PREVIEW / futures_30min / 2020-12-15

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-15.parquet
  size:    97 KB
  rows:    3,556

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
2020-12-15 00:00:00	ES	Futures	4086.78	4089.03	4082.29	4088.75	4815.0
2020-12-15 00:30:00	ES	Futures	4088.75	4094.36	4088.19	4092.12	2779.0
2020-12-15 01:00:00	ES	Futures	4092.4	4095.2	4090.43	4091.55	2291.0
2020-12-15 01:30:00	ES	Futures	4091.84	4094.08	4090.71	4092.96	1515.0
2020-12-15 02:00:00	ES	Futures	4092.96	4096.33	4092.4	4095.2	3181.0
2020-12-15 02:30:00	ES	Futures	4095.48	4098.57	4093.52	4094.92	3611.0
2020-12-15 03:00:00	ES	Futures	4094.92	4104.75	4092.68	4104.47	10309.0
2020-12-15 03:30:00	ES	Futures	4104.47	4110.64	4103.9	4109.8	7548.0
2020-12-15 04:00:00	ES	Futures	4110.08	4112.89	4109.8	4110.64	5062.0
2020-12-15 04:30:00	ES	Futures	4110.64	4114.57	4110.08	4111.48	6783.0
2020-12-15 05:00:00	ES	Futures	4111.76	4112.32	4109.24	4110.64	6025.0
2020-12-15 05:30:00	ES	Futures	4110.64	4111.48	4109.24	4109.8	3753.0
2020-12-15 06:00:00	ES	Futures	4109.8	4112.32	4109.24	4109.24	2806.0
2020-12-15 06:30:00	ES	Futures	4109.24	4111.48	4107.55	4108.68	3161.0
2020-12-15 07:00:00	ES	Futures	4108.96	4118.5	4108.68	4115.41	9251.0
2020-12-15 07:30:00	ES	Futures	4115.69	4115.97	4112.6	4113.17	7495.0
2020-12-15 08:00:00	ES	Futures	4113.45	4115.41	4112.04	4114.29	10050.0
2020-12-15 08:30:00	ES	Futures	4114.57	4117.66	4113.73	4115.97	10022.0
2020-12-15 09:00:00	ES	Futures	4115.97	4117.94	4114.01	4117.1	14459.0
2020-12-15 09:30:00	ES	Futures	4117.1	4121.31	4109.52	4110.92	140954.0
2020-12-15 10:00:00	ES	Futures	4111.2	4114.85	4106.15	4108.39	93948.0
2020-12-15 10:30:00	ES	Futures	4108.39	4112.32	4102.22	4109.8	82246.0
2020-12-15 11:00:00	ES	Futures	4109.8	4110.36	4100.26	4108.68	109758.0
2020-12-15 11:30:00	ES	Futures	4108.96	4114.57	4106.71	4113.45	74788.0
2020-12-15 12:00:00	ES	Futures	4113.45	4119.34	4112.6	4118.22	47480.0
2020-12-15 12:30:00	ES	Futures	4118.22	4129.16	4117.94	4128.6	56760.0
2020-12-15 13:00:00	ES	Futures	4128.6	4136.46	4127.2	4131.69	67722.0
2020-12-15 13:30:00	ES	Futures	4131.69	4137.58	4131.41	4136.18	47798.0
2020-12-15 14:00:00	ES	Futures	4136.18	4140.11	4134.22	4136.74	56660.0
2020-12-15 14:30:00	ES	Futures	4136.74	4140.67	4135.9	4136.46	41445.0
2020-12-15 15:00:00	ES	Futures	4136.46	4140.39	4132.25	4132.53	57139.0
2020-12-15 15:30:00	ES	Futures	4132.25	4140.67	4129.44	4140.11	132916.0
2020-12-15 16:00:00	ES	Futures	4140.11	4140.95	4135.62	4137.02	42549.0
2020-12-15 16:30:00	ES	Futures	4136.74	4140.67	4136.74	4138.99	4789.0
2020-12-15 18:00:00	ES	Futures	4142.36	4142.36	4137.02	4137.3	4086.0
2020-12-15 18:30:00	ES	Futures	4137.3	4138.71	4136.18	4138.71	1944.0
2020-12-15 19:00:00	ES	Futures	4138.43	4139.55	4133.94	4134.22	3544.0
2020-12-15 19:30:00	ES	Futures	4133.94	4135.34	4131.41	4134.5	3562.0
2020-12-15 20:00:00	ES	Futures	4134.5	4135.9	4133.37	4134.5	2517.0
2020-12-15 20:30:00	ES	Futures	4134.78	4135.62	4132.53	4134.5	2358.0
2020-12-15 21:00:00	ES	Futures	4134.5	4138.43	4134.22	4137.86	2524.0
2020-12-15 21:30:00	ES	Futures	4137.58	4140.39	4137.58	4139.83	2381.0
2020-12-15 22:00:00	ES	Futures	4139.83	4142.07	4139.55	4139.83	2659.0
2020-12-15 22:30:00	ES	Futures	4140.11	4140.11	4137.02	4137.3	1930.0
2020-12-15 23:00:00	ES	Futures	4137.02	4137.3	4134.22	4135.62	1878.0
2020-12-15 23:30:00	ES	Futures	4135.9	4138.15	4135.62	4137.58	915.0
2020-12-15 00:00:00	NQ	Futures	14405.12	14420.46	14397.88	14419.88	1158.0
2020-12-15 00:30:00	NQ	Futures	14419.01	14439.85	14417.56	14433.48	1002.0
2020-12-15 01:00:00	NQ	Futures	14434.06	14443.32	14423.93	14430.59	803.0
2020-12-15 01:30:00	NQ	Futures	14431.17	14440.14	14420.17	14437.82	1008.0

> showing 50 of 3,556 rows — these rows as CSV

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