PREVIEW / futures_30min / 2020-03-20

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-20.parquet
  size:    94 KB
  rows:    2,862

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
2020-03-20 00:00:00	ES	Futures	2603.92	2629.99	2602.55	2629.71	10024.0
2020-03-20 00:30:00	ES	Futures	2629.71	2643.98	2623.13	2630.54	11577.0
2020-03-20 01:00:00	ES	Futures	2630.54	2631.08	2616.54	2625.6	8876.0
2020-03-20 01:30:00	ES	Futures	2625.87	2629.44	2613.25	2621.21	6493.0
2020-03-20 02:00:00	ES	Futures	2620.93	2652.49	2620.38	2651.67	8974.0
2020-03-20 02:30:00	ES	Futures	2651.67	2676.09	2647.27	2674.99	14091.0
2020-03-20 03:00:00	ES	Futures	2674.99	2691.73	2658.25	2690.36	17385.0
2020-03-20 03:30:00	ES	Futures	2690.08	2700.24	2679.93	2699.69	24355.0
2020-03-20 04:00:00	ES	Futures	2699.69	2739.75	2694.75	2711.76	38016.0
2020-03-20 04:30:00	ES	Futures	2712.04	2730.42	2690.63	2729.87	27914.0
2020-03-20 05:00:00	ES	Futures	2729.87	2739.2	2719.99	2724.11	20852.0
2020-03-20 05:30:00	ES	Futures	2723.84	2743.05	2715.6	2736.73	19215.0
2020-03-20 06:00:00	ES	Futures	2736.73	2741.12	2712.59	2714.51	18968.0
2020-03-20 06:30:00	ES	Futures	2714.51	2715.88	2696.94	2704.35	25046.0
2020-03-20 07:00:00	ES	Futures	2704.35	2704.35	2661.82	2669.78	34863.0
2020-03-20 07:30:00	ES	Futures	2670.05	2688.99	2663.74	2684.32	26653.0
2020-03-20 08:00:00	ES	Futures	2684.6	2696.94	2643.16	2644.53	36912.0
2020-03-20 08:30:00	ES	Futures	2644.26	2662.37	2637.94	2639.04	41569.0
2020-03-20 09:00:00	ES	Futures	2639.04	2663.19	2627.24	2656.88	82715.0
2020-03-20 09:30:00	ES	Futures	2657.15	2668.95	2591.57	2620.11	246506.0
2020-03-20 10:00:00	ES	Futures	2619.83	2655.78	2616.54	2650.02	149791.0
2020-03-20 10:30:00	ES	Futures	2650.02	2680.2	2643.16	2676.09	136113.0
2020-03-20 11:00:00	ES	Futures	2676.09	2681.03	2605.84	2619.01	176200.0
2020-03-20 11:30:00	ES	Futures	2619.28	2635.2	2609.13	2617.91	137642.0
2020-03-20 12:00:00	ES	Futures	2617.64	2623.4	2567.97	2578.95	156910.0
2020-03-20 12:30:00	ES	Futures	2578.67	2622.03	2574.56	2602.55	121435.0
2020-03-20 13:00:00	ES	Futures	2602.55	2628.34	2592.12	2601.72	107621.0
2020-03-20 13:30:00	ES	Futures	2601.72	2613.52	2591.02	2606.94	70747.0
2020-03-20 14:00:00	ES	Futures	2606.66	2619.56	2563.03	2574.56	106151.0
2020-03-20 14:30:00	ES	Futures	2574.83	2583.34	2533.94	2545.74	129048.0
2020-03-20 15:00:00	ES	Futures	2545.74	2569.07	2520.5	2558.91	185995.0
2020-03-20 15:30:00	ES	Futures	2559.19	2574.28	2503.48	2507.32	367308.0
2020-03-20 16:00:00	ES	Futures	2507.32	2523.79	2502.66	2511.71	129764.0
2020-03-20 16:30:00	ES	Futures	2506.77	2508.42	2480.71	2487.84	35844.0
2020-03-20 00:00:00	NQ	Futures	8329.57	8393.84	8321.28	8393.84	2647.0
2020-03-20 00:30:00	NQ	Futures	8393.26	8420.69	8349.28	8376.41	4009.0
2020-03-20 01:00:00	NQ	Futures	8377.84	8378.13	8326.14	8371.27	2967.0
2020-03-20 01:30:00	NQ	Futures	8372.41	8378.7	8329.85	8354.7	2019.0
2020-03-20 02:00:00	NQ	Futures	8353.85	8437.54	8346.71	8428.97	3329.0
2020-03-20 02:30:00	NQ	Futures	8429.54	8540.37	8417.54	8534.66	4716.0
2020-03-20 03:00:00	NQ	Futures	8533.8	8607.5	8485.81	8602.92	6599.0
2020-03-20 03:30:00	NQ	Futures	8602.35	8660.05	8571.5	8650.34	7560.0
2020-03-20 04:00:00	NQ	Futures	8651.2	8716.61	8624.35	8692.04	5528.0
2020-03-20 04:30:00	NQ	Futures	8693.19	8716.61	8620.63	8716.61	5750.0
2020-03-20 05:00:00	NQ	Futures	8716.61	8716.61	8699.76	8714.32	2316.0
2020-03-20 05:30:00	NQ	Futures	8714.9	8716.61	8706.9	8716.61	1616.0
2020-03-20 06:00:00	NQ	Futures	8716.61	8716.61	8707.47	8714.04	2772.0
2020-03-20 06:30:00	NQ	Futures	8713.75	8716.61	8649.2	8675.76	5405.0
2020-03-20 07:00:00	NQ	Futures	8674.62	8674.62	8547.8	8582.64	7381.0
2020-03-20 07:30:00	NQ	Futures	8582.07	8620.92	8558.65	8600.35	5019.0

> showing 50 of 2,862 rows — these rows as CSV

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