PREVIEW / futures_30min / 2020-12-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-09.parquet
  size:    97 KB
  rows:    3,517

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
2020-12-09 00:00:00	ES	Futures	4157.72	4158.56	4154.92	4155.48	2030.0
2020-12-09 00:30:00	ES	Futures	4155.48	4157.72	4155.48	4157.72	1500.0
2020-12-09 01:00:00	ES	Futures	4157.72	4159.4	4157.16	4158.56	2378.0
2020-12-09 01:30:00	ES	Futures	4158.56	4158.84	4156.6	4157.44	1316.0
2020-12-09 02:00:00	ES	Futures	4157.44	4159.4	4153.52	4155.2	3788.0
2020-12-09 02:30:00	ES	Futures	4155.2	4156.32	4154.36	4155.2	2604.0
2020-12-09 03:00:00	ES	Futures	4155.2	4159.12	4152.4	4156.04	10353.0
2020-12-09 03:30:00	ES	Futures	4156.04	4161.08	4154.36	4160.24	9742.0
2020-12-09 04:00:00	ES	Futures	4160.24	4160.52	4156.6	4157.16	6179.0
2020-12-09 04:30:00	ES	Futures	4157.16	4158.56	4156.6	4158.0	3369.0
2020-12-09 05:00:00	ES	Futures	4158.0	4158.56	4156.32	4156.32	5777.0
2020-12-09 05:30:00	ES	Futures	4156.6	4157.16	4154.92	4156.88	4454.0
2020-12-09 06:00:00	ES	Futures	4156.88	4156.88	4154.64	4155.76	3084.0
2020-12-09 06:30:00	ES	Futures	4156.04	4156.32	4152.68	4154.36	4895.0
2020-12-09 07:00:00	ES	Futures	4154.64	4156.32	4153.24	4154.08	5122.0
2020-12-09 07:30:00	ES	Futures	4154.08	4154.36	4150.44	4153.24	7580.0
2020-12-09 08:00:00	ES	Futures	4152.96	4154.36	4152.4	4154.08	6024.0
2020-12-09 08:30:00	ES	Futures	4154.08	4154.92	4153.24	4154.64	7062.0
2020-12-09 09:00:00	ES	Futures	4154.36	4155.48	4152.68	4154.92	12218.0
2020-12-09 09:30:00	ES	Futures	4155.2	4157.16	4149.6	4154.64	138065.0
2020-12-09 10:00:00	ES	Futures	4154.36	4154.64	4138.4	4149.04	123754.0
2020-12-09 10:30:00	ES	Futures	4149.04	4150.72	4142.6	4144.84	76721.0
2020-12-09 11:00:00	ES	Futures	4144.84	4145.12	4134.19	4140.64	82595.0
2020-12-09 11:30:00	ES	Futures	4140.92	4142.88	4134.76	4142.32	59846.0
2020-12-09 12:00:00	ES	Futures	4142.32	4142.6	4133.35	4137.84	50008.0
2020-12-09 12:30:00	ES	Futures	4137.84	4137.84	4120.19	4128.59	104478.0
2020-12-09 13:00:00	ES	Futures	4128.59	4129.43	4114.87	4117.39	114716.0
2020-12-09 13:30:00	ES	Futures	4117.11	4117.11	4100.3	4101.14	165481.0
2020-12-09 14:00:00	ES	Futures	4100.86	4117.95	4100.86	4117.39	113023.0
2020-12-09 14:30:00	ES	Futures	4117.11	4117.39	4103.38	4109.55	113670.0
2020-12-09 15:00:00	ES	Futures	4109.55	4115.43	4100.02	4101.42	86414.0
2020-12-09 15:30:00	ES	Futures	4101.42	4123.27	4101.14	4110.39	219507.0
2020-12-09 16:00:00	ES	Futures	4110.39	4112.91	4105.91	4110.95	68149.0
2020-12-09 16:30:00	ES	Futures	4110.39	4114.03	4109.83	4113.19	5888.0
2020-12-09 18:00:00	ES	Futures	4111.23	4118.79	4111.23	4117.95	5853.0
2020-12-09 18:30:00	ES	Futures	4118.23	4119.91	4116.27	4117.11	3017.0
2020-12-09 19:00:00	ES	Futures	4117.11	4118.79	4115.43	4116.83	3991.0
2020-12-09 19:30:00	ES	Futures	4117.11	4120.19	4115.99	4117.67	3663.0
2020-12-09 20:00:00	ES	Futures	4117.39	4119.07	4115.99	4116.55	3864.0
2020-12-09 20:30:00	ES	Futures	4116.55	4120.19	4113.75	4116.27	4604.0
2020-12-09 21:00:00	ES	Futures	4115.99	4118.51	4115.99	4117.95	2514.0
2020-12-09 21:30:00	ES	Futures	4117.95	4120.19	4117.95	4119.63	2119.0
2020-12-09 22:00:00	ES	Futures	4119.63	4120.47	4109.83	4112.07	6365.0
2020-12-09 22:30:00	ES	Futures	4112.07	4113.47	4110.67	4112.07	2928.0
2020-12-09 23:00:00	ES	Futures	4112.07	4115.99	4111.51	4115.99	1956.0
2020-12-09 23:30:00	ES	Futures	4115.71	4117.95	4114.87	4116.55	2114.0
2020-12-09 00:00:00	NQ	Futures	14646.83	14649.72	14635.83	14636.12	868.0
2020-12-09 00:30:00	NQ	Futures	14636.12	14644.51	14635.54	14643.64	588.0
2020-12-09 01:00:00	NQ	Futures	14643.93	14651.17	14643.35	14649.14	621.0
2020-12-09 01:30:00	NQ	Futures	14649.14	14650.3	14640.75	14642.48	856.0

> showing 50 of 3,517 rows — these rows as CSV

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