PREVIEW / futures_30min / 2020-10-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-15.parquet
  size:    102 KB
  rows:    3,579

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
2020-10-15 00:00:00	ES	Futures	3883.51	3888.27	3880.15	3887.43	3056.0
2020-10-15 00:30:00	ES	Futures	3887.43	3891.63	3887.43	3888.55	4213.0
2020-10-15 01:00:00	ES	Futures	3888.83	3891.63	3887.71	3890.51	3200.0
2020-10-15 01:30:00	ES	Futures	3890.79	3894.43	3888.27	3889.11	3448.0
2020-10-15 02:00:00	ES	Futures	3889.11	3889.11	3880.99	3882.95	7737.0
2020-10-15 02:30:00	ES	Futures	3882.95	3884.35	3877.63	3878.75	8831.0
2020-10-15 03:00:00	ES	Futures	3878.47	3882.95	3875.67	3878.19	27065.0
2020-10-15 03:30:00	ES	Futures	3878.19	3882.11	3874.83	3880.15	17533.0
2020-10-15 04:00:00	ES	Futures	3879.87	3880.15	3869.23	3870.63	21209.0
2020-10-15 04:30:00	ES	Futures	3870.63	3871.47	3855.22	3859.14	34153.0
2020-10-15 05:00:00	ES	Futures	3859.14	3861.1	3853.26	3857.18	28014.0
2020-10-15 05:30:00	ES	Futures	3857.18	3858.3	3847.1	3856.62	23490.0
2020-10-15 06:00:00	ES	Futures	3856.62	3862.5	3851.58	3858.58	19783.0
2020-10-15 06:30:00	ES	Futures	3858.58	3863.62	3857.18	3862.22	15987.0
2020-10-15 07:00:00	ES	Futures	3862.5	3866.98	3856.9	3863.9	13805.0
2020-10-15 07:30:00	ES	Futures	3863.9	3865.86	3855.78	3858.86	11181.0
2020-10-15 08:00:00	ES	Futures	3858.58	3859.42	3851.58	3857.74	21787.0
2020-10-15 08:30:00	ES	Futures	3857.74	3858.3	3847.1	3852.42	41180.0
2020-10-15 09:00:00	ES	Futures	3852.42	3858.02	3849.62	3850.74	32732.0
2020-10-15 09:30:00	ES	Futures	3850.74	3872.87	3844.58	3872.87	179306.0
2020-10-15 10:00:00	ES	Futures	3872.87	3873.71	3859.98	3861.94	142291.0
2020-10-15 10:30:00	ES	Futures	3862.22	3864.46	3852.42	3863.06	128481.0
2020-10-15 11:00:00	ES	Futures	3862.78	3877.63	3854.38	3870.35	95535.0
2020-10-15 11:30:00	ES	Futures	3870.63	3880.99	3868.95	3872.31	92364.0
2020-10-15 12:00:00	ES	Futures	3872.03	3876.23	3867.54	3868.39	66289.0
2020-10-15 12:30:00	ES	Futures	3868.67	3876.23	3863.34	3875.67	69449.0
2020-10-15 13:00:00	ES	Futures	3875.39	3881.55	3874.27	3877.63	51550.0
2020-10-15 13:30:00	ES	Futures	3877.63	3886.31	3876.79	3882.67	54765.0
2020-10-15 14:00:00	ES	Futures	3882.95	3888.55	3882.67	3887.15	44402.0
2020-10-15 14:30:00	ES	Futures	3886.87	3888.55	3880.15	3887.43	47027.0
2020-10-15 15:00:00	ES	Futures	3887.43	3896.67	3885.47	3895.27	70712.0
2020-10-15 15:30:00	ES	Futures	3895.27	3900.04	3889.39	3894.15	124937.0
2020-10-15 16:00:00	ES	Futures	3893.87	3896.39	3893.03	3893.87	31368.0
2020-10-15 16:30:00	ES	Futures	3894.15	3896.95	3893.59	3894.43	4750.0
2020-10-15 18:00:00	ES	Futures	3897.23	3898.92	3895.83	3896.67	3662.0
2020-10-15 18:30:00	ES	Futures	3896.95	3897.23	3894.43	3894.99	1972.0
2020-10-15 19:00:00	ES	Futures	3895.27	3905.36	3894.71	3904.52	5531.0
2020-10-15 19:30:00	ES	Futures	3904.8	3907.04	3902.28	3903.12	6965.0
2020-10-15 20:00:00	ES	Futures	3903.12	3905.08	3897.51	3901.72	7147.0
2020-10-15 20:30:00	ES	Futures	3901.72	3906.76	3900.6	3903.12	3548.0
2020-10-15 21:00:00	ES	Futures	3903.12	3911.52	3902.56	3903.96	9218.0
2020-10-15 21:30:00	ES	Futures	3904.24	3907.32	3903.4	3905.64	3030.0
2020-10-15 22:00:00	ES	Futures	3905.64	3906.76	3903.96	3905.08	2337.0
2020-10-15 22:30:00	ES	Futures	3905.36	3906.76	3904.52	3905.08	1686.0
2020-10-15 23:00:00	ES	Futures	3905.08	3905.64	3890.23	3891.63	8596.0
2020-10-15 23:30:00	ES	Futures	3891.63	3895.27	3889.95	3894.15	5515.0
2020-10-15 00:00:00	NQ	Futures	13752.08	13772.34	13734.42	13767.71	1852.0
2020-10-15 00:30:00	NQ	Futures	13769.16	13798.97	13767.71	13775.24	2096.0
2020-10-15 01:00:00	NQ	Futures	13773.5	13790.0	13770.03	13785.37	1476.0
2020-10-15 01:30:00	NQ	Futures	13786.82	13801.87	13777.55	13781.6	1607.0

> showing 50 of 3,579 rows — these rows as CSV

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