PREVIEW / futures_30min / 2020-03-03

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-03.parquet
  size:    111 KB
  rows:    3,623

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
2020-03-03 00:00:00	ES	Futures	3322.9	3329.1	3315.8	3318.8	12197.0
2020-03-03 00:30:00	ES	Futures	3318.8	3321.8	3310.7	3311.0	8952.0
2020-03-03 01:00:00	ES	Futures	3311.2	3314.5	3301.2	3313.9	15943.0
2020-03-03 01:30:00	ES	Futures	3314.2	3328.8	3306.4	3327.8	12445.0
2020-03-03 02:00:00	ES	Futures	3327.5	3335.9	3323.7	3328.3	19521.0
2020-03-03 02:30:00	ES	Futures	3328.3	3332.6	3317.2	3332.1	17858.0
2020-03-03 03:00:00	ES	Futures	3331.8	3351.1	3315.3	3341.6	42386.0
2020-03-03 03:30:00	ES	Futures	3341.9	3360.0	3341.3	3345.1	39136.0
2020-03-03 04:00:00	ES	Futures	3345.1	3353.0	3337.0	3345.6	25013.0
2020-03-03 04:30:00	ES	Futures	3345.9	3359.7	3342.1	3357.0	25621.0
2020-03-03 05:00:00	ES	Futures	3357.3	3360.3	3348.9	3355.1	23267.0
2020-03-03 05:30:00	ES	Futures	3355.1	3358.1	3349.4	3354.6	22314.0
2020-03-03 06:00:00	ES	Futures	3354.6	3354.9	3331.3	3335.6	35738.0
2020-03-03 06:30:00	ES	Futures	3335.9	3342.4	3332.4	3334.3	18941.0
2020-03-03 07:00:00	ES	Futures	3334.5	3348.6	3334.5	3348.1	24090.0
2020-03-03 07:30:00	ES	Futures	3348.1	3356.8	3307.2	3323.7	104564.0
2020-03-03 08:00:00	ES	Futures	3323.7	3341.9	3307.2	3339.1	66138.0
2020-03-03 08:30:00	ES	Futures	3338.9	3341.0	3317.7	3333.5	56209.0
2020-03-03 09:00:00	ES	Futures	3333.2	3355.9	3328.3	3353.0	68946.0
2020-03-03 09:30:00	ES	Futures	3353.2	3354.9	3302.6	3314.5	234420.0
2020-03-03 10:00:00	ES	Futures	3314.2	3400.4	3313.1	3353.2	418801.0
2020-03-03 10:30:00	ES	Futures	3353.2	3371.9	3341.9	3362.4	177656.0
2020-03-03 11:00:00	ES	Futures	3362.4	3365.7	3277.4	3285.8	265125.0
2020-03-03 11:30:00	ES	Futures	3285.5	3331.3	3281.4	3328.8	166917.0
2020-03-03 12:00:00	ES	Futures	3328.8	3339.7	3304.7	3310.4	120906.0
2020-03-03 12:30:00	ES	Futures	3310.4	3322.6	3298.8	3305.0	93557.0
2020-03-03 13:00:00	ES	Futures	3305.0	3305.0	3263.8	3278.2	140765.0
2020-03-03 13:30:00	ES	Futures	3278.2	3287.4	3249.4	3251.3	142670.0
2020-03-03 14:00:00	ES	Futures	3251.3	3259.5	3222.6	3252.7	231273.0
2020-03-03 14:30:00	ES	Futures	3252.7	3269.5	3231.3	3263.8	152139.0
2020-03-03 15:00:00	ES	Futures	3264.1	3294.7	3257.6	3293.9	168992.0
2020-03-03 15:30:00	ES	Futures	3293.6	3293.9	3241.3	3252.2	334207.0
2020-03-03 16:00:00	ES	Futures	3252.2	3271.7	3245.4	3248.6	92735.0
2020-03-03 16:30:00	ES	Futures	3249.4	3253.8	3240.2	3240.5	17967.0
2020-03-03 18:00:00	ES	Futures	3239.1	3247.5	3226.4	3240.0	18806.0
2020-03-03 18:30:00	ES	Futures	3240.2	3243.8	3232.4	3241.9	12828.0
2020-03-03 19:00:00	ES	Futures	3241.9	3266.5	3240.2	3260.0	25562.0
2020-03-03 19:30:00	ES	Futures	3260.0	3276.5	3260.0	3272.2	24218.0
2020-03-03 20:00:00	ES	Futures	3272.2	3280.6	3270.9	3275.5	17648.0
2020-03-03 20:30:00	ES	Futures	3275.5	3278.2	3263.3	3269.0	15505.0
2020-03-03 21:00:00	ES	Futures	3268.7	3276.5	3264.1	3275.2	11455.0
2020-03-03 21:30:00	ES	Futures	3275.2	3285.5	3272.2	3284.9	15701.0
2020-03-03 22:00:00	ES	Futures	3284.9	3293.1	3282.0	3290.4	17769.0
2020-03-03 22:30:00	ES	Futures	3290.4	3292.5	3285.2	3287.7	12647.0
2020-03-03 23:00:00	ES	Futures	3287.4	3288.2	3278.2	3281.4	15646.0
2020-03-03 23:30:00	ES	Futures	3281.4	3287.7	3278.4	3286.6	6981.0
2020-03-03 00:00:00	NQ	Futures	10166.18	10191.62	10140.73	10154.32	6017.0
2020-03-03 00:30:00	NQ	Futures	10154.03	10167.91	10127.43	10130.03	5974.0
2020-03-03 01:00:00	NQ	Futures	10130.61	10152.01	10107.76	10148.25	9012.0
2020-03-03 01:30:00	NQ	Futures	10148.83	10195.38	10121.93	10190.18	7246.0

> showing 50 of 3,623 rows — these rows as CSV

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