PREVIEW / futures_30min / 2020-03-02

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-02.parquet
  size:    113 KB
  rows:    3,700

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
2020-03-02 00:00:00	ES	Futures	3213.4	3221.5	3209.3	3221.0	9167.0
2020-03-02 00:30:00	ES	Futures	3221.0	3221.3	3211.5	3219.1	6568.0
2020-03-02 01:00:00	ES	Futures	3218.8	3219.1	3206.6	3214.2	11265.0
2020-03-02 01:30:00	ES	Futures	3214.2	3216.7	3208.8	3215.6	7591.0
2020-03-02 02:00:00	ES	Futures	3215.6	3228.3	3210.2	3219.6	22449.0
2020-03-02 02:30:00	ES	Futures	3219.6	3261.1	3218.6	3257.3	44312.0
2020-03-02 03:00:00	ES	Futures	3257.3	3269.0	3246.2	3250.3	57760.0
2020-03-02 03:30:00	ES	Futures	3250.5	3274.6	3246.5	3248.6	42383.0
2020-03-02 04:00:00	ES	Futures	3248.1	3256.5	3233.7	3249.4	36642.0
2020-03-02 04:30:00	ES	Futures	3249.4	3252.2	3207.7	3222.9	50022.0
2020-03-02 05:00:00	ES	Futures	3222.6	3223.7	3206.6	3218.8	27603.0
2020-03-02 05:30:00	ES	Futures	3218.8	3227.8	3206.1	3206.4	22282.0
2020-03-02 06:00:00	ES	Futures	3206.1	3207.7	3184.7	3185.2	41252.0
2020-03-02 06:30:00	ES	Futures	3185.5	3188.7	3147.6	3153.0	51764.0
2020-03-02 07:00:00	ES	Futures	3153.0	3178.7	3150.8	3177.9	51881.0
2020-03-02 07:30:00	ES	Futures	3177.9	3194.2	3167.3	3188.5	43722.0
2020-03-02 08:00:00	ES	Futures	3188.5	3194.2	3167.6	3174.4	49984.0
2020-03-02 08:30:00	ES	Futures	3174.4	3210.4	3169.5	3208.5	67053.0
2020-03-02 09:00:00	ES	Futures	3208.8	3231.3	3208.8	3230.7	87056.0
2020-03-02 09:30:00	ES	Futures	3230.7	3240.2	3205.0	3211.8	291575.0
2020-03-02 10:00:00	ES	Futures	3211.8	3219.1	3189.6	3209.9	205183.0
2020-03-02 10:30:00	ES	Futures	3209.6	3250.8	3196.9	3233.5	179445.0
2020-03-02 11:00:00	ES	Futures	3233.5	3271.1	3229.7	3267.1	208688.0
2020-03-02 11:30:00	ES	Futures	3267.3	3292.3	3260.6	3289.0	180896.0
2020-03-02 12:00:00	ES	Futures	3288.7	3294.2	3265.7	3275.5	135838.0
2020-03-02 12:30:00	ES	Futures	3275.5	3292.3	3274.6	3289.3	93878.0
2020-03-02 13:00:00	ES	Futures	3289.3	3293.3	3258.7	3264.1	96377.0
2020-03-02 13:30:00	ES	Futures	3264.3	3281.4	3258.4	3277.6	86986.0
2020-03-02 14:00:00	ES	Futures	3277.4	3287.1	3265.7	3266.0	98688.0
2020-03-02 14:30:00	ES	Futures	3266.0	3271.4	3238.6	3250.5	138056.0
2020-03-02 15:00:00	ES	Futures	3250.5	3289.8	3248.9	3286.3	123600.0
2020-03-02 15:30:00	ES	Futures	3286.3	3350.3	3283.3	3348.9	403314.0
2020-03-02 16:00:00	ES	Futures	3348.9	3353.0	3319.1	3321.3	150985.0
2020-03-02 16:30:00	ES	Futures	3326.4	3342.1	3324.0	3329.7	36863.0
2020-03-02 18:00:00	ES	Futures	3335.3	3342.4	3328.0	3332.9	18989.0
2020-03-02 18:30:00	ES	Futures	3332.9	3343.7	3325.1	3343.5	11583.0
2020-03-02 19:00:00	ES	Futures	3343.5	3355.4	3341.9	3348.6	25394.0
2020-03-02 19:30:00	ES	Futures	3348.6	3353.2	3345.9	3352.7	16447.0
2020-03-02 20:00:00	ES	Futures	3352.7	3354.9	3336.7	3345.9	16915.0
2020-03-02 20:30:00	ES	Futures	3345.9	3347.3	3331.6	3332.4	14481.0
2020-03-02 21:00:00	ES	Futures	3332.6	3340.2	3324.5	3328.6	15013.0
2020-03-02 21:30:00	ES	Futures	3328.6	3338.1	3327.2	3331.0	13447.0
2020-03-02 22:00:00	ES	Futures	3331.0	3342.7	3330.2	3341.0	12683.0
2020-03-02 22:30:00	ES	Futures	3340.8	3345.1	3335.1	3336.2	9937.0
2020-03-02 23:00:00	ES	Futures	3336.2	3336.7	3317.2	3318.3	20303.0
2020-03-02 23:30:00	ES	Futures	3318.5	3329.9	3313.1	3322.9	17590.0
2020-03-02 00:00:00	NQ	Futures	9828.42	9861.97	9815.12	9858.78	7678.0
2020-03-02 00:30:00	NQ	Futures	9859.07	9860.23	9823.22	9846.64	7305.0
2020-03-02 01:00:00	NQ	Futures	9846.64	9847.8	9807.89	9835.07	9115.0
2020-03-02 01:30:00	NQ	Futures	9835.07	9842.59	9812.23	9839.7	6387.0

> showing 50 of 3,700 rows — these rows as CSV

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