PREVIEW / futures_30min / 2020-11-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-16.parquet
  size:    100 KB
  rows:    3,613

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
2020-11-16 00:00:00	ES	Futures	4045.12	4050.17	4043.16	4048.49	4687.0
2020-11-16 00:30:00	ES	Futures	4048.49	4049.05	4046.25	4048.49	2170.0
2020-11-16 01:00:00	ES	Futures	4048.49	4051.57	4045.97	4049.89	3514.0
2020-11-16 01:30:00	ES	Futures	4049.89	4053.25	4044.56	4047.37	4621.0
2020-11-16 02:00:00	ES	Futures	4047.65	4048.49	4043.16	4045.12	4067.0
2020-11-16 02:30:00	ES	Futures	4045.4	4050.17	4044.0	4047.65	3982.0
2020-11-16 03:00:00	ES	Futures	4047.65	4050.17	4040.92	4046.25	19205.0
2020-11-16 03:30:00	ES	Futures	4046.25	4049.89	4036.72	4040.36	9858.0
2020-11-16 04:00:00	ES	Futures	4040.64	4046.53	4040.08	4043.72	6213.0
2020-11-16 04:30:00	ES	Futures	4043.72	4049.61	4042.88	4048.77	5270.0
2020-11-16 05:00:00	ES	Futures	4048.77	4049.05	4044.0	4044.56	6551.0
2020-11-16 05:30:00	ES	Futures	4044.84	4046.25	4042.32	4045.97	4776.0
2020-11-16 06:00:00	ES	Futures	4045.97	4049.89	4045.4	4046.81	5512.0
2020-11-16 06:30:00	ES	Futures	4047.09	4074.81	4042.04	4055.21	43014.0
2020-11-16 07:00:00	ES	Futures	4055.49	4067.25	4050.17	4052.97	42697.0
2020-11-16 07:30:00	ES	Futures	4053.25	4056.89	4051.29	4056.61	12730.0
2020-11-16 08:00:00	ES	Futures	4056.33	4057.73	4052.13	4052.69	12467.0
2020-11-16 08:30:00	ES	Futures	4052.69	4053.53	4045.68	4048.77	20440.0
2020-11-16 09:00:00	ES	Futures	4048.77	4054.37	4044.56	4045.4	26859.0
2020-11-16 09:30:00	ES	Futures	4045.68	4048.49	4029.72	4039.24	147607.0
2020-11-16 10:00:00	ES	Futures	4038.96	4051.29	4036.44	4051.29	88439.0
2020-11-16 10:30:00	ES	Futures	4051.57	4056.33	4049.05	4056.33	62946.0
2020-11-16 11:00:00	ES	Futures	4056.05	4059.69	4054.93	4056.61	57087.0
2020-11-16 11:30:00	ES	Futures	4056.61	4056.89	4052.97	4054.09	36577.0
2020-11-16 12:00:00	ES	Futures	4054.37	4056.61	4046.53	4047.93	32877.0
2020-11-16 12:30:00	ES	Futures	4047.93	4050.73	4043.44	4046.81	37545.0
2020-11-16 13:00:00	ES	Futures	4047.09	4047.09	4034.76	4035.88	49352.0
2020-11-16 13:30:00	ES	Futures	4035.88	4042.6	4030.28	4040.64	54567.0
2020-11-16 14:00:00	ES	Futures	4040.64	4045.97	4036.44	4045.68	39739.0
2020-11-16 14:30:00	ES	Futures	4045.68	4048.21	4042.04	4044.56	44205.0
2020-11-16 15:00:00	ES	Futures	4044.56	4048.77	4036.72	4044.0	62662.0
2020-11-16 15:30:00	ES	Futures	4044.28	4063.05	4042.32	4062.77	169975.0
2020-11-16 16:00:00	ES	Futures	4062.49	4066.41	4060.81	4066.13	63781.0
2020-11-16 16:30:00	ES	Futures	4065.85	4068.09	4065.01	4065.01	6422.0
2020-11-16 18:00:00	ES	Futures	4061.93	4066.97	4061.37	4064.17	6707.0
2020-11-16 18:30:00	ES	Futures	4064.45	4064.73	4059.69	4060.53	2789.0
2020-11-16 19:00:00	ES	Futures	4060.81	4060.81	4053.81	4056.05	7939.0
2020-11-16 19:30:00	ES	Futures	4056.05	4056.05	4051.85	4054.09	5619.0
2020-11-16 20:00:00	ES	Futures	4053.81	4056.33	4052.41	4054.37	3868.0
2020-11-16 20:30:00	ES	Futures	4054.09	4054.09	4041.76	4043.44	8640.0
2020-11-16 21:00:00	ES	Futures	4043.72	4048.49	4043.16	4046.53	5088.0
2020-11-16 21:30:00	ES	Futures	4046.81	4048.21	4042.88	4044.0	4013.0
2020-11-16 22:00:00	ES	Futures	4044.0	4047.93	4043.72	4046.25	3000.0
2020-11-16 22:30:00	ES	Futures	4046.53	4047.93	4043.44	4045.4	2724.0
2020-11-16 23:00:00	ES	Futures	4045.4	4045.4	4040.64	4041.48	3713.0
2020-11-16 23:30:00	ES	Futures	4041.48	4043.16	4039.8	4042.32	2826.0
2020-11-16 00:00:00	NQ	Futures	13947.47	13963.68	13938.21	13948.34	1940.0
2020-11-16 00:30:00	NQ	Futures	13947.76	13951.23	13937.63	13945.73	1266.0
2020-11-16 01:00:00	NQ	Futures	13946.31	13949.5	13933.0	13937.63	1675.0
2020-11-16 01:30:00	NQ	Futures	13937.63	13948.63	13909.55	13919.68	3268.0

> showing 50 of 3,613 rows — these rows as CSV

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