PREVIEW / futures_30min / 2020-03-12

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-12.parquet
  size:    108 KB
  rows:    3,439

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
2020-03-12 00:00:00	ES	Futures	2836.73	2874.12	2836.45	2867.89	16501.0
2020-03-12 00:30:00	ES	Futures	2867.62	2893.09	2865.45	2881.71	18877.0
2020-03-12 01:00:00	ES	Futures	2881.71	2885.78	2852.99	2854.07	12291.0
2020-03-12 01:30:00	ES	Futures	2854.07	2872.77	2854.07	2866.53	10459.0
2020-03-12 02:00:00	ES	Futures	2866.53	2868.97	2845.67	2848.92	14824.0
2020-03-12 02:30:00	ES	Futures	2848.65	2857.59	2843.77	2849.46	16191.0
2020-03-12 03:00:00	ES	Futures	2849.73	2869.52	2840.25	2841.33	24121.0
2020-03-12 03:30:00	ES	Futures	2841.06	2852.17	2832.93	2851.09	25041.0
2020-03-12 04:00:00	ES	Futures	2851.9	2866.53	2840.79	2840.79	37102.0
2020-03-12 04:30:00	ES	Futures	2841.06	2849.73	2821.82	2828.33	38100.0
2020-03-12 05:00:00	ES	Futures	2828.33	2829.14	2820.2	2820.74	22327.0
2020-03-12 05:30:00	ES	Futures	2820.74	2852.44	2819.92	2837.54	38707.0
2020-03-12 06:00:00	ES	Futures	2837.27	2838.35	2819.92	2828.05	30398.0
2020-03-12 06:30:00	ES	Futures	2827.78	2844.04	2822.91	2843.23	18769.0
2020-03-12 07:00:00	ES	Futures	2842.96	2843.77	2823.99	2827.78	23363.0
2020-03-12 07:30:00	ES	Futures	2827.78	2834.56	2821.01	2822.09	20189.0
2020-03-12 08:00:00	ES	Futures	2822.09	2834.83	2819.38	2819.38	24132.0
2020-03-12 08:30:00	ES	Futures	2819.38	2824.53	2819.38	2819.38	9297.0
2020-03-12 09:00:00	ES	Futures	2819.38	2819.38	2819.38	2819.38	253.0
2020-03-12 09:30:00	ES	Futures	2778.19	2805.56	2701.5	2799.87	224406.0
2020-03-12 10:00:00	ES	Futures	2799.6	2800.14	2739.44	2770.88	228887.0
2020-03-12 10:30:00	ES	Futures	2770.6	2799.6	2764.1	2787.95	159257.0
2020-03-12 11:00:00	ES	Futures	2788.22	2788.76	2735.92	2748.93	146569.0
2020-03-12 11:30:00	ES	Futures	2748.93	2761.93	2714.78	2732.39	170469.0
2020-03-12 12:00:00	ES	Futures	2732.39	2746.49	2705.3	2738.63	155033.0
2020-03-12 12:30:00	ES	Futures	2738.36	2831.31	2708.82	2809.36	235157.0
2020-03-12 13:00:00	ES	Futures	2809.63	2881.98	2779.55	2794.45	312715.0
2020-03-12 13:30:00	ES	Futures	2794.18	2807.46	2735.1	2778.46	174744.0
2020-03-12 14:00:00	ES	Futures	2778.19	2788.49	2726.7	2737.54	129579.0
2020-03-12 14:30:00	ES	Futures	2737.54	2765.46	2720.74	2722.1	134592.0
2020-03-12 15:00:00	ES	Futures	2722.37	2756.24	2707.73	2710.44	143760.0
2020-03-12 15:30:00	ES	Futures	2710.44	2752.99	2671.96	2677.11	416101.0
2020-03-12 16:00:00	ES	Futures	2677.11	2694.46	2653.54	2678.2	165184.0
2020-03-12 16:30:00	ES	Futures	2671.42	2678.74	2647.57	2655.43	46540.0
2020-03-12 18:00:00	ES	Futures	2633.48	2678.74	2622.1	2649.74	30513.0
2020-03-12 18:30:00	ES	Futures	2649.47	2693.64	2648.66	2668.44	18304.0
2020-03-12 19:00:00	ES	Futures	2668.98	2681.72	2650.01	2661.12	9930.0
2020-03-12 19:30:00	ES	Futures	2661.12	2662.21	2634.03	2645.14	9724.0
2020-03-12 20:00:00	ES	Futures	2645.68	2670.61	2645.14	2667.36	12229.0
2020-03-12 20:30:00	ES	Futures	2667.36	2673.32	2655.7	2662.21	10418.0
2020-03-12 21:00:00	ES	Futures	2661.4	2666.27	2622.64	2623.19	15340.0
2020-03-12 21:30:00	ES	Futures	2624.0	2643.78	2608.01	2624.81	25119.0
2020-03-12 22:00:00	ES	Futures	2624.54	2636.46	2602.32	2633.48	15317.0
2020-03-12 22:30:00	ES	Futures	2634.3	2640.26	2612.89	2617.49	9278.0
2020-03-12 23:00:00	ES	Futures	2617.49	2622.64	2594.46	2601.51	10962.0
2020-03-12 23:30:00	ES	Futures	2602.32	2612.35	2598.25	2600.96	8676.0
2020-03-12 00:00:00	NQ	Futures	8831.64	8933.72	8831.35	8910.01	4626.0
2020-03-12 00:30:00	NQ	Futures	8910.01	8979.41	8905.09	8940.95	6473.0
2020-03-12 01:00:00	NQ	Futures	8943.55	8953.67	8868.94	8870.97	3723.0
2020-03-12 01:30:00	NQ	Futures	8873.28	8931.12	8873.28	8916.95	3161.0

> showing 50 of 3,439 rows — these rows as CSV

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