PREVIEW / futures_30min / 2020-03-27

all futures 30-min files

  file:    by_date/futures_30min/2020/2020-03-27.parquet
  size:    89 KB
  rows:    2,839

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
2020-03-27 00:00:00	ES	Futures	2829.49	2830.86	2817.41	2819.33	8483.0
2020-03-27 00:30:00	ES	Futures	2819.33	2819.88	2806.98	2810.0	8351.0
2020-03-27 01:00:00	ES	Futures	2810.0	2812.75	2799.57	2805.89	9074.0
2020-03-27 01:30:00	ES	Futures	2806.16	2840.74	2804.79	2840.19	10330.0
2020-03-27 02:00:00	ES	Futures	2839.91	2855.01	2832.23	2845.68	12391.0
2020-03-27 02:30:00	ES	Futures	2846.23	2851.71	2828.11	2836.9	7371.0
2020-03-27 03:00:00	ES	Futures	2837.17	2837.99	2814.39	2829.21	11226.0
2020-03-27 03:30:00	ES	Futures	2829.21	2833.33	2811.92	2816.86	10429.0
2020-03-27 04:00:00	ES	Futures	2816.86	2832.78	2811.92	2825.92	18785.0
2020-03-27 04:30:00	ES	Futures	2826.19	2827.57	2810.0	2811.65	13137.0
2020-03-27 05:00:00	ES	Futures	2811.92	2823.72	2804.51	2807.53	17178.0
2020-03-27 05:30:00	ES	Futures	2807.81	2809.73	2799.03	2799.3	18123.0
2020-03-27 06:00:00	ES	Futures	2799.3	2806.44	2790.79	2796.56	20838.0
2020-03-27 06:30:00	ES	Futures	2796.28	2820.16	2787.23	2789.15	24309.0
2020-03-27 07:00:00	ES	Futures	2789.42	2808.63	2788.05	2789.15	20167.0
2020-03-27 07:30:00	ES	Futures	2789.42	2799.3	2775.98	2779.54	31785.0
2020-03-27 08:00:00	ES	Futures	2779.54	2798.75	2771.04	2798.75	31234.0
2020-03-27 08:30:00	ES	Futures	2798.48	2805.34	2771.58	2772.41	38242.0
2020-03-27 09:00:00	ES	Futures	2772.41	2780.91	2760.61	2774.88	57152.0
2020-03-27 09:30:00	ES	Futures	2774.88	2794.09	2749.91	2774.33	176359.0
2020-03-27 10:00:00	ES	Futures	2774.33	2789.97	2763.08	2771.04	115568.0
2020-03-27 10:30:00	ES	Futures	2771.04	2780.09	2760.61	2774.33	90994.0
2020-03-27 11:00:00	ES	Futures	2774.33	2808.36	2774.05	2788.32	109568.0
2020-03-27 11:30:00	ES	Futures	2788.32	2796.01	2766.37	2768.84	90209.0
2020-03-27 12:00:00	ES	Futures	2768.84	2783.93	2763.35	2776.52	82388.0
2020-03-27 12:30:00	ES	Futures	2776.52	2797.38	2772.96	2796.28	74379.0
2020-03-27 13:00:00	ES	Futures	2796.28	2802.32	2780.09	2785.03	77579.0
2020-03-27 13:30:00	ES	Futures	2784.76	2819.88	2782.56	2801.77	101133.0
2020-03-27 14:00:00	ES	Futures	2802.04	2814.67	2792.99	2809.73	72589.0
2020-03-27 14:30:00	ES	Futures	2809.73	2825.1	2801.22	2823.72	73516.0
2020-03-27 15:00:00	ES	Futures	2824.0	2859.4	2817.14	2847.87	131569.0
2020-03-27 15:30:00	ES	Futures	2847.6	2850.62	2768.84	2779.27	323767.0
2020-03-27 16:00:00	ES	Futures	2778.99	2786.95	2764.72	2770.76	86991.0
2020-03-27 16:30:00	ES	Futures	2771.58	2772.68	2761.71	2766.1	20643.0
2020-03-27 00:00:00	NQ	Futures	8874.28	8878.0	8841.15	8848.0	1183.0
2020-03-27 00:30:00	NQ	Futures	8847.15	8850.29	8805.16	8823.15	1633.0
2020-03-27 01:00:00	NQ	Futures	8821.73	8828.58	8781.16	8806.59	2027.0
2020-03-27 01:30:00	NQ	Futures	8807.44	8888.85	8804.02	8887.71	2745.0
2020-03-27 02:00:00	NQ	Futures	8885.71	8919.7	8865.43	8895.71	3716.0
2020-03-27 02:30:00	NQ	Futures	8896.85	8909.7	8839.44	8872.57	2681.0
2020-03-27 03:00:00	NQ	Futures	8873.14	8876.57	8806.02	8839.72	3250.0
2020-03-27 03:30:00	NQ	Futures	8840.58	8853.43	8792.3	8806.87	2870.0
2020-03-27 04:00:00	NQ	Futures	8808.87	8863.43	8793.45	8851.15	3941.0
2020-03-27 04:30:00	NQ	Futures	8853.15	8860.0	8811.73	8814.87	3540.0
2020-03-27 05:00:00	NQ	Futures	8814.87	8850.0	8782.59	8782.59	5589.0
2020-03-27 05:30:00	NQ	Futures	8782.31	8803.16	8767.17	8772.31	3627.0
2020-03-27 06:00:00	NQ	Futures	8773.17	8793.73	8741.46	8766.31	4285.0
2020-03-27 06:30:00	NQ	Futures	8766.31	8829.72	8746.6	8751.74	4801.0
2020-03-27 07:00:00	NQ	Futures	8753.17	8810.59	8753.17	8755.74	4455.0
2020-03-27 07:30:00	NQ	Futures	8757.74	8774.59	8713.18	8727.75	7074.0

> showing 50 of 2,839 rows — these rows as CSV

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