PREVIEW / futures_30min / 2020-11-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-09.parquet
  size:    112 KB
  rows:    3,714

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
2020-11-09 00:00:00	ES	Futures	3989.95	3993.59	3987.71	3991.07	4118.0
2020-11-09 00:30:00	ES	Futures	3991.07	3994.99	3982.94	3985.74	8804.0
2020-11-09 01:00:00	ES	Futures	3985.46	3985.46	3978.74	3982.66	6214.0
2020-11-09 01:30:00	ES	Futures	3982.38	3982.38	3977.06	3979.3	4878.0
2020-11-09 02:00:00	ES	Futures	3979.3	3986.02	3976.22	3979.3	9186.0
2020-11-09 02:30:00	ES	Futures	3979.58	3982.38	3974.26	3977.62	8733.0
2020-11-09 03:00:00	ES	Futures	3977.34	3984.06	3972.02	3975.66	21041.0
2020-11-09 03:30:00	ES	Futures	3975.66	3983.22	3973.14	3979.86	10878.0
2020-11-09 04:00:00	ES	Futures	3979.86	3986.87	3973.98	3975.66	12886.0
2020-11-09 04:30:00	ES	Futures	3975.66	3979.58	3973.14	3977.62	10297.0
2020-11-09 05:00:00	ES	Futures	3977.34	3981.54	3973.7	3978.46	8612.0
2020-11-09 05:30:00	ES	Futures	3978.74	3984.34	3978.46	3983.22	7081.0
2020-11-09 06:00:00	ES	Futures	3983.22	3983.78	3979.3	3979.58	7214.0
2020-11-09 06:30:00	ES	Futures	3979.86	4090.78	3977.06	4071.45	118711.0
2020-11-09 07:00:00	ES	Futures	4071.17	4077.06	4042.32	4059.97	95664.0
2020-11-09 07:30:00	ES	Futures	4059.97	4086.02	4053.25	4085.74	66125.0
2020-11-09 08:00:00	ES	Futures	4085.74	4096.94	4072.29	4090.5	50769.0
2020-11-09 08:30:00	ES	Futures	4090.78	4109.55	4086.86	4091.62	56541.0
2020-11-09 09:00:00	ES	Futures	4091.9	4101.98	4077.9	4078.46	44954.0
2020-11-09 09:30:00	ES	Futures	4078.74	4084.06	4038.96	4040.64	263306.0
2020-11-09 10:00:00	ES	Futures	4040.64	4068.65	4039.8	4050.45	219485.0
2020-11-09 10:30:00	ES	Futures	4050.73	4058.57	4023.0	4038.68	158940.0
2020-11-09 11:00:00	ES	Futures	4038.96	4042.04	4019.92	4040.08	142918.0
2020-11-09 11:30:00	ES	Futures	4040.08	4041.76	4023.56	4030.84	119257.0
2020-11-09 12:00:00	ES	Futures	4031.12	4049.05	4028.04	4046.25	126294.0
2020-11-09 12:30:00	ES	Futures	4046.25	4054.09	4040.64	4051.29	94844.0
2020-11-09 13:00:00	ES	Futures	4051.57	4058.85	4049.05	4051.57	52878.0
2020-11-09 13:30:00	ES	Futures	4051.57	4054.65	4042.6	4047.37	50106.0
2020-11-09 14:00:00	ES	Futures	4047.37	4049.33	4026.08	4030.0	78007.0
2020-11-09 14:30:00	ES	Futures	4030.28	4034.76	4022.16	4030.84	73808.0
2020-11-09 15:00:00	ES	Futures	4030.84	4038.68	4012.35	4014.31	131593.0
2020-11-09 15:30:00	ES	Futures	4014.31	4026.64	3967.54	3973.42	258872.0
2020-11-09 16:00:00	ES	Futures	3973.42	3985.74	3970.9	3978.74	86819.0
2020-11-09 16:30:00	ES	Futures	3979.86	3979.86	3967.82	3973.98	13756.0
2020-11-09 18:00:00	ES	Futures	3976.78	3991.63	3975.66	3989.39	12517.0
2020-11-09 18:30:00	ES	Futures	3989.39	3991.35	3973.98	3975.38	7462.0
2020-11-09 19:00:00	ES	Futures	3975.94	3980.7	3956.33	3960.26	19573.0
2020-11-09 19:30:00	ES	Futures	3960.26	3967.26	3957.74	3966.14	8353.0
2020-11-09 20:00:00	ES	Futures	3966.14	3971.74	3962.78	3970.9	8532.0
2020-11-09 20:30:00	ES	Futures	3970.9	3978.74	3969.78	3974.26	8961.0
2020-11-09 21:00:00	ES	Futures	3974.54	3980.7	3967.26	3968.38	7691.0
2020-11-09 21:30:00	ES	Futures	3968.38	3970.34	3946.25	3947.09	14098.0
2020-11-09 22:00:00	ES	Futures	3947.09	3954.37	3944.85	3949.61	13740.0
2020-11-09 22:30:00	ES	Futures	3949.33	3950.73	3934.77	3941.77	12280.0
2020-11-09 23:00:00	ES	Futures	3942.05	3944.57	3933.93	3943.73	11034.0
2020-11-09 23:30:00	ES	Futures	3943.73	3946.81	3935.05	3937.85	9953.0
2020-11-09 00:00:00	NQ	Futures	14350.12	14361.12	14337.67	14351.86	2097.0
2020-11-09 00:30:00	NQ	Futures	14353.02	14362.28	14321.17	14336.52	3389.0
2020-11-09 01:00:00	NQ	Futures	14336.23	14339.7	14278.04	14294.83	5000.0
2020-11-09 01:30:00	NQ	Futures	14293.96	14302.94	14252.57	14285.86	5127.0

> showing 50 of 3,714 rows — these rows as CSV

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