PREVIEW / futures_30min / 2020-10-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-22.parquet
  size:    99 KB
  rows:    3,539

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
2020-10-22 00:00:00	ES	Futures	3815.45	3820.21	3815.17	3817.97	3380.0
2020-10-22 00:30:00	ES	Futures	3817.97	3819.09	3816.57	3817.97	2208.0
2020-10-22 01:00:00	ES	Futures	3817.97	3831.41	3817.13	3830.29	7248.0
2020-10-22 01:30:00	ES	Futures	3830.01	3830.29	3822.17	3823.57	4284.0
2020-10-22 02:00:00	ES	Futures	3823.57	3831.13	3823.01	3825.81	6219.0
2020-10-22 02:30:00	ES	Futures	3826.09	3828.89	3824.41	3826.37	4678.0
2020-10-22 03:00:00	ES	Futures	3826.37	3828.05	3817.69	3824.41	18651.0
2020-10-22 03:30:00	ES	Futures	3824.41	3831.41	3821.89	3830.85	11437.0
2020-10-22 04:00:00	ES	Futures	3830.85	3840.1	3828.33	3839.26	16153.0
2020-10-22 04:30:00	ES	Futures	3839.54	3840.38	3833.37	3835.05	11846.0
2020-10-22 05:00:00	ES	Futures	3835.05	3836.73	3831.97	3833.65	6766.0
2020-10-22 05:30:00	ES	Futures	3833.65	3837.01	3832.25	3834.49	7818.0
2020-10-22 06:00:00	ES	Futures	3834.77	3841.5	3829.17	3839.82	14140.0
2020-10-22 06:30:00	ES	Futures	3839.82	3842.06	3835.33	3838.42	12764.0
2020-10-22 07:00:00	ES	Futures	3838.42	3842.06	3836.45	3839.26	6791.0
2020-10-22 07:30:00	ES	Futures	3839.26	3841.78	3835.33	3840.66	7499.0
2020-10-22 08:00:00	ES	Futures	3840.66	3844.58	3836.45	3838.13	15776.0
2020-10-22 08:30:00	ES	Futures	3838.13	3843.46	3834.21	3836.73	29512.0
2020-10-22 09:00:00	ES	Futures	3836.73	3844.02	3835.05	3842.62	21818.0
2020-10-22 09:30:00	ES	Futures	3842.9	3852.14	3842.34	3848.22	114184.0
2020-10-22 10:00:00	ES	Futures	3848.22	3850.18	3826.93	3831.13	115186.0
2020-10-22 10:30:00	ES	Futures	3831.13	3837.01	3816.85	3834.49	195298.0
2020-10-22 11:00:00	ES	Futures	3834.21	3847.66	3832.81	3842.34	114813.0
2020-10-22 11:30:00	ES	Futures	3842.34	3844.02	3833.37	3835.33	79806.0
2020-10-22 12:00:00	ES	Futures	3835.33	3841.22	3831.41	3839.26	48897.0
2020-10-22 12:30:00	ES	Futures	3839.26	3846.54	3832.53	3844.86	59529.0
2020-10-22 13:00:00	ES	Futures	3844.86	3858.58	3843.46	3852.7	71180.0
2020-10-22 13:30:00	ES	Futures	3852.98	3860.82	3848.78	3858.3	65786.0
2020-10-22 14:00:00	ES	Futures	3858.58	3866.42	3857.46	3861.38	50234.0
2020-10-22 14:30:00	ES	Futures	3861.38	3864.74	3858.3	3859.7	35090.0
2020-10-22 15:00:00	ES	Futures	3859.7	3863.34	3853.54	3863.06	44221.0
2020-10-22 15:30:00	ES	Futures	3863.06	3868.67	3856.34	3862.5	128232.0
2020-10-22 16:00:00	ES	Futures	3862.22	3866.42	3858.58	3863.34	38524.0
2020-10-22 16:30:00	ES	Futures	3862.22	3866.7	3859.98	3865.86	4334.0
2020-10-22 18:00:00	ES	Futures	3871.75	3873.15	3868.67	3870.07	5114.0
2020-10-22 18:30:00	ES	Futures	3870.07	3872.87	3868.95	3870.07	2134.0
2020-10-22 19:00:00	ES	Futures	3870.07	3870.63	3862.78	3868.39	4464.0
2020-10-22 19:30:00	ES	Futures	3868.39	3870.63	3865.86	3867.26	2990.0
2020-10-22 20:00:00	ES	Futures	3867.54	3867.82	3858.58	3861.94	6026.0
2020-10-22 20:30:00	ES	Futures	3862.22	3865.02	3857.74	3863.62	4284.0
2020-10-22 21:00:00	ES	Futures	3863.9	3864.46	3855.22	3860.54	5648.0
2020-10-22 21:30:00	ES	Futures	3860.26	3861.1	3857.18	3860.54	3022.0
2020-10-22 22:00:00	ES	Futures	3860.54	3861.94	3856.34	3860.82	3527.0
2020-10-22 22:30:00	ES	Futures	3860.54	3867.26	3860.54	3866.7	3650.0
2020-10-22 23:00:00	ES	Futures	3866.7	3870.07	3866.42	3866.42	4371.0
2020-10-22 23:30:00	ES	Futures	3866.7	3869.23	3866.14	3868.11	1912.0
2020-10-22 00:00:00	NQ	Futures	13442.64	13456.82	13438.87	13450.45	1553.0
2020-10-22 00:30:00	NQ	Futures	13449.87	13450.16	13435.4	13442.64	933.0
2020-10-22 01:00:00	NQ	Futures	13441.48	13491.56	13433.66	13486.93	2934.0
2020-10-22 01:30:00	NQ	Futures	13484.9	13489.82	13449.01	13454.79	3084.0

> showing 50 of 3,539 rows — these rows as CSV

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