PREVIEW / futures_30min / 2020-11-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-03.parquet
  size:    110 KB
  rows:    3,704

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
2020-11-03 00:00:00	ES	Futures	3710.69	3719.09	3710.41	3719.09	2150.0
2020-11-03 00:30:00	ES	Futures	3719.09	3719.09	3712.93	3714.89	1746.0
2020-11-03 01:00:00	ES	Futures	3714.89	3720.78	3711.81	3720.5	3264.0
2020-11-03 01:30:00	ES	Futures	3720.5	3720.78	3716.29	3717.41	2867.0
2020-11-03 02:00:00	ES	Futures	3717.13	3721.62	3713.49	3719.94	4656.0
2020-11-03 02:30:00	ES	Futures	3720.22	3723.86	3714.89	3718.81	5876.0
2020-11-03 03:00:00	ES	Futures	3718.81	3727.22	3715.17	3726.38	16467.0
2020-11-03 03:30:00	ES	Futures	3726.1	3741.22	3724.7	3738.7	17491.0
2020-11-03 04:00:00	ES	Futures	3738.42	3741.5	3733.38	3738.98	12264.0
2020-11-03 04:30:00	ES	Futures	3739.26	3752.99	3737.86	3750.47	17266.0
2020-11-03 05:00:00	ES	Futures	3750.19	3752.43	3745.7	3752.15	9913.0
2020-11-03 05:30:00	ES	Futures	3751.87	3752.43	3741.78	3742.9	8704.0
2020-11-03 06:00:00	ES	Futures	3742.9	3749.91	3740.66	3742.06	9164.0
2020-11-03 06:30:00	ES	Futures	3741.78	3747.38	3739.26	3746.26	11694.0
2020-11-03 07:00:00	ES	Futures	3745.98	3747.94	3742.06	3743.18	8801.0
2020-11-03 07:30:00	ES	Futures	3743.46	3745.14	3739.82	3740.66	9047.0
2020-11-03 08:00:00	ES	Futures	3740.94	3743.46	3735.06	3741.5	17336.0
2020-11-03 08:30:00	ES	Futures	3741.78	3745.7	3736.74	3738.42	18605.0
2020-11-03 09:00:00	ES	Futures	3738.42	3743.74	3737.86	3738.7	19968.0
2020-11-03 09:30:00	ES	Futures	3738.7	3759.43	3732.54	3757.47	136482.0
2020-11-03 10:00:00	ES	Futures	3757.47	3787.72	3755.79	3780.16	172289.0
2020-11-03 10:30:00	ES	Futures	3780.44	3786.04	3773.15	3785.48	90885.0
2020-11-03 11:00:00	ES	Futures	3785.76	3789.96	3779.6	3782.4	82678.0
2020-11-03 11:30:00	ES	Futures	3782.68	3789.68	3773.43	3774.83	65647.0
2020-11-03 12:00:00	ES	Futures	3774.55	3778.47	3769.23	3776.79	59774.0
2020-11-03 12:30:00	ES	Futures	3776.79	3777.91	3765.59	3767.27	57198.0
2020-11-03 13:00:00	ES	Futures	3767.55	3771.75	3764.75	3766.99	57844.0
2020-11-03 13:30:00	ES	Futures	3766.99	3770.63	3751.03	3753.27	115809.0
2020-11-03 14:00:00	ES	Futures	3752.99	3766.43	3751.87	3759.99	107768.0
2020-11-03 14:30:00	ES	Futures	3760.27	3772.87	3758.31	3767.83	77346.0
2020-11-03 15:00:00	ES	Futures	3767.83	3769.79	3757.19	3768.67	71502.0
2020-11-03 15:30:00	ES	Futures	3768.95	3788.28	3763.35	3763.35	222226.0
2020-11-03 16:00:00	ES	Futures	3763.63	3764.19	3749.34	3753.27	63673.0
2020-11-03 16:30:00	ES	Futures	3752.99	3765.59	3751.87	3764.47	9398.0
2020-11-03 18:00:00	ES	Futures	3767.55	3797.24	3759.99	3794.72	22102.0
2020-11-03 18:30:00	ES	Futures	3794.72	3803.68	3788.0	3791.08	16693.0
2020-11-03 19:00:00	ES	Futures	3791.08	3805.92	3781.0	3794.16	41957.0
2020-11-03 19:30:00	ES	Futures	3794.16	3796.12	3737.86	3740.66	49521.0
2020-11-03 20:00:00	ES	Futures	3740.66	3772.59	3740.38	3750.19	39972.0
2020-11-03 20:30:00	ES	Futures	3749.91	3781.28	3748.22	3768.11	30975.0
2020-11-03 21:00:00	ES	Futures	3768.39	3770.91	3739.54	3751.31	38238.0
2020-11-03 21:30:00	ES	Futures	3751.03	3785.48	3729.18	3781.56	57464.0
2020-11-03 22:00:00	ES	Futures	3781.56	3845.42	3779.88	3829.73	84069.0
2020-11-03 22:30:00	ES	Futures	3830.01	3840.66	3810.13	3819.09	34363.0
2020-11-03 23:00:00	ES	Futures	3819.37	3835.05	3801.72	3812.09	28925.0
2020-11-03 23:30:00	ES	Futures	3812.65	3812.65	3779.32	3798.64	41635.0
2020-11-03 00:00:00	NQ	Futures	12817.96	12846.33	12817.38	12844.31	1515.0
2020-11-03 00:30:00	NQ	Futures	12844.59	12845.17	12822.31	12832.44	1278.0
2020-11-03 01:00:00	NQ	Futures	12833.59	12851.83	12818.54	12850.96	1937.0
2020-11-03 01:30:00	NQ	Futures	12851.25	12861.96	12842.28	12848.94	1781.0

> showing 50 of 3,704 rows — these rows as CSV

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