PREVIEW / futures_30min / 2020-03-17

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-17.parquet
  size:    108 KB
  rows:    3,522

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
2020-03-17 00:00:00	ES	Futures	2729.32	2735.36	2721.09	2722.74	3410.0
2020-03-17 00:30:00	ES	Futures	2723.01	2740.58	2719.17	2740.3	4171.0
2020-03-17 01:00:00	ES	Futures	2740.58	2741.95	2718.9	2724.11	5656.0
2020-03-17 01:30:00	ES	Futures	2724.39	2740.58	2705.73	2734.54	11140.0
2020-03-17 02:00:00	ES	Futures	2734.26	2739.48	2722.19	2737.83	4467.0
2020-03-17 02:30:00	ES	Futures	2738.11	2741.95	2727.13	2741.95	3584.0
2020-03-17 03:00:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	158.0
2020-03-17 03:30:00	ES	Futures	2741.95	2741.95	2741.95	2741.95	504.0
2020-03-17 04:00:00	ES	Futures	2741.95	2741.95	2705.73	2727.4	11689.0
2020-03-17 04:30:00	ES	Futures	2726.85	2728.5	2664.56	2669.5	26467.0
2020-03-17 05:00:00	ES	Futures	2669.78	2687.61	2635.48	2640.14	24322.0
2020-03-17 05:30:00	ES	Futures	2640.14	2653.59	2602.27	2631.08	37808.0
2020-03-17 06:00:00	ES	Futures	2631.36	2689.53	2622.58	2684.87	28408.0
2020-03-17 06:30:00	ES	Futures	2685.14	2723.84	2657.7	2722.46	27071.0
2020-03-17 07:00:00	ES	Futures	2722.74	2723.84	2663.74	2668.13	26273.0
2020-03-17 07:30:00	ES	Futures	2667.86	2670.33	2637.12	2640.96	28909.0
2020-03-17 08:00:00	ES	Futures	2641.51	2675.81	2629.44	2664.56	38654.0
2020-03-17 08:30:00	ES	Futures	2666.76	2677.19	2650.29	2674.99	32623.0
2020-03-17 09:00:00	ES	Futures	2674.99	2679.93	2646.73	2667.58	42103.0
2020-03-17 09:30:00	ES	Futures	2668.13	2695.02	2588.28	2594.31	238400.0
2020-03-17 10:00:00	ES	Futures	2594.31	2663.74	2581.69	2656.06	180626.0
2020-03-17 10:30:00	ES	Futures	2656.06	2677.19	2636.57	2671.15	180723.0
2020-03-17 11:00:00	ES	Futures	2671.15	2729.87	2662.37	2707.65	173709.0
2020-03-17 11:30:00	ES	Futures	2707.65	2739.2	2693.65	2736.19	149787.0
2020-03-17 12:00:00	ES	Futures	2735.91	2791.07	2729.05	2731.52	195393.0
2020-03-17 12:30:00	ES	Futures	2731.52	2744.69	2695.85	2715.6	116351.0
2020-03-17 13:00:00	ES	Futures	2715.33	2730.15	2669.78	2690.91	134646.0
2020-03-17 13:30:00	ES	Futures	2690.91	2732.62	2683.77	2722.19	106561.0
2020-03-17 14:00:00	ES	Futures	2721.92	2765.27	2706.55	2756.22	122207.0
2020-03-17 14:30:00	ES	Futures	2756.22	2781.19	2715.33	2738.11	133311.0
2020-03-17 15:00:00	ES	Futures	2738.11	2738.65	2694.75	2704.08	141715.0
2020-03-17 15:30:00	ES	Futures	2704.08	2778.72	2698.59	2778.72	349409.0
2020-03-17 16:00:00	ES	Futures	2778.44	2784.48	2724.93	2725.76	128363.0
2020-03-17 16:30:00	ES	Futures	2726.31	2737.28	2714.78	2716.43	27879.0
2020-03-17 18:00:00	ES	Futures	2708.47	2729.05	2699.96	2716.98	22422.0
2020-03-17 18:30:00	ES	Futures	2716.98	2726.31	2677.46	2688.99	18199.0
2020-03-17 19:00:00	ES	Futures	2689.26	2697.77	2663.19	2671.15	17728.0
2020-03-17 19:30:00	ES	Futures	2671.42	2681.58	2632.18	2646.45	25906.0
2020-03-17 20:00:00	ES	Futures	2646.18	2676.09	2640.14	2656.6	26394.0
2020-03-17 20:30:00	ES	Futures	2656.33	2662.37	2630.81	2644.81	23901.0
2020-03-17 21:00:00	ES	Futures	2643.98	2648.1	2629.16	2635.75	16984.0
2020-03-17 21:30:00	ES	Futures	2635.48	2656.06	2632.73	2644.26	15110.0
2020-03-17 22:00:00	ES	Futures	2644.26	2649.74	2631.36	2646.18	12629.0
2020-03-17 22:30:00	ES	Futures	2645.35	2687.34	2645.35	2679.38	15692.0
2020-03-17 23:00:00	ES	Futures	2679.11	2681.3	2651.12	2655.78	10880.0
2020-03-17 23:30:00	ES	Futures	2656.33	2658.25	2635.48	2638.77	8319.0
2020-03-17 00:00:00	NQ	Futures	8314.71	8314.71	8314.71	8314.71	20.0
2020-03-17 00:30:00	NQ	Futures	8314.71	8314.71	8314.71	8314.71	4.0
2020-03-17 01:00:00	NQ	Futures	8314.71	8314.71	8314.71	8314.71	24.0
2020-03-17 01:30:00	NQ	Futures	8314.71	8314.71	8314.71	8314.71	812.0

> showing 50 of 3,522 rows — these rows as CSV

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