PREVIEW / futures_30min / 2020-03-05

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-05.parquet
  size:    109 KB
  rows:    3,590

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
2020-03-05 00:00:00	ES	Futures	3348.4	3357.8	3348.4	3357.3	8288.0
2020-03-05 00:30:00	ES	Futures	3357.3	3364.1	3356.2	3361.1	8030.0
2020-03-05 01:00:00	ES	Futures	3360.8	3361.4	3354.6	3355.4	5699.0
2020-03-05 01:30:00	ES	Futures	3355.4	3359.5	3349.2	3350.3	8203.0
2020-03-05 02:00:00	ES	Futures	3350.3	3350.5	3339.7	3344.0	15387.0
2020-03-05 02:30:00	ES	Futures	3343.7	3348.4	3341.3	3347.3	9537.0
2020-03-05 03:00:00	ES	Futures	3347.3	3347.5	3335.6	3337.2	24346.0
2020-03-05 03:30:00	ES	Futures	3337.0	3340.0	3331.3	3331.6	16824.0
2020-03-05 04:00:00	ES	Futures	3331.8	3332.4	3320.4	3321.5	24223.0
2020-03-05 04:30:00	ES	Futures	3321.5	3328.3	3319.6	3325.9	18766.0
2020-03-05 05:00:00	ES	Futures	3325.9	3327.2	3306.6	3308.5	29186.0
2020-03-05 05:30:00	ES	Futures	3308.5	3316.9	3304.7	3307.7	24217.0
2020-03-05 06:00:00	ES	Futures	3307.7	3319.1	3305.8	3306.6	21876.0
2020-03-05 06:30:00	ES	Futures	3306.4	3315.0	3301.7	3313.4	25967.0
2020-03-05 07:00:00	ES	Futures	3313.4	3320.7	3305.3	3318.5	28281.0
2020-03-05 07:30:00	ES	Futures	3318.5	3320.4	3309.3	3310.7	24415.0
2020-03-05 08:00:00	ES	Futures	3310.7	3316.1	3292.0	3296.1	39055.0
2020-03-05 08:30:00	ES	Futures	3296.1	3309.9	3292.3	3307.2	39817.0
2020-03-05 09:00:00	ES	Futures	3307.2	3307.4	3286.0	3303.1	51823.0
2020-03-05 09:30:00	ES	Futures	3302.8	3319.4	3290.1	3298.2	234745.0
2020-03-05 10:00:00	ES	Futures	3298.2	3325.1	3292.3	3308.8	164579.0
2020-03-05 10:30:00	ES	Futures	3308.8	3321.5	3303.1	3313.9	124837.0
2020-03-05 11:00:00	ES	Futures	3313.9	3341.0	3312.3	3334.8	127034.0
2020-03-05 11:30:00	ES	Futures	3335.1	3338.1	3306.1	3311.0	108652.0
2020-03-05 12:00:00	ES	Futures	3311.0	3314.8	3290.9	3297.1	102576.0
2020-03-05 12:30:00	ES	Futures	3296.9	3304.5	3270.9	3275.5	147520.0
2020-03-05 13:00:00	ES	Futures	3275.5	3281.7	3264.3	3281.7	130741.0
2020-03-05 13:30:00	ES	Futures	3282.0	3294.2	3276.8	3286.6	113921.0
2020-03-05 14:00:00	ES	Futures	3286.3	3286.8	3260.3	3264.1	115882.0
2020-03-05 14:30:00	ES	Futures	3263.8	3282.8	3263.5	3273.8	100468.0
2020-03-05 15:00:00	ES	Futures	3273.8	3274.6	3248.1	3255.4	151604.0
2020-03-05 15:30:00	ES	Futures	3255.4	3283.3	3251.9	3275.2	330057.0
2020-03-05 16:00:00	ES	Futures	3275.2	3277.4	3266.0	3270.0	98283.0
2020-03-05 16:30:00	ES	Futures	3270.9	3278.2	3267.1	3276.3	12423.0
2020-03-05 18:00:00	ES	Futures	3278.2	3279.5	3269.8	3279.0	10440.0
2020-03-05 18:30:00	ES	Futures	3279.0	3280.6	3277.4	3280.6	6913.0
2020-03-05 19:00:00	ES	Futures	3280.6	3292.0	3279.8	3286.8	16776.0
2020-03-05 19:30:00	ES	Futures	3286.8	3289.6	3268.1	3277.4	17477.0
2020-03-05 20:00:00	ES	Futures	3277.4	3277.6	3261.4	3263.0	18965.0
2020-03-05 20:30:00	ES	Futures	3263.3	3266.8	3249.4	3250.3	22745.0
2020-03-05 21:00:00	ES	Futures	3250.3	3252.2	3232.4	3236.2	40515.0
2020-03-05 21:30:00	ES	Futures	3236.4	3248.4	3230.5	3230.5	21340.0
2020-03-05 22:00:00	ES	Futures	3230.7	3233.7	3228.3	3229.1	15377.0
2020-03-05 22:30:00	ES	Futures	3229.1	3242.7	3227.0	3229.4	15761.0
2020-03-05 23:00:00	ES	Futures	3229.4	3236.4	3228.3	3228.8	8076.0
2020-03-05 23:30:00	ES	Futures	3229.1	3232.1	3225.9	3229.4	5952.0
2020-03-05 00:00:00	NQ	Futures	10211.58	10245.7	10211.58	10243.67	7121.0
2020-03-05 00:30:00	NQ	Futures	10243.96	10267.68	10239.91	10256.69	5950.0
2020-03-05 01:00:00	NQ	Futures	10257.27	10257.84	10233.26	10236.16	5339.0
2020-03-05 01:30:00	NQ	Futures	10236.73	10251.48	10220.54	10224.01	5649.0

> showing 50 of 3,590 rows — these rows as CSV

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