ES	Futures	3883.23	3885.47	3881.27	3884.07	5044.0
2020-10-14 23:30:00	ES	Futures	3883.79	3886.59	3881.83	3883.79	3766.0
2020-10-14 00:00:00	NQ	Futures	14078.31	14093.94	14078.31	14084.97	1264.0
2020-10-14 00:30:00	NQ	Futures	14084.97	14085.84	14049.07	14059.78	2612.0
2020-10-14 01:00:00	NQ	Futures	14059.78	14066.44	14037.78	14041.55	2466.0
2020-10-14 01:30:00	NQ	Futures	14040.97	14052.55	14038.36	14044.73	1593.0

> showing 50 of 3,519 rows — these rows as CSV

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