PREVIEW / futures_30min / 2020-12-21

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-21.parquet
  size:    108 KB
  rows:    3,671

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
2020-12-21 00:00:00	ES	Futures	4155.55	4158.07	4154.42	4154.99	2551.0
2020-12-21 00:30:00	ES	Futures	4154.99	4164.53	4154.99	4163.41	4930.0
2020-12-21 01:00:00	ES	Futures	4163.41	4163.41	4158.07	4160.32	3117.0
2020-12-21 01:30:00	ES	Futures	4160.32	4160.88	4154.99	4156.67	2756.0
2020-12-21 02:00:00	ES	Futures	4156.67	4156.67	4144.88	4144.88	11105.0
2020-12-21 02:30:00	ES	Futures	4145.16	4146.57	4134.22	4140.95	14682.0
2020-12-21 03:00:00	ES	Futures	4140.95	4146.85	4136.18	4136.46	16507.0
2020-12-21 03:30:00	ES	Futures	4136.18	4146.85	4135.9	4137.86	12451.0
2020-12-21 04:00:00	ES	Futures	4137.86	4141.23	4134.78	4136.18	10284.0
2020-12-21 04:30:00	ES	Futures	4136.18	4136.18	4110.08	4114.01	27054.0
2020-12-21 05:00:00	ES	Futures	4114.29	4114.29	4070.22	4070.5	51154.0
2020-12-21 05:30:00	ES	Futures	4070.79	4081.45	4037.11	4050.02	54554.0
2020-12-21 06:00:00	ES	Futures	4050.02	4078.64	4048.33	4072.47	29238.0
2020-12-21 06:30:00	ES	Futures	4072.75	4096.05	4071.35	4086.5	24546.0
2020-12-21 07:00:00	ES	Futures	4086.5	4100.82	4077.24	4085.66	26840.0
2020-12-21 07:30:00	ES	Futures	4085.38	4095.48	4081.17	4090.71	15503.0
2020-12-21 08:00:00	ES	Futures	4090.99	4092.12	4075.28	4087.91	27412.0
2020-12-21 08:30:00	ES	Futures	4087.91	4098.85	4084.82	4096.05	28098.0
2020-12-21 09:00:00	ES	Futures	4096.33	4105.59	4092.4	4104.18	37522.0
2020-12-21 09:30:00	ES	Futures	4104.18	4121.02	4099.69	4102.5	192660.0
2020-12-21 10:00:00	ES	Futures	4102.5	4104.18	4069.66	4078.92	196945.0
2020-12-21 10:30:00	ES	Futures	4078.64	4088.47	4072.47	4085.1	125160.0
2020-12-21 11:00:00	ES	Futures	4085.1	4101.94	4083.7	4099.13	87037.0
2020-12-21 11:30:00	ES	Futures	4099.13	4111.48	4098.85	4107.55	63204.0
2020-12-21 12:00:00	ES	Futures	4107.27	4121.87	4107.27	4121.87	46149.0
2020-12-21 12:30:00	ES	Futures	4121.87	4132.25	4121.02	4129.73	66267.0
2020-12-21 13:00:00	ES	Futures	4129.73	4135.34	4127.76	4134.5	60627.0
2020-12-21 13:30:00	ES	Futures	4134.22	4143.2	4133.94	4138.43	61206.0
2020-12-21 14:00:00	ES	Futures	4138.43	4143.2	4133.94	4142.36	48481.0
2020-12-21 14:30:00	ES	Futures	4142.36	4147.41	4137.58	4138.71	52301.0
2020-12-21 15:00:00	ES	Futures	4138.71	4141.51	4130.85	4135.34	57576.0
2020-12-21 15:30:00	ES	Futures	4135.06	4140.67	4122.15	4137.58	191174.0
2020-12-21 16:00:00	ES	Futures	4137.58	4138.99	4130.01	4136.18	49650.0
2020-12-21 16:30:00	ES	Futures	4135.34	4136.74	4131.69	4136.18	5204.0
2020-12-21 18:00:00	ES	Futures	4137.02	4142.36	4135.9	4137.86	4523.0
2020-12-21 18:30:00	ES	Futures	4137.86	4137.86	4133.09	4135.34	2689.0
2020-12-21 19:00:00	ES	Futures	4135.34	4139.83	4133.09	4133.37	4532.0
2020-12-21 19:30:00	ES	Futures	4133.37	4135.34	4126.36	4127.76	5514.0
2020-12-21 20:00:00	ES	Futures	4127.76	4137.86	4127.48	4137.58	5313.0
2020-12-21 20:30:00	ES	Futures	4137.86	4139.83	4133.65	4134.78	4258.0
2020-12-21 21:00:00	ES	Futures	4134.5	4136.74	4133.09	4136.46	2169.0
2020-12-21 21:30:00	ES	Futures	4136.74	4141.51	4136.74	4140.67	2894.0
2020-12-21 22:00:00	ES	Futures	4140.67	4140.67	4133.94	4135.9	2702.0
2020-12-21 22:30:00	ES	Futures	4136.18	4136.18	4129.44	4133.65	2975.0
2020-12-21 23:00:00	ES	Futures	4133.65	4134.5	4124.95	4125.52	5125.0
2020-12-21 23:30:00	ES	Futures	4125.8	4128.04	4122.43	4124.67	4758.0
2020-12-21 00:00:00	NQ	Futures	14760.25	14782.25	14757.36	14768.36	2678.0
2020-12-21 00:30:00	NQ	Futures	14768.65	14790.64	14767.49	14776.17	2296.0
2020-12-21 01:00:00	NQ	Futures	14776.17	14779.93	14764.3	14775.01	2026.0
2020-12-21 01:30:00	NQ	Futures	14774.43	14776.17	14752.15	14761.41	1951.0

> showing 50 of 3,671 rows — these rows as CSV

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