PREVIEW / futures_30min / 2020-03-10

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-10.parquet
  size:    101 KB
  rows:    3,292

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
2020-03-10 00:00:00	ES	Futures	3055.14	3058.94	3047.56	3057.04	15401.0
2020-03-10 00:30:00	ES	Futures	3056.77	3065.44	3054.06	3062.73	13197.0
2020-03-10 01:00:00	ES	Futures	3063.0	3088.75	3062.46	3085.22	17039.0
2020-03-10 01:30:00	ES	Futures	3084.68	3089.02	3078.99	3086.31	7518.0
2020-03-10 02:00:00	ES	Futures	3086.04	3086.85	3072.49	3077.09	11254.0
2020-03-10 02:30:00	ES	Futures	3077.09	3087.93	3076.82	3084.95	8272.0
2020-03-10 03:00:00	ES	Futures	3084.95	3085.22	3048.37	3053.25	18001.0
2020-03-10 03:30:00	ES	Futures	3052.71	3062.19	3046.74	3054.06	18552.0
2020-03-10 04:00:00	ES	Futures	3054.33	3069.78	3040.78	3066.25	36035.0
2020-03-10 04:30:00	ES	Futures	3065.98	3093.62	3063.0	3092.54	27694.0
2020-03-10 05:00:00	ES	Futures	3092.54	3103.11	3083.33	3097.69	27616.0
2020-03-10 05:30:00	ES	Futures	3097.42	3119.37	3094.71	3115.57	34031.0
2020-03-10 06:00:00	ES	Futures	3115.85	3118.01	3104.74	3107.99	21719.0
2020-03-10 06:30:00	ES	Futures	3107.99	3120.72	3103.65	3114.22	26383.0
2020-03-10 07:00:00	ES	Futures	3114.22	3115.03	3095.25	3096.33	23710.0
2020-03-10 07:30:00	ES	Futures	3096.61	3104.74	3090.37	3094.98	21743.0
2020-03-10 08:00:00	ES	Futures	3094.98	3103.65	3069.78	3069.78	61008.0
2020-03-10 08:30:00	ES	Futures	3070.05	3087.12	3054.06	3076.28	70732.0
2020-03-10 09:00:00	ES	Futures	3075.74	3084.95	3066.25	3078.72	46891.0
2020-03-10 09:30:00	ES	Futures	3078.72	3084.95	3038.61	3057.58	206119.0
2020-03-10 10:00:00	ES	Futures	3057.31	3080.62	3050.81	3054.33	157131.0
2020-03-10 10:30:00	ES	Futures	3054.06	3054.6	3012.87	3013.41	170389.0
2020-03-10 11:00:00	ES	Futures	3013.41	3032.38	2972.49	2973.3	226878.0
2020-03-10 11:30:00	ES	Futures	2973.3	3002.3	2957.59	2979.54	223861.0
2020-03-10 12:00:00	ES	Futures	2979.81	3032.38	2979.54	3002.84	185649.0
2020-03-10 12:30:00	ES	Futures	3002.57	3020.73	2981.98	3010.97	136895.0
2020-03-10 13:00:00	ES	Futures	3010.97	3038.88	2995.8	3021.0	126321.0
2020-03-10 13:30:00	ES	Futures	3020.73	3031.57	2990.11	2997.97	125988.0
2020-03-10 14:00:00	ES	Futures	2998.24	3020.73	2986.31	3016.93	128096.0
2020-03-10 14:30:00	ES	Futures	3016.66	3069.24	3013.41	3055.96	148448.0
2020-03-10 15:00:00	ES	Futures	3055.96	3101.21	3050.54	3075.47	167057.0
2020-03-10 15:30:00	ES	Futures	3075.47	3123.98	3064.36	3123.16	317189.0
2020-03-10 16:00:00	ES	Futures	3122.89	3126.96	3099.86	3103.92	121556.0
2020-03-10 16:30:00	ES	Futures	3106.36	3118.83	3101.48	3118.28	20445.0
2020-03-10 18:00:00	ES	Futures	3099.59	3110.43	3078.45	3087.66	24528.0
2020-03-10 18:30:00	ES	Futures	3087.93	3094.98	3069.24	3075.2	15628.0
2020-03-10 19:00:00	ES	Futures	3075.47	3083.87	3067.88	3069.78	12996.0
2020-03-10 19:30:00	ES	Futures	3070.05	3073.03	3047.83	3064.36	20377.0
2020-03-10 20:00:00	ES	Futures	3064.36	3077.64	3056.23	3063.27	20236.0
2020-03-10 20:30:00	ES	Futures	3063.0	3064.09	3040.51	3054.6	22321.0
2020-03-10 21:00:00	ES	Futures	3054.87	3069.51	3038.88	3038.88	21364.0
2020-03-10 21:30:00	ES	Futures	3039.43	3051.08	3026.96	3043.22	21563.0
2020-03-10 22:00:00	ES	Futures	3043.49	3055.69	3026.96	3051.08	20941.0
2020-03-10 22:30:00	ES	Futures	3051.08	3053.25	3036.17	3040.78	12375.0
2020-03-10 23:00:00	ES	Futures	3040.78	3054.6	3032.65	3046.74	14877.0
2020-03-10 23:30:00	ES	Futures	3047.01	3049.45	3033.19	3047.29	11955.0
2020-03-10 00:00:00	NQ	Futures	9466.95	9484.02	9443.24	9476.21	4029.0
2020-03-10 00:30:00	NQ	Futures	9477.08	9504.26	9464.06	9493.27	4175.0
2020-03-10 01:00:00	NQ	Futures	9493.85	9568.17	9493.27	9554.28	5977.0
2020-03-10 01:30:00	NQ	Futures	9553.13	9572.79	9534.91	9558.04	3665.0

> showing 50 of 3,292 rows — these rows as CSV

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