PREVIEW / futures_30min / 2020-12-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-10.parquet
  size:    94 KB
  rows:    3,346

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
2020-12-10 00:00:00	ES	Futures	4116.83	4117.11	4113.19	4113.75	1753.0
2020-12-10 00:30:00	ES	Futures	4113.47	4116.55	4112.07	4112.91	2151.0
2020-12-10 01:00:00	ES	Futures	4112.91	4114.03	4110.11	4113.75	2461.0
2020-12-10 01:30:00	ES	Futures	4113.47	4113.75	4107.59	4109.27	2122.0
2020-12-10 02:00:00	ES	Futures	4108.99	4111.51	4106.19	4108.71	4075.0
2020-12-10 02:30:00	ES	Futures	4108.71	4113.47	4108.43	4113.19	3432.0
2020-12-10 03:00:00	ES	Futures	4113.47	4114.59	4108.71	4114.03	10145.0
2020-12-10 03:30:00	ES	Futures	4113.75	4117.95	4112.91	4115.43	6063.0
2020-12-10 04:00:00	ES	Futures	4115.15	4122.71	4114.59	4122.43	7251.0
2020-12-10 04:30:00	ES	Futures	4122.15	4124.39	4118.51	4118.79	4950.0
2020-12-10 05:00:00	ES	Futures	4119.07	4122.15	4118.51	4121.87	2807.0
2020-12-10 05:30:00	ES	Futures	4121.59	4122.43	4119.07	4119.35	5076.0
2020-12-10 06:00:00	ES	Futures	4119.63	4120.47	4115.99	4119.07	3939.0
2020-12-10 06:30:00	ES	Futures	4119.35	4119.91	4115.99	4117.39	6653.0
2020-12-10 07:00:00	ES	Futures	4117.67	4118.51	4105.06	4106.19	14092.0
2020-12-10 07:30:00	ES	Futures	4106.47	4108.15	4102.26	4106.19	16493.0
2020-12-10 08:00:00	ES	Futures	4105.91	4110.95	4103.94	4107.59	13531.0
2020-12-10 08:30:00	ES	Futures	4107.59	4107.87	4091.34	4092.46	32610.0
2020-12-10 09:00:00	ES	Futures	4092.18	4095.54	4089.66	4093.3	35244.0
2020-12-10 09:30:00	ES	Futures	4093.3	4116.27	4082.66	4113.75	192877.0
2020-12-10 10:00:00	ES	Futures	4113.75	4118.51	4108.43	4111.51	104179.0
2020-12-10 10:30:00	ES	Futures	4111.23	4119.91	4106.75	4116.83	91412.0
2020-12-10 11:00:00	ES	Futures	4116.83	4121.31	4111.51	4117.95	72683.0
2020-12-10 11:30:00	ES	Futures	4117.67	4118.79	4102.82	4104.78	57618.0
2020-12-10 12:00:00	ES	Futures	4104.5	4113.47	4102.82	4111.23	46680.0
2020-12-10 12:30:00	ES	Futures	4111.23	4114.59	4103.38	4105.91	47986.0
2020-12-10 13:00:00	ES	Futures	4106.19	4115.99	4104.5	4113.47	43950.0
2020-12-10 13:30:00	ES	Futures	4113.47	4114.87	4105.06	4107.03	45536.0
2020-12-10 14:00:00	ES	Futures	4107.31	4109.55	4097.5	4099.74	66550.0
2020-12-10 14:30:00	ES	Futures	4099.74	4105.91	4098.34	4100.58	62274.0
2020-12-10 15:00:00	ES	Futures	4100.86	4112.35	4100.02	4110.67	67825.0
2020-12-10 15:30:00	ES	Futures	4110.67	4117.11	4107.87	4108.71	118391.0
2020-12-10 16:00:00	ES	Futures	4108.71	4110.39	4103.94	4103.94	40410.0
2020-12-10 16:30:00	ES	Futures	4103.94	4108.71	4103.94	4107.59	3836.0
2020-12-10 18:00:00	ES	Futures	4111.79	4114.03	4107.31	4112.63	2753.0
2020-12-10 18:30:00	ES	Futures	4112.35	4116.27	4112.35	4114.31	1795.0
2020-12-10 19:00:00	ES	Futures	4114.03	4117.11	4112.91	4113.47	3025.0
2020-12-10 19:30:00	ES	Futures	4113.47	4114.59	4110.11	4112.63	2359.0
2020-12-10 20:00:00	ES	Futures	4112.35	4114.87	4110.39	4111.51	2625.0
2020-12-10 20:30:00	ES	Futures	4111.51	4114.87	4110.11	4113.47	2341.0
2020-12-10 21:00:00	ES	Futures	4113.19	4113.75	4110.95	4110.95	1595.0
2020-12-10 21:30:00	ES	Futures	4110.95	4110.95	4104.22	4105.91	3275.0
2020-12-10 22:00:00	ES	Futures	4105.91	4106.47	4101.7	4103.38	1999.0
2020-12-10 22:30:00	ES	Futures	4103.38	4105.35	4101.98	4104.78	1699.0
2020-12-10 23:00:00	ES	Futures	4105.06	4105.63	4104.22	4104.78	1217.0
2020-12-10 23:30:00	ES	Futures	4105.06	4106.75	4104.5	4105.63	1423.0
2020-12-10 00:00:00	NQ	Futures	14291.65	14291.94	14273.7	14278.04	1048.0
2020-12-10 00:30:00	NQ	Futures	14278.33	14283.83	14266.18	14269.07	1286.0
2020-12-10 01:00:00	NQ	Futures	14269.07	14275.44	14254.02	14271.96	1488.0
2020-12-10 01:30:00	NQ	Futures	14271.96	14271.96	14245.62	14259.23	1567.0

> showing 50 of 3,346 rows — these rows as CSV

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