PREVIEW / futures_30min / 2020-03-16

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-16.parquet
  size:    106 KB
  rows:    3,452

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
2020-03-16 00:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	37.0
2020-03-16 00:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	10.0
2020-03-16 01:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	28.0
2020-03-16 01:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	5.0
2020-03-16 02:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	39.0
2020-03-16 02:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	42.0
2020-03-16 03:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	10.0
2020-03-16 03:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	4.0
2020-03-16 04:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	17.0
2020-03-16 04:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	19.0
2020-03-16 05:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	38.0
2020-03-16 05:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	16.0
2020-03-16 06:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	84.0
2020-03-16 06:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	6.0
2020-03-16 07:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	8.0
2020-03-16 07:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	31.0
2020-03-16 08:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	22.0
2020-03-16 08:30:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	74.0
2020-03-16 09:00:00	ES	Futures	2805.06	2805.06	2805.06	2805.06	32.0
2020-03-16 09:30:00	ES	Futures	2745.79	2745.79	2579.49	2673.34	183026.0
2020-03-16 10:00:00	ES	Futures	2673.07	2692.83	2639.87	2674.99	182634.0
2020-03-16 10:30:00	ES	Futures	2674.99	2753.75	2674.17	2728.78	188821.0
2020-03-16 11:00:00	ES	Futures	2728.5	2797.38	2721.92	2786.95	140529.0
2020-03-16 11:30:00	ES	Futures	2786.95	2793.81	2738.65	2767.47	139287.0
2020-03-16 12:00:00	ES	Futures	2767.19	2774.6	2724.93	2737.01	105735.0
2020-03-16 12:30:00	ES	Futures	2736.73	2755.12	2697.22	2710.12	95566.0
2020-03-16 13:00:00	ES	Futures	2710.39	2740.3	2702.71	2711.21	93503.0
2020-03-16 13:30:00	ES	Futures	2710.94	2711.21	2678.83	2690.08	94981.0
2020-03-16 14:00:00	ES	Futures	2690.08	2690.63	2662.09	2683.5	107633.0
2020-03-16 14:30:00	ES	Futures	2683.77	2732.89	2679.11	2712.04	133501.0
2020-03-16 15:00:00	ES	Futures	2712.31	2731.25	2674.72	2679.38	127893.0
2020-03-16 15:30:00	ES	Futures	2679.11	2685.14	2602.0	2609.41	432499.0
2020-03-16 16:00:00	ES	Futures	2609.41	2669.5	2606.94	2639.59	188795.0
2020-03-16 16:30:00	ES	Futures	2631.08	2656.33	2617.36	2633.83	50088.0
2020-03-16 18:00:00	ES	Futures	2642.06	2677.73	2623.4	2646.73	26392.0
2020-03-16 18:30:00	ES	Futures	2646.73	2670.05	2640.69	2651.12	12477.0
2020-03-16 19:00:00	ES	Futures	2651.39	2674.17	2650.29	2669.78	9093.0
2020-03-16 19:30:00	ES	Futures	2670.33	2681.03	2657.15	2669.78	9110.0
2020-03-16 20:00:00	ES	Futures	2669.78	2695.3	2635.75	2672.8	18235.0
2020-03-16 20:30:00	ES	Futures	2672.8	2706.82	2662.92	2697.22	11083.0
2020-03-16 21:00:00	ES	Futures	2697.77	2741.95	2692.0	2741.95	18196.0
2020-03-16 21:30:00	ES	Futures	2741.95	2741.95	2713.68	2726.85	11878.0
2020-03-16 22:00:00	ES	Futures	2726.31	2738.65	2692.28	2718.07	17268.0
2020-03-16 22:30:00	ES	Futures	2718.07	2741.67	2711.21	2731.79	9595.0
2020-03-16 23:00:00	ES	Futures	2731.52	2734.81	2709.29	2727.13	6683.0
2020-03-16 23:30:00	ES	Futures	2727.4	2732.89	2717.25	2729.05	3188.0
2020-03-16 00:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	13.0
2020-03-16 00:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	3.0
2020-03-16 01:00:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	1.0
2020-03-16 01:30:00	NQ	Futures	8616.06	8616.06	8616.06	8616.06	1.0

> showing 50 of 3,452 rows — these rows as CSV

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