PREVIEW / futures_30min / 2020-03-19

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-19.parquet
  size:    115 KB
  rows:    3,585

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
2020-03-19 00:00:00	ES	Futures	2508.15	2534.22	2497.17	2528.45	14342.0
2020-03-19 00:30:00	ES	Futures	2529.55	2538.06	2508.42	2516.65	7642.0
2020-03-19 01:00:00	ES	Futures	2516.93	2548.49	2516.93	2530.92	7720.0
2020-03-19 01:30:00	ES	Futures	2531.47	2557.27	2518.03	2546.56	9538.0
2020-03-19 02:00:00	ES	Futures	2546.56	2588.28	2546.56	2574.56	12150.0
2020-03-19 02:30:00	ES	Futures	2574.83	2612.42	2563.03	2593.22	10508.0
2020-03-19 03:00:00	ES	Futures	2593.49	2627.79	2584.71	2625.87	14527.0
2020-03-19 03:30:00	ES	Futures	2626.42	2632.18	2574.83	2588.55	18434.0
2020-03-19 04:00:00	ES	Futures	2588.82	2636.57	2582.79	2635.75	26928.0
2020-03-19 04:30:00	ES	Futures	2636.02	2650.84	2616.54	2639.04	25581.0
2020-03-19 05:00:00	ES	Futures	2639.04	2647.27	2604.19	2606.11	18451.0
2020-03-19 05:30:00	ES	Futures	2606.94	2623.4	2598.7	2607.76	15895.0
2020-03-19 06:00:00	ES	Futures	2607.76	2607.76	2580.04	2592.67	20668.0
2020-03-19 06:30:00	ES	Futures	2592.12	2605.84	2587.18	2592.94	14846.0
2020-03-19 07:00:00	ES	Futures	2592.67	2611.88	2591.29	2592.12	16566.0
2020-03-19 07:30:00	ES	Futures	2592.12	2592.94	2559.74	2566.6	28435.0
2020-03-19 08:00:00	ES	Futures	2566.87	2581.14	2553.97	2558.09	24375.0
2020-03-19 08:30:00	ES	Futures	2557.54	2601.72	2554.25	2597.06	31867.0
2020-03-19 09:00:00	ES	Futures	2597.33	2610.5	2588.28	2606.94	30629.0
2020-03-19 09:30:00	ES	Futures	2606.66	2609.13	2531.47	2593.49	202162.0
2020-03-19 10:00:00	ES	Futures	2593.76	2659.35	2577.3	2639.87	197401.0
2020-03-19 10:30:00	ES	Futures	2639.59	2653.59	2593.76	2608.03	140623.0
2020-03-19 11:00:00	ES	Futures	2608.03	2672.52	2601.17	2669.78	124132.0
2020-03-19 11:30:00	ES	Futures	2670.05	2686.24	2642.34	2646.45	179437.0
2020-03-19 12:00:00	ES	Futures	2646.45	2653.31	2605.02	2623.4	140699.0
2020-03-19 12:30:00	ES	Futures	2623.4	2659.62	2603.37	2640.96	122321.0
2020-03-19 13:00:00	ES	Futures	2640.69	2653.86	2627.24	2636.02	92827.0
2020-03-19 13:30:00	ES	Futures	2635.48	2684.32	2628.89	2665.11	99367.0
2020-03-19 14:00:00	ES	Futures	2665.11	2677.19	2641.51	2661.54	90294.0
2020-03-19 14:30:00	ES	Futures	2661.54	2697.22	2657.15	2664.29	117229.0
2020-03-19 15:00:00	ES	Futures	2664.29	2672.8	2621.75	2660.45	160184.0
2020-03-19 15:30:00	ES	Futures	2660.45	2677.73	2621.21	2632.46	312888.0
2020-03-19 16:00:00	ES	Futures	2632.46	2634.38	2603.37	2619.83	92805.0
2020-03-19 16:30:00	ES	Futures	2616.81	2617.36	2576.2	2584.98	39915.0
2020-03-19 18:00:00	ES	Futures	2580.59	2597.61	2569.62	2588.28	20050.0
2020-03-19 18:30:00	ES	Futures	2587.45	2589.1	2560.29	2565.22	12199.0
2020-03-19 19:00:00	ES	Futures	2564.95	2583.89	2557.82	2570.44	14481.0
2020-03-19 19:30:00	ES	Futures	2570.44	2588.82	2566.87	2586.08	9045.0
2020-03-19 20:00:00	ES	Futures	2586.08	2595.96	2570.16	2588.28	12166.0
2020-03-19 20:30:00	ES	Futures	2588.28	2592.39	2564.4	2570.16	11542.0
2020-03-19 21:00:00	ES	Futures	2570.99	2622.3	2570.16	2605.56	18994.0
2020-03-19 21:30:00	ES	Futures	2606.11	2606.39	2570.44	2587.45	16735.0
2020-03-19 22:00:00	ES	Futures	2587.18	2613.8	2576.75	2593.22	16387.0
2020-03-19 22:30:00	ES	Futures	2592.94	2611.05	2589.92	2603.09	9537.0
2020-03-19 23:00:00	ES	Futures	2603.37	2609.95	2589.1	2602.0	9273.0
2020-03-19 23:30:00	ES	Futures	2602.82	2608.03	2595.41	2603.64	6080.0
2020-03-19 00:00:00	NQ	Futures	7896.82	7971.09	7854.26	7955.38	2869.0
2020-03-19 00:30:00	NQ	Futures	7955.66	7983.08	7887.39	7914.82	1412.0
2020-03-19 01:00:00	NQ	Futures	7917.96	8018.5	7916.24	7966.8	1546.0
2020-03-19 01:30:00	NQ	Futures	7972.8	8057.64	7934.53	8027.64	1894.0

> showing 50 of 3,585 rows — these rows as CSV

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