PREVIEW / futures_30min / 2020-12-07

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-07.parquet
  size:    96 KB
  rows:    3,515

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
2020-12-07 00:00:00	ES	Futures	4133.91	4135.04	4132.23	4133.07	2695.0
2020-12-07 00:30:00	ES	Futures	4133.07	4134.47	4129.99	4130.83	1889.0
2020-12-07 01:00:00	ES	Futures	4131.11	4133.63	4129.99	4131.95	2017.0
2020-12-07 01:30:00	ES	Futures	4131.95	4134.19	4129.71	4132.51	2297.0
2020-12-07 02:00:00	ES	Futures	4132.51	4135.32	4130.55	4134.76	3514.0
2020-12-07 02:30:00	ES	Futures	4135.04	4137.56	4133.07	4137.0	3646.0
2020-12-07 03:00:00	ES	Futures	4137.0	4137.28	4121.03	4121.59	16891.0
2020-12-07 03:30:00	ES	Futures	4121.31	4122.99	4114.31	4117.67	14656.0
2020-12-07 04:00:00	ES	Futures	4117.95	4122.15	4115.71	4121.87	10398.0
2020-12-07 04:30:00	ES	Futures	4121.87	4125.79	4121.59	4124.95	7814.0
2020-12-07 05:00:00	ES	Futures	4124.95	4129.71	4123.55	4129.43	4178.0
2020-12-07 05:30:00	ES	Futures	4129.43	4129.99	4124.67	4124.67	5972.0
2020-12-07 06:00:00	ES	Futures	4124.67	4128.59	4123.55	4127.47	5238.0
2020-12-07 06:30:00	ES	Futures	4127.47	4131.11	4126.91	4130.27	5575.0
2020-12-07 07:00:00	ES	Futures	4130.27	4130.83	4127.75	4128.03	3820.0
2020-12-07 07:30:00	ES	Futures	4128.03	4131.11	4125.79	4130.27	5313.0
2020-12-07 08:00:00	ES	Futures	4130.27	4131.95	4127.19	4131.11	9053.0
2020-12-07 08:30:00	ES	Futures	4131.11	4133.91	4129.71	4133.91	8754.0
2020-12-07 09:00:00	ES	Futures	4133.63	4135.6	4132.79	4134.47	12532.0
2020-12-07 09:30:00	ES	Futures	4134.76	4138.68	4132.51	4138.68	106297.0
2020-12-07 10:00:00	ES	Futures	4138.68	4139.8	4135.04	4138.68	58810.0
2020-12-07 10:30:00	ES	Futures	4138.68	4141.2	4137.0	4138.12	46022.0
2020-12-07 11:00:00	ES	Futures	4138.12	4140.36	4137.0	4139.52	38105.0
2020-12-07 11:30:00	ES	Futures	4139.52	4141.48	4134.47	4138.96	55625.0
2020-12-07 12:00:00	ES	Futures	4139.24	4139.8	4135.32	4136.72	41210.0
2020-12-07 12:30:00	ES	Futures	4136.72	4137.28	4132.79	4132.79	27476.0
2020-12-07 13:00:00	ES	Futures	4133.07	4133.63	4125.51	4129.15	53797.0
2020-12-07 13:30:00	ES	Futures	4129.43	4131.67	4123.55	4127.47	46640.0
2020-12-07 14:00:00	ES	Futures	4127.47	4129.15	4121.59	4128.31	55049.0
2020-12-07 14:30:00	ES	Futures	4128.31	4131.39	4126.35	4127.19	38105.0
2020-12-07 15:00:00	ES	Futures	4127.47	4132.79	4125.51	4131.39	46410.0
2020-12-07 15:30:00	ES	Futures	4131.11	4136.72	4119.91	4135.6	165009.0
2020-12-07 16:00:00	ES	Futures	4135.88	4137.56	4130.83	4133.91	37835.0
2020-12-07 16:30:00	ES	Futures	4133.35	4134.19	4122.43	4124.67	8566.0
2020-12-07 18:00:00	ES	Futures	4126.07	4127.47	4124.95	4126.07	2549.0
2020-12-07 18:30:00	ES	Futures	4126.07	4128.31	4124.67	4125.79	2839.0
2020-12-07 19:00:00	ES	Futures	4125.79	4125.79	4119.91	4123.27	8036.0
2020-12-07 19:30:00	ES	Futures	4122.99	4126.63	4122.99	4126.07	3883.0
2020-12-07 20:00:00	ES	Futures	4125.79	4128.03	4120.75	4121.87	5810.0
2020-12-07 20:30:00	ES	Futures	4121.87	4126.35	4120.75	4122.99	4842.0
2020-12-07 21:00:00	ES	Futures	4122.99	4123.83	4121.03	4122.43	2763.0
2020-12-07 21:30:00	ES	Futures	4122.43	4122.99	4121.31	4122.43	2519.0
2020-12-07 22:00:00	ES	Futures	4122.43	4122.99	4118.51	4119.91	4183.0
2020-12-07 22:30:00	ES	Futures	4119.91	4122.15	4119.35	4121.87	2566.0
2020-12-07 23:00:00	ES	Futures	4121.87	4125.23	4121.59	4123.83	2853.0
2020-12-07 23:30:00	ES	Futures	4123.83	4124.95	4123.55	4124.11	1528.0
2020-12-07 00:00:00	NQ	Futures	14494.86	14498.91	14485.3	14489.65	787.0
2020-12-07 00:30:00	NQ	Futures	14489.36	14496.01	14486.17	14489.07	729.0
2020-12-07 01:00:00	NQ	Futures	14489.65	14501.51	14486.75	14496.3	818.0
2020-12-07 01:30:00	NQ	Futures	14496.3	14507.3	14489.07	14500.65	1226.0

> showing 50 of 3,515 rows — these rows as CSV

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