PREVIEW / futures_30min / 2020-12-08

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-08.parquet
  size:    95 KB
  rows:    3,544

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
2020-12-08 00:00:00	ES	Futures	4124.39	4126.35	4124.39	4124.67	2266.0
2020-12-08 00:30:00	ES	Futures	4124.95	4126.07	4124.67	4125.23	2179.0
2020-12-08 01:00:00	ES	Futures	4124.95	4128.59	4124.39	4124.67	2950.0
2020-12-08 01:30:00	ES	Futures	4124.95	4125.23	4121.31	4122.71	2176.0
2020-12-08 02:00:00	ES	Futures	4122.71	4123.83	4117.39	4119.91	5440.0
2020-12-08 02:30:00	ES	Futures	4120.19	4124.95	4118.79	4122.15	4465.0
2020-12-08 03:00:00	ES	Futures	4121.87	4123.83	4119.91	4122.15	8993.0
2020-12-08 03:30:00	ES	Futures	4121.87	4127.19	4120.75	4125.51	5866.0
2020-12-08 04:00:00	ES	Futures	4125.51	4131.39	4124.11	4124.39	8236.0
2020-12-08 04:30:00	ES	Futures	4124.67	4124.95	4118.23	4120.47	10970.0
2020-12-08 05:00:00	ES	Futures	4120.47	4120.75	4117.39	4119.91	6286.0
2020-12-08 05:30:00	ES	Futures	4119.63	4122.15	4118.23	4120.19	4517.0
2020-12-08 06:00:00	ES	Futures	4119.91	4119.91	4110.67	4117.39	13187.0
2020-12-08 06:30:00	ES	Futures	4117.39	4117.39	4105.35	4107.59	14203.0
2020-12-08 07:00:00	ES	Futures	4107.87	4114.03	4107.87	4112.07	10963.0
2020-12-08 07:30:00	ES	Futures	4112.07	4116.55	4111.79	4115.15	12485.0
2020-12-08 08:00:00	ES	Futures	4114.87	4121.31	4114.87	4120.19	11728.0
2020-12-08 08:30:00	ES	Futures	4120.19	4120.75	4117.39	4119.07	12603.0
2020-12-08 09:00:00	ES	Futures	4119.07	4120.47	4115.43	4119.91	17417.0
2020-12-08 09:30:00	ES	Futures	4119.63	4128.87	4119.07	4128.03	139809.0
2020-12-08 10:00:00	ES	Futures	4128.31	4131.67	4119.63	4124.95	113782.0
2020-12-08 10:30:00	ES	Futures	4125.23	4134.47	4122.99	4134.47	72644.0
2020-12-08 11:00:00	ES	Futures	4134.47	4140.08	4133.91	4139.8	63877.0
2020-12-08 11:30:00	ES	Futures	4140.08	4143.16	4137.84	4141.2	49728.0
2020-12-08 12:00:00	ES	Futures	4141.2	4144.56	4140.08	4143.44	35193.0
2020-12-08 12:30:00	ES	Futures	4143.44	4149.04	4142.6	4145.68	45808.0
2020-12-08 13:00:00	ES	Futures	4145.68	4148.48	4144.84	4147.64	28926.0
2020-12-08 13:30:00	ES	Futures	4147.92	4149.88	4145.4	4146.24	30116.0
2020-12-08 14:00:00	ES	Futures	4146.52	4154.36	4144.56	4152.12	45112.0
2020-12-08 14:30:00	ES	Futures	4152.4	4152.96	4145.96	4148.2	46172.0
2020-12-08 15:00:00	ES	Futures	4148.48	4149.32	4145.4	4148.2	32307.0
2020-12-08 15:30:00	ES	Futures	4148.2	4150.16	4144.56	4147.36	110410.0
2020-12-08 16:00:00	ES	Futures	4147.36	4150.16	4145.96	4146.8	27903.0
2020-12-08 16:30:00	ES	Futures	4147.08	4149.04	4146.52	4148.76	4434.0
2020-12-08 18:00:00	ES	Futures	4154.08	4161.92	4153.8	4155.2	11014.0
2020-12-08 18:30:00	ES	Futures	4155.2	4155.48	4151.84	4152.68	4521.0
2020-12-08 19:00:00	ES	Futures	4152.68	4159.68	4151.84	4159.12	8052.0
2020-12-08 19:30:00	ES	Futures	4159.12	4160.24	4156.04	4157.44	7260.0
2020-12-08 20:00:00	ES	Futures	4157.44	4159.68	4151.84	4153.24	9448.0
2020-12-08 20:30:00	ES	Futures	4153.24	4154.36	4150.72	4151.56	4076.0
2020-12-08 21:00:00	ES	Futures	4151.56	4156.04	4151.28	4155.48	2862.0
2020-12-08 21:30:00	ES	Futures	4155.48	4156.32	4154.64	4156.04	2369.0
2020-12-08 22:00:00	ES	Futures	4156.32	4156.32	4154.92	4154.92	1336.0
2020-12-08 22:30:00	ES	Futures	4155.2	4157.16	4154.92	4154.92	2180.0
2020-12-08 23:00:00	ES	Futures	4154.92	4156.88	4154.64	4156.88	1301.0
2020-12-08 23:30:00	ES	Futures	4156.88	4158.28	4156.6	4157.72	1413.0
2020-12-08 00:00:00	NQ	Futures	14551.01	14565.2	14551.01	14561.43	1424.0
2020-12-08 00:30:00	NQ	Futures	14561.14	14564.62	14559.7	14562.88	880.0
2020-12-08 01:00:00	NQ	Futures	14561.72	14571.85	14553.33	14555.07	1522.0
2020-12-08 01:30:00	NQ	Futures	14555.35	14556.8	14547.25	14554.78	1014.0

> showing 50 of 3,544 rows — these rows as CSV

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