PREVIEW / futures_30min / 2020-11-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-04.parquet
  size:    110 KB
  rows:    3,683

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
2020-11-04 00:00:00	ES	Futures	3798.36	3816.85	3788.84	3801.72	28249.0
2020-11-04 00:30:00	ES	Futures	3801.44	3804.8	3782.4	3792.48	21901.0
2020-11-04 01:00:00	ES	Futures	3792.76	3799.76	3781.84	3788.0	22039.0
2020-11-04 01:30:00	ES	Futures	3788.0	3798.08	3770.07	3779.6	17021.0
2020-11-04 02:00:00	ES	Futures	3779.6	3786.6	3755.51	3763.63	28920.0
2020-11-04 02:30:00	ES	Futures	3763.07	3771.75	3718.53	3747.66	51900.0
2020-11-04 03:00:00	ES	Futures	3747.94	3798.92	3737.86	3789.12	49856.0
2020-11-04 03:30:00	ES	Futures	3789.12	3796.12	3780.16	3784.92	27309.0
2020-11-04 04:00:00	ES	Futures	3784.92	3814.33	3777.91	3814.05	29327.0
2020-11-04 04:30:00	ES	Futures	3813.77	3818.25	3783.8	3786.88	38402.0
2020-11-04 05:00:00	ES	Futures	3787.16	3790.24	3771.19	3773.15	16718.0
2020-11-04 05:30:00	ES	Futures	3773.43	3788.84	3761.11	3782.12	20324.0
2020-11-04 06:00:00	ES	Futures	3782.12	3789.68	3775.39	3777.35	14419.0
2020-11-04 06:30:00	ES	Futures	3777.07	3798.08	3777.07	3787.72	23752.0
2020-11-04 07:00:00	ES	Futures	3787.44	3816.01	3780.44	3814.89	26407.0
2020-11-04 07:30:00	ES	Futures	3815.17	3833.93	3808.73	3828.89	30591.0
2020-11-04 08:00:00	ES	Futures	3828.89	3842.62	3823.29	3842.34	37147.0
2020-11-04 08:30:00	ES	Futures	3842.06	3842.34	3821.89	3824.97	33298.0
2020-11-04 09:00:00	ES	Futures	3824.97	3830.57	3809.57	3819.37	43713.0
2020-11-04 09:30:00	ES	Futures	3819.37	3837.29	3804.52	3837.01	221909.0
2020-11-04 10:00:00	ES	Futures	3837.01	3882.11	3834.77	3866.7	202423.0
2020-11-04 10:30:00	ES	Futures	3866.7	3875.67	3853.54	3875.11	113071.0
2020-11-04 11:00:00	ES	Futures	3874.83	3877.91	3858.3	3872.03	97083.0
2020-11-04 11:30:00	ES	Futures	3871.75	3888.55	3871.75	3884.35	108416.0
2020-11-04 12:00:00	ES	Futures	3884.35	3898.92	3880.43	3891.91	107158.0
2020-11-04 12:30:00	ES	Futures	3891.91	3898.08	3884.35	3885.47	81892.0
2020-11-04 13:00:00	ES	Futures	3885.75	3888.55	3876.51	3880.15	102953.0
2020-11-04 13:30:00	ES	Futures	3880.43	3890.51	3870.91	3875.39	99402.0
2020-11-04 14:00:00	ES	Futures	3875.67	3882.95	3870.91	3875.95	89782.0
2020-11-04 14:30:00	ES	Futures	3875.95	3878.47	3863.62	3869.51	107115.0
2020-11-04 15:00:00	ES	Futures	3869.51	3873.71	3851.02	3852.14	101704.0
2020-11-04 15:30:00	ES	Futures	3852.14	3861.1	3844.86	3848.5	208147.0
2020-11-04 16:00:00	ES	Futures	3848.5	3854.94	3844.58	3850.18	50966.0
2020-11-04 16:30:00	ES	Futures	3852.42	3865.3	3851.58	3855.22	9396.0
2020-11-04 18:00:00	ES	Futures	3863.06	3863.06	3847.38	3856.9	8098.0
2020-11-04 18:30:00	ES	Futures	3856.9	3858.58	3840.94	3847.94	8002.0
2020-11-04 19:00:00	ES	Futures	3847.38	3860.54	3844.02	3858.02	9350.0
2020-11-04 19:30:00	ES	Futures	3858.3	3862.78	3855.78	3858.58	5110.0
2020-11-04 20:00:00	ES	Futures	3858.3	3862.5	3851.58	3858.58	7607.0
2020-11-04 20:30:00	ES	Futures	3858.86	3859.7	3851.58	3856.9	4084.0
2020-11-04 21:00:00	ES	Futures	3857.46	3859.7	3842.62	3847.38	7865.0
2020-11-04 21:30:00	ES	Futures	3847.38	3856.06	3844.86	3852.42	4246.0
2020-11-04 22:00:00	ES	Futures	3852.42	3872.59	3852.42	3872.31	7544.0
2020-11-04 22:30:00	ES	Futures	3872.87	3884.07	3869.23	3879.31	10469.0
2020-11-04 23:00:00	ES	Futures	3879.31	3886.87	3875.39	3875.39	5547.0
2020-11-04 23:30:00	ES	Futures	3875.67	3883.51	3875.39	3880.99	4137.0
2020-11-04 00:00:00	NQ	Futures	13364.48	13445.24	13317.88	13381.27	8680.0
2020-11-04 00:30:00	NQ	Futures	13380.98	13390.82	13324.82	13345.66	6078.0
2020-11-04 01:00:00	NQ	Futures	13342.48	13363.9	13302.24	13335.82	5720.0
2020-11-04 01:30:00	NQ	Futures	13336.11	13379.24	13270.4	13313.53	5849.0

> showing 50 of 3,683 rows — these rows as CSV

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