PREVIEW / futures_30min / 2020-12-14

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-14.parquet
  size:    96 KB
  rows:    3,553

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
2020-12-14 00:00:00	ES	Futures	4123.83	4124.11	4118.5	4122.15	3618.0
2020-12-14 00:30:00	ES	Futures	4121.87	4122.43	4117.66	4118.22	2372.0
2020-12-14 01:00:00	ES	Futures	4118.22	4120.46	4117.1	4119.06	2263.0
2020-12-14 01:30:00	ES	Futures	4119.34	4122.99	4119.34	4120.18	1829.0
2020-12-14 02:00:00	ES	Futures	4120.46	4123.83	4119.9	4123.27	3087.0
2020-12-14 02:30:00	ES	Futures	4123.27	4128.6	4121.87	4125.23	7388.0
2020-12-14 03:00:00	ES	Futures	4124.95	4127.76	4121.02	4122.43	9307.0
2020-12-14 03:30:00	ES	Futures	4122.71	4124.11	4120.18	4123.83	4607.0
2020-12-14 04:00:00	ES	Futures	4123.55	4125.23	4122.99	4124.39	3351.0
2020-12-14 04:30:00	ES	Futures	4124.11	4127.76	4122.99	4126.08	3610.0
2020-12-14 05:00:00	ES	Futures	4126.08	4127.76	4124.67	4124.95	3022.0
2020-12-14 05:30:00	ES	Futures	4124.95	4129.73	4124.67	4127.76	7027.0
2020-12-14 06:00:00	ES	Futures	4127.76	4131.69	4126.64	4130.85	7236.0
2020-12-14 06:30:00	ES	Futures	4131.13	4135.34	4130.85	4134.5	6975.0
2020-12-14 07:00:00	ES	Futures	4134.5	4135.06	4131.97	4133.94	5947.0
2020-12-14 07:30:00	ES	Futures	4133.94	4136.74	4133.37	4136.46	6480.0
2020-12-14 08:00:00	ES	Futures	4136.46	4137.02	4128.88	4132.53	18082.0
2020-12-14 08:30:00	ES	Futures	4132.25	4132.53	4128.6	4131.69	7646.0
2020-12-14 09:00:00	ES	Futures	4131.97	4132.53	4128.88	4130.01	10373.0
2020-12-14 09:30:00	ES	Futures	4130.01	4141.51	4127.2	4140.11	122149.0
2020-12-14 10:00:00	ES	Futures	4140.39	4143.76	4138.15	4142.64	96102.0
2020-12-14 10:30:00	ES	Futures	4142.64	4144.32	4123.55	4123.83	111157.0
2020-12-14 11:00:00	ES	Futures	4123.83	4128.88	4118.5	4121.02	105407.0
2020-12-14 11:30:00	ES	Futures	4121.02	4123.55	4113.17	4120.46	90136.0
2020-12-14 12:00:00	ES	Futures	4120.74	4121.87	4113.73	4117.38	58344.0
2020-12-14 12:30:00	ES	Futures	4117.66	4117.94	4107.55	4110.64	52440.0
2020-12-14 13:00:00	ES	Futures	4110.64	4114.29	4103.9	4107.55	68599.0
2020-12-14 13:30:00	ES	Futures	4107.55	4114.01	4105.59	4110.36	57668.0
2020-12-14 14:00:00	ES	Futures	4110.36	4112.89	4104.18	4106.99	56463.0
2020-12-14 14:30:00	ES	Futures	4106.99	4110.36	4097.17	4108.11	76054.0
2020-12-14 15:00:00	ES	Futures	4108.11	4108.96	4102.78	4104.18	62160.0
2020-12-14 15:30:00	ES	Futures	4104.18	4104.18	4083.7	4085.1	201705.0
2020-12-14 16:00:00	ES	Futures	4085.1	4092.68	4084.54	4090.15	46859.0
2020-12-14 16:30:00	ES	Futures	4089.59	4092.12	4088.47	4091.55	6250.0
2020-12-14 18:00:00	ES	Futures	4094.36	4096.05	4089.03	4094.36	4262.0
2020-12-14 18:30:00	ES	Futures	4094.64	4097.73	4090.43	4094.36	5130.0
2020-12-14 19:00:00	ES	Futures	4094.36	4096.61	4091.84	4094.64	7171.0
2020-12-14 19:30:00	ES	Futures	4094.64	4097.73	4093.8	4096.61	3731.0
2020-12-14 20:00:00	ES	Futures	4096.89	4098.85	4094.92	4097.17	3839.0
2020-12-14 20:30:00	ES	Futures	4096.89	4096.89	4088.75	4091.84	5706.0
2020-12-14 21:00:00	ES	Futures	4091.84	4093.24	4084.26	4088.19	4837.0
2020-12-14 21:30:00	ES	Futures	4088.19	4092.68	4087.63	4091.84	3281.0
2020-12-14 22:00:00	ES	Futures	4091.55	4092.68	4089.31	4089.59	2061.0
2020-12-14 22:30:00	ES	Futures	4089.59	4090.71	4086.78	4089.31	2124.0
2020-12-14 23:00:00	ES	Futures	4089.31	4089.87	4085.94	4089.03	1910.0
2020-12-14 23:30:00	ES	Futures	4089.03	4090.99	4086.5	4086.5	2091.0
2020-12-14 00:00:00	NQ	Futures	14379.94	14381.09	14358.52	14367.49	690.0
2020-12-14 00:30:00	NQ	Futures	14368.07	14369.81	14342.02	14346.07	692.0
2020-12-14 01:00:00	NQ	Futures	14346.07	14355.33	14344.05	14349.84	459.0
2020-12-14 01:30:00	NQ	Futures	14350.12	14364.02	14350.12	14358.52	493.0

> showing 50 of 3,553 rows — these rows as CSV

> unlock the full archive -- $79 one-time