PREVIEW / futures_30min / 2020-12-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-04.parquet
  size:    81 KB
  rows:    2,847

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
2020-12-04 00:00:00	ES	Futures	4113.75	4115.43	4113.19	4114.31	2581.0
2020-12-04 00:30:00	ES	Futures	4114.03	4117.95	4113.75	4116.27	2924.0
2020-12-04 01:00:00	ES	Futures	4116.55	4117.11	4113.75	4113.75	2103.0
2020-12-04 01:30:00	ES	Futures	4114.03	4115.71	4113.19	4114.31	1418.0
2020-12-04 02:00:00	ES	Futures	4114.31	4115.71	4113.47	4114.59	2143.0
2020-12-04 02:30:00	ES	Futures	4114.87	4115.15	4112.91	4114.03	2538.0
2020-12-04 03:00:00	ES	Futures	4114.31	4121.31	4113.19	4120.19	8935.0
2020-12-04 03:30:00	ES	Futures	4119.91	4120.75	4117.39	4117.95	5717.0
2020-12-04 04:00:00	ES	Futures	4117.95	4119.63	4116.83	4117.39	3619.0
2020-12-04 04:30:00	ES	Futures	4117.39	4122.99	4117.11	4118.51	8507.0
2020-12-04 05:00:00	ES	Futures	4118.79	4118.79	4115.99	4116.27	5802.0
2020-12-04 05:30:00	ES	Futures	4115.99	4119.91	4115.99	4119.91	4761.0
2020-12-04 06:00:00	ES	Futures	4119.63	4121.31	4117.67	4118.51	3871.0
2020-12-04 06:30:00	ES	Futures	4118.51	4120.19	4117.67	4117.95	5208.0
2020-12-04 07:00:00	ES	Futures	4117.67	4121.87	4116.27	4120.19	5945.0
2020-12-04 07:30:00	ES	Futures	4120.47	4120.47	4116.83	4117.11	4611.0
2020-12-04 08:00:00	ES	Futures	4117.39	4119.07	4116.55	4117.67	7061.0
2020-12-04 08:30:00	ES	Futures	4117.67	4122.99	4108.99	4115.99	32799.0
2020-12-04 09:00:00	ES	Futures	4115.71	4117.11	4113.47	4115.15	13515.0
2020-12-04 09:30:00	ES	Futures	4114.87	4127.75	4114.31	4126.07	116670.0
2020-12-04 10:00:00	ES	Futures	4125.79	4131.67	4124.39	4127.19	75510.0
2020-12-04 10:30:00	ES	Futures	4127.19	4137.84	4127.19	4135.32	84898.0
2020-12-04 11:00:00	ES	Futures	4135.04	4137.0	4131.39	4135.04	48011.0
2020-12-04 11:30:00	ES	Futures	4135.04	4137.56	4134.19	4135.32	34904.0
2020-12-04 12:00:00	ES	Futures	4135.32	4136.72	4133.07	4134.76	26963.0
2020-12-04 12:30:00	ES	Futures	4135.04	4136.44	4133.07	4134.76	19098.0
2020-12-04 13:00:00	ES	Futures	4134.47	4136.16	4132.79	4133.63	21448.0
2020-12-04 13:30:00	ES	Futures	4133.35	4136.72	4131.11	4131.39	24162.0
2020-12-04 14:00:00	ES	Futures	4131.39	4135.04	4129.15	4130.55	32521.0
2020-12-04 14:30:00	ES	Futures	4130.55	4137.84	4129.99	4136.72	37208.0
2020-12-04 15:00:00	ES	Futures	4137.0	4138.96	4130.55	4133.91	52056.0
2020-12-04 15:30:00	ES	Futures	4133.91	4144.28	4133.35	4144.0	138771.0
2020-12-04 16:00:00	ES	Futures	4144.28	4145.4	4134.19	4135.6	49816.0
2020-12-04 16:30:00	ES	Futures	4136.72	4138.12	4134.19	4134.47	7030.0
2020-12-04 00:00:00	NQ	Futures	14465.62	14484.72	14464.46	14476.62	1467.0
2020-12-04 00:30:00	NQ	Futures	14476.62	14489.07	14475.75	14483.57	1051.0
2020-12-04 01:00:00	NQ	Futures	14484.43	14486.17	14477.2	14480.09	656.0
2020-12-04 01:30:00	NQ	Futures	14480.38	14487.04	14475.46	14481.83	691.0
2020-12-04 02:00:00	NQ	Futures	14482.12	14485.88	14477.2	14480.96	776.0
2020-12-04 02:30:00	NQ	Futures	14480.67	14483.57	14474.3	14478.07	1345.0
2020-12-04 03:00:00	NQ	Futures	14478.93	14497.46	14476.04	14490.51	2963.0
2020-12-04 03:30:00	NQ	Futures	14490.22	14492.25	14484.15	14484.15	1092.0
2020-12-04 04:00:00	NQ	Futures	14483.86	14487.91	14476.33	14479.22	1073.0
2020-12-04 04:30:00	NQ	Futures	14479.51	14489.93	14474.88	14477.78	2063.0
2020-12-04 05:00:00	NQ	Futures	14477.78	14479.22	14472.28	14475.75	1332.0
2020-12-04 05:30:00	NQ	Futures	14476.04	14484.43	14475.46	14480.67	1179.0
2020-12-04 06:00:00	NQ	Futures	14481.54	14490.22	14480.96	14485.01	1758.0
2020-12-04 06:30:00	NQ	Futures	14485.3	14491.67	14483.28	14485.01	1182.0
2020-12-04 07:00:00	NQ	Futures	14484.43	14486.17	14476.62	14478.07	1657.0
2020-12-04 07:30:00	NQ	Futures	14478.07	14478.65	14459.54	14465.62	2542.0

> showing 50 of 2,847 rows — these rows as CSV

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