PREVIEW / futures_30min / 2020-12-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-02.parquet
  size:    97 KB
  rows:    3,520

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
2020-12-02 00:00:00	ES	Futures	4092.74	4092.74	4089.94	4089.94	2169.0
2020-12-02 00:30:00	ES	Futures	4089.94	4092.18	4086.86	4087.98	5126.0
2020-12-02 01:00:00	ES	Futures	4088.26	4093.3	4087.98	4093.3	4723.0
2020-12-02 01:30:00	ES	Futures	4093.3	4097.22	4090.5	4096.66	4154.0
2020-12-02 02:00:00	ES	Futures	4096.38	4098.34	4092.18	4094.14	7314.0
2020-12-02 02:30:00	ES	Futures	4094.42	4096.94	4093.3	4093.3	3357.0
2020-12-02 03:00:00	ES	Futures	4093.02	4093.3	4085.18	4091.34	12444.0
2020-12-02 03:30:00	ES	Futures	4091.06	4093.58	4086.86	4091.9	6358.0
2020-12-02 04:00:00	ES	Futures	4092.18	4097.5	4090.78	4095.82	5595.0
2020-12-02 04:30:00	ES	Futures	4095.82	4096.66	4093.3	4093.86	3663.0
2020-12-02 05:00:00	ES	Futures	4094.14	4096.94	4093.58	4095.82	5024.0
2020-12-02 05:30:00	ES	Futures	4095.54	4097.5	4093.58	4096.94	5095.0
2020-12-02 06:00:00	ES	Futures	4096.94	4097.22	4090.5	4091.34	4133.0
2020-12-02 06:30:00	ES	Futures	4091.34	4096.1	4090.22	4096.1	5292.0
2020-12-02 07:00:00	ES	Futures	4095.82	4095.82	4089.38	4090.22	7005.0
2020-12-02 07:30:00	ES	Futures	4090.22	4090.78	4082.38	4087.42	13569.0
2020-12-02 08:00:00	ES	Futures	4087.42	4090.78	4084.9	4088.26	11697.0
2020-12-02 08:30:00	ES	Futures	4088.54	4089.94	4086.3	4089.38	9827.0
2020-12-02 09:00:00	ES	Futures	4089.38	4090.78	4084.34	4087.7	17401.0
2020-12-02 09:30:00	ES	Futures	4087.98	4095.26	4080.7	4094.14	160270.0
2020-12-02 10:00:00	ES	Futures	4094.14	4098.06	4089.1	4097.22	85806.0
2020-12-02 10:30:00	ES	Futures	4096.94	4099.74	4093.58	4097.5	60815.0
2020-12-02 11:00:00	ES	Futures	4097.22	4102.82	4097.22	4101.14	54596.0
2020-12-02 11:30:00	ES	Futures	4101.42	4105.35	4099.46	4103.66	48912.0
2020-12-02 12:00:00	ES	Futures	4103.38	4104.5	4099.74	4102.82	31456.0
2020-12-02 12:30:00	ES	Futures	4102.54	4105.91	4100.02	4101.7	38199.0
2020-12-02 13:00:00	ES	Futures	4101.42	4104.78	4100.02	4101.42	25949.0
2020-12-02 13:30:00	ES	Futures	4101.42	4102.82	4096.66	4097.5	30876.0
2020-12-02 14:00:00	ES	Futures	4097.22	4106.47	4094.98	4105.63	60512.0
2020-12-02 14:30:00	ES	Futures	4105.35	4110.39	4104.5	4109.27	47302.0
2020-12-02 15:00:00	ES	Futures	4108.99	4110.95	4103.1	4105.06	48213.0
2020-12-02 15:30:00	ES	Futures	4104.78	4111.51	4103.66	4109.55	94981.0
2020-12-02 16:00:00	ES	Futures	4109.55	4114.87	4109.27	4112.07	34942.0
2020-12-02 16:30:00	ES	Futures	4111.51	4113.19	4110.67	4112.07	4416.0
2020-12-02 18:00:00	ES	Futures	4112.91	4115.71	4108.15	4109.27	5153.0
2020-12-02 18:30:00	ES	Futures	4109.55	4110.39	4107.31	4108.43	2714.0
2020-12-02 19:00:00	ES	Futures	4108.43	4108.99	4104.78	4106.47	3852.0
2020-12-02 19:30:00	ES	Futures	4106.75	4107.59	4105.06	4106.19	2100.0
2020-12-02 20:00:00	ES	Futures	4106.19	4107.59	4104.78	4105.91	4121.0
2020-12-02 20:30:00	ES	Futures	4105.91	4112.07	4104.78	4109.55	5709.0
2020-12-02 21:00:00	ES	Futures	4109.55	4109.83	4105.35	4106.75	3386.0
2020-12-02 21:30:00	ES	Futures	4106.75	4110.67	4105.91	4110.39	2314.0
2020-12-02 22:00:00	ES	Futures	4110.39	4116.83	4108.99	4114.03	6389.0
2020-12-02 22:30:00	ES	Futures	4114.03	4114.31	4110.67	4111.79	2717.0
2020-12-02 23:00:00	ES	Futures	4111.79	4112.35	4107.87	4109.55	2559.0
2020-12-02 23:30:00	ES	Futures	4109.55	4109.55	4102.26	4103.38	5933.0
2020-12-02 00:00:00	NQ	Futures	14401.65	14402.23	14390.07	14393.54	1229.0
2020-12-02 00:30:00	NQ	Futures	14393.25	14397.02	14366.91	14383.41	2446.0
2020-12-02 01:00:00	NQ	Futures	14383.7	14409.17	14383.7	14408.59	1316.0
2020-12-02 01:30:00	NQ	Futures	14408.59	14418.73	14397.3	14411.2	1528.0

> showing 50 of 3,520 rows — these rows as CSV

> unlock the full archive -- $79 one-time