PREVIEW / futures_30min / 2020-12-29

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-29.parquet
  size:    95 KB
  rows:    3,618

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
2020-12-29 00:00:00	ES	Futures	4200.17	4203.26	4200.17	4202.42	2698.0
2020-12-29 00:30:00	ES	Futures	4202.7	4207.19	4202.42	4204.38	4507.0
2020-12-29 01:00:00	ES	Futures	4204.38	4204.66	4202.42	4203.26	2237.0
2020-12-29 01:30:00	ES	Futures	4203.54	4204.38	4202.42	4204.1	1779.0
2020-12-29 02:00:00	ES	Futures	4204.1	4205.51	4202.42	4203.26	3644.0
2020-12-29 02:30:00	ES	Futures	4203.26	4206.07	4202.7	4204.94	3185.0
2020-12-29 03:00:00	ES	Futures	4204.94	4205.79	4202.14	4204.1	5949.0
2020-12-29 03:30:00	ES	Futures	4204.1	4207.47	4203.54	4204.66	7004.0
2020-12-29 04:00:00	ES	Futures	4204.94	4206.35	4203.54	4205.51	3266.0
2020-12-29 04:30:00	ES	Futures	4205.51	4206.07	4203.26	4203.54	2381.0
2020-12-29 05:00:00	ES	Futures	4203.54	4204.94	4203.54	4204.38	2195.0
2020-12-29 05:30:00	ES	Futures	4204.38	4205.51	4204.1	4204.94	2172.0
2020-12-29 06:00:00	ES	Futures	4204.66	4204.94	4201.58	4202.7	3216.0
2020-12-29 06:30:00	ES	Futures	4202.98	4203.54	4200.73	4203.54	2896.0
2020-12-29 07:00:00	ES	Futures	4203.26	4205.22	4203.26	4204.66	3285.0
2020-12-29 07:30:00	ES	Futures	4204.66	4204.94	4201.58	4202.14	3816.0
2020-12-29 08:00:00	ES	Futures	4202.14	4202.98	4199.61	4200.17	6926.0
2020-12-29 08:30:00	ES	Futures	4200.17	4202.14	4199.33	4201.86	5702.0
2020-12-29 09:00:00	ES	Futures	4202.14	4204.1	4201.58	4203.26	13304.0
2020-12-29 09:30:00	ES	Futures	4203.54	4205.79	4185.3	4189.51	133174.0
2020-12-29 10:00:00	ES	Futures	4189.23	4193.44	4181.09	4186.7	102966.0
2020-12-29 10:30:00	ES	Futures	4186.7	4192.59	4185.58	4191.47	60776.0
2020-12-29 11:00:00	ES	Futures	4191.19	4191.75	4182.77	4190.63	56347.0
2020-12-29 11:30:00	ES	Futures	4190.63	4193.16	4187.26	4189.79	46613.0
2020-12-29 12:00:00	ES	Futures	4189.79	4190.07	4180.25	4184.17	47917.0
2020-12-29 12:30:00	ES	Futures	4183.89	4183.89	4170.14	4178.0	80600.0
2020-12-29 13:00:00	ES	Futures	4178.28	4180.25	4173.51	4179.4	33759.0
2020-12-29 13:30:00	ES	Futures	4179.4	4181.37	4176.32	4179.96	24738.0
2020-12-29 14:00:00	ES	Futures	4180.25	4180.53	4171.54	4172.11	56776.0
2020-12-29 14:30:00	ES	Futures	4172.11	4177.72	4170.42	4175.19	41053.0
2020-12-29 15:00:00	ES	Futures	4175.47	4183.05	4172.67	4181.93	41261.0
2020-12-29 15:30:00	ES	Futures	4182.21	4182.77	4172.67	4177.72	94706.0
2020-12-29 16:00:00	ES	Futures	4177.72	4182.21	4176.32	4181.37	28026.0
2020-12-29 16:30:00	ES	Futures	4181.37	4182.49	4178.0	4181.09	3653.0
2020-12-29 18:00:00	ES	Futures	4181.37	4183.89	4175.19	4177.44	3547.0
2020-12-29 18:30:00	ES	Futures	4177.16	4181.09	4177.16	4178.28	2039.0
2020-12-29 19:00:00	ES	Futures	4178.28	4178.84	4172.39	4177.44	6838.0
2020-12-29 19:30:00	ES	Futures	4177.16	4178.56	4174.63	4176.04	3102.0
2020-12-29 20:00:00	ES	Futures	4176.04	4181.37	4174.07	4181.37	4410.0
2020-12-29 20:30:00	ES	Futures	4181.09	4183.61	4179.4	4180.53	3978.0
2020-12-29 21:00:00	ES	Futures	4180.81	4183.33	4180.53	4183.05	1869.0
2020-12-29 21:30:00	ES	Futures	4183.33	4187.26	4181.93	4186.7	3811.0
2020-12-29 22:00:00	ES	Futures	4186.42	4188.67	4185.58	4187.26	2342.0
2020-12-29 22:30:00	ES	Futures	4187.26	4187.82	4182.77	4186.14	3080.0
2020-12-29 23:00:00	ES	Futures	4185.86	4190.63	4185.58	4190.07	2961.0
2020-12-29 23:30:00	ES	Futures	4190.07	4192.59	4189.79	4190.63	2538.0
2020-12-29 00:00:00	NQ	Futures	14895.42	14903.23	14894.55	14901.79	1702.0
2020-12-29 00:30:00	NQ	Futures	14901.79	14917.7	14900.92	14910.18	3663.0
2020-12-29 01:00:00	NQ	Futures	14910.47	14914.52	14907.28	14911.05	1647.0
2020-12-29 01:30:00	NQ	Futures	14911.05	14917.41	14907.86	14915.1	1012.0

> showing 50 of 3,618 rows — these rows as CSV

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