PREVIEW / futures_30min / 2020-11-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-24.parquet
  size:    100 KB
  rows:    3,610

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
2020-11-24 00:00:00	ES	Futures	4039.52	4040.08	4037.56	4038.4	3246.0
2020-11-24 00:30:00	ES	Futures	4038.4	4038.68	4032.8	4035.6	4410.0
2020-11-24 01:00:00	ES	Futures	4035.88	4037.84	4035.04	4035.32	2420.0
2020-11-24 01:30:00	ES	Futures	4035.32	4036.72	4034.48	4035.04	1402.0
2020-11-24 02:00:00	ES	Futures	4035.6	4038.68	4031.4	4034.48	4333.0
2020-11-24 02:30:00	ES	Futures	4034.48	4035.32	4030.28	4031.68	3751.0
2020-11-24 03:00:00	ES	Futures	4031.68	4040.08	4031.68	4037.28	12117.0
2020-11-24 03:30:00	ES	Futures	4037.28	4038.12	4030.28	4033.36	7565.0
2020-11-24 04:00:00	ES	Futures	4033.08	4037.28	4031.12	4033.36	5389.0
2020-11-24 04:30:00	ES	Futures	4033.64	4038.12	4033.08	4037.0	4632.0
2020-11-24 05:00:00	ES	Futures	4037.0	4038.96	4034.2	4036.44	8119.0
2020-11-24 05:30:00	ES	Futures	4036.16	4038.96	4035.6	4037.84	5227.0
2020-11-24 06:00:00	ES	Futures	4038.12	4042.04	4037.28	4038.68	7551.0
2020-11-24 06:30:00	ES	Futures	4038.96	4039.52	4034.76	4035.04	4786.0
2020-11-24 07:00:00	ES	Futures	4035.32	4037.0	4028.88	4030.56	9774.0
2020-11-24 07:30:00	ES	Futures	4030.28	4037.84	4030.28	4037.28	8909.0
2020-11-24 08:00:00	ES	Futures	4037.56	4041.2	4035.88	4038.12	14058.0
2020-11-24 08:30:00	ES	Futures	4038.12	4040.64	4036.72	4037.28	10781.0
2020-11-24 09:00:00	ES	Futures	4037.0	4037.84	4034.48	4036.16	18243.0
2020-11-24 09:30:00	ES	Futures	4036.16	4038.12	4025.8	4037.28	118640.0
2020-11-24 10:00:00	ES	Futures	4037.56	4045.68	4035.32	4042.6	105693.0
2020-11-24 10:30:00	ES	Futures	4042.32	4053.53	4038.96	4050.45	86631.0
2020-11-24 11:00:00	ES	Futures	4050.73	4061.37	4050.45	4060.81	67550.0
2020-11-24 11:30:00	ES	Futures	4061.09	4073.41	4058.29	4067.25	106876.0
2020-11-24 12:00:00	ES	Futures	4067.53	4069.21	4063.05	4064.45	50869.0
2020-11-24 12:30:00	ES	Futures	4064.73	4069.49	4064.17	4067.53	34913.0
2020-11-24 13:00:00	ES	Futures	4067.53	4072.01	4063.33	4065.29	42528.0
2020-11-24 13:30:00	ES	Futures	4065.29	4076.78	4065.29	4068.65	56262.0
2020-11-24 14:00:00	ES	Futures	4068.37	4072.57	4062.49	4062.77	54204.0
2020-11-24 14:30:00	ES	Futures	4062.77	4069.77	4059.69	4068.65	68121.0
2020-11-24 15:00:00	ES	Futures	4068.65	4072.85	4063.05	4070.61	54307.0
2020-11-24 15:30:00	ES	Futures	4070.33	4072.85	4065.01	4069.77	138711.0
2020-11-24 16:00:00	ES	Futures	4069.49	4074.53	4068.65	4070.89	43835.0
2020-11-24 16:30:00	ES	Futures	4070.33	4078.18	4070.05	4076.22	9544.0
2020-11-24 18:00:00	ES	Futures	4073.13	4080.14	4072.01	4076.22	5089.0
2020-11-24 18:30:00	ES	Futures	4076.5	4082.38	4075.66	4080.42	3642.0
2020-11-24 19:00:00	ES	Futures	4080.7	4094.98	4077.06	4087.42	20743.0
2020-11-24 19:30:00	ES	Futures	4087.14	4090.5	4085.74	4087.7	7728.0
2020-11-24 20:00:00	ES	Futures	4087.7	4092.74	4086.86	4091.34	5352.0
2020-11-24 20:30:00	ES	Futures	4091.62	4093.58	4088.82	4089.94	4758.0
2020-11-24 21:00:00	ES	Futures	4090.22	4092.46	4086.86	4087.42	3869.0
2020-11-24 21:30:00	ES	Futures	4087.14	4088.82	4084.34	4087.14	3394.0
2020-11-24 22:00:00	ES	Futures	4087.42	4089.38	4086.02	4087.42	2705.0
2020-11-24 22:30:00	ES	Futures	4087.7	4088.26	4077.34	4081.82	6815.0
2020-11-24 23:00:00	ES	Futures	4081.82	4084.06	4079.3	4081.82	3009.0
2020-11-24 23:30:00	ES	Futures	4081.82	4083.5	4078.74	4079.02	2363.0
2020-11-24 00:00:00	NQ	Futures	13861.79	13863.81	13855.13	13860.92	833.0
2020-11-24 00:30:00	NQ	Futures	13860.92	13862.08	13845.87	13853.68	1520.0
2020-11-24 01:00:00	NQ	Futures	13853.97	13857.74	13847.02	13848.76	975.0
2020-11-24 01:30:00	NQ	Futures	13848.76	13865.55	13848.76	13859.18	1083.0

> showing 50 of 3,610 rows — these rows as CSV

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