PREVIEW / futures_30min / 2020-10-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-28.parquet
  size:    106 KB
  rows:    3,642

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
2020-10-28 00:00:00	ES	Futures	3768.67	3769.23	3765.31	3766.99	2902.0
2020-10-28 00:30:00	ES	Futures	3766.71	3769.79	3766.43	3769.51	1840.0
2020-10-28 01:00:00	ES	Futures	3769.79	3771.19	3767.83	3770.35	4570.0
2020-10-28 01:30:00	ES	Futures	3770.63	3775.39	3770.35	3773.99	5942.0
2020-10-28 02:00:00	ES	Futures	3773.99	3775.67	3771.75	3772.59	4819.0
2020-10-28 02:30:00	ES	Futures	3772.59	3773.71	3765.31	3766.99	5665.0
2020-10-28 03:00:00	ES	Futures	3766.99	3768.95	3747.1	3751.87	27197.0
2020-10-28 03:30:00	ES	Futures	3751.87	3756.91	3747.66	3756.07	12353.0
2020-10-28 04:00:00	ES	Futures	3756.07	3761.39	3734.22	3738.42	38530.0
2020-10-28 04:30:00	ES	Futures	3738.42	3745.14	3731.7	3744.02	24683.0
2020-10-28 05:00:00	ES	Futures	3744.02	3748.5	3740.66	3742.62	16763.0
2020-10-28 05:30:00	ES	Futures	3742.62	3742.9	3734.5	3740.1	14474.0
2020-10-28 06:00:00	ES	Futures	3740.1	3746.26	3738.42	3738.98	12191.0
2020-10-28 06:30:00	ES	Futures	3738.98	3742.9	3733.66	3734.78	9983.0
2020-10-28 07:00:00	ES	Futures	3735.06	3738.7	3728.62	3736.74	21436.0
2020-10-28 07:30:00	ES	Futures	3736.74	3740.38	3733.94	3735.06	15090.0
2020-10-28 08:00:00	ES	Futures	3735.06	3735.34	3730.3	3732.54	17411.0
2020-10-28 08:30:00	ES	Futures	3732.54	3732.82	3712.09	3716.57	55132.0
2020-10-28 09:00:00	ES	Futures	3716.57	3722.18	3712.37	3720.78	40467.0
2020-10-28 09:30:00	ES	Futures	3720.78	3728.9	3707.05	3711.53	238453.0
2020-10-28 10:00:00	ES	Futures	3711.53	3713.49	3676.8	3682.96	247898.0
2020-10-28 10:30:00	ES	Futures	3682.96	3691.93	3670.92	3680.44	189671.0
2020-10-28 11:00:00	ES	Futures	3680.44	3686.88	3669.52	3678.2	172710.0
2020-10-28 11:30:00	ES	Futures	3678.2	3697.53	3669.52	3693.33	154147.0
2020-10-28 12:00:00	ES	Futures	3693.05	3700.89	3688.0	3689.12	108401.0
2020-10-28 12:30:00	ES	Futures	3689.4	3692.21	3672.32	3678.48	111596.0
2020-10-28 13:00:00	ES	Futures	3678.2	3679.32	3664.48	3677.36	132145.0
2020-10-28 13:30:00	ES	Futures	3677.08	3684.08	3672.88	3682.4	74578.0
2020-10-28 14:00:00	ES	Futures	3682.4	3685.76	3667.0	3684.64	95593.0
2020-10-28 14:30:00	ES	Futures	3684.92	3687.44	3670.08	3682.96	107239.0
2020-10-28 15:00:00	ES	Futures	3683.24	3689.68	3672.32	3684.64	116467.0
2020-10-28 15:30:00	ES	Futures	3684.64	3695.01	3653.27	3659.99	326652.0
2020-10-28 16:00:00	ES	Futures	3659.99	3665.04	3654.39	3663.08	82946.0
2020-10-28 16:30:00	ES	Futures	3663.64	3673.44	3662.24	3668.96	13564.0
2020-10-28 18:00:00	ES	Futures	3673.72	3676.24	3668.4	3674.56	6788.0
2020-10-28 18:30:00	ES	Futures	3674.84	3677.64	3672.6	3676.52	3853.0
2020-10-28 19:00:00	ES	Futures	3676.24	3677.92	3666.16	3669.52	4116.0
2020-10-28 19:30:00	ES	Futures	3669.52	3677.64	3668.4	3677.08	4217.0
2020-10-28 20:00:00	ES	Futures	3677.08	3688.84	3674.28	3685.2	11821.0
2020-10-28 20:30:00	ES	Futures	3685.2	3688.84	3682.96	3685.76	6583.0
2020-10-28 21:00:00	ES	Futures	3685.76	3691.37	3685.48	3689.68	7791.0
2020-10-28 21:30:00	ES	Futures	3689.68	3695.85	3689.68	3691.09	8646.0
2020-10-28 22:00:00	ES	Futures	3690.81	3691.65	3687.44	3689.68	4812.0
2020-10-28 22:30:00	ES	Futures	3689.68	3691.37	3687.44	3689.4	2487.0
2020-10-28 23:00:00	ES	Futures	3689.4	3692.77	3687.16	3692.21	3024.0
2020-10-28 23:30:00	ES	Futures	3692.21	3694.73	3691.65	3694.73	3486.0
2020-10-28 00:00:00	NQ	Futures	13357.24	13360.43	13350.59	13358.4	931.0
2020-10-28 00:30:00	NQ	Futures	13358.11	13363.03	13356.09	13362.45	806.0
2020-10-28 01:00:00	NQ	Futures	13363.03	13370.56	13357.53	13367.38	1319.0
2020-10-28 01:30:00	NQ	Futures	13367.66	13389.66	13365.64	13383.59	2961.0

> showing 50 of 3,642 rows — these rows as CSV

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