PREVIEW / futures_30min / 2020-12-28

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-28.parquet
  size:    94 KB
  rows:    3,435

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
2020-12-28 00:00:00	ES	Futures	4172.39	4174.91	4172.11	4174.35	2374.0
2020-12-28 00:30:00	ES	Futures	4174.35	4175.19	4171.54	4173.79	1917.0
2020-12-28 01:00:00	ES	Futures	4173.79	4174.07	4171.26	4172.39	1482.0
2020-12-28 01:30:00	ES	Futures	4172.67	4175.19	4171.54	4174.07	1783.0
2020-12-28 02:00:00	ES	Futures	4174.35	4177.44	4174.35	4176.6	3877.0
2020-12-28 02:30:00	ES	Futures	4176.88	4176.88	4173.51	4174.35	2460.0
2020-12-28 03:00:00	ES	Futures	4174.63	4175.19	4169.86	4174.07	6747.0
2020-12-28 03:30:00	ES	Futures	4174.07	4174.63	4171.83	4173.79	3311.0
2020-12-28 04:00:00	ES	Futures	4173.79	4173.79	4171.83	4172.95	1930.0
2020-12-28 04:30:00	ES	Futures	4172.95	4175.19	4170.7	4174.07	2606.0
2020-12-28 05:00:00	ES	Futures	4174.35	4175.47	4172.67	4173.23	1645.0
2020-12-28 05:30:00	ES	Futures	4173.23	4175.19	4172.67	4174.91	2082.0
2020-12-28 06:00:00	ES	Futures	4174.91	4183.61	4174.91	4177.72	6789.0
2020-12-28 06:30:00	ES	Futures	4177.72	4179.12	4176.88	4177.16	2608.0
2020-12-28 07:00:00	ES	Futures	4177.16	4177.16	4174.35	4176.32	5883.0
2020-12-28 07:30:00	ES	Futures	4176.32	4178.28	4175.19	4176.6	3809.0
2020-12-28 08:00:00	ES	Futures	4176.6	4178.56	4176.6	4177.44	4427.0
2020-12-28 08:30:00	ES	Futures	4177.44	4180.25	4177.16	4178.84	4958.0
2020-12-28 09:00:00	ES	Futures	4178.84	4181.37	4178.0	4179.68	9913.0
2020-12-28 09:30:00	ES	Futures	4179.4	4180.53	4171.83	4175.75	102785.0
2020-12-28 10:00:00	ES	Futures	4175.75	4184.46	4172.95	4183.61	77195.0
2020-12-28 10:30:00	ES	Futures	4183.89	4186.98	4183.05	4184.74	49316.0
2020-12-28 11:00:00	ES	Futures	4184.46	4185.02	4181.37	4182.77	32957.0
2020-12-28 11:30:00	ES	Futures	4182.77	4184.17	4180.81	4181.93	24664.0
2020-12-28 12:00:00	ES	Futures	4181.65	4184.17	4181.65	4184.17	22631.0
2020-12-28 12:30:00	ES	Futures	4183.89	4185.3	4181.93	4183.89	33300.0
2020-12-28 13:00:00	ES	Futures	4183.89	4185.3	4183.33	4184.46	15749.0
2020-12-28 13:30:00	ES	Futures	4184.46	4186.98	4184.46	4186.14	19153.0
2020-12-28 14:00:00	ES	Futures	4186.42	4189.51	4185.3	4188.1	23836.0
2020-12-28 14:30:00	ES	Futures	4188.1	4190.07	4187.54	4188.38	21938.0
2020-12-28 15:00:00	ES	Futures	4188.67	4189.51	4184.17	4184.74	31545.0
2020-12-28 15:30:00	ES	Futures	4184.74	4187.26	4181.65	4185.02	102260.0
2020-12-28 16:00:00	ES	Futures	4185.02	4187.26	4182.49	4186.98	30304.0
2020-12-28 16:30:00	ES	Futures	4187.26	4188.38	4186.42	4186.98	3552.0
2020-12-28 18:00:00	ES	Futures	4188.67	4189.51	4186.7	4188.95	2705.0
2020-12-28 18:30:00	ES	Futures	4189.23	4193.16	4188.38	4193.16	4306.0
2020-12-28 19:00:00	ES	Futures	4192.88	4199.33	4192.88	4197.65	9369.0
2020-12-28 19:30:00	ES	Futures	4197.65	4198.77	4195.4	4196.24	3080.0
2020-12-28 20:00:00	ES	Futures	4195.96	4197.09	4195.4	4196.8	2184.0
2020-12-28 20:30:00	ES	Futures	4196.8	4199.05	4196.52	4196.52	2985.0
2020-12-28 21:00:00	ES	Futures	4196.8	4199.33	4195.96	4197.93	3062.0
2020-12-28 21:30:00	ES	Futures	4197.93	4200.45	4197.93	4199.33	2215.0
2020-12-28 22:00:00	ES	Futures	4199.05	4200.45	4196.8	4197.09	2073.0
2020-12-28 22:30:00	ES	Futures	4197.37	4198.49	4196.8	4198.49	1203.0
2020-12-28 23:00:00	ES	Futures	4198.21	4201.58	4197.37	4199.05	3950.0
2020-12-28 23:30:00	ES	Futures	4199.05	4201.58	4198.77	4200.17	2473.0
2020-12-28 00:00:00	NQ	Futures	14786.3	14797.59	14785.14	14794.98	1233.0
2020-12-28 00:30:00	NQ	Futures	14795.27	14796.43	14786.01	14794.41	1011.0
2020-12-28 01:00:00	NQ	Futures	14794.41	14794.98	14781.38	14786.88	1666.0
2020-12-28 01:30:00	NQ	Futures	14787.46	14797.59	14781.09	14790.64	1812.0

> showing 50 of 3,435 rows — these rows as CSV

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