PREVIEW / futures_30min / 2020-03-24

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-24.parquet
  size:    106 KB
  rows:    3,479

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
2020-03-24 00:00:00	ES	Futures	2504.03	2518.85	2497.17	2515.83	7453.0
2020-03-24 00:30:00	ES	Futures	2516.1	2524.34	2504.58	2520.77	8490.0
2020-03-24 01:00:00	ES	Futures	2520.77	2535.31	2517.48	2525.43	8841.0
2020-03-24 01:30:00	ES	Futures	2525.16	2525.98	2500.74	2518.57	8887.0
2020-03-24 02:00:00	ES	Futures	2518.57	2555.89	2517.2	2555.07	20306.0
2020-03-24 02:30:00	ES	Futures	2554.8	2555.89	2536.41	2545.74	11254.0
2020-03-24 03:00:00	ES	Futures	2546.02	2547.39	2529.28	2544.92	13108.0
2020-03-24 03:30:00	ES	Futures	2544.92	2547.66	2535.59	2544.37	12225.0
2020-03-24 04:00:00	ES	Futures	2543.82	2559.74	2536.69	2537.23	28642.0
2020-03-24 04:30:00	ES	Futures	2537.23	2550.96	2530.37	2550.68	15860.0
2020-03-24 05:00:00	ES	Futures	2550.41	2556.17	2545.19	2554.8	14631.0
2020-03-24 05:30:00	ES	Futures	2554.8	2561.38	2550.41	2561.38	7735.0
2020-03-24 06:00:00	ES	Futures	2561.38	2561.38	2561.38	2561.38	302.0
2020-03-24 06:30:00	ES	Futures	2561.38	2561.38	2561.38	2561.38	107.0
2020-03-24 07:00:00	ES	Futures	2561.38	2561.38	2544.64	2557.27	33860.0
2020-03-24 07:30:00	ES	Futures	2557.27	2561.38	2541.08	2553.97	24133.0
2020-03-24 08:00:00	ES	Futures	2554.52	2555.62	2525.43	2540.25	31338.0
2020-03-24 08:30:00	ES	Futures	2539.98	2561.38	2530.37	2561.38	37659.0
2020-03-24 09:00:00	ES	Futures	2561.38	2561.38	2549.58	2561.38	12945.0
2020-03-24 09:30:00	ES	Futures	2575.93	2610.23	2561.93	2580.59	215644.0
2020-03-24 10:00:00	ES	Futures	2580.59	2621.48	2569.62	2612.97	166103.0
2020-03-24 10:30:00	ES	Futures	2612.97	2620.66	2597.06	2602.0	121547.0
2020-03-24 11:00:00	ES	Futures	2601.72	2615.44	2587.73	2612.15	107570.0
2020-03-24 11:30:00	ES	Futures	2612.15	2636.3	2603.09	2635.75	130425.0
2020-03-24 12:00:00	ES	Futures	2635.75	2656.88	2627.52	2656.33	112198.0
2020-03-24 12:30:00	ES	Futures	2656.33	2664.29	2626.69	2627.52	126390.0
2020-03-24 13:00:00	ES	Futures	2627.52	2638.77	2608.03	2624.5	107813.0
2020-03-24 13:30:00	ES	Futures	2624.77	2633.55	2594.86	2600.35	89970.0
2020-03-24 14:00:00	ES	Futures	2600.08	2606.94	2575.65	2601.17	114877.0
2020-03-24 14:30:00	ES	Futures	2601.17	2637.94	2592.94	2636.85	114363.0
2020-03-24 15:00:00	ES	Futures	2636.85	2651.39	2632.73	2646.73	122066.0
2020-03-24 15:30:00	ES	Futures	2647.0	2675.81	2635.48	2670.6	366641.0
2020-03-24 16:00:00	ES	Futures	2670.6	2679.11	2653.31	2672.8	104678.0
2020-03-24 16:30:00	ES	Futures	2671.42	2686.79	2660.72	2681.03	25282.0
2020-03-24 18:00:00	ES	Futures	2681.3	2705.45	2664.29	2700.51	24941.0
2020-03-24 18:30:00	ES	Futures	2700.24	2711.21	2691.18	2696.67	19736.0
2020-03-24 19:00:00	ES	Futures	2696.39	2696.94	2669.5	2679.66	16349.0
2020-03-24 19:30:00	ES	Futures	2679.93	2679.93	2648.1	2658.25	16335.0
2020-03-24 20:00:00	ES	Futures	2658.25	2668.95	2645.35	2653.86	18999.0
2020-03-24 20:30:00	ES	Futures	2653.86	2656.33	2629.99	2642.88	15932.0
2020-03-24 21:00:00	ES	Futures	2642.88	2665.11	2642.06	2665.11	10692.0
2020-03-24 21:30:00	ES	Futures	2665.11	2670.87	2644.81	2648.65	12132.0
2020-03-24 22:00:00	ES	Futures	2648.92	2655.51	2638.22	2638.77	9064.0
2020-03-24 22:30:00	ES	Futures	2639.32	2650.84	2631.91	2648.37	10110.0
2020-03-24 23:00:00	ES	Futures	2648.65	2655.51	2632.18	2635.48	10760.0
2020-03-24 23:30:00	ES	Futures	2635.75	2643.98	2633.28	2640.96	8631.0
2020-03-24 00:00:00	NQ	Futures	8172.75	8220.17	8149.04	8215.31	1871.0
2020-03-24 00:30:00	NQ	Futures	8211.88	8243.59	8175.89	8232.45	1900.0
2020-03-24 01:00:00	NQ	Futures	8233.59	8275.29	8222.74	8239.02	2035.0
2020-03-24 01:30:00	NQ	Futures	8241.3	8241.3	8152.47	8224.45	2855.0

> showing 50 of 3,479 rows — these rows as CSV

> unlock the full archive -- $79 one-time