PREVIEW / futures_30min / 2020-03-06

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-06.parquet
  size:    90 KB
  rows:    2,882

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
2020-03-06 00:00:00	ES	Futures	3229.7	3230.7	3221.0	3221.3	13045.0
2020-03-06 00:30:00	ES	Futures	3221.0	3229.1	3221.0	3228.0	10582.0
2020-03-06 01:00:00	ES	Futures	3228.3	3244.8	3225.1	3241.3	12423.0
2020-03-06 01:30:00	ES	Futures	3241.6	3243.8	3227.5	3231.3	11018.0
2020-03-06 02:00:00	ES	Futures	3231.3	3246.5	3231.3	3235.1	17920.0
2020-03-06 02:30:00	ES	Futures	3235.4	3245.1	3232.9	3234.0	14755.0
2020-03-06 03:00:00	ES	Futures	3234.0	3248.6	3232.9	3238.1	30319.0
2020-03-06 03:30:00	ES	Futures	3237.8	3240.0	3222.9	3234.3	27628.0
2020-03-06 04:00:00	ES	Futures	3234.3	3244.8	3224.2	3228.0	23312.0
2020-03-06 04:30:00	ES	Futures	3228.0	3228.6	3202.6	3202.8	41809.0
2020-03-06 05:00:00	ES	Futures	3203.1	3205.3	3184.7	3184.9	44430.0
2020-03-06 05:30:00	ES	Futures	3184.9	3190.4	3171.7	3186.8	40555.0
2020-03-06 06:00:00	ES	Futures	3186.8	3195.8	3174.9	3180.6	31278.0
2020-03-06 06:30:00	ES	Futures	3180.9	3198.8	3180.9	3188.7	29411.0
2020-03-06 07:00:00	ES	Futures	3188.7	3199.3	3179.8	3180.6	24974.0
2020-03-06 07:30:00	ES	Futures	3180.3	3187.4	3159.7	3175.5	42095.0
2020-03-06 08:00:00	ES	Futures	3175.2	3179.8	3162.5	3170.6	34715.0
2020-03-06 08:30:00	ES	Futures	3170.6	3190.1	3163.0	3175.7	72786.0
2020-03-06 09:00:00	ES	Futures	3175.5	3176.0	3150.3	3174.1	77680.0
2020-03-06 09:30:00	ES	Futures	3174.1	3191.2	3155.7	3175.7	254882.0
2020-03-06 10:00:00	ES	Futures	3175.7	3211.5	3167.6	3209.3	231217.0
2020-03-06 10:30:00	ES	Futures	3209.1	3225.9	3194.2	3216.1	180637.0
2020-03-06 11:00:00	ES	Futures	3216.7	3221.0	3191.2	3195.2	119079.0
2020-03-06 11:30:00	ES	Futures	3195.2	3207.4	3183.9	3193.1	106400.0
2020-03-06 12:00:00	ES	Futures	3193.1	3195.5	3171.7	3174.1	101158.0
2020-03-06 12:30:00	ES	Futures	3174.1	3205.5	3171.7	3189.0	101808.0
2020-03-06 13:00:00	ES	Futures	3188.7	3212.6	3188.2	3200.4	81115.0
2020-03-06 13:30:00	ES	Futures	3200.1	3205.8	3175.7	3179.3	96424.0
2020-03-06 14:00:00	ES	Futures	3179.0	3182.5	3167.1	3177.1	98938.0
2020-03-06 14:30:00	ES	Futures	3176.8	3180.3	3145.7	3150.3	121689.0
2020-03-06 15:00:00	ES	Futures	3150.0	3174.7	3141.3	3163.0	157555.0
2020-03-06 15:30:00	ES	Futures	3162.7	3234.8	3158.1	3219.9	389525.0
2020-03-06 16:00:00	ES	Futures	3219.9	3221.8	3204.5	3212.6	109889.0
2020-03-06 16:30:00	ES	Futures	3212.9	3215.0	3207.7	3212.6	18248.0
2020-03-06 00:00:00	NQ	Futures	9883.36	9887.41	9855.31	9855.89	6907.0
2020-03-06 00:30:00	NQ	Futures	9856.18	9882.21	9856.18	9879.6	5622.0
2020-03-06 01:00:00	NQ	Futures	9879.03	9929.92	9869.19	9919.22	7853.0
2020-03-06 01:30:00	NQ	Futures	9918.93	9927.61	9878.74	9893.49	6131.0
2020-03-06 02:00:00	NQ	Futures	9893.2	9936.57	9893.2	9901.87	9161.0
2020-03-06 02:30:00	NQ	Futures	9902.16	9929.63	9891.17	9895.22	7299.0
2020-03-06 03:00:00	NQ	Futures	9896.38	9941.49	9891.75	9908.81	12848.0
2020-03-06 03:30:00	NQ	Futures	9909.1	9915.75	9863.7	9898.4	14889.0
2020-03-06 04:00:00	NQ	Futures	9898.69	9929.05	9859.94	9873.24	12010.0
2020-03-06 04:30:00	NQ	Futures	9872.66	9875.56	9791.99	9792.85	15482.0
2020-03-06 05:00:00	NQ	Futures	9793.43	9804.42	9737.62	9739.64	17680.0
2020-03-06 05:30:00	NQ	Futures	9739.36	9758.15	9690.77	9729.81	20017.0
2020-03-06 06:00:00	NQ	Futures	9729.81	9750.63	9692.22	9708.13	16777.0
2020-03-06 06:30:00	NQ	Futures	9708.13	9747.16	9707.84	9718.54	11558.0
2020-03-06 07:00:00	NQ	Futures	9718.82	9758.15	9702.63	9705.81	12180.0
2020-03-06 07:30:00	NQ	Futures	9705.52	9730.1	9643.64	9683.83	18032.0

> showing 50 of 2,882 rows — these rows as CSV

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