PREVIEW / futures_30min / 2020-03-13

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-13.parquet
  size:    94 KB
  rows:    2,854

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
2020-03-13 00:00:00	ES	Futures	2600.96	2645.14	2598.25	2635.38	14822.0
2020-03-13 00:30:00	ES	Futures	2635.11	2712.07	2630.77	2708.82	29165.0
2020-03-13 01:00:00	ES	Futures	2709.09	2774.94	2705.02	2737.0	31781.0
2020-03-13 01:30:00	ES	Futures	2736.46	2780.36	2726.16	2733.21	21164.0
2020-03-13 02:00:00	ES	Futures	2734.56	2736.46	2687.41	2730.77	17931.0
2020-03-13 02:30:00	ES	Futures	2730.77	2743.51	2719.66	2736.73	7750.0
2020-03-13 03:00:00	ES	Futures	2736.73	2783.88	2719.39	2774.13	17479.0
2020-03-13 03:30:00	ES	Futures	2774.13	2809.63	2773.04	2788.49	24180.0
2020-03-13 04:00:00	ES	Futures	2787.95	2810.71	2757.05	2771.42	25452.0
2020-03-13 04:30:00	ES	Futures	2771.15	2771.69	2737.0	2749.74	18347.0
2020-03-13 05:00:00	ES	Futures	2748.93	2779.82	2734.83	2769.52	16097.0
2020-03-13 05:30:00	ES	Futures	2770.06	2794.18	2763.29	2792.55	15328.0
2020-03-13 06:00:00	ES	Futures	2792.83	2799.33	2773.31	2782.8	17629.0
2020-03-13 06:30:00	ES	Futures	2782.53	2795.26	2773.86	2794.45	13721.0
2020-03-13 07:00:00	ES	Futures	2794.45	2812.88	2793.1	2812.88	12008.0
2020-03-13 07:30:00	ES	Futures	2812.88	2812.88	2812.88	2812.88	761.0
2020-03-13 08:00:00	ES	Futures	2812.88	2812.88	2812.88	2812.88	781.0
2020-03-13 08:30:00	ES	Futures	2812.88	2812.88	2812.88	2812.88	401.0
2020-03-13 09:00:00	ES	Futures	2812.88	2812.88	2812.88	2812.88	1186.0
2020-03-13 09:30:00	ES	Futures	2842.69	2857.32	2760.31	2773.86	215132.0
2020-03-13 10:00:00	ES	Futures	2773.31	2828.05	2764.1	2803.39	138647.0
2020-03-13 10:30:00	ES	Futures	2803.12	2808.54	2747.84	2749.47	96783.0
2020-03-13 11:00:00	ES	Futures	2749.47	2779.0	2727.25	2728.06	109059.0
2020-03-13 11:30:00	ES	Futures	2728.33	2746.22	2697.71	2734.02	132735.0
2020-03-13 12:00:00	ES	Futures	2734.02	2742.15	2710.99	2725.35	79689.0
2020-03-13 12:30:00	ES	Futures	2725.08	2785.78	2723.72	2760.04	111422.0
2020-03-13 13:00:00	ES	Futures	2760.04	2799.06	2745.67	2796.08	78552.0
2020-03-13 13:30:00	ES	Futures	2796.08	2812.61	2776.02	2803.94	73987.0
2020-03-13 14:00:00	ES	Futures	2803.94	2804.75	2761.39	2763.83	76176.0
2020-03-13 14:30:00	ES	Futures	2763.56	2781.17	2742.42	2778.46	85468.0
2020-03-13 15:00:00	ES	Futures	2777.92	2807.19	2768.71	2799.6	82581.0
2020-03-13 15:30:00	ES	Futures	2799.87	2933.2	2737.0	2930.76	314330.0
2020-03-13 16:00:00	ES	Futures	2930.49	2935.1	2912.06	2923.71	136017.0
2020-03-13 16:30:00	ES	Futures	2915.58	2916.94	2879.0	2888.49	41768.0
2020-03-13 00:00:00	NQ	Futures	8043.64	8183.6	8037.57	8152.95	4587.0
2020-03-13 00:30:00	NQ	Futures	8152.08	8415.23	8137.63	8414.65	11574.0
2020-03-13 01:00:00	NQ	Futures	8413.5	8637.03	8402.22	8520.2	13179.0
2020-03-13 01:30:00	NQ	Futures	8522.23	8661.32	8482.03	8521.07	7164.0
2020-03-13 02:00:00	NQ	Futures	8522.51	8539.0	8405.69	8523.67	6345.0
2020-03-13 02:30:00	NQ	Futures	8522.51	8567.34	8482.61	8546.81	3077.0
2020-03-13 03:00:00	NQ	Futures	8544.78	8718.0	8492.44	8689.37	6177.0
2020-03-13 03:30:00	NQ	Futures	8691.39	8796.65	8686.19	8722.33	8716.0
2020-03-13 04:00:00	NQ	Futures	8719.73	8802.43	8613.6	8675.49	8755.0
2020-03-13 04:30:00	NQ	Futures	8674.04	8674.04	8560.69	8613.03	6625.0
2020-03-13 05:00:00	NQ	Futures	8608.4	8689.08	8557.5	8659.58	5320.0
2020-03-13 05:30:00	NQ	Futures	8664.21	8746.33	8644.55	8738.82	3578.0
2020-03-13 06:00:00	NQ	Futures	8741.71	8781.04	8685.61	8722.04	6580.0
2020-03-13 06:30:00	NQ	Futures	8721.76	8759.64	8689.08	8757.32	4452.0
2020-03-13 07:00:00	NQ	Futures	8756.17	8817.18	8751.83	8817.18	6112.0
2020-03-13 07:30:00	NQ	Futures	8817.18	8817.18	8817.18	8817.18	233.0

> showing 50 of 2,854 rows — these rows as CSV

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