PREVIEW / futures_30min / 2020-11-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-05.parquet
  size:    107 KB
  rows:    3,638

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
2020-11-05 00:00:00	ES	Futures	3880.71	3881.55	3872.31	3876.51	5251.0
2020-11-05 00:30:00	ES	Futures	3876.51	3893.59	3874.83	3888.55	6036.0
2020-11-05 01:00:00	ES	Futures	3888.55	3890.51	3872.03	3872.87	5042.0
2020-11-05 01:30:00	ES	Futures	3873.15	3880.43	3870.07	3872.59	5290.0
2020-11-05 02:00:00	ES	Futures	3872.59	3897.23	3869.23	3896.67	8502.0
2020-11-05 02:30:00	ES	Futures	3896.95	3897.8	3888.55	3892.47	10214.0
2020-11-05 03:00:00	ES	Futures	3892.19	3911.24	3887.43	3901.16	21711.0
2020-11-05 03:30:00	ES	Futures	3901.16	3903.96	3894.99	3898.64	12955.0
2020-11-05 04:00:00	ES	Futures	3898.36	3900.32	3890.51	3896.11	10268.0
2020-11-05 04:30:00	ES	Futures	3896.39	3910.96	3893.03	3910.12	14530.0
2020-11-05 05:00:00	ES	Futures	3910.12	3925.8	3907.6	3918.52	22044.0
2020-11-05 05:30:00	ES	Futures	3918.52	3929.17	3913.48	3928.89	15819.0
2020-11-05 06:00:00	ES	Futures	3928.89	3930.85	3918.24	3927.77	14990.0
2020-11-05 06:30:00	ES	Futures	3927.49	3928.89	3917.68	3921.6	12809.0
2020-11-05 07:00:00	ES	Futures	3921.32	3921.88	3911.24	3918.52	15719.0
2020-11-05 07:30:00	ES	Futures	3918.52	3924.96	3914.04	3922.72	16123.0
2020-11-05 08:00:00	ES	Futures	3922.72	3923.28	3916.28	3916.84	15079.0
2020-11-05 08:30:00	ES	Futures	3916.84	3920.76	3914.6	3914.88	18576.0
2020-11-05 09:00:00	ES	Futures	3914.88	3917.12	3904.52	3912.64	36618.0
2020-11-05 09:30:00	ES	Futures	3912.64	3929.73	3908.72	3919.92	162298.0
2020-11-05 10:00:00	ES	Futures	3919.92	3946.53	3919.36	3931.69	152675.0
2020-11-05 10:30:00	ES	Futures	3931.69	3940.93	3929.73	3940.37	113244.0
2020-11-05 11:00:00	ES	Futures	3940.65	3943.45	3926.64	3933.93	87160.0
2020-11-05 11:30:00	ES	Futures	3934.21	3936.73	3923.84	3924.96	60150.0
2020-11-05 12:00:00	ES	Futures	3925.24	3930.85	3909.0	3911.8	85484.0
2020-11-05 12:30:00	ES	Futures	3911.8	3927.49	3909.56	3927.49	50805.0
2020-11-05 13:00:00	ES	Futures	3927.77	3935.61	3926.92	3931.13	69285.0
2020-11-05 13:30:00	ES	Futures	3931.13	3937.29	3930.01	3934.49	32981.0
2020-11-05 14:00:00	ES	Futures	3934.49	3940.37	3931.41	3937.57	63709.0
2020-11-05 14:30:00	ES	Futures	3937.57	3945.41	3931.97	3940.93	78497.0
2020-11-05 15:00:00	ES	Futures	3940.93	3942.05	3927.49	3934.21	67006.0
2020-11-05 15:30:00	ES	Futures	3934.49	3935.05	3915.44	3924.12	205364.0
2020-11-05 16:00:00	ES	Futures	3923.84	3935.05	3923.0	3934.77	49854.0
2020-11-05 16:30:00	ES	Futures	3933.09	3937.29	3930.29	3934.49	7079.0
2020-11-05 18:00:00	ES	Futures	3931.13	3931.97	3919.08	3920.76	8330.0
2020-11-05 18:30:00	ES	Futures	3920.76	3923.0	3902.0	3920.76	17749.0
2020-11-05 19:00:00	ES	Futures	3920.48	3923.56	3908.16	3908.72	13707.0
2020-11-05 19:30:00	ES	Futures	3909.28	3916.28	3907.04	3909.0	7921.0
2020-11-05 20:00:00	ES	Futures	3909.0	3915.72	3904.8	3915.16	9726.0
2020-11-05 20:30:00	ES	Futures	3914.88	3920.76	3909.56	3918.8	8081.0
2020-11-05 21:00:00	ES	Futures	3919.08	3920.2	3910.4	3916.0	6483.0
2020-11-05 21:30:00	ES	Futures	3915.72	3916.0	3906.48	3911.8	4538.0
2020-11-05 22:00:00	ES	Futures	3912.08	3912.92	3906.76	3907.88	2812.0
2020-11-05 22:30:00	ES	Futures	3907.88	3912.36	3902.28	3903.4	6418.0
2020-11-05 23:00:00	ES	Futures	3903.4	3905.92	3895.27	3902.84	8733.0
2020-11-05 23:30:00	ES	Futures	3902.84	3905.08	3895.83	3896.39	4327.0
2020-11-05 00:00:00	NQ	Futures	13819.53	13841.81	13798.1	13818.08	2750.0
2020-11-05 00:30:00	NQ	Futures	13818.95	13868.73	13808.81	13856.0	2220.0
2020-11-05 01:00:00	NQ	Futures	13854.26	13865.26	13783.34	13794.92	2453.0
2020-11-05 01:30:00	NQ	Futures	13792.89	13841.52	13789.13	13811.42	2454.0

> showing 50 of 3,638 rows — these rows as CSV

> unlock the full archive -- $79 one-time