PREVIEW / futures_30min / 2020-10-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-19.parquet
  size:    96 KB
  rows:    3,481

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
2020-10-19 00:00:00	ES	Futures	3903.68	3906.48	3903.68	3905.08	1695.0
2020-10-19 00:30:00	ES	Futures	3905.36	3905.36	3902.84	3904.8	1900.0
2020-10-19 01:00:00	ES	Futures	3904.8	3907.32	3903.96	3906.48	2366.0
2020-10-19 01:30:00	ES	Futures	3906.2	3907.6	3903.12	3905.92	4371.0
2020-10-19 02:00:00	ES	Futures	3906.2	3906.76	3903.96	3904.52	2616.0
2020-10-19 02:30:00	ES	Futures	3904.52	3906.48	3902.28	3905.92	2929.0
2020-10-19 03:00:00	ES	Futures	3905.92	3917.4	3905.64	3914.32	18943.0
2020-10-19 03:30:00	ES	Futures	3914.32	3915.16	3909.28	3909.28	7961.0
2020-10-19 04:00:00	ES	Futures	3909.0	3913.2	3905.36	3910.68	7148.0
2020-10-19 04:30:00	ES	Futures	3910.4	3914.04	3910.4	3913.2	3724.0
2020-10-19 05:00:00	ES	Futures	3913.2	3916.84	3912.36	3913.2	4867.0
2020-10-19 05:30:00	ES	Futures	3913.2	3913.76	3908.72	3912.08	6283.0
2020-10-19 06:00:00	ES	Futures	3912.08	3912.64	3906.48	3908.72	7339.0
2020-10-19 06:30:00	ES	Futures	3908.72	3913.76	3907.6	3913.2	7636.0
2020-10-19 07:00:00	ES	Futures	3913.2	3914.32	3909.56	3910.68	6009.0
2020-10-19 07:30:00	ES	Futures	3910.68	3911.8	3909.28	3909.28	5852.0
2020-10-19 08:00:00	ES	Futures	3909.28	3909.84	3905.64	3908.44	13987.0
2020-10-19 08:30:00	ES	Futures	3908.44	3909.28	3903.96	3905.36	8743.0
2020-10-19 09:00:00	ES	Futures	3905.64	3908.44	3905.36	3906.76	13245.0
2020-10-19 09:30:00	ES	Futures	3907.04	3914.32	3904.52	3904.8	106102.0
2020-10-19 10:00:00	ES	Futures	3905.08	3905.08	3886.31	3903.12	126315.0
2020-10-19 10:30:00	ES	Futures	3902.84	3903.68	3880.99	3889.95	148719.0
2020-10-19 11:00:00	ES	Futures	3889.67	3892.75	3872.31	3881.27	97284.0
2020-10-19 11:30:00	ES	Futures	3880.99	3886.87	3877.35	3879.87	69572.0
2020-10-19 12:00:00	ES	Futures	3879.87	3884.63	3872.31	3875.67	75491.0
2020-10-19 12:30:00	ES	Futures	3875.39	3882.67	3874.55	3878.75	41357.0
2020-10-19 13:00:00	ES	Futures	3878.75	3881.27	3873.15	3875.67	35215.0
2020-10-19 13:30:00	ES	Futures	3875.39	3876.51	3860.54	3863.9	66631.0
2020-10-19 14:00:00	ES	Futures	3863.62	3867.82	3856.9	3866.14	76262.0
2020-10-19 14:30:00	ES	Futures	3865.86	3866.14	3833.93	3834.77	146949.0
2020-10-19 15:00:00	ES	Futures	3834.77	3838.7	3823.57	3831.97	160964.0
2020-10-19 15:30:00	ES	Futures	3831.69	3840.1	3821.33	3832.81	205745.0
2020-10-19 16:00:00	ES	Futures	3833.09	3837.29	3832.53	3835.33	66762.0
2020-10-19 16:30:00	ES	Futures	3837.29	3848.5	3837.29	3847.1	12583.0
2020-10-19 18:00:00	ES	Futures	3849.62	3856.06	3847.66	3852.42	10027.0
2020-10-19 18:30:00	ES	Futures	3852.7	3853.54	3850.46	3852.42	2690.0
2020-10-19 19:00:00	ES	Futures	3852.98	3853.82	3851.86	3853.26	1466.0
2020-10-19 19:30:00	ES	Futures	3853.26	3854.66	3851.86	3853.82	3358.0
2020-10-19 20:00:00	ES	Futures	3853.82	3860.26	3853.26	3856.9	6786.0
2020-10-19 20:30:00	ES	Futures	3856.62	3858.3	3855.5	3855.5	2858.0
2020-10-19 21:00:00	ES	Futures	3855.5	3857.46	3847.38	3848.78	7789.0
2020-10-19 21:30:00	ES	Futures	3848.5	3849.34	3842.06	3845.7	9286.0
2020-10-19 22:00:00	ES	Futures	3845.42	3850.74	3843.74	3847.94	4012.0
2020-10-19 22:30:00	ES	Futures	3847.94	3847.94	3840.94	3845.7	4365.0
2020-10-19 23:00:00	ES	Futures	3845.42	3849.62	3844.58	3847.1	4107.0
2020-10-19 23:30:00	ES	Futures	3847.1	3855.22	3846.82	3851.58	5162.0
2020-10-19 00:00:00	NQ	Futures	13763.66	13777.84	13760.76	13770.03	1263.0
2020-10-19 00:30:00	NQ	Futures	13770.03	13775.24	13756.71	13769.16	1830.0
2020-10-19 01:00:00	NQ	Futures	13769.16	13779.87	13763.95	13776.1	1357.0
2020-10-19 01:30:00	NQ	Futures	13774.95	13788.26	13764.53	13778.71	2064.0

> showing 50 of 3,481 rows — these rows as CSV

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