PREVIEW / futures_30min / 2020-10-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-16.parquet
  size:    80 KB
  rows:    2,840

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
2020-10-16 00:00:00	ES	Futures	3894.15	3894.99	3889.11	3889.39	4374.0
2020-10-16 00:30:00	ES	Futures	3889.11	3892.19	3888.83	3889.95	3274.0
2020-10-16 01:00:00	ES	Futures	3889.95	3896.67	3889.95	3895.55	4246.0
2020-10-16 01:30:00	ES	Futures	3895.55	3898.92	3894.15	3896.67	3638.0
2020-10-16 02:00:00	ES	Futures	3896.39	3897.23	3891.07	3892.47	5285.0
2020-10-16 02:30:00	ES	Futures	3892.75	3899.76	3890.51	3899.48	6280.0
2020-10-16 03:00:00	ES	Futures	3899.48	3900.88	3892.47	3893.03	17209.0
2020-10-16 03:30:00	ES	Futures	3893.03	3896.11	3887.99	3895.27	13451.0
2020-10-16 04:00:00	ES	Futures	3894.99	3899.76	3892.19	3894.99	8636.0
2020-10-16 04:30:00	ES	Futures	3894.99	3898.08	3893.59	3897.51	5979.0
2020-10-16 05:00:00	ES	Futures	3897.23	3899.76	3892.19	3892.19	7161.0
2020-10-16 05:30:00	ES	Futures	3892.47	3894.99	3888.27	3894.15	13126.0
2020-10-16 06:00:00	ES	Futures	3894.15	3901.72	3891.07	3901.72	12707.0
2020-10-16 06:30:00	ES	Futures	3901.72	3903.96	3894.43	3900.04	11524.0
2020-10-16 07:00:00	ES	Futures	3900.04	3905.36	3896.95	3902.56	13660.0
2020-10-16 07:30:00	ES	Futures	3902.56	3906.48	3902.0	3902.0	10923.0
2020-10-16 08:00:00	ES	Futures	3901.72	3904.8	3900.04	3903.4	12220.0
2020-10-16 08:30:00	ES	Futures	3903.68	3910.96	3903.68	3910.4	26050.0
2020-10-16 09:00:00	ES	Futures	3910.4	3912.92	3902.56	3910.4	40879.0
2020-10-16 09:30:00	ES	Futures	3910.12	3913.2	3902.84	3912.08	134073.0
2020-10-16 10:00:00	ES	Futures	3912.08	3930.01	3911.52	3929.17	126293.0
2020-10-16 10:30:00	ES	Futures	3929.17	3930.85	3919.92	3921.04	76226.0
2020-10-16 11:00:00	ES	Futures	3921.04	3921.32	3905.92	3911.8	92337.0
2020-10-16 11:30:00	ES	Futures	3911.8	3917.68	3908.72	3916.0	56199.0
2020-10-16 12:00:00	ES	Futures	3915.72	3916.56	3906.48	3913.2	52360.0
2020-10-16 12:30:00	ES	Futures	3913.2	3913.76	3903.96	3911.24	53101.0
2020-10-16 13:00:00	ES	Futures	3911.24	3916.28	3909.28	3914.6	36979.0
2020-10-16 13:30:00	ES	Futures	3914.6	3917.4	3911.8	3914.04	34548.0
2020-10-16 14:00:00	ES	Futures	3914.32	3919.36	3910.12	3917.96	45339.0
2020-10-16 14:30:00	ES	Futures	3917.96	3921.32	3914.6	3921.04	41983.0
2020-10-16 15:00:00	ES	Futures	3921.04	3921.04	3905.92	3909.28	75087.0
2020-10-16 15:30:00	ES	Futures	3909.28	3910.12	3889.95	3891.63	150369.0
2020-10-16 16:00:00	ES	Futures	3891.63	3893.59	3877.91	3879.03	79062.0
2020-10-16 16:30:00	ES	Futures	3880.71	3883.51	3879.59	3881.83	8741.0
2020-10-16 00:00:00	NQ	Futures	13729.79	13735.58	13707.21	13707.79	2068.0
2020-10-16 00:30:00	NQ	Futures	13708.95	13724.87	13705.19	13713.87	1791.0
2020-10-16 01:00:00	NQ	Futures	13713.58	13749.18	13713.29	13741.08	2751.0
2020-10-16 01:30:00	NQ	Futures	13741.08	13763.66	13735.0	13752.66	2619.0
2020-10-16 02:00:00	NQ	Futures	13750.63	13757.58	13730.08	13737.9	2344.0
2020-10-16 02:30:00	NQ	Futures	13737.61	13777.26	13730.08	13774.95	2346.0
2020-10-16 03:00:00	NQ	Futures	13774.66	13777.55	13749.18	13756.13	4740.0
2020-10-16 03:30:00	NQ	Futures	13754.97	13775.24	13734.71	13773.79	3640.0
2020-10-16 04:00:00	NQ	Futures	13772.34	13812.58	13770.32	13783.34	4002.0
2020-10-16 04:30:00	NQ	Futures	13784.5	13798.68	13774.66	13790.0	2370.0
2020-10-16 05:00:00	NQ	Futures	13789.42	13796.08	13755.55	13756.71	2244.0
2020-10-16 05:30:00	NQ	Futures	13755.84	13775.53	13745.71	13772.92	3501.0
2020-10-16 06:00:00	NQ	Futures	13773.21	13799.26	13755.55	13794.92	3210.0
2020-10-16 06:30:00	NQ	Futures	13795.79	13808.53	13748.32	13770.89	5117.0
2020-10-16 07:00:00	NQ	Futures	13771.76	13803.89	13762.21	13795.79	4395.0
2020-10-16 07:30:00	NQ	Futures	13795.5	13831.68	13793.76	13810.55	4585.0

> showing 50 of 2,840 rows — these rows as CSV

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