PREVIEW / futures_30min / 2020-03-26

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-26.parquet
  size:    107 KB
  rows:    3,550

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
2020-03-26 00:00:00	ES	Futures	2693.93	2697.22	2677.19	2695.85	12341.0
2020-03-26 00:30:00	ES	Futures	2695.85	2700.24	2687.06	2688.16	6370.0
2020-03-26 01:00:00	ES	Futures	2688.99	2697.77	2678.01	2691.73	7725.0
2020-03-26 01:30:00	ES	Futures	2692.0	2695.02	2671.7	2685.69	8514.0
2020-03-26 02:00:00	ES	Futures	2685.97	2687.34	2669.5	2676.36	8632.0
2020-03-26 02:30:00	ES	Futures	2676.64	2684.87	2669.23	2670.05	5606.0
2020-03-26 03:00:00	ES	Futures	2670.33	2678.28	2659.62	2667.58	11340.0
2020-03-26 03:30:00	ES	Futures	2668.13	2668.4	2647.55	2655.78	12111.0
2020-03-26 04:00:00	ES	Futures	2655.78	2674.99	2648.65	2653.86	25178.0
2020-03-26 04:30:00	ES	Futures	2654.14	2664.56	2647.55	2663.19	19753.0
2020-03-26 05:00:00	ES	Futures	2663.47	2674.72	2652.49	2658.53	14368.0
2020-03-26 05:30:00	ES	Futures	2658.8	2673.07	2653.59	2668.95	12539.0
2020-03-26 06:00:00	ES	Futures	2668.95	2676.09	2662.92	2675.27	12008.0
2020-03-26 06:30:00	ES	Futures	2675.54	2691.18	2674.72	2680.2	15978.0
2020-03-26 07:00:00	ES	Futures	2680.2	2684.87	2674.99	2675.54	15312.0
2020-03-26 07:30:00	ES	Futures	2675.81	2680.48	2654.96	2656.88	20417.0
2020-03-26 08:00:00	ES	Futures	2656.88	2660.17	2640.14	2644.53	33642.0
2020-03-26 08:30:00	ES	Futures	2643.71	2705.45	2636.85	2698.59	86854.0
2020-03-26 09:00:00	ES	Futures	2698.59	2739.75	2690.08	2736.73	67233.0
2020-03-26 09:30:00	ES	Futures	2736.46	2786.4	2730.15	2781.19	194296.0
2020-03-26 10:00:00	ES	Futures	2781.46	2824.27	2771.86	2800.4	157088.0
2020-03-26 10:30:00	ES	Futures	2800.4	2822.9	2783.38	2802.04	121783.0
2020-03-26 11:00:00	ES	Futures	2801.77	2826.47	2788.05	2823.17	91271.0
2020-03-26 11:30:00	ES	Futures	2823.17	2839.64	2820.16	2833.33	111384.0
2020-03-26 12:00:00	ES	Futures	2833.6	2839.09	2813.02	2831.96	81925.0
2020-03-26 12:30:00	ES	Futures	2831.96	2841.56	2822.63	2836.35	77891.0
2020-03-26 13:00:00	ES	Futures	2836.62	2844.03	2801.5	2807.53	102546.0
2020-03-26 13:30:00	ES	Futures	2807.53	2825.64	2793.26	2815.22	80651.0
2020-03-26 14:00:00	ES	Futures	2814.94	2823.17	2801.22	2818.23	67897.0
2020-03-26 14:30:00	ES	Futures	2818.23	2842.11	2818.23	2836.35	95297.0
2020-03-26 15:00:00	ES	Futures	2836.07	2837.99	2818.23	2837.44	87977.0
2020-03-26 15:30:00	ES	Futures	2837.44	2882.17	2813.84	2863.79	384080.0
2020-03-26 16:00:00	ES	Futures	2863.79	2873.12	2856.1	2863.51	106536.0
2020-03-26 16:30:00	ES	Futures	2859.95	2875.59	2859.95	2875.04	19869.0
2020-03-26 18:00:00	ES	Futures	2884.37	2885.74	2862.96	2869.82	16257.0
2020-03-26 18:30:00	ES	Futures	2869.82	2875.31	2857.2	2858.3	11067.0
2020-03-26 19:00:00	ES	Futures	2858.85	2873.67	2853.91	2870.92	9142.0
2020-03-26 19:30:00	ES	Futures	2870.65	2891.78	2864.06	2886.02	11460.0
2020-03-26 20:00:00	ES	Futures	2886.02	2889.86	2865.98	2872.84	10053.0
2020-03-26 20:30:00	ES	Futures	2872.84	2879.15	2844.03	2847.05	14539.0
2020-03-26 21:00:00	ES	Futures	2846.77	2849.24	2822.63	2830.31	21021.0
2020-03-26 21:30:00	ES	Futures	2830.58	2843.76	2818.78	2834.7	16959.0
2020-03-26 22:00:00	ES	Futures	2834.97	2835.25	2815.49	2816.59	10252.0
2020-03-26 22:30:00	ES	Futures	2817.14	2831.13	2812.2	2816.31	12619.0
2020-03-26 23:00:00	ES	Futures	2816.86	2834.97	2811.92	2829.76	11604.0
2020-03-26 23:30:00	ES	Futures	2828.94	2834.15	2816.04	2829.21	9837.0
2020-03-26 00:00:00	NQ	Futures	8508.38	8515.8	8451.25	8506.66	2673.0
2020-03-26 00:30:00	NQ	Futures	8508.38	8521.23	8482.38	8485.24	1693.0
2020-03-26 01:00:00	NQ	Futures	8490.1	8510.38	8456.68	8495.24	2285.0
2020-03-26 01:30:00	NQ	Futures	8495.24	8504.09	8430.4	8471.53	2176.0

> showing 50 of 3,550 rows — these rows as CSV

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