PREVIEW / futures_30min / 2020-10-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-27.parquet
  size:    100 KB
  rows:    3,565

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
2020-10-27 00:00:00	ES	Futures	3805.64	3808.73	3805.64	3808.44	1374.0
2020-10-27 00:30:00	ES	Futures	3808.44	3811.81	3807.88	3810.41	4799.0
2020-10-27 01:00:00	ES	Futures	3810.69	3811.81	3808.44	3810.13	5476.0
2020-10-27 01:30:00	ES	Futures	3810.13	3813.21	3809.57	3812.65	3254.0
2020-10-27 02:00:00	ES	Futures	3812.65	3818.53	3810.97	3814.61	6964.0
2020-10-27 02:30:00	ES	Futures	3814.89	3814.89	3811.53	3814.61	4698.0
2020-10-27 03:00:00	ES	Futures	3814.89	3816.01	3809.01	3810.41	6655.0
2020-10-27 03:30:00	ES	Futures	3810.41	3815.73	3809.01	3814.89	5664.0
2020-10-27 04:00:00	ES	Futures	3814.61	3815.17	3800.88	3804.52	21081.0
2020-10-27 04:30:00	ES	Futures	3804.52	3811.53	3803.68	3809.57	12985.0
2020-10-27 05:00:00	ES	Futures	3809.29	3809.85	3801.72	3807.32	17726.0
2020-10-27 05:30:00	ES	Futures	3807.32	3810.41	3805.08	3808.16	10999.0
2020-10-27 06:00:00	ES	Futures	3808.16	3812.37	3808.16	3811.53	9498.0
2020-10-27 06:30:00	ES	Futures	3811.53	3820.49	3811.53	3817.97	21459.0
2020-10-27 07:00:00	ES	Futures	3818.25	3820.49	3814.89	3818.53	11661.0
2020-10-27 07:30:00	ES	Futures	3818.53	3820.49	3817.69	3820.21	10412.0
2020-10-27 08:00:00	ES	Futures	3820.49	3820.49	3814.89	3815.17	11500.0
2020-10-27 08:30:00	ES	Futures	3814.89	3816.85	3807.32	3807.88	17419.0
2020-10-27 09:00:00	ES	Futures	3808.16	3810.97	3804.8	3806.2	23946.0
2020-10-27 09:30:00	ES	Futures	3806.2	3809.85	3795.28	3805.92	167476.0
2020-10-27 10:00:00	ES	Futures	3806.2	3810.41	3788.28	3792.2	144887.0
2020-10-27 10:30:00	ES	Futures	3792.2	3805.64	3790.8	3795.56	103610.0
2020-10-27 11:00:00	ES	Futures	3795.84	3805.36	3793.32	3794.16	75369.0
2020-10-27 11:30:00	ES	Futures	3794.16	3807.88	3789.12	3807.04	93289.0
2020-10-27 12:00:00	ES	Futures	3807.04	3810.13	3800.6	3800.88	91350.0
2020-10-27 12:30:00	ES	Futures	3800.88	3801.44	3792.76	3798.36	66855.0
2020-10-27 13:00:00	ES	Futures	3798.36	3805.08	3793.6	3804.52	61893.0
2020-10-27 13:30:00	ES	Futures	3804.24	3810.97	3803.68	3805.64	71105.0
2020-10-27 14:00:00	ES	Futures	3805.92	3807.6	3795.28	3799.48	60798.0
2020-10-27 14:30:00	ES	Futures	3799.76	3800.88	3789.96	3793.6	76145.0
2020-10-27 15:00:00	ES	Futures	3793.6	3798.92	3786.88	3797.24	76589.0
2020-10-27 15:30:00	ES	Futures	3797.24	3802.28	3789.12	3790.52	130078.0
2020-10-27 16:00:00	ES	Futures	3790.24	3794.72	3782.68	3787.16	47278.0
2020-10-27 16:30:00	ES	Futures	3786.32	3786.6	3773.71	3773.99	12455.0
2020-10-27 18:00:00	ES	Futures	3774.55	3775.95	3762.23	3763.07	14288.0
2020-10-27 18:30:00	ES	Futures	3762.79	3766.71	3762.79	3764.75	3536.0
2020-10-27 19:00:00	ES	Futures	3765.03	3769.51	3764.75	3768.67	3626.0
2020-10-27 19:30:00	ES	Futures	3768.67	3772.59	3768.39	3771.19	3796.0
2020-10-27 20:00:00	ES	Futures	3771.47	3772.59	3766.71	3772.03	6939.0
2020-10-27 20:30:00	ES	Futures	3772.03	3772.31	3766.43	3767.55	4361.0
2020-10-27 21:00:00	ES	Futures	3767.83	3771.19	3767.55	3770.63	3263.0
2020-10-27 21:30:00	ES	Futures	3770.63	3772.59	3767.55	3768.95	4941.0
2020-10-27 22:00:00	ES	Futures	3768.67	3769.23	3765.03	3766.99	5361.0
2020-10-27 22:30:00	ES	Futures	3766.99	3771.19	3766.71	3770.07	3432.0
2020-10-27 23:00:00	ES	Futures	3770.07	3771.19	3768.95	3769.51	2807.0
2020-10-27 23:30:00	ES	Futures	3769.51	3769.51	3767.55	3768.39	1740.0
2020-10-27 00:00:00	NQ	Futures	13308.03	13321.64	13306.3	13319.61	872.0
2020-10-27 00:30:00	NQ	Futures	13320.19	13337.56	13317.3	13332.06	1376.0
2020-10-27 01:00:00	NQ	Futures	13332.64	13338.43	13323.38	13328.88	1750.0
2020-10-27 01:30:00	NQ	Futures	13329.45	13336.11	13325.98	13333.22	920.0

> showing 50 of 3,565 rows — these rows as CSV

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