PREVIEW / futures_30min / 2020-03-11

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-11.parquet
  size:    102 KB
  rows:    3,325

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
2020-03-11 00:00:00	ES	Futures	3047.29	3047.83	3039.16	3039.97	8445.0
2020-03-11 00:30:00	ES	Futures	3040.24	3044.85	3035.09	3036.72	8219.0
2020-03-11 01:00:00	ES	Futures	3036.99	3037.26	3014.22	3021.27	11752.0
2020-03-11 01:30:00	ES	Futures	3020.73	3022.63	3011.79	3018.02	9737.0
2020-03-11 02:00:00	ES	Futures	3018.02	3045.39	3018.02	3034.55	14090.0
2020-03-11 02:30:00	ES	Futures	3034.82	3037.8	3011.24	3017.48	10916.0
2020-03-11 03:00:00	ES	Futures	3017.21	3045.39	3016.93	3026.96	19934.0
2020-03-11 03:30:00	ES	Futures	3026.96	3047.56	3026.69	3046.2	12306.0
2020-03-11 04:00:00	ES	Futures	3045.66	3055.42	3023.71	3027.77	32171.0
2020-03-11 04:30:00	ES	Futures	3028.05	3075.2	3022.35	3063.54	36506.0
2020-03-11 05:00:00	ES	Futures	3063.54	3065.98	3048.37	3060.02	14858.0
2020-03-11 05:30:00	ES	Futures	3060.02	3063.0	3036.17	3049.45	14716.0
2020-03-11 06:00:00	ES	Futures	3049.18	3049.72	3027.5	3034.01	13641.0
2020-03-11 06:30:00	ES	Futures	3033.74	3058.67	3032.11	3045.12	24679.0
2020-03-11 07:00:00	ES	Futures	3045.66	3048.64	3026.96	3028.86	22940.0
2020-03-11 07:30:00	ES	Futures	3028.59	3033.46	3013.68	3027.77	30019.0
2020-03-11 08:00:00	ES	Futures	3027.77	3037.26	3013.41	3017.21	34518.0
2020-03-11 08:30:00	ES	Futures	3017.48	3022.63	2996.34	2998.24	44415.0
2020-03-11 09:00:00	ES	Futures	2997.69	3039.43	2996.61	3037.53	49537.0
2020-03-11 09:30:00	ES	Futures	3037.53	3050.81	3019.1	3034.28	206223.0
2020-03-11 10:00:00	ES	Futures	3034.28	3045.12	3012.33	3016.12	141402.0
2020-03-11 10:30:00	ES	Futures	3016.12	3026.96	2999.05	3012.87	141154.0
2020-03-11 11:00:00	ES	Futures	3013.14	3022.9	2987.4	2992.55	153063.0
2020-03-11 11:30:00	ES	Futures	2992.82	3011.79	2988.21	3006.64	108167.0
2020-03-11 12:00:00	ES	Futures	3006.64	3036.99	2997.42	3008.8	133319.0
2020-03-11 12:30:00	ES	Futures	3008.8	3012.6	2979.81	2990.65	153685.0
2020-03-11 13:00:00	ES	Futures	2990.65	2994.44	2972.76	2991.73	112527.0
2020-03-11 13:30:00	ES	Futures	2991.46	2996.88	2971.14	2984.96	98208.0
2020-03-11 14:00:00	ES	Futures	2984.96	2990.11	2959.21	2962.74	108369.0
2020-03-11 14:30:00	ES	Futures	2962.74	2985.23	2956.23	2960.03	139763.0
2020-03-11 15:00:00	ES	Futures	2960.3	2966.26	2929.68	2951.35	173612.0
2020-03-11 15:30:00	ES	Futures	2951.08	2989.02	2946.48	2967.89	334584.0
2020-03-11 16:00:00	ES	Futures	2967.89	2979.27	2962.47	2970.87	100170.0
2020-03-11 16:30:00	ES	Futures	2970.87	2980.89	2967.34	2971.14	19396.0
2020-03-11 18:00:00	ES	Futures	2967.89	3000.4	2964.09	2999.86	24091.0
2020-03-11 18:30:00	ES	Futures	3000.13	3006.91	2983.6	2999.32	17197.0
2020-03-11 19:00:00	ES	Futures	2999.32	2999.59	2973.3	2976.83	16035.0
2020-03-11 19:30:00	ES	Futures	2977.1	2980.89	2956.23	2962.19	21223.0
2020-03-11 20:00:00	ES	Futures	2962.19	2972.76	2943.23	2944.04	18622.0
2020-03-11 20:30:00	ES	Futures	2944.04	2964.9	2940.79	2958.67	18894.0
2020-03-11 21:00:00	ES	Futures	2959.21	2964.63	2882.25	2884.15	90432.0
2020-03-11 21:30:00	ES	Futures	2884.15	2892.01	2845.4	2845.94	77776.0
2020-03-11 22:00:00	ES	Futures	2845.67	2858.41	2826.16	2843.23	66627.0
2020-03-11 22:30:00	ES	Futures	2843.23	2870.33	2838.62	2847.84	35140.0
2020-03-11 23:00:00	ES	Futures	2848.11	2857.05	2833.75	2839.44	19072.0
2020-03-11 23:30:00	ES	Futures	2838.89	2848.11	2832.39	2837.0	12359.0
2020-03-11 00:00:00	NQ	Futures	9459.44	9465.8	9437.46	9439.48	2597.0
2020-03-11 00:30:00	NQ	Futures	9440.93	9457.99	9423.29	9429.07	2219.0
2020-03-11 01:00:00	NQ	Futures	9430.52	9430.52	9358.23	9388.88	5654.0
2020-03-11 01:30:00	NQ	Futures	9387.14	9392.35	9351.86	9369.79	3651.0

> showing 50 of 3,325 rows — these rows as CSV

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