PREVIEW / futures_30min / 2020-03-04

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-04.parquet
  size:    102 KB
  rows:    3,553

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
2020-03-04 00:00:00	ES	Futures	3286.3	3291.2	3282.8	3288.5	6187.0
2020-03-04 00:30:00	ES	Futures	3288.2	3296.6	3285.8	3291.2	9528.0
2020-03-04 01:00:00	ES	Futures	3291.4	3297.4	3287.9	3291.2	9548.0
2020-03-04 01:30:00	ES	Futures	3291.4	3292.3	3285.5	3288.5	8337.0
2020-03-04 02:00:00	ES	Futures	3288.2	3303.4	3287.7	3296.9	17103.0
2020-03-04 02:30:00	ES	Futures	3296.9	3302.3	3293.9	3298.8	12707.0
2020-03-04 03:00:00	ES	Futures	3298.8	3299.3	3285.5	3293.3	35268.0
2020-03-04 03:30:00	ES	Futures	3293.3	3306.1	3292.3	3304.5	20860.0
2020-03-04 04:00:00	ES	Futures	3304.5	3310.7	3299.8	3306.4	23093.0
2020-03-04 04:30:00	ES	Futures	3306.4	3317.7	3303.4	3311.8	22629.0
2020-03-04 05:00:00	ES	Futures	3311.8	3318.3	3308.5	3315.6	14585.0
2020-03-04 05:30:00	ES	Futures	3315.8	3316.9	3309.1	3310.7	11338.0
2020-03-04 06:00:00	ES	Futures	3310.4	3312.9	3305.0	3310.4	13007.0
2020-03-04 06:30:00	ES	Futures	3310.4	3317.7	3310.4	3316.4	16141.0
2020-03-04 07:00:00	ES	Futures	3316.4	3328.6	3309.9	3325.9	36463.0
2020-03-04 07:30:00	ES	Futures	3325.9	3332.1	3316.6	3316.9	35462.0
2020-03-04 08:00:00	ES	Futures	3317.2	3320.4	3299.0	3311.2	67616.0
2020-03-04 08:30:00	ES	Futures	3311.2	3320.2	3307.2	3311.8	42615.0
2020-03-04 09:00:00	ES	Futures	3311.8	3317.7	3305.0	3315.6	49979.0
2020-03-04 09:30:00	ES	Futures	3315.6	3328.0	3285.2	3295.0	235944.0
2020-03-04 10:00:00	ES	Futures	3295.2	3328.6	3286.8	3322.6	196597.0
2020-03-04 10:30:00	ES	Futures	3322.3	3324.0	3296.1	3300.1	138937.0
2020-03-04 11:00:00	ES	Futures	3300.4	3316.4	3293.3	3316.4	109442.0
2020-03-04 11:30:00	ES	Futures	3316.4	3318.8	3296.1	3303.4	116450.0
2020-03-04 12:00:00	ES	Futures	3303.4	3323.2	3303.4	3321.3	80423.0
2020-03-04 12:30:00	ES	Futures	3321.3	3336.2	3313.7	3335.6	74317.0
2020-03-04 13:00:00	ES	Futures	3335.6	3351.6	3333.7	3345.9	93565.0
2020-03-04 13:30:00	ES	Futures	3345.9	3352.4	3341.6	3347.3	75151.0
2020-03-04 14:00:00	ES	Futures	3347.3	3357.3	3338.6	3353.8	84580.0
2020-03-04 14:30:00	ES	Futures	3354.0	3358.4	3343.2	3351.1	78970.0
2020-03-04 15:00:00	ES	Futures	3351.1	3370.8	3349.4	3370.8	93591.0
2020-03-04 15:30:00	ES	Futures	3370.8	3391.7	3365.7	3389.5	291873.0
2020-03-04 16:00:00	ES	Futures	3389.8	3392.3	3374.4	3375.2	106232.0
2020-03-04 16:30:00	ES	Futures	3373.8	3374.4	3367.1	3371.9	16866.0
2020-03-04 18:00:00	ES	Futures	3370.3	3375.2	3362.2	3363.0	13932.0
2020-03-04 18:30:00	ES	Futures	3363.3	3368.4	3359.2	3367.6	12577.0
2020-03-04 19:00:00	ES	Futures	3368.1	3368.4	3356.8	3363.8	14150.0
2020-03-04 19:30:00	ES	Futures	3363.8	3369.8	3359.7	3362.2	9874.0
2020-03-04 20:00:00	ES	Futures	3362.2	3364.6	3351.9	3354.3	12034.0
2020-03-04 20:30:00	ES	Futures	3354.6	3357.0	3348.1	3351.3	12473.0
2020-03-04 21:00:00	ES	Futures	3351.6	3353.2	3347.0	3350.5	9731.0
2020-03-04 21:30:00	ES	Futures	3350.5	3358.7	3349.2	3358.1	7965.0
2020-03-04 22:00:00	ES	Futures	3358.1	3359.5	3351.6	3353.0	12976.0
2020-03-04 22:30:00	ES	Futures	3353.0	3353.5	3344.0	3344.3	11375.0
2020-03-04 23:00:00	ES	Futures	3344.0	3349.4	3344.0	3348.1	4446.0
2020-03-04 23:30:00	ES	Futures	3348.1	3349.4	3345.1	3348.1	2316.0
2020-03-04 00:00:00	NQ	Futures	10056.0	10066.7	10042.7	10058.6	4245.0
2020-03-04 00:30:00	NQ	Futures	10058.31	10083.76	10046.46	10069.88	6565.0
2020-03-04 01:00:00	NQ	Futures	10070.17	10088.39	10056.87	10067.86	7038.0
2020-03-04 01:30:00	NQ	Futures	10068.43	10074.22	10048.48	10060.34	4639.0

> showing 50 of 3,553 rows — these rows as CSV

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