PREVIEW / futures_30min / 2020-12-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-16.parquet
  size:    98 KB
  rows:    3,607

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
2020-12-16 00:00:00	ES	Futures	4137.58	4138.43	4135.34	4136.46	2113.0
2020-12-16 00:30:00	ES	Futures	4136.46	4138.15	4136.18	4137.86	1505.0
2020-12-16 01:00:00	ES	Futures	4137.58	4138.15	4135.62	4136.18	1250.0
2020-12-16 01:30:00	ES	Futures	4136.18	4139.83	4136.18	4139.27	1222.0
2020-12-16 02:00:00	ES	Futures	4139.27	4140.39	4137.86	4138.71	1817.0
2020-12-16 02:30:00	ES	Futures	4138.71	4142.07	4138.15	4138.71	2879.0
2020-12-16 03:00:00	ES	Futures	4138.43	4149.65	4138.15	4147.69	12477.0
2020-12-16 03:30:00	ES	Futures	4147.69	4152.46	4147.69	4149.37	8823.0
2020-12-16 04:00:00	ES	Futures	4149.37	4150.21	4147.13	4149.65	6817.0
2020-12-16 04:30:00	ES	Futures	4149.65	4150.21	4147.69	4149.65	5110.0
2020-12-16 05:00:00	ES	Futures	4149.37	4153.3	4148.53	4152.74	4499.0
2020-12-16 05:30:00	ES	Futures	4152.74	4154.7	4151.06	4153.58	4348.0
2020-12-16 06:00:00	ES	Futures	4153.86	4154.42	4151.9	4152.18	5468.0
2020-12-16 06:30:00	ES	Futures	4152.18	4153.02	4151.62	4153.02	3936.0
2020-12-16 07:00:00	ES	Futures	4153.02	4153.02	4149.65	4150.78	5440.0
2020-12-16 07:30:00	ES	Futures	4150.49	4152.46	4149.37	4149.93	7721.0
2020-12-16 08:00:00	ES	Futures	4149.93	4155.83	4146.0	4146.85	29303.0
2020-12-16 08:30:00	ES	Futures	4146.85	4148.25	4141.23	4146.0	15287.0
2020-12-16 09:00:00	ES	Futures	4146.0	4146.57	4142.07	4143.48	16641.0
2020-12-16 09:30:00	ES	Futures	4143.76	4144.32	4132.81	4140.39	112862.0
2020-12-16 10:00:00	ES	Futures	4140.39	4146.28	4138.15	4145.44	77716.0
2020-12-16 10:30:00	ES	Futures	4145.72	4148.25	4141.79	4142.92	53233.0
2020-12-16 11:00:00	ES	Futures	4142.92	4147.97	4141.23	4147.41	61363.0
2020-12-16 11:30:00	ES	Futures	4147.41	4149.65	4146.0	4147.97	42085.0
2020-12-16 12:00:00	ES	Futures	4147.69	4148.81	4142.92	4144.6	35887.0
2020-12-16 12:30:00	ES	Futures	4144.6	4146.0	4138.43	4145.72	37442.0
2020-12-16 13:00:00	ES	Futures	4145.44	4146.0	4140.95	4142.36	36035.0
2020-12-16 13:30:00	ES	Futures	4142.36	4144.88	4142.07	4143.76	34833.0
2020-12-16 14:00:00	ES	Futures	4143.76	4147.13	4134.78	4138.43	103004.0
2020-12-16 14:30:00	ES	Futures	4138.43	4154.42	4137.86	4153.58	80849.0
2020-12-16 15:00:00	ES	Futures	4153.3	4156.67	4147.97	4154.14	71042.0
2020-12-16 15:30:00	ES	Futures	4154.42	4158.91	4145.16	4147.97	183333.0
2020-12-16 16:00:00	ES	Futures	4147.97	4149.93	4145.72	4147.41	36700.0
2020-12-16 16:30:00	ES	Futures	4146.85	4147.69	4144.6	4146.85	7456.0
2020-12-16 18:00:00	ES	Futures	4150.49	4150.78	4146.57	4149.37	3802.0
2020-12-16 18:30:00	ES	Futures	4149.37	4150.49	4148.25	4149.09	1762.0
2020-12-16 19:00:00	ES	Futures	4149.37	4149.37	4144.88	4147.13	5094.0
2020-12-16 19:30:00	ES	Futures	4147.13	4150.21	4147.13	4149.37	2246.0
2020-12-16 20:00:00	ES	Futures	4149.37	4151.9	4147.41	4151.62	3151.0
2020-12-16 20:30:00	ES	Futures	4151.62	4152.18	4148.53	4149.09	2506.0
2020-12-16 21:00:00	ES	Futures	4149.37	4150.21	4148.25	4149.65	1652.0
2020-12-16 21:30:00	ES	Futures	4149.65	4152.46	4147.97	4151.9	2126.0
2020-12-16 22:00:00	ES	Futures	4152.18	4155.55	4151.62	4153.86	2729.0
2020-12-16 22:30:00	ES	Futures	4153.86	4153.86	4152.46	4153.02	1372.0
2020-12-16 23:00:00	ES	Futures	4153.3	4157.79	4153.02	4156.67	4128.0
2020-12-16 23:30:00	ES	Futures	4156.95	4157.51	4155.55	4157.23	1875.0
2020-12-16 00:00:00	NQ	Futures	14600.48	14602.22	14590.93	14599.33	1025.0
2020-12-16 00:30:00	NQ	Futures	14599.33	14607.14	14598.46	14606.56	867.0
2020-12-16 01:00:00	NQ	Futures	14606.27	14610.33	14599.91	14601.64	879.0
2020-12-16 01:30:00	NQ	Futures	14602.51	14614.38	14602.22	14608.3	664.0

> showing 50 of 3,607 rows — these rows as CSV

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