PREVIEW / futures_30min / 2020-10-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-10-30.parquet
  size:    88 KB
  rows:    2,934

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
2020-10-30 00:00:00	ES	Futures	3667.84	3671.2	3667.84	3668.4	2680.0
2020-10-30 00:30:00	ES	Futures	3668.4	3669.8	3661.4	3663.36	3539.0
2020-10-30 01:00:00	ES	Futures	3663.08	3664.76	3638.99	3643.75	14528.0
2020-10-30 01:30:00	ES	Futures	3644.03	3645.99	3627.22	3627.78	20324.0
2020-10-30 02:00:00	ES	Futures	3627.78	3631.43	3614.34	3624.14	23532.0
2020-10-30 02:30:00	ES	Futures	3624.14	3629.46	3620.22	3622.74	11538.0
2020-10-30 03:00:00	ES	Futures	3623.02	3631.99	3622.74	3627.78	13961.0
2020-10-30 03:30:00	ES	Futures	3627.78	3640.67	3627.78	3633.11	15246.0
2020-10-30 04:00:00	ES	Futures	3633.39	3651.31	3632.83	3649.63	30852.0
2020-10-30 04:30:00	ES	Futures	3649.63	3654.11	3637.31	3643.19	20578.0
2020-10-30 05:00:00	ES	Futures	3643.19	3660.27	3640.67	3659.15	20007.0
2020-10-30 05:30:00	ES	Futures	3659.15	3672.04	3655.23	3665.6	21144.0
2020-10-30 06:00:00	ES	Futures	3665.6	3670.36	3660.27	3668.68	15230.0
2020-10-30 06:30:00	ES	Futures	3668.96	3675.96	3663.08	3674.84	19053.0
2020-10-30 07:00:00	ES	Futures	3674.56	3686.88	3674.56	3675.96	21256.0
2020-10-30 07:30:00	ES	Futures	3676.24	3678.2	3670.08	3671.76	12157.0
2020-10-30 08:00:00	ES	Futures	3672.04	3672.6	3657.19	3664.48	21786.0
2020-10-30 08:30:00	ES	Futures	3664.48	3679.32	3661.96	3674.56	22248.0
2020-10-30 09:00:00	ES	Futures	3674.28	3677.92	3668.68	3676.8	26914.0
2020-10-30 09:30:00	ES	Futures	3676.52	3693.05	3660.84	3673.72	188023.0
2020-10-30 10:00:00	ES	Futures	3673.44	3680.16	3639.27	3642.91	172746.0
2020-10-30 10:30:00	ES	Futures	3642.91	3647.67	3620.22	3620.5	198855.0
2020-10-30 11:00:00	ES	Futures	3620.5	3645.71	3620.22	3631.43	161000.0
2020-10-30 11:30:00	ES	Futures	3631.43	3640.39	3623.86	3638.15	92592.0
2020-10-30 12:00:00	ES	Futures	3637.87	3659.71	3634.23	3656.91	91913.0
2020-10-30 12:30:00	ES	Futures	3657.19	3657.75	3638.71	3639.55	74944.0
2020-10-30 13:00:00	ES	Futures	3639.55	3645.99	3629.18	3638.43	72477.0
2020-10-30 13:30:00	ES	Futures	3638.43	3638.43	3621.34	3634.51	89728.0
2020-10-30 14:00:00	ES	Futures	3634.51	3647.67	3624.7	3626.66	106631.0
2020-10-30 14:30:00	ES	Futures	3626.38	3632.55	3613.22	3625.26	123903.0
2020-10-30 15:00:00	ES	Futures	3625.54	3636.75	3619.1	3626.66	178417.0
2020-10-30 15:30:00	ES	Futures	3626.66	3661.68	3617.14	3658.31	344839.0
2020-10-30 16:00:00	ES	Futures	3658.31	3672.04	3655.79	3665.6	106165.0
2020-10-30 16:30:00	ES	Futures	3667.0	3677.64	3666.16	3672.88	12675.0
2020-10-30 00:00:00	NQ	Futures	12973.12	12983.25	12968.78	12973.41	1929.0
2020-10-30 00:30:00	NQ	Futures	12972.83	12978.91	12951.12	12956.33	1726.0
2020-10-30 01:00:00	NQ	Futures	12956.33	12964.15	12865.15	12884.54	5891.0
2020-10-30 01:30:00	NQ	Futures	12884.25	12887.15	12809.86	12818.83	7221.0
2020-10-30 02:00:00	NQ	Futures	12819.41	12832.44	12782.36	12815.65	6640.0
2020-10-30 02:30:00	NQ	Futures	12815.94	12840.83	12797.41	12807.25	3690.0
2020-10-30 03:00:00	NQ	Futures	12807.54	12836.2	12801.17	12825.49	3737.0
2020-10-30 03:30:00	NQ	Futures	12824.33	12867.46	12823.17	12841.7	4472.0
2020-10-30 04:00:00	NQ	Futures	12841.99	12897.57	12840.83	12889.75	7187.0
2020-10-30 04:30:00	NQ	Futures	12889.75	12907.12	12851.54	12869.2	5299.0
2020-10-30 05:00:00	NQ	Futures	12869.78	12928.83	12858.49	12927.09	5226.0
2020-10-30 05:30:00	NQ	Futures	12927.38	12962.99	12918.41	12944.46	5942.0
2020-10-30 06:00:00	NQ	Futures	12944.46	12983.25	12929.12	12975.43	5951.0
2020-10-30 06:30:00	NQ	Futures	12974.57	13011.33	12958.65	12998.59	5807.0
2020-10-30 07:00:00	NQ	Futures	12996.86	13022.33	12994.83	12999.46	5409.0
2020-10-30 07:30:00	NQ	Futures	13000.33	13007.85	12982.96	13002.36	3902.0

> showing 50 of 2,934 rows — these rows as CSV

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