PREVIEW / futures_30min / 2020-12-01

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-01.parquet
  size:    102 KB
  rows:    3,606

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
2020-12-01 00:00:00	ES	Futures	4092.46	4095.82	4091.34	4094.7	4198.0
2020-12-01 00:30:00	ES	Futures	4094.7	4095.82	4091.9	4093.58	2939.0
2020-12-01 01:00:00	ES	Futures	4093.86	4094.7	4091.34	4094.42	2586.0
2020-12-01 01:30:00	ES	Futures	4094.42	4094.42	4092.18	4093.02	2341.0
2020-12-01 02:00:00	ES	Futures	4093.3	4096.94	4091.9	4092.46	4918.0
2020-12-01 02:30:00	ES	Futures	4092.46	4094.7	4091.62	4093.02	4057.0
2020-12-01 03:00:00	ES	Futures	4093.3	4094.98	4084.9	4094.14	17124.0
2020-12-01 03:30:00	ES	Futures	4094.14	4100.58	4092.74	4096.66	13359.0
2020-12-01 04:00:00	ES	Futures	4096.66	4104.22	4096.1	4103.94	9564.0
2020-12-01 04:30:00	ES	Futures	4103.94	4104.22	4097.22	4098.9	9336.0
2020-12-01 05:00:00	ES	Futures	4098.62	4101.98	4097.5	4100.58	5362.0
2020-12-01 05:30:00	ES	Futures	4100.58	4104.22	4097.5	4103.94	7323.0
2020-12-01 06:00:00	ES	Futures	4103.66	4105.63	4102.82	4103.94	7756.0
2020-12-01 06:30:00	ES	Futures	4103.94	4105.35	4101.98	4102.82	6827.0
2020-12-01 07:00:00	ES	Futures	4103.1	4103.1	4098.9	4098.9	9578.0
2020-12-01 07:30:00	ES	Futures	4098.9	4102.26	4098.62	4101.7	8780.0
2020-12-01 08:00:00	ES	Futures	4101.7	4102.82	4095.82	4096.1	12421.0
2020-12-01 08:30:00	ES	Futures	4096.1	4100.02	4094.14	4100.02	17495.0
2020-12-01 09:00:00	ES	Futures	4100.02	4100.02	4095.26	4096.38	18620.0
2020-12-01 09:30:00	ES	Futures	4096.38	4105.91	4089.66	4103.38	152853.0
2020-12-01 10:00:00	ES	Futures	4103.1	4117.95	4100.58	4112.35	142272.0
2020-12-01 10:30:00	ES	Futures	4112.63	4113.75	4099.74	4105.06	96269.0
2020-12-01 11:00:00	ES	Futures	4105.06	4113.75	4104.78	4108.99	69744.0
2020-12-01 11:30:00	ES	Futures	4108.71	4112.91	4101.98	4104.78	75630.0
2020-12-01 12:00:00	ES	Futures	4104.78	4110.67	4103.1	4108.99	45737.0
2020-12-01 12:30:00	ES	Futures	4108.99	4111.79	4103.94	4106.19	41357.0
2020-12-01 13:00:00	ES	Futures	4106.19	4113.19	4106.19	4112.35	30763.0
2020-12-01 13:30:00	ES	Futures	4112.63	4115.15	4110.95	4114.03	28326.0
2020-12-01 14:00:00	ES	Futures	4114.03	4120.19	4112.63	4115.43	47243.0
2020-12-01 14:30:00	ES	Futures	4115.43	4119.63	4109.27	4110.11	47856.0
2020-12-01 15:00:00	ES	Futures	4110.11	4110.95	4095.54	4103.66	87296.0
2020-12-01 15:30:00	ES	Futures	4103.94	4106.75	4096.66	4101.42	145743.0
2020-12-01 16:00:00	ES	Futures	4101.42	4102.54	4096.66	4100.02	44420.0
2020-12-01 16:30:00	ES	Futures	4099.46	4103.38	4097.5	4100.58	5243.0
2020-12-01 18:00:00	ES	Futures	4101.98	4107.31	4094.14	4095.54	8998.0
2020-12-01 18:30:00	ES	Futures	4095.82	4099.74	4092.18	4098.9	5048.0
2020-12-01 19:00:00	ES	Futures	4099.18	4099.46	4091.34	4092.46	7692.0
2020-12-01 19:30:00	ES	Futures	4092.46	4095.82	4091.9	4092.74	4765.0
2020-12-01 20:00:00	ES	Futures	4092.74	4092.74	4080.98	4087.7	10678.0
2020-12-01 20:30:00	ES	Futures	4087.7	4087.7	4082.94	4086.3	4509.0
2020-12-01 21:00:00	ES	Futures	4086.3	4086.86	4082.66	4086.02	3124.0
2020-12-01 21:30:00	ES	Futures	4085.74	4091.34	4084.9	4088.82	4511.0
2020-12-01 22:00:00	ES	Futures	4088.82	4091.34	4088.26	4090.5	2150.0
2020-12-01 22:30:00	ES	Futures	4090.78	4091.34	4089.38	4089.38	1626.0
2020-12-01 23:00:00	ES	Futures	4089.66	4090.78	4088.26	4089.38	1930.0
2020-12-01 23:30:00	ES	Futures	4089.66	4093.3	4089.66	4092.74	2370.0
2020-12-01 00:00:00	NQ	Futures	14327.83	14335.94	14322.04	14331.31	1115.0
2020-12-01 00:30:00	NQ	Futures	14331.88	14340.28	14328.41	14335.36	902.0
2020-12-01 01:00:00	NQ	Futures	14333.91	14339.7	14325.23	14335.36	832.0
2020-12-01 01:30:00	NQ	Futures	14335.94	14343.46	14327.83	14342.02	972.0

> showing 50 of 3,606 rows — these rows as CSV

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