PREVIEW / futures_30min / 2020-11-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-10.parquet
  size:    104 KB
  rows:    3,605

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
2020-11-10 00:00:00	ES	Futures	3937.85	3952.69	3936.45	3948.49	6304.0
2020-11-10 00:30:00	ES	Futures	3948.49	3952.41	3942.89	3945.41	6177.0
2020-11-10 01:00:00	ES	Futures	3945.41	3951.85	3943.73	3944.29	5996.0
2020-11-10 01:30:00	ES	Futures	3944.29	3965.86	3944.29	3962.78	7736.0
2020-11-10 02:00:00	ES	Futures	3962.78	3979.58	3962.78	3978.74	15939.0
2020-11-10 02:30:00	ES	Futures	3978.74	3983.5	3967.26	3967.82	16201.0
2020-11-10 03:00:00	ES	Futures	3967.54	3987.43	3967.54	3983.22	27256.0
2020-11-10 03:30:00	ES	Futures	3983.22	3983.78	3967.26	3972.3	19866.0
2020-11-10 04:00:00	ES	Futures	3972.3	3982.38	3969.78	3981.82	20479.0
2020-11-10 04:30:00	ES	Futures	3981.82	3987.43	3976.78	3981.26	16908.0
2020-11-10 05:00:00	ES	Futures	3981.26	3983.5	3954.65	3957.18	22264.0
2020-11-10 05:30:00	ES	Futures	3957.46	3965.3	3947.93	3948.49	17824.0
2020-11-10 06:00:00	ES	Futures	3948.77	3961.66	3943.73	3958.02	15724.0
2020-11-10 06:30:00	ES	Futures	3958.3	3972.02	3955.49	3971.46	21129.0
2020-11-10 07:00:00	ES	Futures	3971.18	3974.54	3959.14	3965.86	17748.0
2020-11-10 07:30:00	ES	Futures	3965.86	3970.34	3959.42	3960.54	14795.0
2020-11-10 08:00:00	ES	Futures	3960.26	3966.42	3958.02	3964.74	16395.0
2020-11-10 08:30:00	ES	Futures	3964.74	3966.14	3953.25	3959.42	21267.0
2020-11-10 09:00:00	ES	Futures	3959.42	3965.58	3953.81	3960.54	34691.0
2020-11-10 09:30:00	ES	Futures	3960.82	3971.18	3943.17	3961.94	190711.0
2020-11-10 10:00:00	ES	Futures	3961.94	3973.14	3949.33	3949.61	156260.0
2020-11-10 10:30:00	ES	Futures	3949.89	3952.13	3928.61	3940.93	160394.0
2020-11-10 11:00:00	ES	Futures	3940.93	3962.78	3939.53	3961.66	159811.0
2020-11-10 11:30:00	ES	Futures	3961.66	3970.06	3954.09	3962.22	103387.0
2020-11-10 12:00:00	ES	Futures	3961.94	3980.14	3961.1	3970.9	90948.0
2020-11-10 12:30:00	ES	Futures	3970.62	3975.94	3962.78	3969.78	105106.0
2020-11-10 13:00:00	ES	Futures	3969.78	3975.1	3951.01	3954.09	79823.0
2020-11-10 13:30:00	ES	Futures	3954.09	3969.22	3946.81	3968.1	74589.0
2020-11-10 14:00:00	ES	Futures	3967.82	3973.7	3954.37	3958.3	148597.0
2020-11-10 14:30:00	ES	Futures	3958.3	3974.26	3957.46	3966.98	97545.0
2020-11-10 15:00:00	ES	Futures	3966.98	3976.5	3958.58	3974.54	86961.0
2020-11-10 15:30:00	ES	Futures	3974.26	3975.94	3961.66	3968.1	172822.0
2020-11-10 16:00:00	ES	Futures	3968.1	3975.38	3966.98	3973.14	37003.0
2020-11-10 16:30:00	ES	Futures	3970.9	3975.38	3970.34	3972.58	4422.0
2020-11-10 18:00:00	ES	Futures	3973.14	3980.14	3970.34	3974.82	5927.0
2020-11-10 18:30:00	ES	Futures	3974.82	3975.38	3960.26	3963.34	7053.0
2020-11-10 19:00:00	ES	Futures	3963.06	3967.26	3956.05	3961.1	11239.0
2020-11-10 19:30:00	ES	Futures	3961.38	3965.86	3959.14	3961.66	4847.0
2020-11-10 20:00:00	ES	Futures	3961.38	3964.46	3956.05	3960.54	5525.0
2020-11-10 20:30:00	ES	Futures	3960.26	3972.02	3959.98	3970.9	6614.0
2020-11-10 21:00:00	ES	Futures	3970.9	3979.02	3969.78	3977.06	6702.0
2020-11-10 21:30:00	ES	Futures	3977.06	3984.9	3975.38	3977.9	7243.0
2020-11-10 22:00:00	ES	Futures	3978.18	3982.1	3977.34	3979.86	4015.0
2020-11-10 22:30:00	ES	Futures	3979.86	3980.7	3970.34	3975.94	5888.0
2020-11-10 23:00:00	ES	Futures	3976.22	3977.06	3970.9	3971.46	3025.0
2020-11-10 23:30:00	ES	Futures	3971.74	3973.7	3968.38	3973.42	3550.0
2020-11-10 00:00:00	NQ	Futures	13581.0	13620.95	13572.9	13598.95	3102.0
2020-11-10 00:30:00	NQ	Futures	13597.5	13616.32	13566.24	13574.06	2716.0
2020-11-10 01:00:00	NQ	Futures	13574.35	13607.06	13566.53	13577.24	2613.0
2020-11-10 01:30:00	NQ	Futures	13576.95	13680.87	13576.95	13659.45	4933.0

> showing 50 of 3,605 rows — these rows as CSV

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