PREVIEW / futures_30min / 2020-11-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-27.parquet
  size:    66 KB
  rows:    2,235

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
2020-11-27 00:00:00	ES	Futures	4060.53	4061.09	4058.57	4059.13	2265.0
2020-11-27 00:30:00	ES	Futures	4058.85	4066.97	4058.85	4066.69	3931.0
2020-11-27 01:00:00	ES	Futures	4066.97	4068.65	4064.45	4067.25	3512.0
2020-11-27 01:30:00	ES	Futures	4067.53	4070.89	4066.97	4068.09	2413.0
2020-11-27 02:00:00	ES	Futures	4068.09	4069.21	4065.01	4065.29	2117.0
2020-11-27 02:30:00	ES	Futures	4065.29	4066.13	4063.89	4064.17	2352.0
2020-11-27 03:00:00	ES	Futures	4063.89	4069.21	4063.89	4068.37	6383.0
2020-11-27 03:30:00	ES	Futures	4067.81	4074.25	4066.13	4073.69	6301.0
2020-11-27 04:00:00	ES	Futures	4073.97	4075.66	4073.13	4074.53	5235.0
2020-11-27 04:30:00	ES	Futures	4074.81	4075.09	4068.37	4069.77	3609.0
2020-11-27 05:00:00	ES	Futures	4070.05	4072.01	4067.25	4067.81	3819.0
2020-11-27 05:30:00	ES	Futures	4067.81	4070.33	4067.53	4070.33	3371.0
2020-11-27 06:00:00	ES	Futures	4070.33	4071.45	4068.93	4070.61	3465.0
2020-11-27 06:30:00	ES	Futures	4070.89	4072.85	4070.33	4072.01	3398.0
2020-11-27 07:00:00	ES	Futures	4072.01	4073.41	4070.89	4072.29	4406.0
2020-11-27 07:30:00	ES	Futures	4072.29	4075.37	4072.01	4075.37	6268.0
2020-11-27 08:00:00	ES	Futures	4075.37	4075.94	4073.41	4073.97	7645.0
2020-11-27 08:30:00	ES	Futures	4074.25	4079.86	4073.69	4076.78	11646.0
2020-11-27 09:00:00	ES	Futures	4077.06	4080.42	4076.22	4076.78	11588.0
2020-11-27 09:30:00	ES	Futures	4076.78	4080.42	4073.41	4075.09	83045.0
2020-11-27 10:00:00	ES	Futures	4075.37	4081.26	4074.25	4079.02	51429.0
2020-11-27 10:30:00	ES	Futures	4079.02	4080.7	4077.34	4078.74	33997.0
2020-11-27 11:00:00	ES	Futures	4079.02	4080.42	4075.37	4076.5	37346.0
2020-11-27 11:30:00	ES	Futures	4076.78	4077.9	4069.49	4072.01	54925.0
2020-11-27 12:00:00	ES	Futures	4072.29	4073.13	4064.17	4064.45	41607.0
2020-11-27 12:30:00	ES	Futures	4064.45	4075.66	4062.77	4074.81	54113.0
2020-11-27 13:00:00	ES	Futures	4074.81	4075.94	4071.73	4074.81	18650.0
2020-11-27 00:00:00	NQ	Futures	14092.2	14095.39	14086.7	14089.6	1296.0
2020-11-27 00:30:00	NQ	Futures	14089.89	14108.99	14089.31	14108.99	1578.0
2020-11-27 01:00:00	NQ	Futures	14108.99	14115.65	14103.78	14111.31	1383.0
2020-11-27 01:30:00	NQ	Futures	14111.02	14122.31	14110.44	14111.89	1158.0
2020-11-27 02:00:00	NQ	Futures	14112.18	14119.7	14106.97	14110.15	1052.0
2020-11-27 02:30:00	NQ	Futures	14110.15	14118.55	14106.39	14108.13	982.0
2020-11-27 03:00:00	NQ	Futures	14108.7	14126.94	14107.84	14118.55	2278.0
2020-11-27 03:30:00	NQ	Futures	14117.68	14130.41	14115.65	14126.07	1798.0
2020-11-27 04:00:00	NQ	Futures	14126.36	14133.89	14119.41	14122.89	1930.0
2020-11-27 04:30:00	NQ	Futures	14122.89	14125.78	14115.65	14119.13	1133.0
2020-11-27 05:00:00	NQ	Futures	14118.84	14121.73	14106.39	14107.55	2108.0
2020-11-27 05:30:00	NQ	Futures	14107.26	14125.2	14106.39	14121.44	1205.0
2020-11-27 06:00:00	NQ	Futures	14121.44	14124.05	14115.65	14120.57	983.0
2020-11-27 06:30:00	NQ	Futures	14120.57	14127.23	14118.26	14121.15	1196.0
2020-11-27 07:00:00	NQ	Futures	14120.28	14124.34	14115.94	14118.26	1146.0
2020-11-27 07:30:00	NQ	Futures	14118.55	14131.28	14115.65	14128.68	2155.0
2020-11-27 08:00:00	NQ	Futures	14128.97	14147.49	14123.76	14141.7	3689.0
2020-11-27 08:30:00	NQ	Futures	14141.7	14172.39	14139.97	14161.97	5847.0
2020-11-27 09:00:00	NQ	Futures	14162.26	14177.6	14155.6	14157.91	4827.0
2020-11-27 09:30:00	NQ	Futures	14158.2	14189.18	14142.86	14182.23	40694.0
2020-11-27 10:00:00	NQ	Futures	14182.52	14236.65	14173.26	14226.52	27799.0
2020-11-27 10:30:00	NQ	Futures	14226.52	14250.54	14221.31	14236.94	21923.0
2020-11-27 11:00:00	NQ	Futures	14236.36	14242.15	14216.1	14227.39	15424.0

> showing 50 of 2,235 rows — these rows as CSV

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