PREVIEW / futures_30min / 2020-12-30

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-30.parquet
  size:    95 KB
  rows:    3,489

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
2020-12-30 00:00:00	ES	Futures	4190.63	4195.96	4189.79	4191.75	4936.0
2020-12-30 00:30:00	ES	Futures	4191.75	4194.56	4186.98	4187.26	3398.0
2020-12-30 01:00:00	ES	Futures	4187.26	4192.31	4187.26	4189.51	2919.0
2020-12-30 01:30:00	ES	Futures	4189.51	4192.31	4188.38	4188.38	1716.0
2020-12-30 02:00:00	ES	Futures	4188.38	4195.12	4187.26	4194.84	2779.0
2020-12-30 02:30:00	ES	Futures	4194.84	4194.84	4188.95	4189.79	2827.0
2020-12-30 03:00:00	ES	Futures	4189.79	4195.12	4188.95	4194.84	6600.0
2020-12-30 03:30:00	ES	Futures	4194.84	4196.8	4190.91	4192.31	4615.0
2020-12-30 04:00:00	ES	Futures	4192.31	4192.31	4189.51	4191.47	2826.0
2020-12-30 04:30:00	ES	Futures	4191.47	4192.03	4189.51	4190.63	2983.0
2020-12-30 05:00:00	ES	Futures	4190.63	4193.72	4190.63	4193.44	1948.0
2020-12-30 05:30:00	ES	Futures	4193.72	4194.84	4192.59	4194.0	1935.0
2020-12-30 06:00:00	ES	Futures	4194.0	4194.84	4188.38	4189.79	4033.0
2020-12-30 06:30:00	ES	Futures	4190.07	4192.31	4189.51	4191.75	2540.0
2020-12-30 07:00:00	ES	Futures	4191.75	4192.03	4189.23	4189.79	3040.0
2020-12-30 07:30:00	ES	Futures	4189.79	4190.63	4186.7	4190.07	3792.0
2020-12-30 08:00:00	ES	Futures	4190.35	4191.75	4187.54	4190.91	5005.0
2020-12-30 08:30:00	ES	Futures	4190.63	4191.47	4185.02	4185.3	6753.0
2020-12-30 09:00:00	ES	Futures	4185.3	4187.54	4182.77	4186.42	10686.0
2020-12-30 09:30:00	ES	Futures	4186.7	4192.31	4185.58	4191.47	88082.0
2020-12-30 10:00:00	ES	Futures	4191.19	4194.56	4185.3	4190.63	60907.0
2020-12-30 10:30:00	ES	Futures	4190.63	4193.72	4184.46	4189.51	55500.0
2020-12-30 11:00:00	ES	Futures	4189.79	4191.19	4186.42	4186.98	38065.0
2020-12-30 11:30:00	ES	Futures	4186.98	4189.79	4184.74	4187.54	33793.0
2020-12-30 12:00:00	ES	Futures	4187.82	4189.51	4186.14	4187.82	24341.0
2020-12-30 12:30:00	ES	Futures	4187.82	4188.1	4183.61	4185.3	24655.0
2020-12-30 13:00:00	ES	Futures	4185.58	4188.38	4184.74	4185.02	24021.0
2020-12-30 13:30:00	ES	Futures	4184.74	4187.26	4183.33	4184.74	23204.0
2020-12-30 14:00:00	ES	Futures	4184.74	4185.58	4179.96	4181.37	33838.0
2020-12-30 14:30:00	ES	Futures	4181.37	4182.77	4178.56	4179.96	30136.0
2020-12-30 15:00:00	ES	Futures	4179.96	4181.09	4177.44	4180.25	33441.0
2020-12-30 15:30:00	ES	Futures	4179.96	4187.26	4178.84	4181.93	113869.0
2020-12-30 16:00:00	ES	Futures	4181.93	4183.33	4177.16	4179.12	35704.0
2020-12-30 16:30:00	ES	Futures	4179.12	4181.93	4178.84	4181.65	2900.0
2020-12-30 18:00:00	ES	Futures	4181.93	4185.02	4181.09	4184.17	2327.0
2020-12-30 18:30:00	ES	Futures	4184.17	4185.02	4182.21	4183.61	1586.0
2020-12-30 19:00:00	ES	Futures	4183.61	4185.86	4183.61	4185.58	919.0
2020-12-30 19:30:00	ES	Futures	4185.86	4186.14	4185.02	4185.58	984.0
2020-12-30 20:00:00	ES	Futures	4185.58	4186.14	4180.81	4181.09	2375.0
2020-12-30 20:30:00	ES	Futures	4181.09	4186.42	4180.25	4186.42	2475.0
2020-12-30 21:00:00	ES	Futures	4186.14	4186.98	4184.17	4186.42	1611.0
2020-12-30 21:30:00	ES	Futures	4186.14	4186.7	4182.49	4183.61	1699.0
2020-12-30 22:00:00	ES	Futures	4183.33	4185.02	4180.53	4184.46	3266.0
2020-12-30 22:30:00	ES	Futures	4184.46	4184.74	4181.37	4181.93	1737.0
2020-12-30 23:00:00	ES	Futures	4182.21	4182.21	4178.0	4179.12	2818.0
2020-12-30 23:30:00	ES	Futures	4178.56	4181.09	4178.0	4180.53	943.0
2020-12-30 00:00:00	NQ	Futures	14915.1	14926.97	14913.07	14915.68	1920.0
2020-12-30 00:30:00	NQ	Futures	14915.97	14923.2	14905.26	14905.84	1273.0
2020-12-30 01:00:00	NQ	Futures	14905.84	14919.44	14904.97	14915.1	1210.0
2020-12-30 01:30:00	NQ	Futures	14914.81	14925.52	14914.52	14915.39	946.0

> showing 50 of 3,489 rows — these rows as CSV

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