PREVIEW / futures_30min / 2020-11-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-11.parquet
  size:    102 KB
  rows:    3,571

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
2020-11-11 00:00:00	ES	Futures	3973.42	3977.06	3969.78	3973.98	2988.0
2020-11-11 00:30:00	ES	Futures	3973.98	3975.1	3966.42	3972.86	4828.0
2020-11-11 01:00:00	ES	Futures	3972.58	3980.14	3971.74	3978.18	4087.0
2020-11-11 01:30:00	ES	Futures	3978.46	3984.9	3977.34	3978.46	5482.0
2020-11-11 02:00:00	ES	Futures	3978.74	3993.31	3978.74	3986.02	11267.0
2020-11-11 02:30:00	ES	Futures	3986.3	3987.71	3969.5	3970.9	13197.0
2020-11-11 03:00:00	ES	Futures	3970.9	3981.26	3969.78	3978.46	20999.0
2020-11-11 03:30:00	ES	Futures	3978.46	3997.23	3973.7	3996.11	22819.0
2020-11-11 04:00:00	ES	Futures	3996.11	3998.91	3987.43	3991.91	15914.0
2020-11-11 04:30:00	ES	Futures	3991.91	3996.67	3988.55	3993.03	9404.0
2020-11-11 05:00:00	ES	Futures	3993.03	3998.07	3991.63	3997.51	8081.0
2020-11-11 05:30:00	ES	Futures	3997.23	3998.35	3993.03	3995.83	5869.0
2020-11-11 06:00:00	ES	Futures	3995.55	4003.11	3994.15	4002.55	12359.0
2020-11-11 06:30:00	ES	Futures	4002.55	4004.51	3997.23	4001.15	10928.0
2020-11-11 07:00:00	ES	Futures	4000.87	4003.39	3993.03	3999.47	13171.0
2020-11-11 07:30:00	ES	Futures	3999.19	4001.43	3996.39	4000.31	8494.0
2020-11-11 08:00:00	ES	Futures	4000.03	4004.23	3997.23	4000.03	16347.0
2020-11-11 08:30:00	ES	Futures	4000.03	4000.59	3991.91	3994.99	18498.0
2020-11-11 09:00:00	ES	Futures	3994.99	3996.11	3990.79	3994.15	19949.0
2020-11-11 09:30:00	ES	Futures	3993.87	3996.39	3979.3	3981.82	148433.0
2020-11-11 10:00:00	ES	Futures	3981.82	3988.27	3979.58	3987.99	96162.0
2020-11-11 10:30:00	ES	Futures	3988.27	3993.31	3983.5	3989.39	99252.0
2020-11-11 11:00:00	ES	Futures	3989.67	3998.35	3987.15	3996.67	59007.0
2020-11-11 11:30:00	ES	Futures	3996.95	4000.31	3994.71	4000.03	38715.0
2020-11-11 12:00:00	ES	Futures	4000.03	4005.35	3997.79	3999.75	41575.0
2020-11-11 12:30:00	ES	Futures	3999.75	4004.79	3999.47	4002.27	28441.0
2020-11-11 13:00:00	ES	Futures	4002.27	4007.31	4000.03	4001.15	40202.0
2020-11-11 13:30:00	ES	Futures	4001.15	4005.91	3996.95	3997.51	56090.0
2020-11-11 14:00:00	ES	Futures	3997.79	4004.23	3991.35	3992.75	62006.0
2020-11-11 14:30:00	ES	Futures	3992.75	3995.83	3978.74	3986.3	90427.0
2020-11-11 15:00:00	ES	Futures	3986.59	3992.19	3982.66	3982.66	63761.0
2020-11-11 15:30:00	ES	Futures	3982.94	3999.75	3981.82	3996.39	126843.0
2020-11-11 16:00:00	ES	Futures	3996.39	4004.51	3996.39	4003.39	40044.0
2020-11-11 16:30:00	ES	Futures	4003.67	4007.03	4002.27	4003.67	7133.0
2020-11-11 18:00:00	ES	Futures	4004.79	4004.79	3998.63	4002.27	4680.0
2020-11-11 18:30:00	ES	Futures	4002.55	4004.23	3997.23	3998.35	4176.0
2020-11-11 19:00:00	ES	Futures	3998.07	3999.75	3993.31	3997.23	5701.0
2020-11-11 19:30:00	ES	Futures	3996.95	4001.99	3994.15	3995.83	4590.0
2020-11-11 20:00:00	ES	Futures	3995.55	3999.19	3993.03	3997.23	4965.0
2020-11-11 20:30:00	ES	Futures	3997.23	3997.79	3989.67	3991.63	6376.0
2020-11-11 21:00:00	ES	Futures	3991.63	3993.31	3980.42	3985.18	8841.0
2020-11-11 21:30:00	ES	Futures	3985.18	3987.15	3981.26	3985.74	4690.0
2020-11-11 22:00:00	ES	Futures	3985.74	3988.27	3979.3	3980.98	5024.0
2020-11-11 22:30:00	ES	Futures	3981.26	3981.26	3968.38	3970.9	11461.0
2020-11-11 23:00:00	ES	Futures	3970.9	3973.42	3970.62	3972.3	2961.0
2020-11-11 23:30:00	ES	Futures	3972.3	3973.42	3964.18	3967.54	5383.0
2020-11-11 00:00:00	NQ	Futures	13506.32	13521.08	13491.85	13509.79	2338.0
2020-11-11 00:30:00	NQ	Futures	13509.79	13515.87	13480.27	13500.82	2565.0
2020-11-11 01:00:00	NQ	Futures	13500.53	13520.5	13489.24	13514.43	1753.0
2020-11-11 01:30:00	NQ	Futures	13514.14	13534.11	13503.14	13508.06	2340.0

> showing 50 of 3,571 rows — these rows as CSV

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