PREVIEW / futures_30min / 2020-11-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-13.parquet
  size:    82 KB
  rows:    2,866

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
2020-11-13 00:00:00	ES	Futures	3960.54	3961.66	3955.49	3957.46	3235.0
2020-11-13 00:30:00	ES	Futures	3957.46	3959.98	3955.77	3958.3	2440.0
2020-11-13 01:00:00	ES	Futures	3958.58	3963.06	3957.46	3962.22	3009.0
2020-11-13 01:30:00	ES	Futures	3961.94	3969.78	3961.38	3966.14	4641.0
2020-11-13 02:00:00	ES	Futures	3966.14	3968.1	3957.18	3965.3	5087.0
2020-11-13 02:30:00	ES	Futures	3965.3	3971.18	3961.66	3970.9	5263.0
2020-11-13 03:00:00	ES	Futures	3971.18	3982.94	3968.94	3982.38	15042.0
2020-11-13 03:30:00	ES	Futures	3982.1	3985.18	3975.94	3980.14	9258.0
2020-11-13 04:00:00	ES	Futures	3979.86	3986.59	3979.58	3984.34	7170.0
2020-11-13 04:30:00	ES	Futures	3984.34	3994.15	3984.06	3993.03	10642.0
2020-11-13 05:00:00	ES	Futures	3992.75	3998.63	3991.07	3992.47	11331.0
2020-11-13 05:30:00	ES	Futures	3992.47	3996.11	3989.67	3993.87	7294.0
2020-11-13 06:00:00	ES	Futures	3993.59	3995.27	3984.06	3986.59	8560.0
2020-11-13 06:30:00	ES	Futures	3986.3	3989.67	3982.38	3988.83	7743.0
2020-11-13 07:00:00	ES	Futures	3988.55	3988.83	3982.94	3986.02	8027.0
2020-11-13 07:30:00	ES	Futures	3986.3	3988.83	3981.82	3983.22	8459.0
2020-11-13 08:00:00	ES	Futures	3983.22	3986.59	3982.38	3986.59	16140.0
2020-11-13 08:30:00	ES	Futures	3986.3	3989.11	3984.62	3986.3	12017.0
2020-11-13 09:00:00	ES	Futures	3986.02	3986.3	3980.42	3980.98	16531.0
2020-11-13 09:30:00	ES	Futures	3981.26	3992.19	3980.14	3989.67	114307.0
2020-11-13 10:00:00	ES	Futures	3989.67	3990.79	3978.46	3987.99	100799.0
2020-11-13 10:30:00	ES	Futures	3987.99	3988.27	3974.54	3980.42	98546.0
2020-11-13 11:00:00	ES	Futures	3980.42	3989.67	3980.14	3986.02	80882.0
2020-11-13 11:30:00	ES	Futures	3986.3	3993.87	3982.1	3992.47	55856.0
2020-11-13 12:00:00	ES	Futures	3992.19	3994.99	3990.23	3991.91	32543.0
2020-11-13 12:30:00	ES	Futures	3992.19	3997.79	3991.07	3997.79	30799.0
2020-11-13 13:00:00	ES	Futures	3997.79	4002.27	3995.83	3999.19	59829.0
2020-11-13 13:30:00	ES	Futures	3999.47	4000.03	3994.99	3996.11	48758.0
2020-11-13 14:00:00	ES	Futures	3996.11	4008.43	3994.15	4004.23	73264.0
2020-11-13 14:30:00	ES	Futures	4004.51	4009.83	4001.15	4008.15	56576.0
2020-11-13 15:00:00	ES	Futures	4008.15	4009.55	4000.03	4008.43	86955.0
2020-11-13 15:30:00	ES	Futures	4008.71	4022.16	4007.31	4012.91	171065.0
2020-11-13 16:00:00	ES	Futures	4012.91	4015.71	4010.11	4012.35	48320.0
2020-11-13 16:30:00	ES	Futures	4013.47	4015.99	4011.51	4013.19	6724.0
2020-11-13 00:00:00	NQ	Futures	13736.74	13742.53	13723.42	13728.34	1616.0
2020-11-13 00:30:00	NQ	Futures	13727.18	13730.95	13710.68	13722.26	1777.0
2020-11-13 01:00:00	NQ	Futures	13722.26	13740.21	13717.63	13737.03	1660.0
2020-11-13 01:30:00	NQ	Futures	13737.9	13772.63	13733.26	13758.74	3629.0
2020-11-13 02:00:00	NQ	Futures	13758.16	13761.34	13738.76	13751.21	2286.0
2020-11-13 02:30:00	NQ	Futures	13750.34	13778.42	13741.37	13774.95	3490.0
2020-11-13 03:00:00	NQ	Futures	13776.97	13801.29	13771.76	13786.82	5945.0
2020-11-13 03:30:00	NQ	Futures	13786.24	13789.13	13756.13	13775.53	4385.0
2020-11-13 04:00:00	NQ	Futures	13776.1	13787.68	13766.84	13774.08	2591.0
2020-11-13 04:30:00	NQ	Futures	13773.21	13821.55	13772.63	13810.84	4973.0
2020-11-13 05:00:00	NQ	Futures	13810.55	13817.5	13791.16	13793.47	3330.0
2020-11-13 05:30:00	NQ	Futures	13793.47	13807.37	13786.53	13792.32	2335.0
2020-11-13 06:00:00	NQ	Futures	13793.18	13803.89	13777.84	13784.5	2901.0
2020-11-13 06:30:00	NQ	Futures	13784.21	13793.47	13766.26	13779.29	2779.0
2020-11-13 07:00:00	NQ	Futures	13778.71	13799.55	13770.32	13792.89	3284.0
2020-11-13 07:30:00	NQ	Futures	13793.18	13801.0	13761.05	13769.74	3403.0

> showing 50 of 2,866 rows — these rows as CSV

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