PREVIEW / futures_30min / 2020-11-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-18.parquet
  size:    101 KB
  rows:    3,589

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
2020-11-18 00:00:00	ES	Futures	4033.36	4037.28	4025.24	4026.36	5663.0
2020-11-18 00:30:00	ES	Futures	4026.36	4027.76	4023.84	4026.92	4426.0
2020-11-18 01:00:00	ES	Futures	4026.64	4028.6	4017.96	4019.08	5209.0
2020-11-18 01:30:00	ES	Futures	4019.08	4022.16	4017.4	4021.04	4200.0
2020-11-18 02:00:00	ES	Futures	4021.04	4027.2	4021.04	4026.36	3444.0
2020-11-18 02:30:00	ES	Futures	4026.64	4035.04	4025.52	4029.16	5192.0
2020-11-18 03:00:00	ES	Futures	4029.16	4045.68	4027.48	4042.32	12769.0
2020-11-18 03:30:00	ES	Futures	4042.04	4043.16	4036.44	4036.44	6889.0
2020-11-18 04:00:00	ES	Futures	4036.72	4046.81	4036.16	4044.84	6576.0
2020-11-18 04:30:00	ES	Futures	4044.84	4046.25	4042.6	4044.84	5108.0
2020-11-18 05:00:00	ES	Futures	4044.84	4053.53	4044.28	4052.97	7573.0
2020-11-18 05:30:00	ES	Futures	4052.97	4053.25	4048.77	4050.45	7458.0
2020-11-18 06:00:00	ES	Futures	4050.45	4054.65	4048.49	4050.17	7093.0
2020-11-18 06:30:00	ES	Futures	4050.17	4055.77	4047.93	4052.13	15875.0
2020-11-18 07:00:00	ES	Futures	4052.13	4057.17	4051.01	4056.61	9095.0
2020-11-18 07:30:00	ES	Futures	4056.33	4059.41	4052.13	4054.37	12187.0
2020-11-18 08:00:00	ES	Futures	4054.09	4054.93	4048.77	4049.61	12916.0
2020-11-18 08:30:00	ES	Futures	4049.89	4050.45	4045.97	4049.89	12742.0
2020-11-18 09:00:00	ES	Futures	4049.61	4050.73	4043.72	4044.0	20965.0
2020-11-18 09:30:00	ES	Futures	4044.28	4049.33	4037.84	4041.2	129168.0
2020-11-18 10:00:00	ES	Futures	4041.2	4047.93	4040.64	4047.09	70749.0
2020-11-18 10:30:00	ES	Futures	4047.09	4049.61	4042.6	4047.09	50641.0
2020-11-18 11:00:00	ES	Futures	4047.37	4051.57	4045.4	4048.49	53943.0
2020-11-18 11:30:00	ES	Futures	4048.49	4048.77	4043.44	4047.93	47822.0
2020-11-18 12:00:00	ES	Futures	4048.21	4051.57	4045.68	4047.37	41686.0
2020-11-18 12:30:00	ES	Futures	4047.37	4048.77	4041.76	4043.44	28308.0
2020-11-18 13:00:00	ES	Futures	4043.44	4046.25	4036.44	4036.72	36378.0
2020-11-18 13:30:00	ES	Futures	4036.44	4040.92	4026.64	4032.52	79004.0
2020-11-18 14:00:00	ES	Futures	4032.52	4036.44	4019.36	4023.84	78308.0
2020-11-18 14:30:00	ES	Futures	4023.84	4033.08	4021.88	4028.32	60673.0
2020-11-18 15:00:00	ES	Futures	4028.6	4035.6	4021.6	4023.0	78402.0
2020-11-18 15:30:00	ES	Futures	4023.0	4024.68	3991.91	3992.47	234325.0
2020-11-18 16:00:00	ES	Futures	3992.47	3998.07	3987.99	3990.51	57721.0
2020-11-18 16:30:00	ES	Futures	3991.35	3992.75	3984.62	3988.55	9726.0
2020-11-18 18:00:00	ES	Futures	3990.79	3995.55	3989.67	3993.31	4799.0
2020-11-18 18:30:00	ES	Futures	3993.87	3997.79	3991.07	3992.19	4298.0
2020-11-18 19:00:00	ES	Futures	3992.19	3994.99	3981.54	3984.62	12859.0
2020-11-18 19:30:00	ES	Futures	3984.62	3992.19	3984.62	3987.43	5448.0
2020-11-18 20:00:00	ES	Futures	3987.43	3994.99	3986.02	3992.75	5484.0
2020-11-18 20:30:00	ES	Futures	3992.75	3996.39	3988.55	3994.43	6268.0
2020-11-18 21:00:00	ES	Futures	3994.43	3994.99	3989.67	3990.23	3269.0
2020-11-18 21:30:00	ES	Futures	3990.51	3994.15	3987.99	3989.67	3242.0
2020-11-18 22:00:00	ES	Futures	3989.95	3991.07	3982.1	3987.15	4473.0
2020-11-18 22:30:00	ES	Futures	3987.15	3991.35	3986.3	3988.83	2974.0
2020-11-18 23:00:00	ES	Futures	3988.83	3992.19	3987.71	3991.07	2114.0
2020-11-18 23:30:00	ES	Futures	3991.07	3992.19	3989.67	3991.63	1632.0
2020-11-18 00:00:00	NQ	Futures	13862.95	13875.68	13829.95	13833.71	3319.0
2020-11-18 00:30:00	NQ	Futures	13834.0	13842.39	13820.1	13836.6	2865.0
2020-11-18 01:00:00	NQ	Futures	13835.45	13840.66	13800.13	13805.63	3812.0
2020-11-18 01:30:00	NQ	Futures	13804.47	13819.53	13797.82	13813.74	2197.0

> showing 50 of 3,589 rows — these rows as CSV

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