PREVIEW / futures_30min / 2020-11-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-19.parquet
  size:    99 KB
  rows:    3,602

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
2020-11-19 00:00:00	ES	Futures	3991.35	3993.03	3989.95	3991.63	2492.0
2020-11-19 00:30:00	ES	Futures	3991.63	3999.19	3991.07	3996.11	4481.0
2020-11-19 01:00:00	ES	Futures	3996.11	3998.91	3994.15	3996.39	3031.0
2020-11-19 01:30:00	ES	Futures	3996.39	4003.67	3995.55	4002.55	4103.0
2020-11-19 02:00:00	ES	Futures	4002.83	4003.95	3998.35	3999.47	5204.0
2020-11-19 02:30:00	ES	Futures	3999.47	3999.75	3993.87	3993.87	4431.0
2020-11-19 03:00:00	ES	Futures	3993.87	3998.35	3987.71	3994.43	13683.0
2020-11-19 03:30:00	ES	Futures	3994.43	3994.43	3970.62	3975.66	19327.0
2020-11-19 04:00:00	ES	Futures	3975.66	3984.62	3971.18	3979.58	16171.0
2020-11-19 04:30:00	ES	Futures	3979.58	3981.26	3975.1	3976.22	7152.0
2020-11-19 05:00:00	ES	Futures	3976.22	3979.58	3968.94	3979.3	10369.0
2020-11-19 05:30:00	ES	Futures	3979.02	3982.94	3979.02	3980.98	7141.0
2020-11-19 06:00:00	ES	Futures	3980.98	3982.94	3974.54	3978.18	9816.0
2020-11-19 06:30:00	ES	Futures	3978.18	3989.67	3977.62	3987.99	10296.0
2020-11-19 07:00:00	ES	Futures	3987.99	3992.19	3987.99	3989.67	9141.0
2020-11-19 07:30:00	ES	Futures	3989.67	3993.31	3989.39	3989.95	8424.0
2020-11-19 08:00:00	ES	Futures	3989.67	3992.47	3985.18	3987.15	14234.0
2020-11-19 08:30:00	ES	Futures	3986.87	3989.39	3979.86	3989.11	22769.0
2020-11-19 09:00:00	ES	Futures	3988.83	3989.11	3982.66	3984.9	19397.0
2020-11-19 09:30:00	ES	Futures	3984.9	3993.03	3968.66	3990.23	162527.0
2020-11-19 10:00:00	ES	Futures	3989.95	3993.87	3975.38	3979.86	125460.0
2020-11-19 10:30:00	ES	Futures	3979.86	3996.95	3978.74	3987.99	82483.0
2020-11-19 11:00:00	ES	Futures	3987.71	3992.19	3982.1	3989.95	54133.0
2020-11-19 11:30:00	ES	Futures	3989.95	3991.63	3981.26	3987.99	52286.0
2020-11-19 12:00:00	ES	Futures	3987.71	3991.35	3983.22	3987.71	40338.0
2020-11-19 12:30:00	ES	Futures	3987.71	3991.63	3979.86	3983.5	43239.0
2020-11-19 13:00:00	ES	Futures	3983.5	3995.55	3982.1	3990.23	42258.0
2020-11-19 13:30:00	ES	Futures	3990.23	3996.39	3988.83	3994.71	36483.0
2020-11-19 14:00:00	ES	Futures	3994.71	3998.07	3993.03	3996.95	39073.0
2020-11-19 14:30:00	ES	Futures	3996.95	4012.63	3996.67	4007.59	79228.0
2020-11-19 15:00:00	ES	Futures	4007.59	4011.23	4001.71	4005.07	59071.0
2020-11-19 15:30:00	ES	Futures	4005.07	4014.03	4002.55	4008.71	122879.0
2020-11-19 16:00:00	ES	Futures	4008.43	4012.63	4002.83	4005.35	36249.0
2020-11-19 16:30:00	ES	Futures	4005.07	4005.07	3989.39	3991.07	15488.0
2020-11-19 18:00:00	ES	Futures	3988.55	3988.55	3973.14	3979.58	18544.0
2020-11-19 18:30:00	ES	Futures	3979.86	3980.98	3970.62	3975.66	10130.0
2020-11-19 19:00:00	ES	Futures	3975.38	3986.02	3975.38	3985.18	9716.0
2020-11-19 19:30:00	ES	Futures	3985.46	3988.27	3980.42	3980.7	5220.0
2020-11-19 20:00:00	ES	Futures	3980.7	3987.71	3979.58	3986.02	5585.0
2020-11-19 20:30:00	ES	Futures	3985.74	3986.59	3982.1	3984.06	4547.0
2020-11-19 21:00:00	ES	Futures	3984.34	3985.18	3980.98	3983.22	3169.0
2020-11-19 21:30:00	ES	Futures	3983.22	3985.74	3979.3	3985.46	4463.0
2020-11-19 22:00:00	ES	Futures	3985.18	3989.67	3984.62	3986.3	4134.0
2020-11-19 22:30:00	ES	Futures	3986.59	3987.15	3982.66	3984.34	2668.0
2020-11-19 23:00:00	ES	Futures	3984.34	3989.39	3982.94	3988.55	3691.0
2020-11-19 23:30:00	ES	Futures	3988.55	3996.39	3988.27	3993.87	7128.0
2020-11-19 00:00:00	NQ	Futures	13728.34	13738.18	13716.47	13720.82	1614.0
2020-11-19 00:30:00	NQ	Futures	13720.82	13762.21	13717.92	13754.68	2776.0
2020-11-19 01:00:00	NQ	Futures	13754.97	13760.47	13749.76	13757.58	1393.0
2020-11-19 01:30:00	NQ	Futures	13757.0	13776.39	13754.39	13769.74	1845.0

> showing 50 of 3,602 rows — these rows as CSV

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