PREVIEW / futures_30min / 2020-12-22

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-22.parquet
  size:    100 KB
  rows:    3,583

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
2020-12-22 00:00:00	ES	Futures	4124.67	4126.92	4115.41	4116.81	8535.0
2020-12-22 00:30:00	ES	Futures	4116.81	4121.02	4113.73	4117.38	6114.0
2020-12-22 01:00:00	ES	Futures	4117.66	4120.18	4113.17	4118.78	4838.0
2020-12-22 01:30:00	ES	Futures	4118.78	4119.9	4115.13	4115.41	3451.0
2020-12-22 02:00:00	ES	Futures	4115.69	4125.52	4115.13	4122.43	5523.0
2020-12-22 02:30:00	ES	Futures	4122.43	4129.16	4121.59	4124.39	6142.0
2020-12-22 03:00:00	ES	Futures	4124.11	4132.25	4120.46	4129.44	9365.0
2020-12-22 03:30:00	ES	Futures	4129.16	4140.95	4129.16	4138.99	8605.0
2020-12-22 04:00:00	ES	Futures	4138.99	4146.57	4138.15	4141.51	9796.0
2020-12-22 04:30:00	ES	Futures	4141.51	4144.88	4137.3	4137.86	8573.0
2020-12-22 05:00:00	ES	Futures	4138.15	4140.67	4134.78	4138.99	5353.0
2020-12-22 05:30:00	ES	Futures	4138.71	4142.07	4137.3	4142.07	5622.0
2020-12-22 06:00:00	ES	Futures	4142.07	4146.0	4140.11	4144.32	4852.0
2020-12-22 06:30:00	ES	Futures	4144.32	4144.6	4140.39	4142.64	4046.0
2020-12-22 07:00:00	ES	Futures	4142.64	4148.25	4142.07	4147.41	6463.0
2020-12-22 07:30:00	ES	Futures	4147.69	4148.25	4145.44	4146.0	5453.0
2020-12-22 08:00:00	ES	Futures	4146.0	4148.25	4145.72	4147.13	8760.0
2020-12-22 08:30:00	ES	Futures	4146.85	4147.13	4142.07	4142.07	10638.0
2020-12-22 09:00:00	ES	Futures	4142.36	4143.76	4138.99	4140.11	18472.0
2020-12-22 09:30:00	ES	Futures	4140.11	4140.39	4128.88	4135.62	121432.0
2020-12-22 10:00:00	ES	Futures	4135.62	4139.27	4126.92	4137.58	97981.0
2020-12-22 10:30:00	ES	Futures	4137.58	4141.51	4130.29	4134.5	78826.0
2020-12-22 11:00:00	ES	Futures	4134.5	4138.43	4129.44	4133.65	58112.0
2020-12-22 11:30:00	ES	Futures	4133.65	4134.22	4115.41	4126.64	102771.0
2020-12-22 12:00:00	ES	Futures	4126.64	4132.25	4125.23	4126.92	49859.0
2020-12-22 12:30:00	ES	Futures	4127.2	4133.37	4126.92	4131.69	69479.0
2020-12-22 13:00:00	ES	Futures	4131.69	4136.18	4130.85	4135.34	27642.0
2020-12-22 13:30:00	ES	Futures	4135.62	4140.67	4135.34	4137.58	34425.0
2020-12-22 14:00:00	ES	Futures	4137.86	4139.27	4135.06	4137.3	29741.0
2020-12-22 14:30:00	ES	Futures	4137.3	4137.58	4128.88	4133.09	42729.0
2020-12-22 15:00:00	ES	Futures	4132.81	4134.22	4125.52	4126.36	42869.0
2020-12-22 15:30:00	ES	Futures	4126.36	4130.29	4121.87	4129.44	120935.0
2020-12-22 16:00:00	ES	Futures	4129.16	4130.57	4124.95	4127.2	25044.0
2020-12-22 16:30:00	ES	Futures	4127.48	4129.16	4125.52	4125.52	2852.0
2020-12-22 18:00:00	ES	Futures	4124.95	4130.01	4124.67	4129.44	2295.0
2020-12-22 18:30:00	ES	Futures	4129.44	4135.34	4128.04	4135.06	3129.0
2020-12-22 19:00:00	ES	Futures	4134.78	4136.74	4123.27	4124.11	11041.0
2020-12-22 19:30:00	ES	Futures	4123.83	4124.39	4098.85	4107.27	20571.0
2020-12-22 20:00:00	ES	Futures	4107.27	4112.89	4102.22	4108.96	16801.0
2020-12-22 20:30:00	ES	Futures	4109.24	4114.29	4104.18	4110.08	12942.0
2020-12-22 21:00:00	ES	Futures	4110.08	4110.92	4103.34	4106.99	9870.0
2020-12-22 21:30:00	ES	Futures	4106.99	4111.2	4106.99	4110.08	4879.0
2020-12-22 22:00:00	ES	Futures	4109.8	4119.62	4108.39	4118.78	4926.0
2020-12-22 22:30:00	ES	Futures	4118.78	4121.59	4117.94	4120.74	2884.0
2020-12-22 23:00:00	ES	Futures	4120.74	4126.36	4119.9	4122.71	4517.0
2020-12-22 23:30:00	ES	Futures	4122.71	4124.67	4121.59	4122.15	1848.0
2020-12-22 00:00:00	NQ	Futures	14688.76	14690.21	14647.08	14654.32	4735.0
2020-12-22 00:30:00	NQ	Futures	14654.61	14670.24	14642.74	14654.9	4177.0
2020-12-22 01:00:00	NQ	Futures	14655.19	14658.08	14633.19	14655.77	2878.0
2020-12-22 01:30:00	NQ	Futures	14655.48	14663.0	14638.4	14639.85	1975.0

> showing 50 of 3,583 rows — these rows as CSV

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