PREVIEW / futures_30min / 2020-11-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-23.parquet
  size:    100 KB
  rows:    3,621

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
2020-11-23 00:00:00	ES	Futures	3992.47	3993.59	3991.07	3991.63	1867.0
2020-11-23 00:30:00	ES	Futures	3991.63	3993.59	3990.51	3993.59	1779.0
2020-11-23 01:00:00	ES	Futures	3993.59	3996.39	3993.03	3993.59	2398.0
2020-11-23 01:30:00	ES	Futures	3993.31	3996.11	3991.63	3995.55	1813.0
2020-11-23 02:00:00	ES	Futures	3995.27	4008.15	3995.27	4000.31	13419.0
2020-11-23 02:30:00	ES	Futures	4000.31	4001.99	3996.39	4000.59	4988.0
2020-11-23 03:00:00	ES	Futures	4000.59	4009.83	3996.95	4007.87	14221.0
2020-11-23 03:30:00	ES	Futures	4007.87	4010.39	4003.39	4009.27	9062.0
2020-11-23 04:00:00	ES	Futures	4008.99	4010.95	4005.35	4008.99	7185.0
2020-11-23 04:30:00	ES	Futures	4008.99	4009.27	4002.83	4008.15	7209.0
2020-11-23 05:00:00	ES	Futures	4007.87	4008.43	4005.91	4006.47	4338.0
2020-11-23 05:30:00	ES	Futures	4006.47	4008.43	4004.23	4006.75	5298.0
2020-11-23 06:00:00	ES	Futures	4006.75	4007.03	4002.83	4003.67	5774.0
2020-11-23 06:30:00	ES	Futures	4003.67	4003.95	4001.43	4002.83	6992.0
2020-11-23 07:00:00	ES	Futures	4002.83	4007.87	3998.07	4007.31	11899.0
2020-11-23 07:30:00	ES	Futures	4007.31	4009.27	4006.19	4006.75	9720.0
2020-11-23 08:00:00	ES	Futures	4006.47	4007.03	4002.27	4004.51	11050.0
2020-11-23 08:30:00	ES	Futures	4004.51	4009.27	3989.67	3999.47	35688.0
2020-11-23 09:00:00	ES	Futures	3999.47	4003.39	3995.83	4002.83	19579.0
2020-11-23 09:30:00	ES	Futures	4003.11	4019.92	4002.83	4012.91	103024.0
2020-11-23 10:00:00	ES	Futures	4012.91	4014.31	3988.83	3989.67	103505.0
2020-11-23 10:30:00	ES	Futures	3989.95	4003.39	3987.43	4000.87	63241.0
2020-11-23 11:00:00	ES	Futures	4001.15	4002.55	3980.7	3984.9	100583.0
2020-11-23 11:30:00	ES	Futures	3984.9	3989.11	3975.94	3986.59	71376.0
2020-11-23 12:00:00	ES	Futures	3986.3	3992.19	3979.58	3989.67	41245.0
2020-11-23 12:30:00	ES	Futures	3989.67	3996.67	3988.83	3996.39	29893.0
2020-11-23 13:00:00	ES	Futures	3996.39	3999.75	3994.99	3995.83	33042.0
2020-11-23 13:30:00	ES	Futures	3996.11	4000.31	3993.31	3997.51	29936.0
2020-11-23 14:00:00	ES	Futures	3997.51	3999.19	3991.35	3994.71	35297.0
2020-11-23 14:30:00	ES	Futures	3994.71	4007.31	3993.87	4007.31	50152.0
2020-11-23 15:00:00	ES	Futures	4007.31	4015.99	4006.19	4008.43	92780.0
2020-11-23 15:30:00	ES	Futures	4008.43	4010.95	4000.03	4005.91	144728.0
2020-11-23 16:00:00	ES	Futures	4005.63	4007.31	4003.39	4006.47	30691.0
2020-11-23 16:30:00	ES	Futures	4006.19	4007.03	4003.95	4006.47	4365.0
2020-11-23 18:00:00	ES	Futures	4006.47	4030.56	4005.63	4028.04	14022.0
2020-11-23 18:30:00	ES	Futures	4028.32	4030.0	4019.92	4024.12	8544.0
2020-11-23 19:00:00	ES	Futures	4024.12	4027.2	4020.76	4027.2	7507.0
2020-11-23 19:30:00	ES	Futures	4027.48	4027.76	4024.12	4024.4	4178.0
2020-11-23 20:00:00	ES	Futures	4024.4	4030.28	4023.28	4026.08	6051.0
2020-11-23 20:30:00	ES	Futures	4026.08	4026.64	4023.84	4025.52	2834.0
2020-11-23 21:00:00	ES	Futures	4025.52	4029.16	4025.52	4027.76	2655.0
2020-11-23 21:30:00	ES	Futures	4028.04	4033.36	4028.04	4031.68	3364.0
2020-11-23 22:00:00	ES	Futures	4031.68	4032.24	4030.84	4031.12	1870.0
2020-11-23 22:30:00	ES	Futures	4031.4	4038.12	4030.84	4037.28	5097.0
2020-11-23 23:00:00	ES	Futures	4037.0	4038.96	4036.72	4037.28	3310.0
2020-11-23 23:30:00	ES	Futures	4037.28	4040.08	4036.72	4039.24	3480.0
2020-11-23 00:00:00	NQ	Futures	13834.0	13841.81	13832.55	13837.47	809.0
2020-11-23 00:30:00	NQ	Futures	13837.18	13841.81	13828.79	13833.13	1346.0
2020-11-23 01:00:00	NQ	Futures	13832.84	13839.79	13830.81	13832.55	774.0
2020-11-23 01:30:00	NQ	Futures	13833.13	13839.5	13829.08	13836.31	682.0

> showing 50 of 3,621 rows — these rows as CSV

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