PREVIEW / futures_30min / 2020-12-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-24.parquet
  size:    54 KB
  rows:    1,846

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
2020-12-24 00:00:00	ES	Futures	4140.39	4141.23	4137.58	4140.67	1933.0
2020-12-24 00:30:00	ES	Futures	4140.67	4140.95	4137.86	4140.11	1274.0
2020-12-24 01:00:00	ES	Futures	4140.39	4142.36	4139.83	4141.23	1706.0
2020-12-24 01:30:00	ES	Futures	4141.51	4142.36	4140.11	4142.36	1002.0
2020-12-24 02:00:00	ES	Futures	4142.36	4143.48	4139.83	4140.67	1720.0
2020-12-24 02:30:00	ES	Futures	4140.39	4143.48	4138.99	4141.79	1745.0
2020-12-24 03:00:00	ES	Futures	4141.51	4147.69	4140.95	4145.16	3853.0
2020-12-24 03:30:00	ES	Futures	4144.88	4145.16	4139.55	4141.51	2333.0
2020-12-24 04:00:00	ES	Futures	4141.51	4145.44	4140.95	4144.32	2456.0
2020-12-24 04:30:00	ES	Futures	4144.6	4144.6	4141.51	4143.2	1414.0
2020-12-24 05:00:00	ES	Futures	4143.48	4145.44	4142.36	4143.76	1362.0
2020-12-24 05:30:00	ES	Futures	4144.04	4145.16	4143.2	4143.48	904.0
2020-12-24 06:00:00	ES	Futures	4143.48	4143.76	4140.95	4141.51	1847.0
2020-12-24 06:30:00	ES	Futures	4141.51	4143.2	4140.95	4142.92	2353.0
2020-12-24 07:00:00	ES	Futures	4142.92	4142.92	4140.39	4141.23	1676.0
2020-12-24 07:30:00	ES	Futures	4141.23	4141.23	4137.02	4140.11	3632.0
2020-12-24 08:00:00	ES	Futures	4140.11	4140.67	4138.15	4139.55	3505.0
2020-12-24 08:30:00	ES	Futures	4139.55	4140.39	4138.15	4139.55	2830.0
2020-12-24 09:00:00	ES	Futures	4139.55	4139.83	4137.02	4138.15	5965.0
2020-12-24 09:30:00	ES	Futures	4138.43	4143.48	4137.02	4141.79	56157.0
2020-12-24 10:00:00	ES	Futures	4141.51	4144.88	4139.83	4144.32	31230.0
2020-12-24 10:30:00	ES	Futures	4144.32	4145.44	4138.71	4139.27	28388.0
2020-12-24 11:00:00	ES	Futures	4139.27	4143.2	4137.02	4137.3	27998.0
2020-12-24 11:30:00	ES	Futures	4137.02	4139.27	4133.09	4135.9	28427.0
2020-12-24 12:00:00	ES	Futures	4135.9	4139.83	4131.13	4139.83	33456.0
2020-12-24 12:30:00	ES	Futures	4139.55	4148.81	4139.55	4148.53	51817.0
2020-12-24 13:00:00	ES	Futures	4148.53	4149.37	4145.16	4145.72	20333.0
2020-12-24 00:00:00	NQ	Futures	14667.63	14674.29	14659.82	14672.26	2166.0
2020-12-24 00:30:00	NQ	Futures	14671.97	14672.84	14660.4	14667.63	1374.0
2020-12-24 01:00:00	NQ	Futures	14667.63	14671.97	14662.42	14665.03	1360.0
2020-12-24 01:30:00	NQ	Futures	14665.9	14668.79	14656.35	14668.79	1192.0
2020-12-24 02:00:00	NQ	Futures	14668.21	14670.24	14654.61	14660.4	1606.0
2020-12-24 02:30:00	NQ	Futures	14660.4	14663.87	14651.14	14657.5	1868.0
2020-12-24 03:00:00	NQ	Futures	14657.21	14676.32	14655.77	14667.34	2447.0
2020-12-24 03:30:00	NQ	Futures	14667.34	14667.92	14656.06	14662.42	1653.0
2020-12-24 04:00:00	NQ	Futures	14662.42	14673.13	14662.13	14670.53	1734.0
2020-12-24 04:30:00	NQ	Futures	14670.82	14671.69	14665.03	14665.9	1386.0
2020-12-24 05:00:00	NQ	Futures	14665.61	14671.11	14663.58	14670.24	745.0
2020-12-24 05:30:00	NQ	Futures	14670.53	14671.11	14660.4	14663.29	913.0
2020-12-24 06:00:00	NQ	Futures	14663.29	14673.13	14663.0	14669.08	1156.0
2020-12-24 06:30:00	NQ	Futures	14669.08	14671.69	14667.05	14667.92	956.0
2020-12-24 07:00:00	NQ	Futures	14667.63	14667.92	14660.98	14664.16	1034.0
2020-12-24 07:30:00	NQ	Futures	14663.87	14663.87	14654.9	14662.13	1357.0
2020-12-24 08:00:00	NQ	Futures	14662.13	14666.77	14657.79	14662.71	1262.0
2020-12-24 08:30:00	NQ	Futures	14663.29	14663.58	14656.92	14658.95	1128.0
2020-12-24 09:00:00	NQ	Futures	14658.95	14665.03	14652.58	14656.35	2519.0
2020-12-24 09:30:00	NQ	Futures	14656.63	14723.49	14652.29	14707.86	30107.0
2020-12-24 10:00:00	NQ	Futures	14707.86	14728.13	14692.81	14715.68	19860.0
2020-12-24 10:30:00	NQ	Futures	14715.68	14731.02	14679.79	14680.08	15262.0
2020-12-24 11:00:00	NQ	Futures	14680.08	14697.73	14670.82	14672.84	17117.0

> showing 50 of 1,846 rows — these rows as CSV

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