PREVIEW / futures_30min / 2020-11-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-11-30.parquet
  size:    101 KB
  rows:    3,583

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
2020-11-30 00:00:00	ES	Futures	4055.49	4056.61	4046.81	4050.17	7515.0
2020-11-30 00:30:00	ES	Futures	4050.17	4052.69	4045.12	4049.89	7746.0
2020-11-30 01:00:00	ES	Futures	4049.89	4050.45	4038.96	4043.44	7695.0
2020-11-30 01:30:00	ES	Futures	4043.44	4044.56	4036.44	4038.96	6216.0
2020-11-30 02:00:00	ES	Futures	4038.96	4047.93	4038.4	4046.81	7185.0
2020-11-30 02:30:00	ES	Futures	4047.09	4048.49	4041.76	4048.49	5532.0
2020-11-30 03:00:00	ES	Futures	4048.77	4053.81	4043.72	4051.85	12552.0
2020-11-30 03:30:00	ES	Futures	4051.85	4061.09	4051.29	4057.17	11023.0
2020-11-30 04:00:00	ES	Futures	4057.45	4061.09	4056.05	4057.45	7406.0
2020-11-30 04:30:00	ES	Futures	4057.17	4059.69	4054.65	4059.41	4477.0
2020-11-30 05:00:00	ES	Futures	4059.13	4059.97	4055.77	4058.29	3266.0
2020-11-30 05:30:00	ES	Futures	4058.01	4061.09	4056.61	4059.97	6756.0
2020-11-30 06:00:00	ES	Futures	4059.97	4061.37	4058.29	4059.13	5005.0
2020-11-30 06:30:00	ES	Futures	4059.13	4059.41	4049.33	4057.17	11980.0
2020-11-30 07:00:00	ES	Futures	4057.17	4066.97	4056.61	4065.85	10573.0
2020-11-30 07:30:00	ES	Futures	4065.85	4069.77	4063.89	4064.17	10206.0
2020-11-30 08:00:00	ES	Futures	4064.17	4065.85	4060.81	4062.49	13132.0
2020-11-30 08:30:00	ES	Futures	4062.49	4065.85	4060.53	4065.29	13094.0
2020-11-30 09:00:00	ES	Futures	4065.29	4073.13	4063.89	4065.01	24970.0
2020-11-30 09:30:00	ES	Futures	4065.29	4068.65	4054.93	4059.13	115038.0
2020-11-30 10:00:00	ES	Futures	4059.41	4063.05	4046.53	4047.65	96023.0
2020-11-30 10:30:00	ES	Futures	4047.65	4047.93	4024.68	4044.0	173670.0
2020-11-30 11:00:00	ES	Futures	4043.72	4046.25	4035.04	4035.04	97899.0
2020-11-30 11:30:00	ES	Futures	4035.04	4040.92	4028.32	4037.56	93335.0
2020-11-30 12:00:00	ES	Futures	4037.56	4045.12	4034.48	4044.28	52050.0
2020-11-30 12:30:00	ES	Futures	4044.56	4049.33	4042.32	4048.21	40056.0
2020-11-30 13:00:00	ES	Futures	4048.49	4050.17	4044.0	4047.09	37812.0
2020-11-30 13:30:00	ES	Futures	4047.09	4051.01	4045.12	4045.4	36353.0
2020-11-30 14:00:00	ES	Futures	4045.4	4049.61	4040.92	4049.05	53734.0
2020-11-30 14:30:00	ES	Futures	4049.33	4058.01	4045.68	4057.73	71756.0
2020-11-30 15:00:00	ES	Futures	4058.01	4059.69	4047.09	4047.93	84258.0
2020-11-30 15:30:00	ES	Futures	4047.93	4061.65	4046.53	4056.61	309173.0
2020-11-30 16:00:00	ES	Futures	4056.61	4069.77	4056.61	4065.57	96691.0
2020-11-30 16:30:00	ES	Futures	4064.73	4070.61	4061.93	4069.77	9997.0
2020-11-30 18:00:00	ES	Futures	4068.09	4069.21	4062.49	4063.05	8851.0
2020-11-30 18:30:00	ES	Futures	4063.33	4077.62	4062.77	4077.34	10663.0
2020-11-30 19:00:00	ES	Futures	4077.62	4079.86	4075.66	4078.46	8577.0
2020-11-30 19:30:00	ES	Futures	4078.46	4084.9	4077.34	4083.78	6426.0
2020-11-30 20:00:00	ES	Futures	4084.06	4086.02	4083.22	4084.9	8386.0
2020-11-30 20:30:00	ES	Futures	4084.9	4087.98	4083.5	4087.7	5891.0
2020-11-30 21:00:00	ES	Futures	4087.7	4094.7	4087.14	4094.14	8300.0
2020-11-30 21:30:00	ES	Futures	4094.14	4096.94	4091.06	4093.86	6292.0
2020-11-30 22:00:00	ES	Futures	4093.86	4101.42	4093.3	4097.78	6290.0
2020-11-30 22:30:00	ES	Futures	4097.78	4098.06	4094.42	4094.7	3741.0
2020-11-30 23:00:00	ES	Futures	4094.7	4098.06	4094.42	4094.98	2464.0
2020-11-30 23:30:00	ES	Futures	4094.98	4095.82	4091.9	4092.46	2877.0
2020-11-30 00:00:00	NQ	Futures	14181.65	14186.86	14137.94	14152.41	4125.0
2020-11-30 00:30:00	NQ	Futures	14151.84	14168.05	14140.55	14157.91	2316.0
2020-11-30 01:00:00	NQ	Futures	14157.91	14164.86	14119.41	14137.36	2871.0
2020-11-30 01:30:00	NQ	Futures	14136.49	14144.89	14118.55	14135.34	2704.0

> showing 50 of 3,583 rows — these rows as CSV

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