PREVIEW / futures_30min / 2020-11-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-06.parquet
  size:    88 KB
  rows:    2,933

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
2020-11-06 00:00:00	ES	Futures	3896.11	3903.68	3895.83	3902.56	4205.0
2020-11-06 00:30:00	ES	Futures	3902.56	3905.08	3894.43	3903.12	5024.0
2020-11-06 01:00:00	ES	Futures	3903.4	3909.56	3898.64	3899.2	5312.0
2020-11-06 01:30:00	ES	Futures	3899.2	3907.04	3898.64	3903.4	3084.0
2020-11-06 02:00:00	ES	Futures	3903.4	3914.6	3901.16	3914.04	8136.0
2020-11-06 02:30:00	ES	Futures	3914.04	3914.88	3906.48	3910.96	7266.0
2020-11-06 03:00:00	ES	Futures	3910.96	3923.84	3910.12	3914.32	18634.0
2020-11-06 03:30:00	ES	Futures	3914.32	3916.0	3898.36	3900.04	13973.0
2020-11-06 04:00:00	ES	Futures	3900.04	3900.6	3887.99	3895.55	18304.0
2020-11-06 04:30:00	ES	Futures	3895.27	3897.51	3877.63	3879.87	21995.0
2020-11-06 05:00:00	ES	Futures	3880.15	3891.07	3872.87	3889.39	21711.0
2020-11-06 05:30:00	ES	Futures	3889.39	3898.36	3888.83	3893.59	12388.0
2020-11-06 06:00:00	ES	Futures	3893.59	3902.28	3892.19	3897.8	10039.0
2020-11-06 06:30:00	ES	Futures	3897.8	3901.72	3891.63	3897.8	8854.0
2020-11-06 07:00:00	ES	Futures	3897.8	3905.92	3891.91	3894.99	10651.0
2020-11-06 07:30:00	ES	Futures	3894.99	3895.27	3885.47	3887.43	13560.0
2020-11-06 08:00:00	ES	Futures	3887.71	3898.08	3882.67	3894.43	19906.0
2020-11-06 08:30:00	ES	Futures	3895.55	3925.52	3894.43	3921.6	57216.0
2020-11-06 09:00:00	ES	Futures	3921.6	3942.61	3915.44	3920.48	88131.0
2020-11-06 09:30:00	ES	Futures	3920.48	3924.96	3894.99	3902.0	144901.0
2020-11-06 10:00:00	ES	Futures	3902.28	3923.0	3899.2	3919.36	95518.0
2020-11-06 10:30:00	ES	Futures	3919.36	3927.49	3904.24	3909.0	84192.0
2020-11-06 11:00:00	ES	Futures	3909.0	3928.89	3906.48	3922.72	105362.0
2020-11-06 11:30:00	ES	Futures	3922.72	3931.69	3919.64	3925.8	83892.0
2020-11-06 12:00:00	ES	Futures	3926.08	3930.57	3917.4	3919.92	82254.0
2020-11-06 12:30:00	ES	Futures	3919.92	3925.8	3915.72	3923.0	67576.0
2020-11-06 13:00:00	ES	Futures	3923.0	3931.13	3922.44	3929.45	36040.0
2020-11-06 13:30:00	ES	Futures	3929.45	3931.13	3925.24	3927.2	38226.0
2020-11-06 14:00:00	ES	Futures	3926.92	3930.57	3924.4	3927.77	37312.0
2020-11-06 14:30:00	ES	Futures	3927.77	3930.57	3919.08	3921.32	45117.0
2020-11-06 15:00:00	ES	Futures	3921.32	3922.44	3912.64	3921.6	70439.0
2020-11-06 15:30:00	ES	Futures	3921.6	3938.97	3919.36	3923.28	168387.0
2020-11-06 16:00:00	ES	Futures	3923.28	3929.73	3921.88	3928.05	46248.0
2020-11-06 16:30:00	ES	Futures	3927.2	3933.37	3927.2	3932.53	6058.0
2020-11-06 00:00:00	NQ	Futures	13810.55	13834.29	13806.21	13829.66	2568.0
2020-11-06 00:30:00	NQ	Futures	13829.95	13864.39	13808.24	13853.97	3370.0
2020-11-06 01:00:00	NQ	Futures	13856.58	13866.71	13813.74	13838.05	3190.0
2020-11-06 01:30:00	NQ	Futures	13837.18	13858.31	13835.16	13846.16	1733.0
2020-11-06 02:00:00	NQ	Futures	13846.16	13893.34	13830.53	13886.68	4497.0
2020-11-06 02:30:00	NQ	Futures	13886.97	13893.34	13852.81	13866.13	3105.0
2020-11-06 03:00:00	NQ	Futures	13866.71	13926.92	13862.66	13897.68	6427.0
2020-11-06 03:30:00	NQ	Futures	13897.1	13904.92	13834.29	13841.24	3984.0
2020-11-06 04:00:00	NQ	Futures	13841.52	13855.71	13807.66	13835.16	5083.0
2020-11-06 04:30:00	NQ	Futures	13834.0	13839.5	13779.87	13784.79	5676.0
2020-11-06 05:00:00	NQ	Futures	13785.66	13812.87	13741.95	13806.21	7663.0
2020-11-06 05:30:00	NQ	Futures	13806.21	13834.87	13794.05	13825.31	4373.0
2020-11-06 06:00:00	NQ	Futures	13825.03	13860.63	13821.26	13844.13	3757.0
2020-11-06 06:30:00	NQ	Futures	13843.26	13870.18	13825.03	13843.26	4166.0
2020-11-06 07:00:00	NQ	Futures	13842.1	13883.5	13828.21	13844.71	5061.0
2020-11-06 07:30:00	NQ	Futures	13844.71	13845.29	13805.05	13822.71	4537.0

> showing 50 of 2,933 rows — these rows as CSV

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