PREVIEW / futures_30min / 2020-10-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-23.parquet
  size:    81 KB
  rows:    2,864

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
2020-10-23 00:00:00	ES	Futures	3868.11	3868.95	3866.14	3866.42	1485.0
2020-10-23 00:30:00	ES	Futures	3866.42	3868.11	3865.02	3867.54	2055.0
2020-10-23 01:00:00	ES	Futures	3867.54	3868.95	3863.06	3864.46	3022.0
2020-10-23 01:30:00	ES	Futures	3864.18	3865.58	3859.98	3860.54	3137.0
2020-10-23 02:00:00	ES	Futures	3860.82	3860.82	3850.74	3855.78	9503.0
2020-10-23 02:30:00	ES	Futures	3855.78	3857.18	3853.26	3854.38	5972.0
2020-10-23 03:00:00	ES	Futures	3854.66	3861.66	3853.54	3861.1	12413.0
2020-10-23 03:30:00	ES	Futures	3861.38	3872.31	3861.38	3871.19	16602.0
2020-10-23 04:00:00	ES	Futures	3870.91	3876.51	3869.51	3872.59	14178.0
2020-10-23 04:30:00	ES	Futures	3872.59	3873.15	3868.39	3868.95	7530.0
2020-10-23 05:00:00	ES	Futures	3868.67	3875.95	3867.26	3875.11	8513.0
2020-10-23 05:30:00	ES	Futures	3875.11	3877.07	3870.35	3870.63	8117.0
2020-10-23 06:00:00	ES	Futures	3870.63	3873.43	3867.82	3869.79	9013.0
2020-10-23 06:30:00	ES	Futures	3869.51	3878.19	3869.51	3873.71	7680.0
2020-10-23 07:00:00	ES	Futures	3873.99	3875.39	3870.91	3872.59	6988.0
2020-10-23 07:30:00	ES	Futures	3872.87	3878.75	3872.59	3875.67	9186.0
2020-10-23 08:00:00	ES	Futures	3875.95	3879.31	3873.99	3877.35	8455.0
2020-10-23 08:30:00	ES	Futures	3877.35	3879.31	3875.95	3877.35	14571.0
2020-10-23 09:00:00	ES	Futures	3877.35	3878.47	3873.99	3876.51	18503.0
2020-10-23 09:30:00	ES	Futures	3876.51	3877.07	3864.18	3869.79	135643.0
2020-10-23 10:00:00	ES	Futures	3869.51	3869.79	3859.14	3864.46	95753.0
2020-10-23 10:30:00	ES	Futures	3864.46	3869.23	3859.42	3862.78	65358.0
2020-10-23 11:00:00	ES	Futures	3862.78	3868.67	3854.38	3860.26	93952.0
2020-10-23 11:30:00	ES	Futures	3859.98	3861.66	3850.18	3856.34	80292.0
2020-10-23 12:00:00	ES	Futures	3856.34	3859.7	3844.58	3850.18	100812.0
2020-10-23 12:30:00	ES	Futures	3850.18	3854.66	3845.42	3847.94	47470.0
2020-10-23 13:00:00	ES	Futures	3847.94	3861.38	3847.38	3859.7	44597.0
2020-10-23 13:30:00	ES	Futures	3859.98	3862.22	3857.46	3860.26	28866.0
2020-10-23 14:00:00	ES	Futures	3859.98	3866.98	3858.3	3866.14	40866.0
2020-10-23 14:30:00	ES	Futures	3866.42	3867.54	3862.22	3863.06	46301.0
2020-10-23 15:00:00	ES	Futures	3863.06	3870.63	3862.78	3867.82	37320.0
2020-10-23 15:30:00	ES	Futures	3867.82	3874.83	3865.86	3874.55	107295.0
2020-10-23 16:00:00	ES	Futures	3874.27	3874.55	3866.7	3866.7	38037.0
2020-10-23 16:30:00	ES	Futures	3867.54	3871.47	3867.54	3868.39	4091.0
2020-10-23 00:00:00	NQ	Futures	13513.85	13520.21	13506.61	13508.06	705.0
2020-10-23 00:30:00	NQ	Futures	13508.35	13514.14	13493.58	13510.08	1327.0
2020-10-23 01:00:00	NQ	Futures	13508.93	13514.14	13490.69	13497.64	1986.0
2020-10-23 01:30:00	NQ	Futures	13497.35	13503.14	13476.79	13481.14	1631.0
2020-10-23 02:00:00	NQ	Futures	13480.56	13485.48	13433.66	13467.53	4488.0
2020-10-23 02:30:00	NQ	Futures	13468.4	13473.61	13455.95	13460.29	1818.0
2020-10-23 03:00:00	NQ	Futures	13459.72	13475.64	13453.35	13467.24	3234.0
2020-10-23 03:30:00	NQ	Futures	13468.98	13518.19	13468.98	13510.95	4915.0
2020-10-23 04:00:00	NQ	Futures	13510.66	13526.29	13503.14	13510.95	3421.0
2020-10-23 04:30:00	NQ	Futures	13510.95	13516.45	13486.06	13488.95	2310.0
2020-10-23 05:00:00	NQ	Futures	13489.53	13510.37	13480.27	13503.14	2289.0
2020-10-23 05:30:00	NQ	Futures	13503.14	13512.11	13492.72	13494.16	1435.0
2020-10-23 06:00:00	NQ	Futures	13494.74	13501.98	13470.72	13470.72	2543.0
2020-10-23 06:30:00	NQ	Futures	13470.72	13515.87	13469.85	13502.85	2775.0
2020-10-23 07:00:00	NQ	Futures	13502.27	13517.03	13494.45	13507.19	2686.0
2020-10-23 07:30:00	NQ	Futures	13507.48	13526.0	13505.45	13513.27	3011.0

> showing 50 of 2,864 rows — these rows as CSV

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