PREVIEW / futures_30min / 2020-12-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-23.parquet
  size:    99 KB
  rows:    3,488

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
2020-12-23 00:00:00	ES	Futures	4122.15	4123.55	4120.46	4122.43	3056.0
2020-12-23 00:30:00	ES	Futures	4122.15	4122.71	4118.22	4121.59	2868.0
2020-12-23 01:00:00	ES	Futures	4121.59	4125.8	4120.74	4124.11	4758.0
2020-12-23 01:30:00	ES	Futures	4124.39	4127.2	4123.83	4126.64	1519.0
2020-12-23 02:00:00	ES	Futures	4126.64	4133.37	4125.52	4132.25	6703.0
2020-12-23 02:30:00	ES	Futures	4132.25	4135.62	4130.57	4133.37	3903.0
2020-12-23 03:00:00	ES	Futures	4133.37	4139.27	4132.25	4137.3	8141.0
2020-12-23 03:30:00	ES	Futures	4137.02	4140.11	4135.34	4137.86	4948.0
2020-12-23 04:00:00	ES	Futures	4137.86	4140.95	4136.46	4137.02	5212.0
2020-12-23 04:30:00	ES	Futures	4137.02	4140.67	4137.02	4139.83	5617.0
2020-12-23 05:00:00	ES	Futures	4140.11	4143.48	4139.27	4142.07	6412.0
2020-12-23 05:30:00	ES	Futures	4142.07	4143.2	4140.67	4142.07	4001.0
2020-12-23 06:00:00	ES	Futures	4142.07	4142.36	4139.27	4140.39	3399.0
2020-12-23 06:30:00	ES	Futures	4140.39	4140.39	4137.58	4138.71	3484.0
2020-12-23 07:00:00	ES	Futures	4138.71	4138.71	4133.09	4134.22	5640.0
2020-12-23 07:30:00	ES	Futures	4134.22	4136.18	4133.94	4135.9	3314.0
2020-12-23 08:00:00	ES	Futures	4135.9	4137.86	4134.22	4136.74	5546.0
2020-12-23 08:30:00	ES	Futures	4136.74	4142.36	4134.5	4139.27	10683.0
2020-12-23 09:00:00	ES	Futures	4139.55	4142.36	4137.86	4140.67	14029.0
2020-12-23 09:30:00	ES	Futures	4140.67	4151.06	4140.11	4148.53	147623.0
2020-12-23 10:00:00	ES	Futures	4148.25	4150.49	4140.67	4142.92	93256.0
2020-12-23 10:30:00	ES	Futures	4142.92	4147.41	4142.07	4146.28	55280.0
2020-12-23 11:00:00	ES	Futures	4146.0	4150.21	4144.88	4146.0	45976.0
2020-12-23 11:30:00	ES	Futures	4146.0	4150.21	4144.6	4149.65	35785.0
2020-12-23 12:00:00	ES	Futures	4149.65	4151.9	4148.25	4149.09	30833.0
2020-12-23 12:30:00	ES	Futures	4149.09	4153.02	4149.09	4151.62	21020.0
2020-12-23 13:00:00	ES	Futures	4151.62	4154.7	4151.34	4153.58	28037.0
2020-12-23 13:30:00	ES	Futures	4153.58	4155.83	4152.46	4153.02	29151.0
2020-12-23 14:00:00	ES	Futures	4152.74	4154.7	4149.09	4149.37	27854.0
2020-12-23 14:30:00	ES	Futures	4149.09	4152.18	4147.13	4147.69	32533.0
2020-12-23 15:00:00	ES	Futures	4147.41	4150.21	4145.72	4146.0	37564.0
2020-12-23 15:30:00	ES	Futures	4146.0	4150.21	4130.57	4132.53	148301.0
2020-12-23 16:00:00	ES	Futures	4132.53	4135.9	4125.23	4129.16	52146.0
2020-12-23 16:30:00	ES	Futures	4130.29	4137.3	4127.48	4137.02	9016.0
2020-12-23 18:00:00	ES	Futures	4137.3	4138.71	4134.22	4137.02	4126.0
2020-12-23 18:30:00	ES	Futures	4137.02	4137.58	4132.53	4136.18	2879.0
2020-12-23 19:00:00	ES	Futures	4136.18	4138.99	4133.09	4135.06	3855.0
2020-12-23 19:30:00	ES	Futures	4135.06	4136.46	4133.65	4135.34	1793.0
2020-12-23 20:00:00	ES	Futures	4135.06	4139.55	4133.94	4138.71	2579.0
2020-12-23 20:30:00	ES	Futures	4138.71	4141.51	4129.73	4139.83	7172.0
2020-12-23 21:00:00	ES	Futures	4139.83	4142.07	4138.99	4141.79	2160.0
2020-12-23 21:30:00	ES	Futures	4141.79	4144.6	4139.83	4140.95	3036.0
2020-12-23 22:00:00	ES	Futures	4140.95	4142.36	4138.43	4140.11	1816.0
2020-12-23 22:30:00	ES	Futures	4140.39	4140.67	4138.71	4140.39	1090.0
2020-12-23 23:00:00	ES	Futures	4140.11	4140.67	4137.58	4140.11	1897.0
2020-12-23 23:30:00	ES	Futures	4140.39	4142.64	4140.11	4140.39	1415.0
2020-12-23 00:00:00	NQ	Futures	14693.97	14705.26	14693.1	14699.76	2170.0
2020-12-23 00:30:00	NQ	Futures	14699.76	14702.37	14687.6	14700.05	1357.0
2020-12-23 01:00:00	NQ	Futures	14699.18	14723.2	14696.87	14721.18	3378.0
2020-12-23 01:30:00	NQ	Futures	14721.18	14727.55	14717.13	14725.23	1140.0

> showing 50 of 3,488 rows — these rows as CSV

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