PREVIEW / futures_30min / 2020-12-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-11.parquet
  size:    79 KB
  rows:    2,787

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
2020-12-11 00:00:00	ES	Futures	4105.35	4106.19	4103.1	4103.66	1281.0
2020-12-11 00:30:00	ES	Futures	4103.66	4105.91	4102.82	4103.38	1553.0
2020-12-11 01:00:00	ES	Futures	4103.38	4107.87	4100.86	4106.47	2902.0
2020-12-11 01:30:00	ES	Futures	4106.75	4108.99	4106.75	4107.59	1317.0
2020-12-11 02:00:00	ES	Futures	4107.87	4113.47	4107.03	4112.35	3138.0
2020-12-11 02:30:00	ES	Futures	4112.35	4112.35	4107.59	4108.99	2229.0
2020-12-11 03:00:00	ES	Futures	4108.99	4109.27	4092.18	4093.3	11070.0
2020-12-11 03:30:00	ES	Futures	4093.58	4093.58	4078.74	4085.46	17770.0
2020-12-11 04:00:00	ES	Futures	4085.46	4093.3	4084.62	4089.94	8971.0
2020-12-11 04:30:00	ES	Futures	4089.94	4092.74	4083.22	4084.06	4498.0
2020-12-11 05:00:00	ES	Futures	4084.06	4089.94	4081.26	4088.82	4079.0
2020-12-11 05:30:00	ES	Futures	4088.54	4089.38	4070.89	4072.29	9721.0
2020-12-11 06:00:00	ES	Futures	4072.01	4076.5	4065.01	4068.09	15399.0
2020-12-11 06:30:00	ES	Futures	4067.81	4077.06	4066.97	4076.5	7643.0
2020-12-11 07:00:00	ES	Futures	4076.5	4081.54	4075.94	4080.42	9982.0
2020-12-11 07:30:00	ES	Futures	4080.42	4082.94	4077.06	4082.94	7187.0
2020-12-11 08:00:00	ES	Futures	4082.38	4083.22	4078.46	4080.14	9086.0
2020-12-11 08:30:00	ES	Futures	4080.14	4085.74	4078.74	4084.34	10331.0
2020-12-11 09:00:00	ES	Futures	4084.34	4088.54	4082.38	4087.98	12690.0
2020-12-11 09:30:00	ES	Futures	4087.7	4092.74	4080.7	4089.94	88378.0
2020-12-11 10:00:00	ES	Futures	4089.66	4099.46	4089.38	4093.86	62660.0
2020-12-11 10:30:00	ES	Futures	4094.14	4094.42	4084.9	4088.82	43613.0
2020-12-11 11:00:00	ES	Futures	4088.54	4092.74	4083.5	4083.78	33666.0
2020-12-11 11:30:00	ES	Futures	4083.78	4086.02	4075.09	4081.82	41766.0
2020-12-11 12:00:00	ES	Futures	4081.82	4084.06	4069.77	4075.37	47955.0
2020-12-11 12:30:00	ES	Futures	4075.09	4081.54	4069.49	4080.42	31674.0
2020-12-11 13:00:00	ES	Futures	4080.42	4086.58	4079.3	4085.18	27789.0
2020-12-11 13:30:00	ES	Futures	4084.9	4100.02	4084.34	4096.66	30118.0
2020-12-11 14:00:00	ES	Futures	4096.66	4099.74	4093.3	4096.66	41994.0
2020-12-11 14:30:00	ES	Futures	4096.94	4102.54	4096.38	4096.94	40199.0
2020-12-11 15:00:00	ES	Futures	4096.94	4106.75	4094.42	4101.14	44096.0
2020-12-11 15:30:00	ES	Futures	4101.42	4106.47	4096.94	4103.38	97336.0
2020-12-11 16:00:00	ES	Futures	4103.1	4105.35	4096.38	4101.98	28420.0
2020-12-11 16:30:00	ES	Futures	4101.98	4104.78	4100.02	4100.58	3517.0
2020-12-11 00:00:00	NQ	Futures	14329.28	14332.17	14320.88	14322.62	582.0
2020-12-11 00:30:00	NQ	Futures	14322.91	14332.17	14315.39	14319.44	764.0
2020-12-11 01:00:00	NQ	Futures	14319.44	14325.52	14304.39	14325.52	1223.0
2020-12-11 01:30:00	NQ	Futures	14325.52	14334.49	14324.07	14328.12	1019.0
2020-12-11 02:00:00	NQ	Futures	14328.7	14342.31	14321.46	14339.12	1614.0
2020-12-11 02:30:00	NQ	Futures	14339.7	14339.99	14328.12	14330.44	994.0
2020-12-11 03:00:00	NQ	Futures	14329.57	14335.65	14273.12	14282.96	7015.0
2020-12-11 03:30:00	NQ	Futures	14285.57	14285.57	14255.47	14278.04	5774.0
2020-12-11 04:00:00	NQ	Futures	14279.2	14299.75	14277.75	14287.89	2866.0
2020-12-11 04:30:00	NQ	Futures	14288.18	14298.31	14266.46	14269.94	1728.0
2020-12-11 05:00:00	NQ	Futures	14268.78	14285.57	14260.96	14280.07	1647.0
2020-12-11 05:30:00	NQ	Futures	14281.23	14284.99	14223.33	14226.23	3544.0
2020-12-11 06:00:00	NQ	Futures	14227.39	14241.57	14199.31	14216.39	5157.0
2020-12-11 06:30:00	NQ	Futures	14215.81	14244.75	14210.6	14243.31	2543.0
2020-12-11 07:00:00	NQ	Futures	14244.18	14257.49	14240.41	14257.49	2472.0
2020-12-11 07:30:00	NQ	Futures	14256.33	14262.7	14235.78	14260.96	2268.0

> showing 50 of 2,787 rows — these rows as CSV

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