PREVIEW / futures_30min / 2020-03-25

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-25.parquet
  size:    108 KB
  rows:    3,510

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
2020-03-25 00:00:00	ES	Futures	2641.51	2646.18	2623.4	2624.5	10257.0
2020-03-25 00:30:00	ES	Futures	2624.22	2675.27	2619.01	2665.11	14732.0
2020-03-25 01:00:00	ES	Futures	2665.39	2680.48	2624.22	2657.15	24299.0
2020-03-25 01:30:00	ES	Futures	2656.6	2682.67	2641.79	2680.2	14023.0
2020-03-25 02:00:00	ES	Futures	2680.75	2688.71	2651.39	2671.97	15406.0
2020-03-25 02:30:00	ES	Futures	2672.52	2692.83	2666.76	2685.14	11434.0
2020-03-25 03:00:00	ES	Futures	2685.42	2696.94	2679.38	2690.91	13516.0
2020-03-25 03:30:00	ES	Futures	2691.18	2709.02	2686.24	2708.74	22863.0
2020-03-25 04:00:00	ES	Futures	2708.74	2719.72	2687.61	2718.35	40598.0
2020-03-25 04:30:00	ES	Futures	2718.62	2728.5	2706.27	2723.56	26721.0
2020-03-25 05:00:00	ES	Futures	2723.56	2741.67	2720.54	2739.2	31437.0
2020-03-25 05:30:00	ES	Futures	2739.2	2741.95	2710.12	2717.8	24657.0
2020-03-25 06:00:00	ES	Futures	2718.07	2719.45	2692.83	2694.2	31138.0
2020-03-25 06:30:00	ES	Futures	2694.2	2697.49	2635.75	2637.4	51634.0
2020-03-25 07:00:00	ES	Futures	2637.4	2664.56	2632.18	2648.65	53490.0
2020-03-25 07:30:00	ES	Futures	2648.92	2652.76	2620.11	2644.53	40575.0
2020-03-25 08:00:00	ES	Futures	2644.81	2664.56	2638.22	2644.81	39113.0
2020-03-25 08:30:00	ES	Futures	2644.81	2666.21	2644.81	2664.84	35064.0
2020-03-25 09:00:00	ES	Futures	2664.56	2687.61	2656.33	2682.67	63210.0
2020-03-25 09:30:00	ES	Futures	2682.67	2728.78	2653.86	2657.15	257074.0
2020-03-25 10:00:00	ES	Futures	2656.88	2664.56	2627.24	2654.96	153078.0
2020-03-25 10:30:00	ES	Futures	2655.23	2693.38	2653.86	2689.53	136134.0
2020-03-25 11:00:00	ES	Futures	2689.53	2705.18	2679.93	2689.53	111693.0
2020-03-25 11:30:00	ES	Futures	2689.81	2702.16	2677.73	2693.93	84046.0
2020-03-25 12:00:00	ES	Futures	2693.93	2742.77	2692.83	2737.28	115712.0
2020-03-25 12:30:00	ES	Futures	2737.01	2764.72	2727.13	2749.08	167893.0
2020-03-25 13:00:00	ES	Futures	2749.36	2786.13	2745.52	2781.19	121712.0
2020-03-25 13:30:00	ES	Futures	2781.19	2810.83	2773.23	2785.03	134280.0
2020-03-25 14:00:00	ES	Futures	2785.03	2794.64	2751.55	2779.27	149521.0
2020-03-25 14:30:00	ES	Futures	2779.27	2796.56	2756.22	2789.42	137100.0
2020-03-25 15:00:00	ES	Futures	2789.15	2801.77	2773.78	2779.82	116700.0
2020-03-25 15:30:00	ES	Futures	2780.09	2799.03	2693.93	2707.37	375558.0
2020-03-25 16:00:00	ES	Futures	2707.37	2724.66	2702.71	2706.27	103485.0
2020-03-25 16:30:00	ES	Futures	2707.37	2712.04	2698.86	2708.19	21834.0
2020-03-25 18:00:00	ES	Futures	2712.31	2732.89	2701.06	2711.76	17889.0
2020-03-25 18:30:00	ES	Futures	2711.76	2721.64	2708.19	2714.51	4772.0
2020-03-25 19:00:00	ES	Futures	2714.78	2714.78	2694.47	2703.26	8447.0
2020-03-25 19:30:00	ES	Futures	2703.8	2711.21	2697.49	2709.57	8308.0
2020-03-25 20:00:00	ES	Futures	2709.57	2741.4	2701.61	2737.28	17344.0
2020-03-25 20:30:00	ES	Futures	2737.56	2739.48	2713.13	2713.96	11631.0
2020-03-25 21:00:00	ES	Futures	2714.23	2714.78	2676.64	2682.4	19805.0
2020-03-25 21:30:00	ES	Futures	2682.95	2696.94	2678.83	2682.13	14664.0
2020-03-25 22:00:00	ES	Futures	2682.4	2689.26	2667.86	2687.06	13383.0
2020-03-25 22:30:00	ES	Futures	2687.34	2699.41	2675.81	2692.55	10776.0
2020-03-25 23:00:00	ES	Futures	2692.55	2712.31	2688.16	2697.49	12198.0
2020-03-25 23:30:00	ES	Futures	2697.49	2705.18	2669.5	2694.2	14001.0
2020-03-25 00:00:00	NQ	Futures	8492.95	8512.09	8437.25	8441.82	2658.0
2020-03-25 00:30:00	NQ	Futures	8442.11	8589.5	8428.68	8558.94	3651.0
2020-03-25 01:00:00	NQ	Futures	8560.08	8601.5	8435.25	8540.94	8000.0
2020-03-25 01:30:00	NQ	Futures	8536.66	8633.77	8490.67	8627.78	4716.0

> showing 50 of 3,510 rows — these rows as CSV

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