PREVIEW / futures_30min / 2020-10-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-20.parquet
  size:    100 KB
  rows:    3,541

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
2020-10-20 00:00:00	ES	Futures	3851.58	3851.58	3845.42	3849.9	4655.0
2020-10-20 00:30:00	ES	Futures	3849.9	3849.9	3844.02	3845.7	2623.0
2020-10-20 01:00:00	ES	Futures	3845.7	3847.94	3840.94	3842.62	4057.0
2020-10-20 01:30:00	ES	Futures	3842.62	3852.98	3840.94	3849.9	6524.0
2020-10-20 02:00:00	ES	Futures	3850.18	3851.3	3844.58	3849.62	5932.0
2020-10-20 02:30:00	ES	Futures	3849.9	3851.86	3846.26	3850.18	5695.0
2020-10-20 03:00:00	ES	Futures	3849.9	3856.06	3846.54	3848.78	13574.0
2020-10-20 03:30:00	ES	Futures	3848.78	3857.18	3847.38	3856.34	8860.0
2020-10-20 04:00:00	ES	Futures	3856.34	3859.7	3854.38	3857.18	9929.0
2020-10-20 04:30:00	ES	Futures	3857.18	3858.58	3853.26	3854.38	6014.0
2020-10-20 05:00:00	ES	Futures	3854.66	3859.14	3853.82	3857.18	6574.0
2020-10-20 05:30:00	ES	Futures	3857.18	3859.42	3856.9	3858.58	5103.0
2020-10-20 06:00:00	ES	Futures	3858.58	3865.3	3856.9	3865.02	8533.0
2020-10-20 06:30:00	ES	Futures	3865.3	3867.26	3862.22	3863.62	9457.0
2020-10-20 07:00:00	ES	Futures	3863.9	3864.74	3861.38	3861.94	7997.0
2020-10-20 07:30:00	ES	Futures	3861.94	3862.5	3857.18	3859.42	9336.0
2020-10-20 08:00:00	ES	Futures	3859.42	3859.7	3839.26	3846.54	36778.0
2020-10-20 08:30:00	ES	Futures	3846.54	3852.42	3845.14	3848.5	16975.0
2020-10-20 09:00:00	ES	Futures	3848.5	3852.7	3846.26	3848.22	17069.0
2020-10-20 09:30:00	ES	Futures	3848.5	3864.46	3843.46	3863.9	169144.0
2020-10-20 10:00:00	ES	Futures	3863.62	3869.51	3853.82	3857.74	110112.0
2020-10-20 10:30:00	ES	Futures	3858.02	3862.5	3849.62	3849.9	82099.0
2020-10-20 11:00:00	ES	Futures	3850.18	3854.38	3839.26	3850.46	101392.0
2020-10-20 11:30:00	ES	Futures	3850.18	3856.9	3846.26	3856.34	82197.0
2020-10-20 12:00:00	ES	Futures	3856.34	3861.1	3855.5	3855.78	52155.0
2020-10-20 12:30:00	ES	Futures	3855.78	3874.55	3854.94	3867.26	127751.0
2020-10-20 13:00:00	ES	Futures	3866.98	3884.07	3865.86	3881.83	75119.0
2020-10-20 13:30:00	ES	Futures	3882.11	3887.43	3870.35	3874.27	97014.0
2020-10-20 14:00:00	ES	Futures	3874.55	3880.99	3867.82	3872.03	78546.0
2020-10-20 14:30:00	ES	Futures	3872.31	3876.51	3865.58	3866.7	50743.0
2020-10-20 15:00:00	ES	Futures	3866.98	3872.59	3839.82	3857.46	149235.0
2020-10-20 15:30:00	ES	Futures	3857.46	3865.02	3845.14	3847.66	176364.0
2020-10-20 16:00:00	ES	Futures	3847.38	3851.02	3839.26	3844.3	60152.0
2020-10-20 16:30:00	ES	Futures	3844.86	3849.62	3830.29	3840.66	22748.0
2020-10-20 18:00:00	ES	Futures	3850.74	3855.5	3846.54	3847.38	9122.0
2020-10-20 18:30:00	ES	Futures	3847.38	3857.74	3843.74	3855.78	7754.0
2020-10-20 19:00:00	ES	Futures	3855.5	3864.74	3853.54	3860.82	12267.0
2020-10-20 19:30:00	ES	Futures	3860.54	3862.22	3856.34	3859.14	5068.0
2020-10-20 20:00:00	ES	Futures	3859.42	3865.86	3857.18	3863.9	6007.0
2020-10-20 20:30:00	ES	Futures	3863.9	3865.3	3859.7	3861.1	6685.0
2020-10-20 21:00:00	ES	Futures	3861.38	3864.18	3860.26	3862.22	3746.0
2020-10-20 21:30:00	ES	Futures	3862.22	3863.34	3857.46	3860.26	7223.0
2020-10-20 22:00:00	ES	Futures	3860.26	3866.42	3860.26	3864.18	6364.0
2020-10-20 22:30:00	ES	Futures	3863.9	3869.23	3862.22	3865.3	7043.0
2020-10-20 23:00:00	ES	Futures	3865.02	3867.54	3863.9	3866.14	4287.0
2020-10-20 23:30:00	ES	Futures	3866.14	3874.27	3865.86	3870.35	8456.0
2020-10-20 00:00:00	NQ	Futures	13564.5	13566.82	13539.32	13563.35	2601.0
2020-10-20 00:30:00	NQ	Futures	13563.35	13564.21	13539.03	13548.87	2254.0
2020-10-20 01:00:00	NQ	Futures	13548.0	13565.66	13526.29	13537.58	4155.0
2020-10-20 01:30:00	NQ	Futures	13537.58	13582.74	13530.35	13571.74	3877.0

> showing 50 of 3,541 rows — these rows as CSV

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