PREVIEW / futures_30min / 2020-10-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-21.parquet
  size:    101 KB
  rows:    3,566

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
2020-10-21 00:00:00	ES	Futures	3870.63	3873.15	3869.23	3872.31	2107.0
2020-10-21 00:30:00	ES	Futures	3872.31	3873.71	3870.07	3871.47	3463.0
2020-10-21 01:00:00	ES	Futures	3871.47	3873.43	3863.62	3864.74	5102.0
2020-10-21 01:30:00	ES	Futures	3864.74	3865.86	3860.82	3864.18	4666.0
2020-10-21 02:00:00	ES	Futures	3864.46	3871.19	3862.78	3870.91	6841.0
2020-10-21 02:30:00	ES	Futures	3870.91	3873.71	3867.82	3868.67	4919.0
2020-10-21 03:00:00	ES	Futures	3868.95	3868.95	3854.38	3858.58	17321.0
2020-10-21 03:30:00	ES	Futures	3858.86	3861.1	3849.06	3855.22	12668.0
2020-10-21 04:00:00	ES	Futures	3854.94	3856.62	3837.29	3841.5	17923.0
2020-10-21 04:30:00	ES	Futures	3841.5	3846.54	3834.21	3834.77	12585.0
2020-10-21 05:00:00	ES	Futures	3834.77	3845.7	3832.25	3844.58	11692.0
2020-10-21 05:30:00	ES	Futures	3844.58	3852.42	3842.9	3850.46	9598.0
2020-10-21 06:00:00	ES	Futures	3850.46	3851.3	3843.74	3849.34	6414.0
2020-10-21 06:30:00	ES	Futures	3849.34	3852.14	3845.98	3846.26	5142.0
2020-10-21 07:00:00	ES	Futures	3846.54	3847.1	3835.33	3838.98	13657.0
2020-10-21 07:30:00	ES	Futures	3838.98	3844.02	3837.01	3842.06	11571.0
2020-10-21 08:00:00	ES	Futures	3842.34	3850.74	3840.1	3849.62	16527.0
2020-10-21 08:30:00	ES	Futures	3849.9	3853.26	3847.94	3848.5	16195.0
2020-10-21 09:00:00	ES	Futures	3848.22	3851.02	3846.26	3846.82	20331.0
2020-10-21 09:30:00	ES	Futures	3847.1	3871.75	3844.86	3870.35	147132.0
2020-10-21 10:00:00	ES	Futures	3870.35	3873.43	3864.46	3865.86	86776.0
2020-10-21 10:30:00	ES	Futures	3865.86	3867.54	3852.7	3854.94	92611.0
2020-10-21 11:00:00	ES	Futures	3855.22	3856.34	3836.73	3845.14	133760.0
2020-10-21 11:30:00	ES	Futures	3845.14	3855.22	3841.22	3845.14	97204.0
2020-10-21 12:00:00	ES	Futures	3845.14	3866.98	3840.94	3853.26	130088.0
2020-10-21 12:30:00	ES	Futures	3853.26	3854.94	3837.29	3840.94	106907.0
2020-10-21 13:00:00	ES	Futures	3840.66	3851.58	3839.26	3849.9	56346.0
2020-10-21 13:30:00	ES	Futures	3849.9	3856.9	3844.3	3849.34	57110.0
2020-10-21 14:00:00	ES	Futures	3849.34	3862.22	3847.1	3859.14	83102.0
2020-10-21 14:30:00	ES	Futures	3859.14	3865.3	3857.18	3865.02	74426.0
2020-10-21 15:00:00	ES	Futures	3864.74	3866.14	3852.14	3861.38	76579.0
2020-10-21 15:30:00	ES	Futures	3861.1	3863.34	3838.42	3839.82	173560.0
2020-10-21 16:00:00	ES	Futures	3839.82	3852.42	3838.98	3846.82	49583.0
2020-10-21 16:30:00	ES	Futures	3846.54	3848.5	3842.62	3844.58	5993.0
2020-10-21 18:00:00	ES	Futures	3843.18	3846.82	3840.1	3846.26	5044.0
2020-10-21 18:30:00	ES	Futures	3846.54	3847.38	3839.54	3840.66	4717.0
2020-10-21 19:00:00	ES	Futures	3840.94	3845.42	3835.33	3838.13	9840.0
2020-10-21 19:30:00	ES	Futures	3838.42	3839.82	3812.09	3824.41	35439.0
2020-10-21 20:00:00	ES	Futures	3824.69	3827.77	3812.93	3821.61	20081.0
2020-10-21 20:30:00	ES	Futures	3821.89	3826.09	3818.53	3825.53	5024.0
2020-10-21 21:00:00	ES	Futures	3825.53	3826.65	3818.53	3820.21	5134.0
2020-10-21 21:30:00	ES	Futures	3820.21	3824.97	3819.37	3823.01	4140.0
2020-10-21 22:00:00	ES	Futures	3823.01	3823.29	3816.01	3817.13	6574.0
2020-10-21 22:30:00	ES	Futures	3817.41	3821.33	3814.89	3819.93	5476.0
2020-10-21 23:00:00	ES	Futures	3819.93	3822.45	3817.69	3817.97	2751.0
2020-10-21 23:30:00	ES	Futures	3818.25	3821.05	3815.17	3815.45	2114.0
2020-10-21 00:00:00	NQ	Futures	13581.87	13591.71	13577.82	13587.66	950.0
2020-10-21 00:30:00	NQ	Futures	13586.5	13592.87	13582.16	13586.21	1385.0
2020-10-21 01:00:00	NQ	Futures	13586.5	13592.29	13554.37	13556.98	2504.0
2020-10-21 01:30:00	NQ	Futures	13556.4	13560.74	13530.06	13552.64	2700.0

> showing 50 of 3,566 rows — these rows as CSV

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