PREVIEW / futures_30min / 2020-11-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-12.parquet
  size:    103 KB
  rows:    3,598

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
2020-11-12 00:00:00	ES	Futures	3967.54	3980.14	3966.98	3979.58	8807.0
2020-11-12 00:30:00	ES	Futures	3979.86	3980.42	3973.42	3977.62	6561.0
2020-11-12 01:00:00	ES	Futures	3977.34	3979.02	3966.7	3967.54	6182.0
2020-11-12 01:30:00	ES	Futures	3967.54	3974.82	3967.54	3972.02	4026.0
2020-11-12 02:00:00	ES	Futures	3972.02	3979.86	3970.34	3976.22	5885.0
2020-11-12 02:30:00	ES	Futures	3976.5	3977.34	3968.94	3972.3	6944.0
2020-11-12 03:00:00	ES	Futures	3972.02	3979.3	3970.06	3978.18	11721.0
2020-11-12 03:30:00	ES	Futures	3977.9	3982.94	3972.58	3973.98	9179.0
2020-11-12 04:00:00	ES	Futures	3974.26	3982.38	3973.42	3979.86	8248.0
2020-11-12 04:30:00	ES	Futures	3979.58	3992.47	3979.58	3990.79	11929.0
2020-11-12 05:00:00	ES	Futures	3991.07	3994.71	3989.11	3991.35	10179.0
2020-11-12 05:30:00	ES	Futures	3991.35	3999.19	3989.67	3993.87	9868.0
2020-11-12 06:00:00	ES	Futures	3994.15	3998.35	3991.63	3992.19	6443.0
2020-11-12 06:30:00	ES	Futures	3992.47	3994.43	3988.55	3989.11	6804.0
2020-11-12 07:00:00	ES	Futures	3989.11	3990.79	3973.7	3984.9	15756.0
2020-11-12 07:30:00	ES	Futures	3985.18	3986.02	3971.18	3973.14	15224.0
2020-11-12 08:00:00	ES	Futures	3973.14	3983.78	3972.02	3981.54	17324.0
2020-11-12 08:30:00	ES	Futures	3981.26	3987.99	3978.46	3987.43	20641.0
2020-11-12 09:00:00	ES	Futures	3987.43	3988.55	3979.3	3984.9	20780.0
2020-11-12 09:30:00	ES	Futures	3985.18	3987.99	3974.26	3981.82	133836.0
2020-11-12 10:00:00	ES	Futures	3981.82	3992.19	3977.62	3982.1	111004.0
2020-11-12 10:30:00	ES	Futures	3981.82	3993.87	3981.26	3989.39	82690.0
2020-11-12 11:00:00	ES	Futures	3989.11	3994.43	3982.94	3985.46	63562.0
2020-11-12 11:30:00	ES	Futures	3985.46	3985.74	3974.82	3980.98	62253.0
2020-11-12 12:00:00	ES	Futures	3980.98	3985.18	3969.5	3970.06	71345.0
2020-11-12 12:30:00	ES	Futures	3970.06	3974.26	3949.89	3958.58	109146.0
2020-11-12 13:00:00	ES	Futures	3958.3	3959.7	3943.73	3947.37	107777.0
2020-11-12 13:30:00	ES	Futures	3947.09	3961.38	3944.01	3960.26	72150.0
2020-11-12 14:00:00	ES	Futures	3960.54	3965.3	3947.37	3952.41	83819.0
2020-11-12 14:30:00	ES	Futures	3952.13	3959.98	3942.61	3944.85	90505.0
2020-11-12 15:00:00	ES	Futures	3944.85	3951.85	3935.89	3943.45	126717.0
2020-11-12 15:30:00	ES	Futures	3943.17	3959.42	3937.01	3958.86	201623.0
2020-11-12 16:00:00	ES	Futures	3958.86	3970.34	3958.3	3964.74	56235.0
2020-11-12 16:30:00	ES	Futures	3965.02	3975.1	3963.34	3964.74	12960.0
2020-11-12 18:00:00	ES	Futures	3963.34	3966.14	3958.58	3962.78	5211.0
2020-11-12 18:30:00	ES	Futures	3962.5	3965.02	3958.86	3959.98	4602.0
2020-11-12 19:00:00	ES	Futures	3960.26	3965.02	3959.14	3963.62	4266.0
2020-11-12 19:30:00	ES	Futures	3963.62	3964.18	3951.85	3951.85	7113.0
2020-11-12 20:00:00	ES	Futures	3951.85	3958.02	3951.57	3952.13	5056.0
2020-11-12 20:30:00	ES	Futures	3952.13	3952.97	3944.85	3946.25	8012.0
2020-11-12 21:00:00	ES	Futures	3946.25	3948.21	3941.49	3945.97	5918.0
2020-11-12 21:30:00	ES	Futures	3945.97	3952.69	3944.29	3951.29	5518.0
2020-11-12 22:00:00	ES	Futures	3951.01	3953.81	3948.77	3949.89	2990.0
2020-11-12 22:30:00	ES	Futures	3950.17	3954.93	3949.33	3951.29	2854.0
2020-11-12 23:00:00	ES	Futures	3951.29	3953.25	3950.17	3952.41	1599.0
2020-11-12 23:30:00	ES	Futures	3952.69	3961.66	3952.13	3960.26	4946.0
2020-11-12 00:00:00	NQ	Futures	13670.74	13749.18	13668.71	13746.87	5601.0
2020-11-12 00:30:00	NQ	Futures	13746.29	13748.03	13707.79	13739.92	4288.0
2020-11-12 01:00:00	NQ	Futures	13739.63	13745.13	13694.76	13707.21	3420.0
2020-11-12 01:30:00	NQ	Futures	13707.21	13732.11	13706.92	13717.34	2287.0

> showing 50 of 3,598 rows — these rows as CSV

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