PREVIEW / futures_30min / 2020-12-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-03.parquet
  size:    98 KB
  rows:    3,561

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
2020-12-03 00:00:00	ES	Futures	4103.38	4105.35	4102.26	4104.78	3037.0
2020-12-03 00:30:00	ES	Futures	4104.78	4106.19	4103.1	4103.66	2136.0
2020-12-03 01:00:00	ES	Futures	4103.66	4106.19	4103.1	4106.19	1651.0
2020-12-03 01:30:00	ES	Futures	4105.91	4107.59	4104.78	4107.03	1663.0
2020-12-03 02:00:00	ES	Futures	4107.03	4110.11	4105.63	4105.63	3186.0
2020-12-03 02:30:00	ES	Futures	4105.91	4109.55	4105.06	4109.27	2432.0
2020-12-03 03:00:00	ES	Futures	4108.99	4111.51	4105.06	4108.15	6600.0
2020-12-03 03:30:00	ES	Futures	4108.15	4108.99	4102.26	4103.1	3951.0
2020-12-03 04:00:00	ES	Futures	4103.38	4108.99	4100.86	4101.42	6635.0
2020-12-03 04:30:00	ES	Futures	4101.42	4105.35	4097.78	4102.82	7711.0
2020-12-03 05:00:00	ES	Futures	4102.82	4105.06	4101.98	4102.82	5346.0
2020-12-03 05:30:00	ES	Futures	4102.82	4107.03	4102.26	4107.03	3169.0
2020-12-03 06:00:00	ES	Futures	4107.03	4109.83	4106.19	4108.43	3941.0
2020-12-03 06:30:00	ES	Futures	4108.43	4109.55	4105.91	4108.15	3913.0
2020-12-03 07:00:00	ES	Futures	4108.43	4111.23	4105.06	4105.91	6271.0
2020-12-03 07:30:00	ES	Futures	4106.19	4111.51	4105.91	4110.95	6661.0
2020-12-03 08:00:00	ES	Futures	4111.23	4111.23	4108.43	4109.27	6912.0
2020-12-03 08:30:00	ES	Futures	4109.55	4111.51	4106.19	4108.15	12563.0
2020-12-03 09:00:00	ES	Futures	4108.15	4110.67	4107.59	4108.15	14595.0
2020-12-03 09:30:00	ES	Futures	4108.43	4114.87	4107.87	4111.79	101052.0
2020-12-03 10:00:00	ES	Futures	4111.51	4122.43	4110.95	4117.95	86485.0
2020-12-03 10:30:00	ES	Futures	4118.23	4122.71	4116.83	4117.39	57821.0
2020-12-03 11:00:00	ES	Futures	4117.39	4120.47	4110.39	4119.35	69632.0
2020-12-03 11:30:00	ES	Futures	4119.35	4121.59	4116.83	4118.51	36766.0
2020-12-03 12:00:00	ES	Futures	4118.79	4121.87	4112.35	4115.99	48165.0
2020-12-03 12:30:00	ES	Futures	4115.43	4119.35	4112.91	4116.83	35435.0
2020-12-03 13:00:00	ES	Futures	4117.11	4117.39	4110.39	4113.75	28016.0
2020-12-03 13:30:00	ES	Futures	4113.75	4113.75	4105.06	4106.19	38357.0
2020-12-03 14:00:00	ES	Futures	4106.47	4112.91	4105.91	4112.07	36249.0
2020-12-03 14:30:00	ES	Futures	4111.79	4118.79	4111.23	4118.23	32797.0
2020-12-03 15:00:00	ES	Futures	4118.23	4125.23	4114.87	4123.55	54039.0
2020-12-03 15:30:00	ES	Futures	4123.83	4124.39	4095.26	4108.43	234565.0
2020-12-03 16:00:00	ES	Futures	4108.71	4112.91	4103.66	4112.35	45915.0
2020-12-03 16:30:00	ES	Futures	4111.79	4112.63	4108.71	4108.99	5451.0
2020-12-03 18:00:00	ES	Futures	4109.83	4111.79	4106.75	4110.39	3605.0
2020-12-03 18:30:00	ES	Futures	4110.67	4115.43	4110.39	4111.79	4267.0
2020-12-03 19:00:00	ES	Futures	4111.79	4116.83	4111.51	4115.71	5201.0
2020-12-03 19:30:00	ES	Futures	4115.71	4116.27	4112.63	4114.87	4011.0
2020-12-03 20:00:00	ES	Futures	4114.59	4116.83	4114.31	4115.15	2879.0
2020-12-03 20:30:00	ES	Futures	4115.15	4115.15	4110.95	4111.23	4453.0
2020-12-03 21:00:00	ES	Futures	4111.51	4113.47	4108.99	4113.19	3154.0
2020-12-03 21:30:00	ES	Futures	4113.19	4115.43	4112.91	4114.87	2582.0
2020-12-03 22:00:00	ES	Futures	4115.15	4115.15	4112.07	4112.63	1907.0
2020-12-03 22:30:00	ES	Futures	4112.63	4112.91	4112.07	4112.35	1344.0
2020-12-03 23:00:00	ES	Futures	4112.35	4114.03	4112.07	4113.19	1245.0
2020-12-03 23:30:00	ES	Futures	4113.47	4114.59	4113.19	4113.75	1216.0
2020-12-03 00:00:00	NQ	Futures	14436.38	14446.51	14430.88	14444.78	876.0
2020-12-03 00:30:00	NQ	Futures	14443.62	14451.15	14440.15	14443.91	821.0
2020-12-03 01:00:00	NQ	Futures	14442.46	14450.28	14441.88	14447.38	537.0
2020-12-03 01:30:00	NQ	Futures	14446.8	14454.62	14443.62	14450.86	630.0

> showing 50 of 3,561 rows — these rows as CSV

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