PREVIEW / futures_30min / 2020-11-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-02.parquet
  size:    102 KB
  rows:    3,669

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
2020-11-02 00:00:00	ES	Futures	3661.68	3667.56	3659.99	3666.16	2779.0
2020-11-02 00:30:00	ES	Futures	3666.16	3672.32	3663.36	3670.08	4599.0
2020-11-02 01:00:00	ES	Futures	3669.52	3669.52	3664.48	3665.32	2490.0
2020-11-02 01:30:00	ES	Futures	3665.6	3672.88	3656.35	3661.12	8536.0
2020-11-02 02:00:00	ES	Futures	3660.84	3667.0	3655.51	3665.32	9545.0
2020-11-02 02:30:00	ES	Futures	3665.32	3674.28	3660.84	3672.04	15427.0
2020-11-02 03:00:00	ES	Futures	3671.76	3672.32	3661.12	3662.52	22451.0
2020-11-02 03:30:00	ES	Futures	3662.8	3681.84	3661.68	3681.0	23962.0
2020-11-02 04:00:00	ES	Futures	3681.0	3697.25	3678.76	3696.41	21225.0
2020-11-02 04:30:00	ES	Futures	3696.13	3706.77	3694.73	3698.93	16120.0
2020-11-02 05:00:00	ES	Futures	3698.65	3706.21	3698.65	3702.29	10576.0
2020-11-02 05:30:00	ES	Futures	3702.29	3722.46	3701.17	3715.73	17383.0
2020-11-02 06:00:00	ES	Futures	3715.73	3717.13	3709.01	3712.65	13348.0
2020-11-02 06:30:00	ES	Futures	3712.65	3717.13	3708.17	3709.57	11135.0
2020-11-02 07:00:00	ES	Futures	3709.57	3710.97	3704.81	3705.93	12477.0
2020-11-02 07:30:00	ES	Futures	3705.65	3708.45	3694.45	3698.93	16126.0
2020-11-02 08:00:00	ES	Futures	3698.93	3703.69	3696.41	3700.33	13141.0
2020-11-02 08:30:00	ES	Futures	3700.33	3702.57	3696.13	3697.53	15781.0
2020-11-02 09:00:00	ES	Futures	3697.53	3699.77	3690.81	3699.21	29768.0
2020-11-02 09:30:00	ES	Futures	3699.49	3708.17	3685.2	3705.37	161991.0
2020-11-02 10:00:00	ES	Futures	3705.37	3723.58	3705.37	3714.61	181311.0
2020-11-02 10:30:00	ES	Futures	3714.61	3715.17	3697.25	3699.21	107384.0
2020-11-02 11:00:00	ES	Futures	3699.21	3705.09	3690.25	3700.61	96744.0
2020-11-02 11:30:00	ES	Futures	3700.61	3709.01	3695.29	3702.85	78808.0
2020-11-02 12:00:00	ES	Futures	3702.85	3706.21	3696.69	3705.09	75411.0
2020-11-02 12:30:00	ES	Futures	3705.09	3705.93	3682.12	3689.12	78907.0
2020-11-02 13:00:00	ES	Futures	3689.12	3691.09	3670.08	3677.36	79611.0
2020-11-02 13:30:00	ES	Futures	3677.08	3680.44	3665.88	3667.56	75065.0
2020-11-02 14:00:00	ES	Futures	3667.56	3686.88	3665.88	3686.6	82063.0
2020-11-02 14:30:00	ES	Futures	3686.6	3697.25	3682.4	3690.81	92837.0
2020-11-02 15:00:00	ES	Futures	3691.09	3701.17	3688.56	3696.41	66472.0
2020-11-02 15:30:00	ES	Futures	3696.41	3701.73	3681.0	3699.21	215491.0
2020-11-02 16:00:00	ES	Futures	3699.21	3704.25	3695.29	3696.41	41662.0
2020-11-02 16:30:00	ES	Futures	3696.41	3703.13	3694.17	3701.17	6623.0
2020-11-02 18:00:00	ES	Futures	3701.73	3712.37	3698.65	3710.13	6055.0
2020-11-02 18:30:00	ES	Futures	3710.13	3711.25	3705.37	3707.33	2787.0
2020-11-02 19:00:00	ES	Futures	3707.33	3713.49	3701.73	3713.21	5570.0
2020-11-02 19:30:00	ES	Futures	3712.93	3716.85	3710.13	3715.17	3558.0
2020-11-02 20:00:00	ES	Futures	3715.45	3716.01	3706.77	3710.69	5335.0
2020-11-02 20:30:00	ES	Futures	3710.69	3721.62	3709.29	3719.65	5746.0
2020-11-02 21:00:00	ES	Futures	3719.65	3723.02	3717.69	3719.65	4355.0
2020-11-02 21:30:00	ES	Futures	3719.65	3725.26	3718.25	3725.26	4223.0
2020-11-02 22:00:00	ES	Futures	3724.98	3725.26	3718.53	3719.09	3491.0
2020-11-02 22:30:00	ES	Futures	3719.37	3720.78	3715.73	3717.97	4050.0
2020-11-02 23:00:00	ES	Futures	3717.69	3717.97	3709.85	3712.65	2797.0
2020-11-02 23:30:00	ES	Futures	3712.65	3714.89	3709.57	3710.41	2581.0
2020-11-02 00:00:00	NQ	Futures	12799.44	12819.12	12792.49	12814.78	2610.0
2020-11-02 00:30:00	NQ	Futures	12813.62	12837.36	12804.94	12830.12	2606.0
2020-11-02 01:00:00	NQ	Futures	12829.25	12829.25	12813.62	12816.81	1546.0
2020-11-02 01:30:00	NQ	Futures	12817.38	12844.88	12787.28	12802.04	4215.0

> showing 50 of 3,669 rows — these rows as CSV

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