PREVIEW / futures_30min / 2020-03-09

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-09.parquet
  size:    112 KB
  rows:    3,602

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
2020-03-09 00:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	210.0
2020-03-09 00:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	95.0
2020-03-09 01:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	133.0
2020-03-09 01:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	191.0
2020-03-09 02:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	96.0
2020-03-09 02:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	177.0
2020-03-09 03:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	1948.0
2020-03-09 03:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	182.0
2020-03-09 04:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	492.0
2020-03-09 04:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	995.0
2020-03-09 05:00:00	ES	Futures	3055.7	3060.3	3055.7	3055.7	14108.0
2020-03-09 05:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	802.0
2020-03-09 06:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	114.0
2020-03-09 06:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	249.0
2020-03-09 07:00:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	26.0
2020-03-09 07:30:00	ES	Futures	3055.7	3055.7	3055.7	3055.7	201.0
2020-03-09 08:00:00	ES	Futures	3055.7	3055.7	3055.69	3055.69	167.0
2020-03-09 08:30:00	ES	Futures	3055.69	3055.69	3055.69	3055.69	543.0
2020-03-09 09:00:00	ES	Futures	3055.69	3055.69	3055.69	3055.69	838.0
2020-03-09 09:30:00	ES	Futures	2993.9	3047.56	2942.95	3027.5	157598.0
2020-03-09 10:00:00	ES	Futures	3027.23	3056.77	3011.79	3036.99	227486.0
2020-03-09 10:30:00	ES	Futures	3036.99	3050.0	3011.51	3014.5	133700.0
2020-03-09 11:00:00	ES	Futures	3014.5	3049.18	3007.18	3041.05	126679.0
2020-03-09 11:30:00	ES	Futures	3041.05	3074.11	3029.94	3058.67	141742.0
2020-03-09 12:00:00	ES	Futures	3058.4	3074.93	3039.43	3040.24	107489.0
2020-03-09 12:30:00	ES	Futures	3040.24	3047.29	3018.02	3026.15	125631.0
2020-03-09 13:00:00	ES	Futures	3026.15	3037.26	3010.16	3014.22	81363.0
2020-03-09 13:30:00	ES	Futures	3013.95	3014.22	2978.45	2983.33	120210.0
2020-03-09 14:00:00	ES	Futures	2983.6	3002.03	2963.82	2973.58	132119.0
2020-03-09 14:30:00	ES	Futures	2973.85	3003.93	2957.32	2991.73	145047.0
2020-03-09 15:00:00	ES	Futures	2991.73	3018.29	2979.27	3005.55	165809.0
2020-03-09 15:30:00	ES	Futures	3005.55	3020.46	2965.18	2965.45	300092.0
2020-03-09 16:00:00	ES	Futures	2965.72	2981.43	2949.19	2979.54	158829.0
2020-03-09 16:30:00	ES	Futures	2971.95	2984.14	2960.57	2963.01	32016.0
2020-03-09 18:00:00	ES	Futures	2962.47	2964.36	2921.55	2948.64	35193.0
2020-03-09 18:30:00	ES	Futures	2949.19	3000.4	2943.77	2996.07	27913.0
2020-03-09 19:00:00	ES	Futures	2996.61	3025.06	2994.98	3024.25	31312.0
2020-03-09 19:30:00	ES	Futures	3024.25	3045.39	3016.93	3030.48	25403.0
2020-03-09 20:00:00	ES	Futures	3031.03	3038.88	2999.32	3017.75	27540.0
2020-03-09 20:30:00	ES	Futures	3017.75	3051.35	3017.75	3050.54	23680.0
2020-03-09 21:00:00	ES	Futures	3050.54	3067.61	3047.83	3063.27	26953.0
2020-03-09 21:30:00	ES	Futures	3063.27	3065.44	3040.51	3044.3	18202.0
2020-03-09 22:00:00	ES	Futures	3044.03	3052.71	3040.51	3048.1	10791.0
2020-03-09 22:30:00	ES	Futures	3048.1	3050.27	3032.65	3049.18	10309.0
2020-03-09 23:00:00	ES	Futures	3049.18	3052.43	3044.03	3051.89	8453.0
2020-03-09 23:30:00	ES	Futures	3051.89	3055.96	3045.39	3055.14	11769.0
2020-03-09 00:00:00	NQ	Futures	9361.41	9361.98	9361.41	9361.41	143.0
2020-03-09 00:30:00	NQ	Futures	9361.41	9361.41	9361.41	9361.41	107.0
2020-03-09 01:00:00	NQ	Futures	9361.41	9361.41	9361.41	9361.41	65.0
2020-03-09 01:30:00	NQ	Futures	9361.41	9363.43	9361.41	9361.41	294.0

> showing 50 of 3,602 rows — these rows as CSV

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