PREVIEW / futures_30min / 2020-11-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-17.parquet
  size:    98 KB
  rows:    3,559

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
2020-11-17 00:00:00	ES	Futures	4042.6	4043.44	4038.4	4040.08	3406.0
2020-11-17 00:30:00	ES	Futures	4040.08	4041.48	4036.44	4036.72	3522.0
2020-11-17 01:00:00	ES	Futures	4037.0	4042.6	4036.44	4041.76	3287.0
2020-11-17 01:30:00	ES	Futures	4041.76	4045.68	4041.76	4044.28	2296.0
2020-11-17 02:00:00	ES	Futures	4044.56	4047.65	4043.16	4044.28	2570.0
2020-11-17 02:30:00	ES	Futures	4044.84	4045.68	4040.92	4045.4	3206.0
2020-11-17 03:00:00	ES	Futures	4045.4	4051.85	4043.16	4047.65	8918.0
2020-11-17 03:30:00	ES	Futures	4047.93	4051.85	4044.0	4045.4	8004.0
2020-11-17 04:00:00	ES	Futures	4045.68	4049.61	4044.28	4047.09	5732.0
2020-11-17 04:30:00	ES	Futures	4047.37	4048.49	4044.28	4046.25	4970.0
2020-11-17 05:00:00	ES	Futures	4045.97	4046.53	4040.64	4042.04	9075.0
2020-11-17 05:30:00	ES	Futures	4042.04	4045.4	4040.64	4042.88	4585.0
2020-11-17 06:00:00	ES	Futures	4042.6	4043.16	4035.6	4038.68	9645.0
2020-11-17 06:30:00	ES	Futures	4038.68	4042.04	4038.4	4039.52	5928.0
2020-11-17 07:00:00	ES	Futures	4039.24	4043.44	4037.0	4041.48	11882.0
2020-11-17 07:30:00	ES	Futures	4041.76	4043.16	4032.24	4034.48	14741.0
2020-11-17 08:00:00	ES	Futures	4034.76	4037.28	4031.12	4033.08	12890.0
2020-11-17 08:30:00	ES	Futures	4033.08	4034.48	4025.52	4032.52	28063.0
2020-11-17 09:00:00	ES	Futures	4032.8	4034.48	4027.76	4033.92	25251.0
2020-11-17 09:30:00	ES	Futures	4034.2	4036.16	4015.71	4016.56	163993.0
2020-11-17 10:00:00	ES	Futures	4016.28	4030.84	4016.28	4028.32	107783.0
2020-11-17 10:30:00	ES	Futures	4028.6	4042.04	4026.64	4040.64	70662.0
2020-11-17 11:00:00	ES	Futures	4040.36	4044.28	4038.12	4042.32	79000.0
2020-11-17 11:30:00	ES	Futures	4042.6	4047.65	4040.36	4043.44	65158.0
2020-11-17 12:00:00	ES	Futures	4043.16	4054.09	4041.76	4049.89	63151.0
2020-11-17 12:30:00	ES	Futures	4049.89	4052.13	4046.81	4049.33	35175.0
2020-11-17 13:00:00	ES	Futures	4049.33	4053.81	4046.81	4050.17	32730.0
2020-11-17 13:30:00	ES	Futures	4049.89	4050.73	4042.88	4045.4	38492.0
2020-11-17 14:00:00	ES	Futures	4045.12	4056.05	4044.84	4051.01	57480.0
2020-11-17 14:30:00	ES	Futures	4051.29	4055.21	4049.33	4051.57	37423.0
2020-11-17 15:00:00	ES	Futures	4051.57	4051.85	4032.8	4037.84	86549.0
2020-11-17 15:30:00	ES	Futures	4037.84	4044.56	4031.4	4041.76	140758.0
2020-11-17 16:00:00	ES	Futures	4041.76	4044.56	4041.2	4044.56	29812.0
2020-11-17 16:30:00	ES	Futures	4044.84	4047.09	4037.0	4037.84	7718.0
2020-11-17 18:00:00	ES	Futures	4038.4	4041.76	4035.32	4041.2	4008.0
2020-11-17 18:30:00	ES	Futures	4041.2	4046.53	4040.92	4044.28	4219.0
2020-11-17 19:00:00	ES	Futures	4044.28	4045.12	4031.4	4032.24	9039.0
2020-11-17 19:30:00	ES	Futures	4032.24	4034.48	4028.6	4032.8	4745.0
2020-11-17 20:00:00	ES	Futures	4032.8	4036.44	4028.6	4029.72	4429.0
2020-11-17 20:30:00	ES	Futures	4029.72	4034.2	4028.32	4029.44	3979.0
2020-11-17 21:00:00	ES	Futures	4029.44	4031.68	4027.76	4028.88	3559.0
2020-11-17 21:30:00	ES	Futures	4029.16	4035.88	4029.16	4035.6	3429.0
2020-11-17 22:00:00	ES	Futures	4035.6	4035.88	4033.64	4033.64	1756.0
2020-11-17 22:30:00	ES	Futures	4033.92	4038.12	4032.24	4036.44	2863.0
2020-11-17 23:00:00	ES	Futures	4036.44	4038.12	4033.64	4035.32	2515.0
2020-11-17 23:30:00	ES	Futures	4035.32	4037.0	4031.68	4033.64	3602.0
2020-11-17 00:00:00	NQ	Futures	13904.34	13907.52	13888.13	13890.73	1599.0
2020-11-17 00:30:00	NQ	Futures	13890.73	13894.21	13884.66	13889.87	1346.0
2020-11-17 01:00:00	NQ	Futures	13889.87	13909.84	13889.29	13906.94	1415.0
2020-11-17 01:30:00	NQ	Futures	13907.52	13916.21	13906.37	13913.31	1154.0

> showing 50 of 3,559 rows — these rows as CSV

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