PREVIEW / futures_30min / 2020-11-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-25.parquet
  size:    95 KB
  rows:    3,463

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
2020-11-25 00:00:00	ES	Futures	4079.3	4080.42	4071.73	4073.41	7165.0
2020-11-25 00:30:00	ES	Futures	4073.41	4077.34	4069.21	4069.77	5518.0
2020-11-25 01:00:00	ES	Futures	4070.05	4074.81	4069.49	4072.85	4537.0
2020-11-25 01:30:00	ES	Futures	4072.57	4073.97	4070.61	4072.29	2405.0
2020-11-25 02:00:00	ES	Futures	4072.57	4077.06	4072.29	4075.94	3074.0
2020-11-25 02:30:00	ES	Futures	4075.94	4079.3	4074.53	4079.02	3454.0
2020-11-25 03:00:00	ES	Futures	4079.3	4081.82	4070.61	4073.69	11036.0
2020-11-25 03:30:00	ES	Futures	4073.69	4079.3	4068.37	4069.49	8065.0
2020-11-25 04:00:00	ES	Futures	4069.49	4074.81	4063.33	4063.89	9599.0
2020-11-25 04:30:00	ES	Futures	4063.89	4070.89	4062.21	4069.49	8435.0
2020-11-25 05:00:00	ES	Futures	4069.77	4070.89	4064.17	4067.53	8711.0
2020-11-25 05:30:00	ES	Futures	4067.53	4068.93	4060.81	4062.49	8211.0
2020-11-25 06:00:00	ES	Futures	4062.21	4065.29	4061.37	4064.45	5557.0
2020-11-25 06:30:00	ES	Futures	4064.45	4069.49	4063.05	4066.97	6765.0
2020-11-25 07:00:00	ES	Futures	4067.25	4073.97	4066.97	4073.69	6876.0
2020-11-25 07:30:00	ES	Futures	4073.69	4073.69	4063.05	4065.85	9971.0
2020-11-25 08:00:00	ES	Futures	4065.85	4070.33	4062.21	4065.57	15762.0
2020-11-25 08:30:00	ES	Futures	4065.57	4071.45	4061.93	4066.97	11252.0
2020-11-25 09:00:00	ES	Futures	4066.69	4070.61	4066.13	4068.65	15768.0
2020-11-25 09:30:00	ES	Futures	4068.93	4069.21	4054.37	4058.01	122966.0
2020-11-25 10:00:00	ES	Futures	4057.73	4061.09	4050.45	4056.61	88428.0
2020-11-25 10:30:00	ES	Futures	4056.89	4061.93	4054.09	4056.89	57415.0
2020-11-25 11:00:00	ES	Futures	4057.17	4061.37	4056.05	4058.01	37959.0
2020-11-25 11:30:00	ES	Futures	4058.01	4060.25	4051.85	4058.01	39903.0
2020-11-25 12:00:00	ES	Futures	4058.01	4060.25	4056.05	4057.45	21340.0
2020-11-25 12:30:00	ES	Futures	4057.17	4064.45	4057.17	4063.89	24648.0
2020-11-25 13:00:00	ES	Futures	4064.17	4066.41	4059.69	4060.25	26391.0
2020-11-25 13:30:00	ES	Futures	4060.25	4065.85	4058.01	4063.89	24975.0
2020-11-25 14:00:00	ES	Futures	4064.45	4064.45	4055.21	4060.81	40130.0
2020-11-25 14:30:00	ES	Futures	4060.81	4063.05	4056.61	4061.37	39668.0
2020-11-25 15:00:00	ES	Futures	4061.65	4069.21	4060.53	4066.97	62957.0
2020-11-25 15:30:00	ES	Futures	4066.97	4069.21	4060.81	4063.89	133070.0
2020-11-25 16:00:00	ES	Futures	4063.89	4067.25	4060.53	4065.29	40095.0
2020-11-25 16:30:00	ES	Futures	4065.29	4067.25	4063.89	4065.85	5061.0
2020-11-25 18:00:00	ES	Futures	4067.25	4070.05	4065.85	4068.65	2248.0
2020-11-25 18:30:00	ES	Futures	4068.93	4070.05	4067.53	4069.21	1192.0
2020-11-25 19:00:00	ES	Futures	4069.49	4069.77	4062.77	4068.65	3321.0
2020-11-25 19:30:00	ES	Futures	4068.65	4072.57	4068.09	4068.93	2427.0
2020-11-25 20:00:00	ES	Futures	4068.93	4071.45	4068.37	4071.45	1772.0
2020-11-25 20:30:00	ES	Futures	4071.17	4075.37	4069.77	4073.69	3045.0
2020-11-25 21:00:00	ES	Futures	4073.69	4074.81	4071.73	4073.13	2047.0
2020-11-25 21:30:00	ES	Futures	4073.41	4075.37	4072.85	4073.97	1386.0
2020-11-25 22:00:00	ES	Futures	4073.69	4074.25	4070.89	4072.01	1348.0
2020-11-25 22:30:00	ES	Futures	4072.01	4073.97	4065.29	4067.81	3244.0
2020-11-25 23:00:00	ES	Futures	4067.53	4068.65	4065.85	4066.97	1346.0
2020-11-25 23:30:00	ES	Futures	4066.97	4067.81	4065.57	4067.25	1175.0
2020-11-25 00:00:00	NQ	Futures	14047.05	14049.36	14015.21	14027.94	3873.0
2020-11-25 00:30:00	NQ	Futures	14027.94	14040.68	14014.92	14018.1	2419.0
2020-11-25 01:00:00	NQ	Futures	14018.97	14031.71	14017.23	14023.6	1853.0
2020-11-25 01:30:00	NQ	Futures	14023.89	14028.81	14010.57	14023.89	2189.0

> showing 50 of 3,463 rows — these rows as CSV

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