PREVIEW / futures_30min / 2020-10-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-26.parquet
  size:    97 KB
  rows:    3,589

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
2020-10-26 00:00:00	ES	Futures	3846.26	3846.54	3843.18	3844.58	1869.0
2020-10-26 00:30:00	ES	Futures	3844.58	3845.7	3843.18	3844.3	1337.0
2020-10-26 01:00:00	ES	Futures	3844.3	3848.22	3843.74	3846.54	2623.0
2020-10-26 01:30:00	ES	Futures	3846.54	3847.1	3839.26	3839.82	4074.0
2020-10-26 02:00:00	ES	Futures	3839.82	3842.34	3839.82	3841.22	2421.0
2020-10-26 02:30:00	ES	Futures	3841.22	3842.06	3837.85	3838.98	2812.0
2020-10-26 03:00:00	ES	Futures	3838.98	3840.66	3822.73	3825.25	15567.0
2020-10-26 03:30:00	ES	Futures	3825.25	3832.53	3824.41	3826.09	12669.0
2020-10-26 04:00:00	ES	Futures	3826.09	3832.25	3823.29	3826.93	29836.0
2020-10-26 04:30:00	ES	Futures	3826.93	3834.77	3826.09	3832.53	10191.0
2020-10-26 05:00:00	ES	Futures	3832.81	3834.77	3830.01	3833.65	9461.0
2020-10-26 05:30:00	ES	Futures	3833.65	3834.49	3826.65	3829.73	8134.0
2020-10-26 06:00:00	ES	Futures	3829.73	3832.53	3826.37	3832.25	9196.0
2020-10-26 06:30:00	ES	Futures	3832.25	3832.81	3829.45	3832.53	4538.0
2020-10-26 07:00:00	ES	Futures	3832.81	3837.01	3832.25	3833.37	9907.0
2020-10-26 07:30:00	ES	Futures	3833.37	3834.77	3828.33	3829.45	8911.0
2020-10-26 08:00:00	ES	Futures	3829.45	3831.13	3824.97	3830.01	13034.0
2020-10-26 08:30:00	ES	Futures	3830.01	3830.57	3825.53	3827.77	13526.0
2020-10-26 09:00:00	ES	Futures	3827.77	3834.49	3826.93	3833.65	26200.0
2020-10-26 09:30:00	ES	Futures	3833.65	3840.1	3828.89	3837.85	127486.0
2020-10-26 10:00:00	ES	Futures	3837.85	3842.9	3826.37	3827.21	123082.0
2020-10-26 10:30:00	ES	Futures	3826.93	3827.21	3803.96	3805.08	159797.0
2020-10-26 11:00:00	ES	Futures	3805.08	3805.36	3788.56	3795.56	154015.0
2020-10-26 11:30:00	ES	Futures	3795.56	3799.76	3786.32	3793.6	138759.0
2020-10-26 12:00:00	ES	Futures	3793.6	3796.68	3788.84	3793.6	90151.0
2020-10-26 12:30:00	ES	Futures	3793.6	3793.6	3778.19	3781.0	113404.0
2020-10-26 13:00:00	ES	Futures	3781.0	3783.24	3765.87	3766.43	113075.0
2020-10-26 13:30:00	ES	Futures	3766.43	3780.16	3759.99	3779.6	112999.0
2020-10-26 14:00:00	ES	Futures	3779.32	3794.16	3776.51	3793.6	92658.0
2020-10-26 14:30:00	ES	Futures	3793.32	3794.44	3782.4	3788.28	84271.0
2020-10-26 15:00:00	ES	Futures	3788.56	3793.6	3779.32	3790.8	85942.0
2020-10-26 15:30:00	ES	Futures	3790.52	3803.68	3779.03	3803.12	192873.0
2020-10-26 16:00:00	ES	Futures	3803.12	3807.6	3800.32	3804.24	63559.0
2020-10-26 16:30:00	ES	Futures	3804.52	3805.08	3800.32	3803.4	5787.0
2020-10-26 18:00:00	ES	Futures	3802.84	3807.04	3801.44	3806.76	3884.0
2020-10-26 18:30:00	ES	Futures	3806.76	3807.04	3804.8	3805.08	2425.0
2020-10-26 19:00:00	ES	Futures	3805.08	3808.73	3803.96	3807.6	4166.0
2020-10-26 19:30:00	ES	Futures	3807.6	3807.88	3799.2	3800.88	5022.0
2020-10-26 20:00:00	ES	Futures	3800.88	3811.53	3798.08	3810.69	9321.0
2020-10-26 20:30:00	ES	Futures	3810.41	3813.77	3810.13	3813.21	5306.0
2020-10-26 21:00:00	ES	Futures	3813.21	3813.77	3808.73	3809.57	3737.0
2020-10-26 21:30:00	ES	Futures	3809.57	3809.85	3803.4	3805.08	5641.0
2020-10-26 22:00:00	ES	Futures	3805.08	3808.73	3803.96	3805.64	3445.0
2020-10-26 22:30:00	ES	Futures	3805.64	3808.16	3804.24	3806.48	2178.0
2020-10-26 23:00:00	ES	Futures	3806.76	3808.16	3803.96	3806.76	2369.0
2020-10-26 23:30:00	ES	Futures	3806.48	3808.73	3805.36	3805.64	2098.0
2020-10-26 00:00:00	NQ	Futures	13453.93	13455.66	13441.19	13447.27	1025.0
2020-10-26 00:30:00	NQ	Futures	13447.56	13453.06	13439.74	13447.27	1079.0
2020-10-26 01:00:00	NQ	Futures	13447.56	13458.85	13443.51	13453.64	1967.0
2020-10-26 01:30:00	NQ	Futures	13454.79	13455.95	13433.37	13435.11	2385.0

> showing 50 of 3,589 rows — these rows as CSV

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