PREVIEW / futures_30min / 2020-12-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-18.parquet
  size:    81 KB
  rows:    2,900

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
2020-12-18 00:00:00	ES	Futures	4159.48	4159.48	4153.02	4154.7	5008.0
2020-12-18 00:30:00	ES	Futures	4154.7	4159.76	4154.42	4158.91	2992.0
2020-12-18 01:00:00	ES	Futures	4159.2	4161.44	4157.79	4160.88	2330.0
2020-12-18 01:30:00	ES	Futures	4161.16	4162.56	4160.6	4162.0	1783.0
2020-12-18 02:00:00	ES	Futures	4161.72	4163.41	4161.16	4162.28	2025.0
2020-12-18 02:30:00	ES	Futures	4162.28	4163.69	4161.44	4162.0	2634.0
2020-12-18 03:00:00	ES	Futures	4161.72	4167.9	4160.32	4167.05	8250.0
2020-12-18 03:30:00	ES	Futures	4167.05	4172.67	4166.77	4171.26	6827.0
2020-12-18 04:00:00	ES	Futures	4171.26	4179.68	4170.14	4172.11	10489.0
2020-12-18 04:30:00	ES	Futures	4172.11	4172.39	4169.3	4170.14	4337.0
2020-12-18 05:00:00	ES	Futures	4170.14	4172.95	4169.58	4170.14	5961.0
2020-12-18 05:30:00	ES	Futures	4170.42	4172.39	4167.33	4172.39	7400.0
2020-12-18 06:00:00	ES	Futures	4172.39	4173.23	4169.86	4172.11	4061.0
2020-12-18 06:30:00	ES	Futures	4172.11	4173.51	4170.98	4172.67	4766.0
2020-12-18 07:00:00	ES	Futures	4172.39	4174.35	4171.54	4172.95	6821.0
2020-12-18 07:30:00	ES	Futures	4172.95	4175.19	4169.58	4169.86	6975.0
2020-12-18 08:00:00	ES	Futures	4170.14	4170.98	4168.18	4169.02	11383.0
2020-12-18 08:30:00	ES	Futures	4169.3	4173.51	4168.74	4170.98	11390.0
2020-12-18 09:00:00	ES	Futures	4171.26	4177.72	4170.14	4171.83	52957.0
2020-12-18 09:30:00	ES	Futures	4171.83	4174.63	4149.65	4156.39	195919.0
2020-12-18 10:00:00	ES	Futures	4156.39	4156.67	4144.6	4147.69	146566.0
2020-12-18 10:30:00	ES	Futures	4147.69	4152.46	4143.48	4150.21	85422.0
2020-12-18 11:00:00	ES	Futures	4149.93	4152.18	4135.06	4142.64	98240.0
2020-12-18 11:30:00	ES	Futures	4142.64	4147.41	4140.39	4145.16	43545.0
2020-12-18 12:00:00	ES	Futures	4145.16	4152.46	4143.76	4150.78	37975.0
2020-12-18 12:30:00	ES	Futures	4151.06	4156.67	4147.97	4149.09	40226.0
2020-12-18 13:00:00	ES	Futures	4149.09	4149.65	4141.79	4145.44	36176.0
2020-12-18 13:30:00	ES	Futures	4145.44	4145.72	4138.43	4142.64	41556.0
2020-12-18 14:00:00	ES	Futures	4142.92	4142.92	4133.94	4137.3	57240.0
2020-12-18 14:30:00	ES	Futures	4137.58	4141.23	4130.57	4134.22	67512.0
2020-12-18 15:00:00	ES	Futures	4134.22	4138.43	4128.32	4131.13	92018.0
2020-12-18 15:30:00	ES	Futures	4131.41	4167.62	4129.16	4154.14	347111.0
2020-12-18 16:00:00	ES	Futures	4153.86	4167.05	4152.46	4166.77	104662.0
2020-12-18 16:30:00	ES	Futures	4164.81	4176.32	4163.97	4172.39	19253.0
2020-12-18 00:00:00	NQ	Futures	14733.62	14735.65	14711.34	14719.44	2349.0
2020-12-18 00:30:00	NQ	Futures	14718.57	14728.99	14717.13	14728.41	1073.0
2020-12-18 01:00:00	NQ	Futures	14728.7	14737.39	14725.81	14735.36	1255.0
2020-12-18 01:30:00	NQ	Futures	14735.07	14741.15	14730.44	14732.76	1610.0
2020-12-18 02:00:00	NQ	Futures	14732.76	14738.54	14732.47	14734.78	905.0
2020-12-18 02:30:00	NQ	Futures	14734.2	14739.7	14731.31	14732.76	972.0
2020-12-18 03:00:00	NQ	Futures	14733.05	14753.02	14731.02	14748.39	3795.0
2020-12-18 03:30:00	NQ	Futures	14748.67	14767.2	14745.49	14764.88	2457.0
2020-12-18 04:00:00	NQ	Futures	14764.59	14794.69	14761.99	14763.15	4765.0
2020-12-18 04:30:00	NQ	Futures	14763.44	14764.3	14753.6	14758.23	1778.0
2020-12-18 05:00:00	NQ	Futures	14757.65	14768.65	14751.28	14756.2	2191.0
2020-12-18 05:30:00	NQ	Futures	14756.2	14758.23	14744.04	14754.17	3018.0
2020-12-18 06:00:00	NQ	Futures	14754.17	14766.33	14750.99	14760.54	2412.0
2020-12-18 06:30:00	NQ	Futures	14760.83	14765.46	14758.81	14761.41	2019.0
2020-12-18 07:00:00	NQ	Futures	14761.41	14777.62	14758.52	14772.99	2893.0
2020-12-18 07:30:00	NQ	Futures	14772.99	14781.67	14758.23	14762.57	3090.0

> showing 50 of 2,900 rows — these rows as CSV

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