PREVIEW / futures_30min / 2020-11-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-20.parquet
  size:    80 KB
  rows:    2,910

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
2020-11-20 00:00:00	ES	Futures	3994.15	3996.39	3990.51	3990.79	3251.0
2020-11-20 00:30:00	ES	Futures	3991.07	3993.87	3990.51	3992.75	2365.0
2020-11-20 01:00:00	ES	Futures	3992.47	3993.03	3987.43	3987.71	3014.0
2020-11-20 01:30:00	ES	Futures	3987.71	3993.59	3987.43	3990.51	2723.0
2020-11-20 02:00:00	ES	Futures	3990.51	3994.99	3987.99	3991.63	4182.0
2020-11-20 02:30:00	ES	Futures	3991.91	3994.15	3989.67	3990.51	3304.0
2020-11-20 03:00:00	ES	Futures	3990.51	3996.39	3988.55	3994.15	10096.0
2020-11-20 03:30:00	ES	Futures	3994.43	3998.07	3993.03	3997.23	6459.0
2020-11-20 04:00:00	ES	Futures	3997.23	4004.79	3993.87	4004.79	8895.0
2020-11-20 04:30:00	ES	Futures	4004.51	4007.03	4001.15	4002.55	8602.0
2020-11-20 05:00:00	ES	Futures	4002.55	4008.43	4001.15	4006.19	6336.0
2020-11-20 05:30:00	ES	Futures	4006.19	4010.95	4005.07	4006.75	9910.0
2020-11-20 06:00:00	ES	Futures	4006.75	4007.87	4004.51	4005.35	7613.0
2020-11-20 06:30:00	ES	Futures	4005.07	4012.91	4004.51	4012.63	6344.0
2020-11-20 07:00:00	ES	Futures	4012.63	4013.75	4008.71	4010.11	9178.0
2020-11-20 07:30:00	ES	Futures	4010.11	4010.95	4005.91	4007.59	6455.0
2020-11-20 08:00:00	ES	Futures	4007.59	4010.39	4005.07	4005.91	11650.0
2020-11-20 08:30:00	ES	Futures	4005.63	4006.75	4000.59	4000.87	20768.0
2020-11-20 09:00:00	ES	Futures	4000.87	4009.55	3999.75	4005.63	43252.0
2020-11-20 09:30:00	ES	Futures	4005.91	4008.15	3994.99	4000.31	133465.0
2020-11-20 10:00:00	ES	Futures	4000.31	4002.55	3990.79	3997.79	98958.0
2020-11-20 10:30:00	ES	Futures	3997.79	4001.71	3991.91	3998.35	53112.0
2020-11-20 11:00:00	ES	Futures	3998.63	4005.63	3997.79	4003.67	51219.0
2020-11-20 11:30:00	ES	Futures	4003.95	4006.47	3993.59	3998.91	52576.0
2020-11-20 12:00:00	ES	Futures	3998.91	4000.59	3995.83	3999.47	25251.0
2020-11-20 12:30:00	ES	Futures	3999.19	4000.03	3994.99	3999.19	25591.0
2020-11-20 13:00:00	ES	Futures	3999.19	4003.39	3995.55	4002.83	24268.0
2020-11-20 13:30:00	ES	Futures	4002.83	4003.95	4000.31	4001.99	23605.0
2020-11-20 14:00:00	ES	Futures	4002.27	4002.83	3997.23	4000.87	26299.0
2020-11-20 14:30:00	ES	Futures	4000.87	4005.07	3996.39	3998.35	34223.0
2020-11-20 15:00:00	ES	Futures	3998.63	4000.03	3984.06	3988.55	76898.0
2020-11-20 15:30:00	ES	Futures	3988.55	4001.15	3980.42	3981.26	168132.0
2020-11-20 16:00:00	ES	Futures	3981.54	3982.66	3969.22	3970.06	66602.0
2020-11-20 16:30:00	ES	Futures	3971.74	3980.42	3970.34	3979.02	14454.0
2020-11-20 00:00:00	NQ	Futures	13900.87	13903.47	13886.68	13889.0	1750.0
2020-11-20 00:30:00	NQ	Futures	13889.58	13896.81	13873.66	13882.34	2030.0
2020-11-20 01:00:00	NQ	Futures	13880.89	13887.55	13866.71	13871.92	1905.0
2020-11-20 01:30:00	NQ	Futures	13871.63	13882.63	13871.34	13876.26	1168.0
2020-11-20 02:00:00	NQ	Futures	13876.55	13891.89	13862.08	13869.6	2596.0
2020-11-20 02:30:00	NQ	Futures	13870.18	13877.71	13856.58	13860.05	2115.0
2020-11-20 03:00:00	NQ	Futures	13861.21	13876.84	13851.08	13871.92	3506.0
2020-11-20 03:30:00	NQ	Futures	13871.92	13881.47	13860.63	13879.16	3266.0
2020-11-20 04:00:00	NQ	Futures	13879.73	13889.29	13859.76	13887.26	3208.0
2020-11-20 04:30:00	NQ	Futures	13887.55	13893.63	13879.16	13884.08	2503.0
2020-11-20 05:00:00	NQ	Futures	13883.5	13885.52	13871.92	13879.73	1607.0
2020-11-20 05:30:00	NQ	Futures	13879.45	13901.73	13875.97	13897.97	2650.0
2020-11-20 06:00:00	NQ	Futures	13897.97	13907.23	13890.16	13895.94	2383.0
2020-11-20 06:30:00	NQ	Futures	13895.08	13907.81	13891.6	13906.66	1581.0
2020-11-20 07:00:00	NQ	Futures	13906.37	13918.81	13900.58	13903.47	3254.0
2020-11-20 07:30:00	NQ	Futures	13903.76	13905.79	13896.52	13901.16	1628.0

> showing 50 of 2,910 rows — these rows as CSV

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