PREVIEW / futures_30min / 2020-12-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-17.parquet
  size:    96 KB
  rows:    3,563

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
2020-12-17 00:00:00	ES	Futures	4156.95	4158.07	4155.55	4158.07	2739.0
2020-12-17 00:30:00	ES	Futures	4157.79	4160.88	4157.79	4160.32	3997.0
2020-12-17 01:00:00	ES	Futures	4160.32	4161.44	4159.2	4160.6	2032.0
2020-12-17 01:30:00	ES	Futures	4160.6	4160.88	4159.2	4159.48	1690.0
2020-12-17 02:00:00	ES	Futures	4159.48	4165.93	4159.48	4165.37	4471.0
2020-12-17 02:30:00	ES	Futures	4165.65	4170.14	4165.09	4169.58	7563.0
2020-12-17 03:00:00	ES	Futures	4169.58	4171.83	4167.9	4171.26	12754.0
2020-12-17 03:30:00	ES	Futures	4170.98	4171.54	4167.05	4167.05	4985.0
2020-12-17 04:00:00	ES	Futures	4167.05	4170.42	4166.77	4169.02	4693.0
2020-12-17 04:30:00	ES	Futures	4169.3	4173.51	4167.62	4168.74	6996.0
2020-12-17 05:00:00	ES	Futures	4168.74	4170.7	4167.9	4170.42	4007.0
2020-12-17 05:30:00	ES	Futures	4170.42	4170.7	4168.46	4169.3	2404.0
2020-12-17 06:00:00	ES	Futures	4169.3	4171.26	4168.74	4170.14	2832.0
2020-12-17 06:30:00	ES	Futures	4170.42	4170.98	4167.05	4169.02	5052.0
2020-12-17 07:00:00	ES	Futures	4169.3	4169.3	4165.65	4166.77	5693.0
2020-12-17 07:30:00	ES	Futures	4166.77	4167.33	4165.65	4167.05	4411.0
2020-12-17 08:00:00	ES	Futures	4166.77	4170.7	4166.49	4167.33	8662.0
2020-12-17 08:30:00	ES	Futures	4167.33	4167.62	4162.28	4164.25	16061.0
2020-12-17 09:00:00	ES	Futures	4164.53	4168.46	4164.53	4167.05	16458.0
2020-12-17 09:30:00	ES	Futures	4166.77	4172.95	4161.72	4163.97	128942.0
2020-12-17 10:00:00	ES	Futures	4163.97	4166.49	4159.76	4165.93	92578.0
2020-12-17 10:30:00	ES	Futures	4165.65	4167.62	4159.48	4162.28	81988.0
2020-12-17 11:00:00	ES	Futures	4162.28	4165.93	4160.32	4163.12	60249.0
2020-12-17 11:30:00	ES	Futures	4163.12	4163.97	4156.11	4163.12	77456.0
2020-12-17 12:00:00	ES	Futures	4163.12	4163.97	4157.79	4160.6	43829.0
2020-12-17 12:30:00	ES	Futures	4160.88	4164.81	4158.91	4163.12	29525.0
2020-12-17 13:00:00	ES	Futures	4163.12	4166.77	4163.12	4165.93	28661.0
2020-12-17 13:30:00	ES	Futures	4165.93	4168.46	4163.97	4168.46	31122.0
2020-12-17 14:00:00	ES	Futures	4168.18	4169.3	4166.21	4167.05	46192.0
2020-12-17 14:30:00	ES	Futures	4167.33	4169.3	4166.21	4167.9	37704.0
2020-12-17 15:00:00	ES	Futures	4167.62	4169.58	4163.12	4165.37	69047.0
2020-12-17 15:30:00	ES	Futures	4165.09	4169.86	4161.16	4169.02	148651.0
2020-12-17 16:00:00	ES	Futures	4168.74	4171.83	4166.77	4167.33	42896.0
2020-12-17 16:30:00	ES	Futures	4167.9	4170.42	4167.9	4170.14	5850.0
2020-12-17 18:00:00	ES	Futures	4168.46	4169.86	4167.05	4169.3	2847.0
2020-12-17 18:30:00	ES	Futures	4169.3	4170.42	4168.18	4169.02	2473.0
2020-12-17 19:00:00	ES	Futures	4169.3	4169.58	4164.25	4165.37	3533.0
2020-12-17 19:30:00	ES	Futures	4165.65	4166.77	4163.41	4163.97	2218.0
2020-12-17 20:00:00	ES	Futures	4163.97	4165.65	4163.12	4165.37	2899.0
2020-12-17 20:30:00	ES	Futures	4165.37	4166.21	4162.0	4162.84	2952.0
2020-12-17 21:00:00	ES	Futures	4162.84	4163.12	4160.88	4161.16	1920.0
2020-12-17 21:30:00	ES	Futures	4161.44	4162.28	4157.79	4158.63	3940.0
2020-12-17 22:00:00	ES	Futures	4158.63	4164.25	4158.35	4163.12	3742.0
2020-12-17 22:30:00	ES	Futures	4163.41	4163.41	4161.44	4161.44	1287.0
2020-12-17 23:00:00	ES	Futures	4161.44	4162.28	4159.76	4159.76	1747.0
2020-12-17 23:30:00	ES	Futures	4159.76	4161.16	4158.91	4159.2	1736.0
2020-12-17 00:00:00	NQ	Futures	14709.89	14713.94	14702.65	14710.76	1642.0
2020-12-17 00:30:00	NQ	Futures	14710.76	14718.86	14710.76	14716.55	1414.0
2020-12-17 01:00:00	NQ	Futures	14716.84	14720.6	14711.92	14715.39	834.0
2020-12-17 01:30:00	NQ	Futures	14715.68	14718.86	14713.65	14715.68	664.0

> showing 50 of 3,563 rows — these rows as CSV

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