PREVIEW / futures_30min / 2020-03-23

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-23.parquet
  size:    109 KB
  rows:    3,514

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
2020-03-23 00:00:00	ES	Futures	2412.93	2421.43	2406.06	2408.81	7781.0
2020-03-23 00:30:00	ES	Futures	2409.08	2428.57	2407.99	2425.82	5708.0
2020-03-23 01:00:00	ES	Futures	2425.82	2428.29	2386.86	2388.78	11342.0
2020-03-23 01:30:00	ES	Futures	2388.78	2417.04	2388.5	2416.49	7443.0
2020-03-23 02:00:00	ES	Futures	2416.22	2435.15	2406.61	2419.24	10228.0
2020-03-23 02:30:00	ES	Futures	2418.96	2426.92	2415.67	2426.37	7503.0
2020-03-23 03:00:00	ES	Futures	2425.82	2447.78	2424.18	2428.84	17019.0
2020-03-23 03:30:00	ES	Futures	2428.57	2431.04	2404.14	2423.9	16643.0
2020-03-23 04:00:00	ES	Futures	2423.35	2433.51	2406.06	2423.08	22165.0
2020-03-23 04:30:00	ES	Futures	2423.08	2431.31	2414.02	2420.06	17550.0
2020-03-23 05:00:00	ES	Futures	2420.06	2441.46	2418.41	2424.72	17506.0
2020-03-23 05:30:00	ES	Futures	2425.0	2450.52	2424.72	2436.25	18919.0
2020-03-23 06:00:00	ES	Futures	2436.52	2445.85	2430.49	2439.27	12669.0
2020-03-23 06:30:00	ES	Futures	2440.09	2458.2	2438.72	2452.44	15786.0
2020-03-23 07:00:00	ES	Futures	2452.72	2454.91	2437.07	2439.27	14088.0
2020-03-23 07:30:00	ES	Futures	2439.54	2440.09	2418.96	2431.59	21410.0
2020-03-23 08:00:00	ES	Futures	2431.59	2619.01	2430.21	2574.01	181009.0
2020-03-23 08:30:00	ES	Futures	2574.56	2584.43	2530.1	2571.81	78585.0
2020-03-23 09:00:00	ES	Futures	2571.26	2584.98	2498.82	2502.11	75764.0
2020-03-23 09:30:00	ES	Futures	2502.11	2504.85	2434.88	2495.52	279778.0
2020-03-23 10:00:00	ES	Futures	2495.8	2510.34	2466.16	2486.74	130519.0
2020-03-23 10:30:00	ES	Futures	2486.74	2501.29	2449.15	2451.07	131484.0
2020-03-23 11:00:00	ES	Futures	2451.07	2468.91	2417.86	2418.96	126077.0
2020-03-23 11:30:00	ES	Futures	2419.24	2434.05	2392.34	2416.22	161800.0
2020-03-23 12:00:00	ES	Futures	2416.22	2455.18	2402.5	2440.92	163491.0
2020-03-23 12:30:00	ES	Futures	2440.92	2500.46	2424.72	2491.68	140611.0
2020-03-23 13:00:00	ES	Futures	2491.41	2514.46	2468.08	2470.0	116970.0
2020-03-23 13:30:00	ES	Futures	2470.28	2487.29	2428.57	2442.84	135431.0
2020-03-23 14:00:00	ES	Futures	2443.11	2458.48	2417.86	2451.89	132461.0
2020-03-23 14:30:00	ES	Futures	2451.89	2466.98	2427.47	2433.51	110699.0
2020-03-23 15:00:00	ES	Futures	2433.51	2448.05	2403.87	2409.08	134262.0
2020-03-23 15:30:00	ES	Futures	2408.81	2463.69	2397.83	2433.23	314081.0
2020-03-23 16:00:00	ES	Futures	2433.51	2443.66	2414.85	2440.64	110686.0
2020-03-23 16:30:00	ES	Futures	2432.68	2448.87	2423.08	2433.78	25983.0
2020-03-23 18:00:00	ES	Futures	2451.34	2488.11	2448.32	2477.41	27710.0
2020-03-23 18:30:00	ES	Futures	2477.69	2482.63	2463.69	2476.31	9840.0
2020-03-23 19:00:00	ES	Futures	2476.31	2507.05	2472.75	2485.92	18360.0
2020-03-23 19:30:00	ES	Futures	2486.19	2490.31	2471.92	2472.75	12099.0
2020-03-23 20:00:00	ES	Futures	2472.2	2488.39	2460.12	2483.18	11523.0
2020-03-23 20:30:00	ES	Futures	2482.63	2492.23	2468.36	2485.1	10940.0
2020-03-23 21:00:00	ES	Futures	2485.92	2513.64	2483.45	2494.97	16963.0
2020-03-23 21:30:00	ES	Futures	2495.52	2531.75	2492.23	2529.28	18403.0
2020-03-23 22:00:00	ES	Futures	2529.28	2539.16	2516.38	2529.0	17279.0
2020-03-23 22:30:00	ES	Futures	2530.1	2544.37	2521.04	2536.96	14756.0
2020-03-23 23:00:00	ES	Futures	2537.23	2539.7	2515.28	2526.81	10102.0
2020-03-23 23:30:00	ES	Futures	2527.08	2532.84	2491.68	2504.03	13014.0
2020-03-23 00:00:00	NQ	Futures	7693.44	7719.72	7674.02	7686.3	1657.0
2020-03-23 00:30:00	NQ	Futures	7684.02	7752.57	7682.02	7741.43	1300.0
2020-03-23 01:00:00	NQ	Futures	7744.86	7750.0	7616.32	7627.46	2666.0
2020-03-23 01:30:00	NQ	Futures	7627.18	7715.44	7624.32	7709.73	2098.0

> showing 50 of 3,514 rows — these rows as CSV

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