PREVIEW / futures_30min / 2020-11-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-26.parquet
  size:    67 KB
  rows:    2,504

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
2020-11-26 00:00:00	ES	Futures	4067.25	4073.13	4066.97	4071.73	2563.0
2020-11-26 00:30:00	ES	Futures	4072.01	4074.81	4071.17	4074.81	1921.0
2020-11-26 01:00:00	ES	Futures	4074.81	4075.37	4072.01	4073.41	2417.0
2020-11-26 01:30:00	ES	Futures	4073.69	4075.94	4073.41	4074.53	1196.0
2020-11-26 02:00:00	ES	Futures	4074.53	4075.37	4071.73	4074.81	2327.0
2020-11-26 02:30:00	ES	Futures	4075.09	4076.78	4072.85	4073.41	1939.0
2020-11-26 03:00:00	ES	Futures	4073.41	4074.53	4068.09	4070.89	5371.0
2020-11-26 03:30:00	ES	Futures	4071.17	4071.17	4065.01	4065.29	3723.0
2020-11-26 04:00:00	ES	Futures	4065.29	4070.33	4063.61	4068.93	4001.0
2020-11-26 04:30:00	ES	Futures	4068.93	4070.33	4065.57	4066.41	3204.0
2020-11-26 05:00:00	ES	Futures	4066.41	4068.93	4066.41	4068.37	1846.0
2020-11-26 05:30:00	ES	Futures	4068.37	4068.65	4064.45	4064.45	2877.0
2020-11-26 06:00:00	ES	Futures	4064.45	4067.25	4064.45	4066.41	3205.0
2020-11-26 06:30:00	ES	Futures	4066.41	4067.81	4065.01	4066.41	1632.0
2020-11-26 07:00:00	ES	Futures	4066.13	4066.41	4060.81	4061.09	3811.0
2020-11-26 07:30:00	ES	Futures	4061.09	4064.73	4060.53	4064.17	2614.0
2020-11-26 08:00:00	ES	Futures	4063.89	4066.97	4063.61	4065.57	1698.0
2020-11-26 08:30:00	ES	Futures	4065.57	4066.97	4064.45	4064.73	1619.0
2020-11-26 09:00:00	ES	Futures	4065.29	4065.57	4063.89	4065.29	1982.0
2020-11-26 09:30:00	ES	Futures	4065.29	4067.81	4063.05	4066.69	4350.0
2020-11-26 10:00:00	ES	Futures	4066.69	4067.81	4064.73	4065.57	3340.0
2020-11-26 10:30:00	ES	Futures	4065.57	4066.41	4058.57	4063.33	7399.0
2020-11-26 11:00:00	ES	Futures	4063.33	4065.57	4061.65	4064.73	4932.0
2020-11-26 11:30:00	ES	Futures	4064.73	4065.01	4060.25	4062.21	4914.0
2020-11-26 12:00:00	ES	Futures	4062.21	4062.49	4051.85	4052.41	5777.0
2020-11-26 12:30:00	ES	Futures	4052.41	4055.49	4048.21	4053.25	6104.0
2020-11-26 18:00:00	ES	Futures	4056.33	4059.41	4053.53	4054.37	3771.0
2020-11-26 18:30:00	ES	Futures	4054.09	4056.33	4050.73	4056.05	2946.0
2020-11-26 19:00:00	ES	Futures	4056.05	4057.17	4049.33	4054.37	4899.0
2020-11-26 19:30:00	ES	Futures	4054.37	4056.05	4052.13	4055.77	2204.0
2020-11-26 20:00:00	ES	Futures	4055.77	4056.33	4053.81	4054.09	1957.0
2020-11-26 20:30:00	ES	Futures	4054.09	4058.57	4052.97	4053.25	3111.0
2020-11-26 21:00:00	ES	Futures	4053.25	4053.25	4047.65	4051.85	3122.0
2020-11-26 21:30:00	ES	Futures	4052.13	4054.09	4052.13	4053.81	1169.0
2020-11-26 22:00:00	ES	Futures	4053.53	4053.81	4050.73	4052.41	1754.0
2020-11-26 22:30:00	ES	Futures	4052.41	4057.17	4052.13	4056.89	2486.0
2020-11-26 23:00:00	ES	Futures	4056.89	4059.13	4056.61	4058.29	1804.0
2020-11-26 23:30:00	ES	Futures	4058.29	4062.77	4058.29	4060.81	2720.0
2020-11-26 00:00:00	NQ	Futures	14118.84	14132.73	14117.39	14124.05	1407.0
2020-11-26 00:30:00	NQ	Futures	14124.34	14128.1	14114.2	14124.63	1171.0
2020-11-26 01:00:00	NQ	Futures	14124.63	14125.49	14107.55	14115.07	1319.0
2020-11-26 01:30:00	NQ	Futures	14114.2	14128.39	14114.2	14126.07	706.0
2020-11-26 02:00:00	NQ	Futures	14126.07	14126.65	14116.23	14122.89	889.0
2020-11-26 02:30:00	NQ	Futures	14122.89	14126.36	14116.52	14118.26	965.0
2020-11-26 03:00:00	NQ	Futures	14119.13	14153.28	14116.81	14134.76	3231.0
2020-11-26 03:30:00	NQ	Futures	14133.6	14135.63	14104.94	14111.89	2319.0
2020-11-26 04:00:00	NQ	Futures	14111.6	14118.26	14094.23	14115.94	2477.0
2020-11-26 04:30:00	NQ	Futures	14115.94	14120.28	14106.68	14118.84	1532.0
2020-11-26 05:00:00	NQ	Futures	14118.26	14130.7	14117.39	14121.15	1290.0
2020-11-26 05:30:00	NQ	Futures	14121.73	14124.34	14111.31	14113.91	1902.0

> showing 50 of 2,504 rows — these rows as CSV

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