PREVIEW / futures_30min / 2020-03-18

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-18.parquet
  size:    112 KB
  rows:    3,525

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
2020-03-18 00:00:00	ES	Futures	2638.77	2647.55	2634.38	2638.49	8203.0
2020-03-18 00:30:00	ES	Futures	2638.77	2643.98	2632.46	2636.3	6420.0
2020-03-18 01:00:00	ES	Futures	2636.57	2637.67	2627.24	2627.24	4042.0
2020-03-18 01:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	259.0
2020-03-18 02:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	65.0
2020-03-18 02:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	51.0
2020-03-18 03:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	574.0
2020-03-18 03:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	530.0
2020-03-18 04:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	343.0
2020-03-18 04:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	72.0
2020-03-18 05:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	205.0
2020-03-18 05:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	48.0
2020-03-18 06:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	172.0
2020-03-18 06:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	57.0
2020-03-18 07:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	76.0
2020-03-18 07:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	77.0
2020-03-18 08:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	60.0
2020-03-18 08:30:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	140.0
2020-03-18 09:00:00	ES	Futures	2627.24	2627.24	2627.24	2627.24	41.0
2020-03-18 09:30:00	ES	Futures	2582.79	2661.54	2572.09	2641.79	284515.0
2020-03-18 10:00:00	ES	Futures	2641.79	2680.48	2633.28	2658.8	170733.0
2020-03-18 10:30:00	ES	Futures	2658.53	2667.86	2616.27	2617.64	103071.0
2020-03-18 11:00:00	ES	Futures	2617.36	2628.07	2586.08	2596.51	118679.0
2020-03-18 11:30:00	ES	Futures	2596.78	2631.63	2582.51	2626.97	136607.0
2020-03-18 12:00:00	ES	Futures	2627.24	2628.89	2584.98	2604.47	116558.0
2020-03-18 12:30:00	ES	Futures	2604.74	2608.86	2571.26	2574.56	141769.0
2020-03-18 13:00:00	ES	Futures	2553.7	2580.87	2535.86	2539.16	116890.0
2020-03-18 13:30:00	ES	Futures	2538.88	2561.11	2505.68	2526.53	169733.0
2020-03-18 14:00:00	ES	Futures	2527.36	2533.67	2482.9	2499.64	145318.0
2020-03-18 14:30:00	ES	Futures	2499.91	2560.01	2490.31	2558.91	154437.0
2020-03-18 15:00:00	ES	Futures	2559.19	2577.57	2522.69	2523.51	186971.0
2020-03-18 15:30:00	ES	Futures	2523.51	2636.02	2513.64	2626.42	411168.0
2020-03-18 16:00:00	ES	Futures	2626.69	2649.2	2585.26	2634.38	163296.0
2020-03-18 16:30:00	ES	Futures	2631.08	2642.34	2615.17	2640.69	44927.0
2020-03-18 18:00:00	ES	Futures	2637.12	2641.79	2594.59	2608.31	31127.0
2020-03-18 18:30:00	ES	Futures	2608.03	2699.41	2601.72	2677.19	35669.0
2020-03-18 19:00:00	ES	Futures	2676.91	2683.77	2645.35	2673.07	26218.0
2020-03-18 19:30:00	ES	Futures	2673.07	2700.24	2672.8	2681.85	23939.0
2020-03-18 20:00:00	ES	Futures	2682.67	2698.04	2662.92	2677.19	17683.0
2020-03-18 20:30:00	ES	Futures	2676.36	2677.73	2636.85	2644.81	14419.0
2020-03-18 21:00:00	ES	Futures	2644.26	2665.66	2622.85	2663.19	18271.0
2020-03-18 21:30:00	ES	Futures	2663.19	2665.93	2619.01	2620.66	17173.0
2020-03-18 22:00:00	ES	Futures	2620.38	2621.21	2561.93	2567.42	23559.0
2020-03-18 22:30:00	ES	Futures	2567.69	2570.71	2515.28	2516.93	29211.0
2020-03-18 23:00:00	ES	Futures	2516.65	2544.92	2502.66	2528.45	25731.0
2020-03-18 23:30:00	ES	Futures	2529.28	2561.38	2504.85	2508.15	18906.0
2020-03-18 00:00:00	NQ	Futures	8156.47	8179.89	8136.47	8149.04	1674.0
2020-03-18 00:30:00	NQ	Futures	8151.61	8168.18	8127.05	8146.47	1544.0
2020-03-18 01:00:00	NQ	Futures	8146.47	8150.18	8071.35	8071.35	1912.0
2020-03-18 01:30:00	NQ	Futures	8071.35	8071.35	8071.35	8071.35	28.0

> showing 50 of 3,525 rows — these rows as CSV

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