PREVIEW / futures_30min / 2020-10-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-29.parquet
  size:    105 KB
  rows:    3,624

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
2020-10-29 00:00:00	ES	Futures	3694.73	3696.97	3693.89	3695.85	2502.0
2020-10-29 00:30:00	ES	Futures	3696.13	3697.25	3693.89	3696.13	2302.0
2020-10-29 01:00:00	ES	Futures	3696.13	3697.25	3693.89	3695.01	4326.0
2020-10-29 01:30:00	ES	Futures	3695.01	3697.81	3694.73	3697.53	3832.0
2020-10-29 02:00:00	ES	Futures	3697.81	3709.29	3695.85	3708.17	8762.0
2020-10-29 02:30:00	ES	Futures	3708.17	3708.17	3698.37	3699.49	5256.0
2020-10-29 03:00:00	ES	Futures	3699.49	3700.05	3687.72	3689.4	12601.0
2020-10-29 03:30:00	ES	Futures	3689.4	3691.65	3679.6	3688.28	13373.0
2020-10-29 04:00:00	ES	Futures	3688.28	3698.37	3678.48	3686.88	29252.0
2020-10-29 04:30:00	ES	Futures	3686.88	3690.81	3679.88	3684.36	16281.0
2020-10-29 05:00:00	ES	Futures	3684.36	3693.89	3683.8	3692.49	13013.0
2020-10-29 05:30:00	ES	Futures	3692.21	3693.33	3681.28	3686.88	13349.0
2020-10-29 06:00:00	ES	Futures	3686.88	3686.88	3675.96	3677.36	16772.0
2020-10-29 06:30:00	ES	Futures	3677.36	3684.08	3676.24	3679.88	10014.0
2020-10-29 07:00:00	ES	Futures	3679.6	3680.44	3668.12	3668.68	17934.0
2020-10-29 07:30:00	ES	Futures	3668.4	3672.32	3647.67	3649.07	32125.0
2020-10-29 08:00:00	ES	Futures	3649.35	3657.47	3649.35	3655.79	27687.0
2020-10-29 08:30:00	ES	Futures	3655.51	3671.48	3654.11	3664.48	38929.0
2020-10-29 09:00:00	ES	Futures	3664.2	3667.28	3658.59	3662.24	30971.0
2020-10-29 09:30:00	ES	Futures	3662.24	3678.2	3641.51	3672.32	214714.0
2020-10-29 10:00:00	ES	Futures	3672.6	3686.88	3663.64	3686.32	147710.0
2020-10-29 10:30:00	ES	Futures	3686.32	3694.45	3681.56	3687.72	110370.0
2020-10-29 11:00:00	ES	Futures	3687.44	3695.29	3679.04	3686.04	95833.0
2020-10-29 11:30:00	ES	Futures	3685.76	3689.12	3671.76	3678.76	80137.0
2020-10-29 12:00:00	ES	Futures	3679.04	3688.0	3673.72	3684.64	61865.0
2020-10-29 12:30:00	ES	Futures	3684.64	3693.33	3682.96	3687.44	71354.0
2020-10-29 13:00:00	ES	Futures	3687.72	3697.25	3680.44	3696.41	62105.0
2020-10-29 13:30:00	ES	Futures	3696.41	3714.05	3696.41	3713.49	105218.0
2020-10-29 14:00:00	ES	Futures	3713.49	3732.82	3712.93	3730.3	112197.0
2020-10-29 14:30:00	ES	Futures	3730.3	3735.06	3715.73	3720.22	81462.0
2020-10-29 15:00:00	ES	Futures	3720.5	3726.1	3707.33	3719.37	94579.0
2020-10-29 15:30:00	ES	Futures	3719.65	3725.54	3695.85	3696.97	199477.0
2020-10-29 16:00:00	ES	Futures	3696.97	3709.85	3684.64	3689.96	93073.0
2020-10-29 16:30:00	ES	Futures	3689.4	3692.77	3664.48	3669.8	28180.0
2020-10-29 18:00:00	ES	Futures	3661.4	3668.68	3657.19	3661.96	11016.0
2020-10-29 18:30:00	ES	Futures	3661.68	3665.88	3658.87	3663.92	4928.0
2020-10-29 19:00:00	ES	Futures	3664.2	3674.0	3663.64	3671.2	5462.0
2020-10-29 19:30:00	ES	Futures	3671.2	3676.24	3669.52	3670.36	6001.0
2020-10-29 20:00:00	ES	Futures	3670.64	3672.32	3662.24	3668.68	9629.0
2020-10-29 20:30:00	ES	Futures	3668.68	3672.88	3660.27	3661.4	5792.0
2020-10-29 21:00:00	ES	Futures	3661.12	3669.52	3659.43	3659.71	6414.0
2020-10-29 21:30:00	ES	Futures	3659.43	3669.52	3659.43	3668.12	6479.0
2020-10-29 22:00:00	ES	Futures	3668.12	3670.64	3663.92	3668.4	4625.0
2020-10-29 22:30:00	ES	Futures	3668.12	3668.96	3663.08	3663.64	2797.0
2020-10-29 23:00:00	ES	Futures	3663.36	3667.0	3663.36	3665.88	2213.0
2020-10-29 23:30:00	ES	Futures	3666.16	3668.96	3666.16	3667.84	2545.0
2020-10-29 00:00:00	NQ	Futures	13019.72	13025.8	13014.8	13023.2	1241.0
2020-10-29 00:30:00	NQ	Futures	13023.2	13030.43	13015.09	13024.07	1578.0
2020-10-29 01:00:00	NQ	Futures	13024.64	13031.88	13016.25	13023.49	2133.0
2020-10-29 01:30:00	NQ	Futures	13022.91	13030.14	13018.28	13030.14	1599.0

> showing 50 of 3,624 rows — these rows as CSV

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