PREVIEW / futures_30min / 2020-12-31

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-12-31.parquet
  size:    65 KB
  rows:    2,221

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
2020-12-31 00:00:00	ES	Futures	4180.53	4182.49	4179.96	4181.09	1321.0
2020-12-31 00:30:00	ES	Futures	4181.37	4183.33	4180.81	4182.77	1098.0
2020-12-31 01:00:00	ES	Futures	4182.77	4183.61	4181.93	4182.49	792.0
2020-12-31 01:30:00	ES	Futures	4182.49	4182.77	4180.81	4181.09	799.0
2020-12-31 02:00:00	ES	Futures	4181.09	4182.49	4179.68	4180.81	1554.0
2020-12-31 02:30:00	ES	Futures	4180.81	4181.09	4174.07	4178.28	3548.0
2020-12-31 03:00:00	ES	Futures	4178.28	4181.37	4172.39	4174.63	6355.0
2020-12-31 03:30:00	ES	Futures	4174.91	4177.16	4174.07	4174.63	2580.0
2020-12-31 04:00:00	ES	Futures	4174.91	4176.88	4172.67	4173.23	2953.0
2020-12-31 04:30:00	ES	Futures	4173.23	4174.35	4170.7	4174.35	3112.0
2020-12-31 05:00:00	ES	Futures	4174.35	4175.75	4172.39	4175.19	1737.0
2020-12-31 05:30:00	ES	Futures	4175.19	4182.49	4174.91	4181.37	3754.0
2020-12-31 06:00:00	ES	Futures	4181.37	4185.02	4179.68	4183.89	3089.0
2020-12-31 06:30:00	ES	Futures	4184.17	4185.86	4183.33	4183.33	2406.0
2020-12-31 07:00:00	ES	Futures	4183.33	4185.58	4179.68	4181.09	6370.0
2020-12-31 07:30:00	ES	Futures	4180.81	4181.09	4179.12	4179.68	4180.0
2020-12-31 08:00:00	ES	Futures	4179.68	4180.81	4176.32	4177.44	5076.0
2020-12-31 08:30:00	ES	Futures	4177.44	4179.68	4176.88	4178.84	4305.0
2020-12-31 09:00:00	ES	Futures	4178.84	4180.53	4177.72	4179.96	6233.0
2020-12-31 09:30:00	ES	Futures	4179.96	4180.53	4173.79	4178.56	74933.0
2020-12-31 10:00:00	ES	Futures	4178.56	4184.74	4178.56	4181.65	43189.0
2020-12-31 10:30:00	ES	Futures	4181.65	4183.05	4179.96	4179.96	31331.0
2020-12-31 11:00:00	ES	Futures	4179.96	4182.49	4176.88	4179.12	39958.0
2020-12-31 11:30:00	ES	Futures	4179.12	4179.96	4174.35	4175.47	45513.0
2020-12-31 12:00:00	ES	Futures	4175.19	4180.81	4174.63	4180.53	30045.0
2020-12-31 12:30:00	ES	Futures	4180.53	4183.61	4179.12	4181.37	23452.0
2020-12-31 13:00:00	ES	Futures	4181.37	4182.49	4179.68	4181.09	19389.0
2020-12-31 13:30:00	ES	Futures	4180.81	4181.65	4178.28	4179.96	19179.0
2020-12-31 14:00:00	ES	Futures	4179.96	4190.35	4176.88	4188.1	64277.0
2020-12-31 14:30:00	ES	Futures	4188.38	4194.84	4188.1	4192.03	35403.0
2020-12-31 15:00:00	ES	Futures	4192.31	4201.86	4192.03	4198.21	48256.0
2020-12-31 15:30:00	ES	Futures	4197.93	4213.36	4194.56	4203.82	272464.0
2020-12-31 16:00:00	ES	Futures	4203.82	4213.36	4203.26	4206.91	79959.0
2020-12-31 16:30:00	ES	Futures	4206.63	4209.15	4205.22	4208.59	5604.0
2020-12-31 00:00:00	NQ	Futures	14867.05	14873.42	14867.05	14870.82	398.0
2020-12-31 00:30:00	NQ	Futures	14870.53	14877.76	14870.24	14875.45	405.0
2020-12-31 01:00:00	NQ	Futures	14875.16	14882.39	14872.84	14877.18	1092.0
2020-12-31 01:30:00	NQ	Futures	14877.47	14881.81	14874.87	14877.18	847.0
2020-12-31 02:00:00	NQ	Futures	14876.89	14882.68	14876.6	14877.47	670.0
2020-12-31 02:30:00	NQ	Futures	14878.92	14879.79	14864.45	14873.71	1401.0
2020-12-31 03:00:00	NQ	Futures	14873.13	14879.5	14860.69	14870.82	2258.0
2020-12-31 03:30:00	NQ	Futures	14871.11	14874.58	14867.05	14869.37	915.0
2020-12-31 04:00:00	NQ	Futures	14869.66	14874.29	14863.29	14867.05	1145.0
2020-12-31 04:30:00	NQ	Futures	14866.76	14871.97	14862.13	14871.11	956.0
2020-12-31 05:00:00	NQ	Futures	14871.11	14873.13	14865.9	14871.11	805.0
2020-12-31 05:30:00	NQ	Futures	14871.39	14883.84	14871.11	14881.81	1284.0
2020-12-31 06:00:00	NQ	Futures	14882.1	14891.37	14878.34	14888.76	1747.0
2020-12-31 06:30:00	NQ	Futures	14889.34	14892.81	14885.29	14885.58	1307.0
2020-12-31 07:00:00	NQ	Futures	14885.0	14892.81	14877.76	14883.55	1826.0
2020-12-31 07:30:00	NQ	Futures	14883.26	14884.71	14878.34	14881.24	1406.0

> showing 50 of 2,221 rows — these rows as CSV

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